124 lines
5.1 KiB
C++
124 lines
5.1 KiB
C++
/*
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* ******************************************************************************
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* *
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* *
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* * This program and the accompanying materials are made available under the
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* * terms of the Apache License, Version 2.0 which is available at
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* * https://www.apache.org/licenses/LICENSE-2.0.
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* *
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* * See the NOTICE file distributed with this work for additional
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* * information regarding copyright ownership.
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* * Unless required by applicable law or agreed to in writing, software
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* * distributed under the License is distributed on an "AS IS" BASIS, WITHOUT
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* * WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. See the
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* * License for the specific language governing permissions and limitations
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* * under the License.
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* *
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* * SPDX-License-Identifier: Apache-2.0
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* *****************************************************************************
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*/
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//
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// @author GS <sgazeos@gmail.com>
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//
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#include "../solve.h"
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#include <array/NDArray.h>
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#include <array/NDArrayFactory.h>
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#include <execution/Threads.h>
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#include <helpers/MmulHelper.h>
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#include <system/op_boilerplate.h>
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#include "../lup.h"
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#include "../triangular_solve.h"
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#if NOT_EXCLUDED(OP_solve)
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namespace sd {
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namespace ops {
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namespace helpers {
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// ---------------------------------------------------------------------------------------------------------------------------------------
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// //
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template <typename T>
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static void adjointMatrix_(sd::LaunchContext* context, NDArray * input, NDArray* output) {
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auto inputPart = input->allTensorsAlongDimension({-2, -1});
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auto outputPart = output->allTensorsAlongDimension({-2, -1});
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auto rows = input->sizeAt(-2);
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output->assign(input);
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auto batchLoop = PRAGMA_THREADS_FOR {
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for (auto batch = start; batch < stop; batch++) {
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for (sd::LongType r = 0; r < rows; r++) {
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for (sd::LongType c = 0; c < r; c++) {
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math::sd_swap(outputPart[batch]->r<T>(r, c), outputPart[batch]->r<T>(c, r));
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}
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}
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}
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};
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samediff::Threads::parallel_tad(batchLoop, 0, inputPart.size(), 1);
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}
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// ---------------------------------------------------------------------------------------------------------------------------------------
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// //
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template <typename T>
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static sd::Status solveFunctor_(sd::LaunchContext* context, NDArray* leftInput, NDArray* rightInput, bool const adjoint,
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NDArray* output) {
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// stage 1: LU decomposition batched
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auto leftOutput = leftInput->ulike();
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auto permuShape = rightInput->getShapeAsVector();
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permuShape->pop_back();
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std::vector<sd::LongType> &shapeDeRef = *permuShape;
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auto permutations = NDArrayFactory::create<sd::LongType>('c', shapeDeRef, context);
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helpers::lu(context, leftInput, leftOutput, permutations);
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auto P = leftInput->ulike(); // permutations batched matrix
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P->nullify(); // to fill up matrices with zeros
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auto PPart = P->allTensorsAlongDimension({-2, -1});
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auto permutationsPart = permutations->allTensorsAlongDimension({-1});
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for (auto batch = 0; batch < permutationsPart.size(); batch++) {
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for (sd::LongType row = 0; row < PPart[batch]->rows(); row++) {
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std::vector<sd::LongType> vec = {row,permutationsPart[batch]->t<sd::LongType>(row)};
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PPart[batch]->r<T>(row, permutationsPart[batch]->t<sd::LongType>(row)) = T(1.f);
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}
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}
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auto leftLower = leftOutput->dup(leftOutput->ordering());
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auto rightOutput = rightInput->ulike();
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auto rightPart = rightInput->ulike();
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MmulHelper::matmul(P, rightInput, rightPart, 0.0, 0, 0, 0, rightPart);
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ResultSet leftLowerPart = leftLower->allTensorsAlongDimension({-2, -1});
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for (auto i = 0; i < leftLowerPart.size(); i++) {
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for (sd::LongType r = 0; r < leftLowerPart[i]->rows(); r++) leftLowerPart[i]->r<T>(r, r) = (T)1.f;
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}
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// stage 2: triangularSolveFunctor for Lower with given b
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helpers::triangularSolveFunctor(context, leftLower, rightPart, true, false, rightOutput);
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// stage 3: triangularSolveFunctor for Upper with output of previous stage
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helpers::triangularSolveFunctor(context, leftOutput, rightOutput, false, false, output);
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delete permutations;
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delete permuShape;
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return sd::Status::OK;
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}
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// ---------------------------------------------------------------------------------------------------------------------------------------
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// //
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sd::Status solveFunctor(sd::LaunchContext* context, NDArray* leftInput, NDArray* rightInput, bool const adjoint,
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NDArray* output) {
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BUILD_SINGLE_SELECTOR(leftInput->dataType(), return solveFunctor_, (context, leftInput, rightInput, adjoint, output),
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SD_FLOAT_TYPES);
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}
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// ---------------------------------------------------------------------------------------------------------------------------------------
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// //
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void adjointMatrix(sd::LaunchContext* context, NDArray * input, NDArray* output) {
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BUILD_SINGLE_SELECTOR(input->dataType(), adjointMatrix_, (context, input, output), SD_FLOAT_TYPES);
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}
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// ---------------------------------------------------------------------------------------------------------------------------------------
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// //
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} // namespace helpers
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} // namespace ops
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} // namespace sd
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#endif |