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cusolver.pyx
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# distutils: language = c++
from libc.stdint cimport intptr_t
import warnings as _warnings
import numpy as _numpy
from cupy_backends.cuda.api cimport runtime
from cupy_backends.cuda.libs cimport cusolver
# due to a Cython bug (cython/cython#4000) we cannot just cimport the module
from cupy_backends.cuda.libs.cusolver cimport ( # noqa
sgesvd_bufferSize, dgesvd_bufferSize, cgesvd_bufferSize, zgesvd_bufferSize,
sgeqrf_bufferSize, dgeqrf_bufferSize, cgeqrf_bufferSize, zgeqrf_bufferSize,
sorgqr_bufferSize, dorgqr_bufferSize, cungqr_bufferSize, zungqr_bufferSize)
from cupy.cuda cimport memory
from cupy._core.core cimport _internal_ascontiguousarray
from cupy._core.core cimport _ndarray_init, _ndarray_base
import cupy as _cupy
from cupy_backends.cuda.api import runtime as _runtime
from cupy_backends.cuda.libs import cublas as _cublas
from cupy_backends.cuda.libs import cusolver as _cusolver
from cupy.cuda import device as _device
from cupy._core import _routines_linalg as _linalg
from cupy import _util
import cupyx as _cupyx
###############################################################################
# Extern
###############################################################################
cdef extern from '../cupy_backends/cupy_complex.h':
ctypedef struct cuComplex 'cuComplex':
float x, y
ctypedef struct cuDoubleComplex 'cuDoubleComplex':
double x, y
cdef extern from '../cupy_backends/cupy_lapack.h' nogil:
int gesvd_loop[T](
intptr_t handle, char jobu, char jobvt, int m, int n, intptr_t A,
intptr_t s_ptr, intptr_t u_ptr, intptr_t vt_ptr,
intptr_t w_ptr, int buffersize, intptr_t info_ptr,
int batch_size)
int geqrf_loop[T](
intptr_t handle, int m, int n, intptr_t a_ptr, int lda,
intptr_t tau_ptr, intptr_t w_ptr,
int buffersize, intptr_t info_ptr,
int batch_size)
int orgqr_loop[T](
intptr_t handle, int m, int n, int k, intptr_t a_ptr, int lda,
intptr_t tau_ptr, intptr_t w_ptr,
int buffersize, intptr_t info_ptr,
int batch_size, int origin_n)
ctypedef int(*gesvd_ptr)(intptr_t, char, char, int, int, intptr_t,
intptr_t, intptr_t, intptr_t,
intptr_t, int, intptr_t, int) nogil
ctypedef int(*geqrf_ptr)(intptr_t, int, int, intptr_t, int, intptr_t,
intptr_t, int, intptr_t, int) nogil
ctypedef int(*orgqr_ptr)(intptr_t, int, int, int, intptr_t, int, intptr_t,
intptr_t, int, intptr_t, int, int) nogil
_available_cuda_version = {
'gesvdj': (9000, None),
'gesvdjBatched': (9000, None),
'gesvda': (10010, None),
'potrfBatched': (9010, None),
'potrsBatched': (9010, None),
'syevj': (9000, None),
'gesv': (10020, None),
'gels': (11000, None),
'csrlsvqr': (9000, None),
}
_available_hip_version = {
# For APIs supported by CUDA but not yet by HIP, we still need them here
# so that our test suite can cover both platforms.
'gesvdj': (_numpy.inf, None),
'gesvdjBatched': (309, None), # = rocsolver_<t>gesvd_batched
'gesvda': (_numpy.inf, None),
'potrfBatched': (306, None),
'potrsBatched': (_numpy.inf, None),
'syevj': (402, None),
'gesv': (_numpy.inf, None),
'gels': (_numpy.inf, None),
'csrlsvqr': (_numpy.inf, None),
}
_available_compute_capability = {
'gesv': 70,
'gels': 70,
}
@_util.memoize(for_each_device=True)
def check_availability(name):
if not _runtime.is_hip:
available_version = _available_cuda_version
else:
available_version = _available_hip_version
version = cusolver._get_cuda_build_version()
if name not in available_version:
msg = 'No available version information specified for {}'.format(name)
raise ValueError(msg)
version_added, version_removed = available_version[name]
if version_added is not None and version < version_added:
return False
if version_removed is not None and version >= version_removed:
return False
# CUDA specific stuff
if not _runtime.is_hip and name in _available_compute_capability:
compute_capability = int(_device.get_compute_capability())
if compute_capability < _available_compute_capability[name]:
return False
return True
def gesvdj(a, full_matrices=True, compute_uv=True, overwrite_a=False):
"""Singular value decomposition using cusolverDn<t>gesvdj().
Factorizes the matrix ``a`` into two unitary matrices ``u`` and ``v`` and
a singular values vector ``s`` such that ``a == u @ diag(s) @ v*``.
Args:
a (cupy.ndarray): The input matrix with dimension ``(M, N)``.
full_matrices (bool): If True, it returns u and v with dimensions
``(M, M)`` and ``(N, N)``. Otherwise, the dimensions of u and v
are respectively ``(M, K)`` and ``(K, N)``, where
``K = min(M, N)``.
compute_uv (bool): If ``False``, it only returns singular values.
overwrite_a (bool): If ``True``, matrix ``a`` might be overwritten.
Returns:
tuple of :class:`cupy.ndarray`:
A tuple of ``(u, s, v)``.
"""
if a.ndim == 3:
return _gesvdj_batched(a, full_matrices, compute_uv, overwrite_a)
if not check_availability('gesvdj'):
raise RuntimeError('gesvdj is not available.')
assert a.ndim == 2
if a.dtype == 'f':
helper = _cusolver.sgesvdj_bufferSize
solver = _cusolver.sgesvdj
s_dtype = 'f'
elif a.dtype == 'd':
helper = _cusolver.dgesvdj_bufferSize
solver = _cusolver.dgesvdj
s_dtype = 'd'
elif a.dtype == 'F':
helper = _cusolver.cgesvdj_bufferSize
solver = _cusolver.cgesvdj
s_dtype = 'f'
elif a.dtype == 'D':
helper = _cusolver.zgesvdj_bufferSize
solver = _cusolver.zgesvdj
s_dtype = 'd'
else:
raise TypeError
handle = _device.get_cusolver_handle()
m, n = a.shape
a = _cupy.array(a, order='F', copy=not overwrite_a)
lda = m
mn = min(m, n)
s = _cupy.empty(mn, dtype=s_dtype)
ldu = m
ldv = n
if compute_uv:
jobz = _cusolver.CUSOLVER_EIG_MODE_VECTOR
else:
jobz = _cusolver.CUSOLVER_EIG_MODE_NOVECTOR
full_matrices = False
if full_matrices:
econ = 0
u = _cupy.empty((ldu, m), dtype=a.dtype, order='F')
v = _cupy.empty((ldv, n), dtype=a.dtype, order='F')
else:
econ = 1
u = _cupy.empty((ldu, mn), dtype=a.dtype, order='F')
v = _cupy.empty((ldv, mn), dtype=a.dtype, order='F')
params = _cusolver.createGesvdjInfo()
lwork = helper(handle, jobz, econ, m, n, a.data.ptr, lda, s.data.ptr,
u.data.ptr, ldu, v.data.ptr, ldv, params)
work = _cupy.empty(lwork, dtype=a.dtype)
info = _cupy.empty(1, dtype=_numpy.int32)
solver(handle, jobz, econ, m, n, a.data.ptr, lda, s.data.ptr,
u.data.ptr, ldu, v.data.ptr, ldv, work.data.ptr, lwork,
info.data.ptr, params)
_cupy.linalg._util._check_cusolver_dev_info_if_synchronization_allowed(
gesvdj, info)
_cusolver.destroyGesvdjInfo(params)
if compute_uv:
return u, s, v
else:
return s
cpdef _gesvdj_batched(a, full_matrices, compute_uv, overwrite_a):
if not check_availability('gesvdjBatched'):
raise RuntimeError('gesvdj is not available.')
if a.dtype == 'f':
helper = _cusolver.sgesvdjBatched_bufferSize
solver = _cusolver.sgesvdjBatched
s_dtype = 'f'
elif a.dtype == 'd':
helper = _cusolver.dgesvdjBatched_bufferSize
solver = _cusolver.dgesvdjBatched
s_dtype = 'd'
elif a.dtype == 'F':
helper = _cusolver.cgesvdjBatched_bufferSize
solver = _cusolver.cgesvdjBatched
s_dtype = 'f'
elif a.dtype == 'D':
helper = _cusolver.zgesvdjBatched_bufferSize
solver = _cusolver.zgesvdjBatched
s_dtype = 'd'
else:
raise TypeError
handle = _device.get_cusolver_handle()
batch_size, m, n = a.shape
a = _cupy.array(a.swapaxes(-2, -1), order='C', copy=not overwrite_a)
if runtime._is_hip_environment:
# rocsolver_<t>gesvd_batched has a different signature...
ap = _linalg._mat_ptrs(a)
else:
ap = a
lda = m
mn = min(m, n)
s = _cupy.empty((batch_size, mn), dtype=s_dtype)
ldu = m
ldv = n
if compute_uv:
jobz = _cusolver.CUSOLVER_EIG_MODE_VECTOR
else:
jobz = _cusolver.CUSOLVER_EIG_MODE_NOVECTOR
# if not batched, `full_matrices = False` could speedup.
u = _cupy.empty((batch_size, m, ldu), dtype=a.dtype).swapaxes(-2, -1)
v = _cupy.empty((batch_size, n, ldv), dtype=a.dtype).swapaxes(-2, -1)
params = _cusolver.createGesvdjInfo()
lwork = helper(handle, jobz, m, n, ap.data.ptr, lda, s.data.ptr,
u.data.ptr, ldu, v.data.ptr, ldv, params, batch_size)
work = _cupy.empty(lwork, dtype=a.dtype)
info = _cupy.empty(batch_size, dtype=_numpy.int32)
solver(handle, jobz, m, n, ap.data.ptr, lda, s.data.ptr,
u.data.ptr, ldu, v.data.ptr, ldv, work.data.ptr, lwork,
info.data.ptr, params, batch_size)
_cupy.linalg._util._check_cusolver_dev_info_if_synchronization_allowed(
gesvdj, info)
_cusolver.destroyGesvdjInfo(params)
if runtime._is_hip_environment:
v = v.swapaxes(-1, -2).conj()
if not full_matrices:
u = u[..., :mn]
v = v[..., :mn]
if compute_uv:
return u, s, v
else:
return s
cpdef _gesvd_batched(a, a_dtype, full_matrices, compute_uv, overwrite_a):
"""A loop-based gesvd wrapper to support batched SVD."""
# This function follows more closely with gesvd() in
# cupy/linalg/_decomposition.py.
# TODO(leofang): if cuSOLVER implements a batched version of gesvd, wrap
# it here and unify with rocSOLVER's counterpart (it's currently wrapped
# as gesvdj, not gesvd) here.
if runtime._is_hip_environment:
# we never arrive here, so just raise
raise RuntimeError("This function is disabled on HIP as "
"it is not needed")
# TODO(leofang): try overlapping using a small stream pool?
cdef _ndarray_base x, s, u, vt, dev_info
cdef int n, m, k, batch_size, buffersize, status
cdef intptr_t a_ptr, s_ptr, u_ptr, vt_ptr, w_ptr, info_ptr
cdef str s_dtype
cdef char job_u, job_vt
cdef bint trans_flag
cdef gesvd_ptr gesvd
assert a.ndim > 2
assert not overwrite_a # TODO(leofang): handle this?
batch_size, n, m = a.shape
s_dtype = a_dtype.lower()
# `a` must be copied because xgesvd destroys the matrix
if m >= n:
x = a.astype(a_dtype, order='C', copy=True)
trans_flag = False
else:
m, n = a.shape[-2:]
x = a.swapaxes(-2, -1).astype(a_dtype, order='C', copy=True)
trans_flag = True
a_ptr = x.data.ptr
k = n # = min(m, n) where m >= n is ensured above
if compute_uv:
if full_matrices:
u = _ndarray_init(_cupy.ndarray, (batch_size, m, m), a_dtype, None)
vt = x[..., :n]
job_u = b'A'
job_vt = b'O'
u_ptr, vt_ptr = u.data.ptr, 0
else:
u = x
vt = _ndarray_init(
_cupy.ndarray, (batch_size, k, n), a_dtype, None)
job_u = b'O'
job_vt = b'S'
u_ptr, vt_ptr = 0, vt.data.ptr
else:
u_ptr, vt_ptr = 0, 0 # Use nullptr
job_u = b'N'
job_vt = b'N'
s = _ndarray_init(_cupy.ndarray, (batch_size, k), s_dtype, None)
s_ptr = s.data.ptr
cdef intptr_t handle = _device.get_cusolver_handle()
dev_info = _ndarray_init(_cupy.ndarray, (batch_size,), _numpy.int32, None)
info_ptr = dev_info.data.ptr
if a_dtype == 'f':
gesvd_bufferSize = sgesvd_bufferSize
gesvd = gesvd_loop[float]
elif a_dtype == 'd':
gesvd_bufferSize = dgesvd_bufferSize
gesvd = gesvd_loop[double]
elif a_dtype == 'F':
gesvd_bufferSize = cgesvd_bufferSize
gesvd = gesvd_loop[cuComplex]
elif a_dtype == 'D':
gesvd_bufferSize = zgesvd_bufferSize
gesvd = gesvd_loop[cuDoubleComplex]
else:
raise TypeError
# this wrapper also sets the stream for us
buffersize = gesvd_bufferSize(handle, m, n)
# we are on the same stream, so the workspace can be reused in the loop
workspace = memory.alloc(buffersize * x.dtype.itemsize)
w_ptr = workspace.ptr
# the loop starts here, with gil released to reduce overhead
with nogil:
status = gesvd(
handle, job_u, job_vt, m, n, a_ptr,
s_ptr, u_ptr, vt_ptr,
w_ptr, buffersize, info_ptr, batch_size)
if status != 0:
raise _cusolver.CUSOLVERError(status)
# check the full info array
_cupy.linalg._util._check_cusolver_dev_info_if_synchronization_allowed(
'gesvd', dev_info)
# Note that the returned array may need to be transposed
# depending on the structure of an input
if compute_uv:
if trans_flag:
return u.swapaxes(-2, -1), s, vt.conj()
else:
return vt, s, u.swapaxes(-2, -1).conj()
else:
return s
def gesvda(a, compute_uv=True):
"""Singular value decomposition using cusolverDn<t>gesvdaStridedBatched().
Factorizes the matrix ``a`` into two unitary matrices ``u`` and ``v`` and
a singular values vector ``s`` such that ``a == u @ diag(s) @ v*``.
Args:
a (cupy.ndarray): The input matrix with dimension ``(.., M, N)``.
compute_uv (bool): If ``False``, it only returns singular values.
Returns:
tuple of :class:`cupy.ndarray`:
A tuple of ``(u, s, v)``.
"""
if not check_availability('gesvda'):
raise RuntimeError('gesvda is not available.')
assert a.ndim >= 2
a_ndim = a.ndim
a_shape = a.shape
m, n = a_shape[-2:]
assert m >= n
if a.dtype == 'f':
helper = _cusolver.sgesvdaStridedBatched_bufferSize
solver = _cusolver.sgesvdaStridedBatched
s_dtype = 'f'
elif a.dtype == 'd':
helper = _cusolver.dgesvdaStridedBatched_bufferSize
solver = _cusolver.dgesvdaStridedBatched
s_dtype = 'd'
elif a.dtype == 'F':
helper = _cusolver.cgesvdaStridedBatched_bufferSize
solver = _cusolver.cgesvdaStridedBatched
s_dtype = 'f'
elif a.dtype == 'D':
helper = _cusolver.zgesvdaStridedBatched_bufferSize
solver = _cusolver.zgesvdaStridedBatched
s_dtype = 'd'
else:
raise TypeError
handle = _device.get_cusolver_handle()
if compute_uv:
jobz = _cusolver.CUSOLVER_EIG_MODE_VECTOR
else:
jobz = _cusolver.CUSOLVER_EIG_MODE_NOVECTOR
rank = min(m, n)
if a_ndim == 2:
batch_size = 1
else:
batch_size = _numpy.array(a_shape[:-2]).prod().item()
a = a.reshape((batch_size, m, n))
a = _cupy.ascontiguousarray(a.transpose(0, 2, 1))
lda = m
stride_a = lda * n
s = _cupy.empty((batch_size, rank), dtype=s_dtype)
stride_s = rank
ldu = m
ldv = n
u = _cupy.empty((batch_size, rank, ldu), dtype=a.dtype, order='C')
v = _cupy.empty((batch_size, rank, ldv), dtype=a.dtype, order='C')
stride_u = rank * ldu
stride_v = rank * ldv
lwork = helper(handle, jobz, rank, m, n, a.data.ptr, lda, stride_a,
s.data.ptr, stride_s, u.data.ptr, ldu, stride_u,
v.data.ptr, ldv, stride_v, batch_size)
work = _cupy.empty((lwork,), dtype=a.dtype)
info = _cupy.empty((batch_size,), dtype=_numpy.int32)
r_norm = _numpy.empty((batch_size,), dtype=_numpy.float64)
solver(handle, jobz, rank, m, n, a.data.ptr, lda, stride_a, s.data.ptr,
stride_s, u.data.ptr, ldu, stride_u, v.data.ptr, ldv, stride_v,
work.data.ptr, lwork, info.data.ptr, r_norm.ctypes.data, batch_size)
s = s.reshape(a_shape[:-2] + (s.shape[-1],))
if not compute_uv:
return s
u = u.transpose(0, 2, 1)
v = v.transpose(0, 2, 1)
u = u.reshape(a_shape[:-2] + (u.shape[-2:]))
v = v.reshape(a_shape[:-2] + (v.shape[-2:]))
return u, s, v
def syevj(a, UPLO='L', with_eigen_vector=True):
"""Eigenvalue decomposition of symmetric matrix using cusolverDn<t>syevj().
Computes eigenvalues ``w`` and (optionally) eigenvectors ``v`` of a complex
Hermitian or a real symmetric matrix.
Args:
a (cupy.ndarray): A symmetric 2-D square matrix ``(M, M)`` or a batch
of symmetric 2-D square matrices ``(..., M, M)``.
UPLO (str): Select from ``'L'`` or ``'U'``. It specifies which
part of ``a`` is used. ``'L'`` uses the lower triangular part of
``a``, and ``'U'`` uses the upper triangular part of ``a``.
with_eigen_vector (bool): Indicates whether or not eigenvectors
are computed.
Returns:
tuple of :class:`~cupy.ndarray`:
Returns a tuple ``(w, v)``. ``w`` contains eigenvalues and
``v`` contains eigenvectors. ``v[:, i]`` is an eigenvector
corresponding to an eigenvalue ``w[i]``. For batch input,
``v[k, :, i]`` is an eigenvector corresponding to an eigenvalue
``w[k, i]`` of ``a[k]``.
"""
if not check_availability('syevj'):
raise RuntimeError('syevj is not available.')
if UPLO not in ('L', 'U'):
raise ValueError('UPLO argument must be \'L\' or \'U\'')
if a.ndim > 2:
return _syevj_batched(a, UPLO, with_eigen_vector)
assert a.ndim == 2
# reject_float16=False for backward compatibility
dtype, v_dtype = _cupy.linalg._util.linalg_common_type(
a, reject_float16=False)
real_dtype = dtype.char.lower()
w_dtype = v_dtype.char.lower()
# Note that cuSolver assumes fortran array
v = a.astype(dtype, order='F', copy=True)
m, lda = a.shape
w = _cupy.empty(m, real_dtype)
dev_info = _cupy.empty((1,), _cupy.int32)
handle = _device.Device().cusolver_handle
if with_eigen_vector:
jobz = _cusolver.CUSOLVER_EIG_MODE_VECTOR
else:
jobz = _cusolver.CUSOLVER_EIG_MODE_NOVECTOR
if UPLO == 'L':
uplo = _cublas.CUBLAS_FILL_MODE_LOWER
else: # UPLO == 'U'
uplo = _cublas.CUBLAS_FILL_MODE_UPPER
if dtype == 'f':
buffer_size = _cusolver.ssyevj_bufferSize
syevj = _cusolver.ssyevj
elif dtype == 'd':
buffer_size = _cusolver.dsyevj_bufferSize
syevj = _cusolver.dsyevj
elif dtype == 'F':
buffer_size = _cusolver.cheevj_bufferSize
syevj = _cusolver.cheevj
elif dtype == 'D':
buffer_size = _cusolver.zheevj_bufferSize
syevj = _cusolver.zheevj
else:
raise RuntimeError('Only float and double and cuComplex and '
+ 'cuDoubleComplex are supported')
params = _cusolver.createSyevjInfo()
work_size = buffer_size(
handle, jobz, uplo, m, v.data.ptr, lda, w.data.ptr, params)
work = _cupy.empty(work_size, dtype)
syevj(
handle, jobz, uplo, m, v.data.ptr, lda,
w.data.ptr, work.data.ptr, work_size, dev_info.data.ptr, params)
_cupy.linalg._util._check_cusolver_dev_info_if_synchronization_allowed(
syevj, dev_info)
_cusolver.destroySyevjInfo(params)
w = w.astype(w_dtype, copy=False)
if not with_eigen_vector:
return w
v = v.astype(v_dtype, copy=False)
return w, v
def _syevj_batched(a, UPLO, with_eigen_vector):
# reject_float16=False for backward compatibility
dtype, v_dtype = _cupy.linalg._util.linalg_common_type(
a, reject_float16=False)
real_dtype = dtype.char.lower()
w_dtype = v_dtype.char.lower()
*batch_shape, m, lda = a.shape
batch_size = _numpy.prod(batch_shape)
a = a.reshape(batch_size, m, lda)
v = _cupy.array(
a.swapaxes(-2, -1), order='C', copy=True, dtype=dtype)
if runtime._is_hip_environment:
# the batched syev/heev has a different signature...
vp = _linalg._mat_ptrs(v)
else:
vp = v
w = _cupy.empty((batch_size, m), real_dtype).swapaxes(-2, -1)
dev_info = _cupy.empty((batch_size,), _cupy.int32)
handle = _device.Device().cusolver_handle
if with_eigen_vector:
jobz = _cusolver.CUSOLVER_EIG_MODE_VECTOR
else:
jobz = _cusolver.CUSOLVER_EIG_MODE_NOVECTOR
if UPLO == 'L':
uplo = _cublas.CUBLAS_FILL_MODE_LOWER
else: # UPLO == 'U'
uplo = _cublas.CUBLAS_FILL_MODE_UPPER
if dtype == 'f':
buffer_size = _cusolver.ssyevjBatched_bufferSize
syevjBatched = _cusolver.ssyevjBatched
elif dtype == 'd':
buffer_size = _cusolver.dsyevjBatched_bufferSize
syevjBatched = _cusolver.dsyevjBatched
elif dtype == 'F':
buffer_size = _cusolver.cheevjBatched_bufferSize
syevjBatched = _cusolver.cheevjBatched
elif dtype == 'D':
buffer_size = _cusolver.zheevjBatched_bufferSize
syevjBatched = _cusolver.zheevjBatched
else:
raise RuntimeError('Only float and double and cuComplex and '
+ 'cuDoubleComplex are supported')
params = _cusolver.createSyevjInfo()
work_size = buffer_size(
handle, jobz, uplo, m, vp.data.ptr, lda,
w.data.ptr, params, batch_size)
work = _cupy.empty(work_size, dtype)
syevjBatched(
handle, jobz, uplo, m, vp.data.ptr, lda,
w.data.ptr, work.data.ptr, work_size, dev_info.data.ptr, params,
batch_size)
_cupy.linalg._util._check_cusolver_dev_info_if_synchronization_allowed(
syevjBatched, dev_info)
_cusolver.destroySyevjInfo(params)
w = w.astype(w_dtype, copy=False)
w = w.swapaxes(-2, -1).reshape(*batch_shape, m)
if not with_eigen_vector:
return w
v = v.astype(v_dtype, copy=False)
v = v.swapaxes(-2, -1).reshape(*batch_shape, m, m)
return w, v
def gesv(a, b):
"""Solve a linear matrix equation using cusolverDn<t1><t2>gesv().
Computes the solution to a system of linear equation ``ax = b``.
Args:
a (cupy.ndarray): The matrix with dimension ``(M, M)``.
b (cupy.ndarray): The matrix with dimension ``(M)`` or ``(M, K)``.
Returns:
cupy.ndarray:
The matrix with dimension ``(M)`` or ``(M, K)``.
"""
if not check_availability('gesv'):
raise RuntimeError('gesv is not available.')
if a.ndim != 2:
raise ValueError('a.ndim must be 2 (actual:{})'.format(a.ndim))
if b.ndim not in (1, 2):
raise ValueError('b.ndim must be 1 or 2 (actual:{})'.format(b.ndim))
if a.shape[0] != a.shape[1]:
raise ValueError('a must be a square matrix.')
if a.shape[0] != b.shape[0]:
raise ValueError('shape mismatch (a:{}, b:{}).'.
format(a.shape, b.shape))
if a.dtype != b.dtype:
raise ValueError('dtype mismatch (a:{}, b:{}).'.
format(a.dtype, b.dtype))
if b.ndim == 2:
n, nrhs = b.shape
else:
n, nrhs = b.shape[0], 1
compute_type = _linalg.get_compute_type(a.dtype)
if a.dtype.char in 'fd':
if a.dtype.char == 'f':
t1 = t2 = 's'
else:
t1 = t2 = 'd'
if compute_type == _linalg.COMPUTE_TYPE_FP16:
t2 = 'h'
elif compute_type == _linalg.COMPUTE_TYPE_TF32:
t2 = 'x'
elif compute_type == _linalg.COMPUTE_TYPE_FP32:
t2 = 's'
elif a.dtype.char in 'FD':
if a.dtype.char == 'F':
t1 = t2 = 'c'
else:
t1 = t2 = 'z'
if compute_type == _linalg.COMPUTE_TYPE_FP16:
t2 = 'k'
elif compute_type == _linalg.COMPUTE_TYPE_TF32:
t2 = 'y'
elif compute_type == _linalg.COMPUTE_TYPE_FP32:
t2 = 'c'
else:
raise ValueError('unsupported dtype (actual:{})'.format(a.dtype))
solver_name = t1 + t2 + 'gesv'
solver = getattr(_cusolver, solver_name)
helper = getattr(_cusolver, solver_name + '_bufferSize')
a = a.copy(order='F')
b = b.copy(order='F')
x = _cupy.empty_like(b)
dipiv = _cupy.empty(n, dtype=_numpy.int32)
dinfo = _cupy.empty(1, dtype=_numpy.int32)
handle = _device.get_cusolver_handle()
lwork = helper(handle, n, nrhs, a.data.ptr, n, dipiv.data.ptr,
b.data.ptr, n, x.data.ptr, n, 0)
dwork = _cupy.empty(lwork, dtype=_numpy.int8)
niters = solver(handle, n, nrhs, a.data.ptr, n, dipiv.data.ptr,
b.data.ptr, n, x.data.ptr, n, dwork.data.ptr, lwork,
dinfo.data.ptr)
if niters < 0:
raise RuntimeError('gesv has failed ({}).'.format(niters))
return x
def gels(a, b):
"""Compute least square solution using cusolverDn<t1><t2>gels().
Computes the least square solution to a system of ``ax = b``.
Args:
a (cupy.ndarray): The matrix with dimension ``(M, N)``.
b (cupy.ndarray): The matrix with dimension ``(M)`` or ``(M, K)``.
Returns:
cupy.ndarray:
The matrix with dimension ``(N)`` or ``(N, K)``.
"""
if not check_availability('gels'):
raise RuntimeError('gels is not available.')
if a.ndim != 2:
raise ValueError('a.ndim must be 2 (actual:{})'.format(a.ndim))
if b.ndim == 1:
nrhs = 1
elif b.ndim == 2:
nrhs = b.shape[1]
else:
raise ValueError('b.ndim must be 1 or 2 (actual: {})'.format(b.ndim))
if a.shape[0] != b.shape[0]:
raise ValueError('shape mismatch (a:{}, b:{}).'.
format(a.shape, b.shape))
if a.dtype != b.dtype:
raise ValueError('dtype mismatch (a:{}, b:{}).'.
format(a.dtype, b.dtype))
m, n = a.shape
if m < n:
raise ValueError('m must be equal to or greater than n.')
max_mn = max(m, n)
b_ndim = b.ndim
compute_type = _linalg.get_compute_type(a.dtype)
if a.dtype.char in 'fd':
if a.dtype.char == 'f':
t1 = t2 = 's'
else:
t1 = t2 = 'd'
if compute_type == _linalg.COMPUTE_TYPE_FP16:
t2 = 'h'
elif compute_type == _linalg.COMPUTE_TYPE_TF32:
t2 = 'x'
elif compute_type == _linalg.COMPUTE_TYPE_FP32:
t2 = 's'
elif a.dtype.char in 'FD':
if a.dtype.char == 'F':
t1 = t2 = 'c'
else:
t1 = t2 = 'z'
if compute_type == _linalg.COMPUTE_TYPE_FP16:
t2 = 'k'
elif compute_type == _linalg.COMPUTE_TYPE_TF32:
t2 = 'y'
elif compute_type == _linalg.COMPUTE_TYPE_FP32:
t2 = 'c'
else:
raise ValueError('unsupported dtype (actual:{})'.format(a.dtype))
solver_name = t1 + t2 + 'gels'
solver = getattr(_cusolver, solver_name)
helper = getattr(_cusolver, solver_name + '_bufferSize')
a = a.copy(order='F')
org_nrhs = nrhs
if m > n and nrhs == 1:
# Note: this is workaround as there is bug in cusolverDn<T1><T2>gels()
# of CUDA 11.0/11.1 and it returns CUSOLVER_STATUS_IRS_NOT_SUPPORTED
# when m > n and nrhs == 1.
nrhs = 2
bb = b.reshape(m, 1)
b = _cupy.empty((max_mn, nrhs), dtype=a.dtype, order='F')
b[:m, :] = bb
else:
b = b.copy(order='F')
x = _cupy.empty((max_mn, nrhs), dtype=a.dtype, order='F')
dinfo = _cupy.empty(1, dtype=_numpy.int32)
handle = _device.get_cusolver_handle()
lwork = helper(handle, m, n, nrhs, a.data.ptr, m, b.data.ptr, m,
x.data.ptr, max_mn, 0)
dwork = _cupy.empty(lwork, dtype=_numpy.int8)
niters = solver(handle, m, n, nrhs, a.data.ptr, m, b.data.ptr, m,
x.data.ptr, max_mn, dwork.data.ptr, lwork, dinfo.data.ptr)
if niters < 0:
if niters <= -50:
_warnings.warn('gels reached maximum allowed iterations.')
else:
raise RuntimeError('gels has failed ({}).'.format(niters))
x = x[:n]
if org_nrhs != nrhs:
x = x[:, :org_nrhs]
if b_ndim == 1:
x = x.reshape(n)
return x
def csrlsvqr(A, b, tol=0, reorder=1):
"""Solves the linear system ``Ax = b`` using QR factorization.
Args:
A (cupyx.scipy.sparse.csr_matrix): Sparse matrix with dimension
``(M, M)``.
b (cupy.ndarray): Dense vector with dimension ``(M,)``.
tol (float): Tolerance to decide if singular or not.
reorder (int): Reordering scheme to reduce zero fill-in.
1: symrcm is used.
2: symamd is used.
3: csrmetisnd is used.
else: no reordering.
"""
if not check_availability('csrlsvqr'):
raise RuntimeError('csrlsvqr is not available.')
if not _cupyx.scipy.sparse.isspmatrix_csr(A):
raise ValueError('A must be CSR sparse matrix')
if not isinstance(b, _cupy.ndarray):
raise ValueError('b must be cupy.ndarray')
if b.ndim != 1:
raise ValueError('b.ndim must be 1 (actual: {})'.format(b.ndim))
if not (A.shape[0] == A.shape[1] == b.shape[0]):
raise ValueError('invalid shape')
if A.dtype != b.dtype:
raise TypeError('dtype mismatch')
dtype = A.dtype
if dtype.char == 'f':
t = 's'
elif dtype.char == 'd':
t = 'd'
elif dtype.char == 'F':
t = 'c'
elif dtype.char == 'D':
t = 'z'
else:
raise TypeError('Invalid dtype (actual: {})'.format(dtype))
solve = getattr(_cusolver, t + 'csrlsvqr')
tol = max(tol, 0)
m = A.shape[0]
b = _internal_ascontiguousarray(b)
x = _cupy.empty((m,), dtype=dtype)
singularity = _numpy.empty((1,), _numpy.int32)
handle = _device.get_cusolver_sp_handle()
solve(handle, m, A.nnz, A._descr.descriptor, A.data.data.ptr,
A.indptr.data.ptr, A.indices.data.ptr, b.data.ptr, tol, reorder,
x.data.ptr, singularity.ctypes.data)
if singularity[0] >= 0:
_warnings.warn('A is not positive definite or near singular under '
'tolerance {} (singularity: {})'.
format(tol, singularity))
return x
cpdef _geqrf_orgqr_batched(a, mode):
'''Internal helper for batched QR solver. The input array ``a''
is of shape (batch_size, m, n)
'''
cdef intptr_t x_ptr, tau_ptr, w_ptr, info_ptr
cdef int m, n, mn, mc, batch_size, buffersize, orig_n
# support float32, float64, complex64, and complex128
dtype, out_dtype = _cupy.linalg._util.linalg_common_type(a)
batch_size, m, n = a.shape
mn = min(m, n)
x = a.swapaxes(-2, -1).astype(dtype, order='C', copy=True)
if runtime._is_hip_environment:
# rocsolver_<t>geqrf_batched has a different signature...
ap = _linalg._mat_ptrs(x)
else:
ap = x
x_ptr = ap.data.ptr
cdef intptr_t handle = _device.get_cusolver_handle()
dev_info = _ndarray_init(_cupy.ndarray, (batch_size,), _numpy.int32, None)
info_ptr = dev_info.data.ptr
cdef geqrf_ptr geqrf
if dtype == 'f':
geqrf_bufferSize = sgeqrf_bufferSize
geqrf = geqrf_loop[float]
elif dtype == 'd':
geqrf_bufferSize = dgeqrf_bufferSize
geqrf = geqrf_loop[double]
elif dtype == 'F':
geqrf_bufferSize = cgeqrf_bufferSize
geqrf = geqrf_loop[cuComplex]
elif dtype == 'D':
geqrf_bufferSize = zgeqrf_bufferSize
geqrf = geqrf_loop[cuDoubleComplex]
else:
msg = ('dtype must be float32, float64, complex64 or complex128'
' (actual: {})'.format(a.dtype))
raise ValueError(msg)
# this wrapper also sets the stream for us
buffersize = geqrf_bufferSize(handle, m, n, x.data.ptr, n)
# we are on the same stream, so the workspace can be reused in the loop
workspace = memory.alloc(buffersize * a.dtype.itemsize)
w_ptr = workspace.ptr
tau = _cupy.empty((batch_size, mn), dtype=dtype)
tau_ptr = tau.data.ptr
# compute working space of geqrf and solve R
# the loop starts here, with gil released to reduce overhead
with nogil:
status = geqrf(handle, m, n, x_ptr, m, tau_ptr,
w_ptr, buffersize, info_ptr, batch_size)
if status != 0:
raise _cusolver.CUSOLVERError(status)
_cupy.linalg._util._check_cusolver_dev_info_if_synchronization_allowed(
'geqrf', dev_info)
if mode == 'r':
r = x[..., :mn].swapaxes(-2, -1)
return _cupy.linalg._util._triu(r).astype(out_dtype, copy=False)
if mode == 'raw':
return (x.astype(out_dtype, copy=False),
tau.astype(out_dtype, copy=False))
if mode == 'complete' and m > n:
mc = m
orig_n = m
q = _cupy.empty((batch_size, m, m), dtype)
else:
mc = mn
orig_n = n
q = _cupy.empty((batch_size, n, m), dtype)
q[..., :n, :] = x
x_ptr = q.data.ptr
# compute working space of orgqr and solve Q
cdef orgqr_ptr orgqr = NULL
if dtype == 'f':
orgqr_bufferSize = sorgqr_bufferSize
orgqr = orgqr_loop[float]
elif dtype == 'd':
orgqr_bufferSize = dorgqr_bufferSize
orgqr = orgqr_loop[double]
elif dtype == 'F':
orgqr_bufferSize = cungqr_bufferSize
orgqr = orgqr_loop[cuComplex]
elif dtype == 'D':
orgqr_bufferSize = zungqr_bufferSize
orgqr = orgqr_loop[cuDoubleComplex]
else:
raise ValueError
# this wrapper also sets the stream for us
buffersize = orgqr_bufferSize(
handle, m, mc, mn, x_ptr, m, tau_ptr)
workspace = memory.alloc(buffersize * a.dtype.itemsize)
w_ptr = workspace.ptr
with nogil:
status = orgqr(
handle, m, mc, mn, x_ptr, m, tau_ptr, w_ptr,
buffersize, info_ptr, batch_size, orig_n)
if status != 0:
raise _cusolver.CUSOLVERError(status)
_cupy.linalg._util._check_cusolver_dev_info_if_synchronization_allowed(
'orgqr', dev_info)
q = q[..., :mc, :].swapaxes(-2, -1)
r = x[..., :mc].swapaxes(-2, -1)
return (q.astype(out_dtype, copy=False),
_cupy.linalg._util._triu(r).astype(out_dtype, copy=False))