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2ce88c950a
(Part of general cleanups of the lax.linalg submodule.) This is always set to 1 and I don't see any benefit to keeping this argument around. This can be done in a forward and backward compatible way following these docs: https://docs.jax.dev/en/latest/export/export.html#ensuring-forward-and-backward-compatibility We start by updating the FFI handler to remove the explicit alpha argument, but allow it to accept (but ignore) extra input arguments. Then we only pass alpha when lowering in forward compatibility mode, or when the jaxlib version is old (I'm using >0.5.1 as the cutoff assuming that this change doesn't make it into the upcoming release). Then, the forward compatibility lowering can be removed after at least 21 days, and the kernel can be updated at least 180 days after 0.5.2 is released. PiperOrigin-RevId: 730928808
2561 lines
102 KiB
C++
2561 lines
102 KiB
C++
/* Copyright 2021 The JAX Authors.
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Licensed under the Apache License, Version 2.0 (the "License");
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you may not use this file except in compliance with the License.
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You may obtain a copy of the License at
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http://www.apache.org/licenses/LICENSE-2.0
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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,
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WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
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See the License for the specific language governing permissions and
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limitations under the License.
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==============================================================================*/
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#include "jaxlib/cpu/lapack_kernels.h"
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#include <algorithm>
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#include <cmath>
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#include <complex>
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#include <cstddef>
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#include <cstdint>
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#include <cstring>
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#include <memory>
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#include <optional>
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#include <stdexcept>
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#include <string>
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#include <type_traits>
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#include "absl/algorithm/container.h"
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#include "absl/base/dynamic_annotations.h"
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#include "absl/status/statusor.h"
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#include "absl/types/span.h"
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#include "jaxlib/ffi_helpers.h"
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#include "xla/ffi/api/c_api.h"
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#include "xla/ffi/api/ffi.h"
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#include "xla/service/custom_call_status.h"
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static_assert(sizeof(jax::lapack_int) == sizeof(int32_t),
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"Expected LAPACK integers to be 32-bit");
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namespace ffi = xla::ffi;
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#define REGISTER_CHAR_ENUM_ATTR_DECODING(type) \
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std::optional<type> xla::ffi::AttrDecoding<type>::Decode( \
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XLA_FFI_AttrType attr_type, void* attr, DiagnosticEngine& diagnostic) { \
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if (attr_type != XLA_FFI_AttrType_SCALAR) [[unlikely]] { \
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return diagnostic.Emit("Wrong attribute type: expected ") \
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<< XLA_FFI_AttrType_SCALAR << " but got" << attr_type; \
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} \
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auto* scalar = reinterpret_cast<XLA_FFI_Scalar*>(attr); \
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if (scalar->dtype != XLA_FFI_DataType_U8) [[unlikely]] { \
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return diagnostic.Emit("Wrong scalar data type: expected ") \
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<< XLA_FFI_DataType_U8 << " but got " << scalar->dtype; \
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} \
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auto underlying = \
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*reinterpret_cast<std::underlying_type_t<type>*>(scalar->value); \
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return static_cast<type>(underlying); \
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}
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REGISTER_CHAR_ENUM_ATTR_DECODING(jax::MatrixParams::Side);
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REGISTER_CHAR_ENUM_ATTR_DECODING(jax::MatrixParams::Transpose);
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REGISTER_CHAR_ENUM_ATTR_DECODING(jax::MatrixParams::Diag);
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REGISTER_CHAR_ENUM_ATTR_DECODING(jax::MatrixParams::UpLo);
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REGISTER_CHAR_ENUM_ATTR_DECODING(jax::svd::ComputationMode);
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REGISTER_CHAR_ENUM_ATTR_DECODING(jax::eig::ComputationMode);
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REGISTER_CHAR_ENUM_ATTR_DECODING(jax::schur::ComputationMode);
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REGISTER_CHAR_ENUM_ATTR_DECODING(jax::schur::Sort);
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#undef REGISTER_CHAR_ENUM_ATTR_DECODING
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namespace jax {
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template <typename T>
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inline T CastNoOverflow(int64_t value, const std::string& source = __FILE__) {
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auto result = MaybeCastNoOverflow<T>(value, source);
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if (!result.ok()) {
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throw std::overflow_error{std::string(result.status().message())};
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}
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return result.value();
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}
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template <ffi::DataType dtype>
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void CopyIfDiffBuffer(ffi::Buffer<dtype> x, ffi::ResultBuffer<dtype> x_out) {
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if (x.typed_data() != x_out->typed_data()) {
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const auto x_size = x.element_count();
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std::copy_n(x.typed_data(), x_size, x_out->typed_data());
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}
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}
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//== Triangular System Solver ==//
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// lapack trsm
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template <typename T>
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typename Trsm<T>::FnType* Trsm<T>::fn = nullptr;
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template <typename T>
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void Trsm<T>::Kernel(void* out, void** data, XlaCustomCallStatus*) {
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int32_t left_side = *reinterpret_cast<int32_t*>(data[0]);
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int32_t lower = *reinterpret_cast<int32_t*>(data[1]);
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int32_t trans_a = *reinterpret_cast<int32_t*>(data[2]);
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int32_t diag = *reinterpret_cast<int32_t*>(data[3]);
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int m = *reinterpret_cast<int32_t*>(data[4]);
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int n = *reinterpret_cast<int32_t*>(data[5]);
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int batch = *reinterpret_cast<int32_t*>(data[6]);
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T* alpha = reinterpret_cast<T*>(data[7]);
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T* a = reinterpret_cast<T*>(data[8]);
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T* b = reinterpret_cast<T*>(data[9]);
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T* x = reinterpret_cast<T*>(out);
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if (x != b) {
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std::memcpy(x, b,
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static_cast<int64_t>(batch) * static_cast<int64_t>(m) *
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static_cast<int64_t>(n) * sizeof(T));
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}
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char cside = left_side ? 'L' : 'R';
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char cuplo = lower ? 'L' : 'U';
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char ctransa = 'N';
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if (trans_a == 1) {
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ctransa = 'T';
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} else if (trans_a == 2) {
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ctransa = 'C';
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}
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char cdiag = diag ? 'U' : 'N';
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int lda = left_side ? m : n;
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int ldb = m;
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int64_t x_plus = static_cast<int64_t>(m) * static_cast<int64_t>(n);
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int64_t a_plus = static_cast<int64_t>(lda) * static_cast<int64_t>(lda);
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for (int i = 0; i < batch; ++i) {
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fn(&cside, &cuplo, &ctransa, &cdiag, &m, &n, alpha, a, &lda, x, &ldb);
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x += x_plus;
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a += a_plus;
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}
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}
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template struct Trsm<float>;
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template struct Trsm<double>;
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template struct Trsm<std::complex<float>>;
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template struct Trsm<std::complex<double>>;
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// FFI Kernel
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template <ffi::DataType dtype>
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ffi::Error TriMatrixEquationSolver<dtype>::Kernel(
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ffi::Buffer<dtype> x, ffi::Buffer<dtype> y,
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// TODO(b/397715595): Remove RemainingArgs no earlier than 180 days after
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// the release of JAX 0.5.2.
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ffi::RemainingArgs,
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ffi::ResultBuffer<dtype> y_out, MatrixParams::Side side,
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MatrixParams::UpLo uplo, MatrixParams::Transpose trans_x,
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MatrixParams::Diag diag) {
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CopyIfDiffBuffer(y, y_out);
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FFI_ASSIGN_OR_RETURN((auto [batch_count, y_rows, y_cols]),
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SplitBatch2D(y.dimensions()));
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auto* y_out_data = y_out->typed_data();
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lapack_int x_leading_dim_v =
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side == MatrixParams::Side::kLeft ? y_rows : y_cols;
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lapack_int y_leading_dim_v = y_rows;
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auto side_v = static_cast<char>(side);
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auto uplo_v = static_cast<char>(uplo);
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auto trans_x_v = static_cast<char>(trans_x);
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auto diag_v = static_cast<char>(diag);
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FFI_ASSIGN_OR_RETURN(auto y_rows_v, MaybeCastNoOverflow<lapack_int>(y_rows));
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FFI_ASSIGN_OR_RETURN(auto y_cols_v, MaybeCastNoOverflow<lapack_int>(y_cols));
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auto* x_data = x.typed_data();
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const int64_t y_out_step{y_rows * y_cols};
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const int64_t x_step{x_leading_dim_v * x_leading_dim_v};
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ffi::NativeType<dtype> alpha = static_cast<ffi::NativeType<dtype>>(1);
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for (int64_t i = 0; i < batch_count; ++i) {
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fn(&side_v, &uplo_v, &trans_x_v, &diag_v, &y_rows_v, &y_cols_v, &alpha,
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x_data, &x_leading_dim_v, y_out_data, &y_leading_dim_v);
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y_out_data += y_out_step;
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x_data += x_step;
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}
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return ffi::Error::Success();
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}
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template struct TriMatrixEquationSolver<ffi::DataType::F32>;
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template struct TriMatrixEquationSolver<ffi::DataType::F64>;
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template struct TriMatrixEquationSolver<ffi::DataType::C64>;
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template struct TriMatrixEquationSolver<ffi::DataType::C128>;
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//== LU Decomposition ==//
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// lapack getrf
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template <typename T>
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typename Getrf<T>::FnType* Getrf<T>::fn = nullptr;
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template <typename T>
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void Getrf<T>::Kernel(void* out_tuple, void** data, XlaCustomCallStatus*) {
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int b = *(reinterpret_cast<int32_t*>(data[0]));
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int m = *(reinterpret_cast<int32_t*>(data[1]));
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int n = *(reinterpret_cast<int32_t*>(data[2]));
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const T* a_in = reinterpret_cast<T*>(data[3]);
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void** out = reinterpret_cast<void**>(out_tuple);
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T* a_out = reinterpret_cast<T*>(out[0]);
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int* ipiv = reinterpret_cast<int*>(out[1]);
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int* info = reinterpret_cast<int*>(out[2]);
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if (a_out != a_in) {
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std::memcpy(a_out, a_in,
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static_cast<int64_t>(b) * static_cast<int64_t>(m) *
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static_cast<int64_t>(n) * sizeof(T));
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}
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for (int i = 0; i < b; ++i) {
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fn(&m, &n, a_out, &m, ipiv, info);
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a_out += static_cast<int64_t>(m) * static_cast<int64_t>(n);
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ipiv += std::min(m, n);
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++info;
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}
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}
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template struct Getrf<float>;
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template struct Getrf<double>;
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template struct Getrf<std::complex<float>>;
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template struct Getrf<std::complex<double>>;
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// FFI Kernel
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template <ffi::DataType dtype>
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ffi::Error LuDecomposition<dtype>::Kernel(
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ffi::Buffer<dtype> x, ffi::ResultBuffer<dtype> x_out,
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ffi::ResultBuffer<LapackIntDtype> ipiv,
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ffi::ResultBuffer<LapackIntDtype> info) {
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FFI_ASSIGN_OR_RETURN((auto [batch_count, x_rows, x_cols]),
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SplitBatch2D(x.dimensions()));
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auto* x_out_data = x_out->typed_data();
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auto* ipiv_data = ipiv->typed_data();
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auto* info_data = info->typed_data();
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CopyIfDiffBuffer(x, x_out);
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FFI_ASSIGN_OR_RETURN(auto x_rows_v, MaybeCastNoOverflow<lapack_int>(x_rows));
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FFI_ASSIGN_OR_RETURN(auto x_cols_v, MaybeCastNoOverflow<lapack_int>(x_cols));
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auto x_leading_dim_v = x_rows_v;
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const int64_t x_out_step{x_rows * x_cols};
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const int64_t ipiv_step{std::min(x_rows, x_cols)};
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for (int64_t i = 0; i < batch_count; ++i) {
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fn(&x_rows_v, &x_cols_v, x_out_data, &x_leading_dim_v, ipiv_data,
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info_data);
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x_out_data += x_out_step;
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ipiv_data += ipiv_step;
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++info_data;
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}
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return ffi::Error::Success();
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}
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template struct LuDecomposition<ffi::DataType::F32>;
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template struct LuDecomposition<ffi::DataType::F64>;
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template struct LuDecomposition<ffi::DataType::C64>;
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template struct LuDecomposition<ffi::DataType::C128>;
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//== QR Factorization ==//
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// lapack geqrf
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template <typename T>
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typename Geqrf<T>::FnType* Geqrf<T>::fn = nullptr;
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template <typename T>
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void Geqrf<T>::Kernel(void* out_tuple, void** data, XlaCustomCallStatus*) {
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int b = *(reinterpret_cast<int32_t*>(data[0]));
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int m = *(reinterpret_cast<int32_t*>(data[1]));
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int n = *(reinterpret_cast<int32_t*>(data[2]));
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int lwork = *(reinterpret_cast<int32_t*>(data[3]));
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const T* a_in = reinterpret_cast<T*>(data[4]);
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void** out = reinterpret_cast<void**>(out_tuple);
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T* a_out = reinterpret_cast<T*>(out[0]);
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T* tau = reinterpret_cast<T*>(out[1]);
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int* info = reinterpret_cast<int*>(out[2]);
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T* work = reinterpret_cast<T*>(out[3]);
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if (a_out != a_in) {
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std::memcpy(a_out, a_in,
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static_cast<int64_t>(b) * static_cast<int64_t>(m) *
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static_cast<int64_t>(n) * sizeof(T));
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}
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for (int i = 0; i < b; ++i) {
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fn(&m, &n, a_out, &m, tau, work, &lwork, info);
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a_out += static_cast<int64_t>(m) * static_cast<int64_t>(n);
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tau += std::min(m, n);
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++info;
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}
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}
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template <typename T>
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int64_t Geqrf<T>::Workspace(lapack_int m, lapack_int n) {
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T work = 0;
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lapack_int lwork = -1;
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lapack_int info = 0;
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fn(&m, &n, nullptr, &m, nullptr, &work, &lwork, &info);
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return info == 0 ? static_cast<int64_t>(std::real(work)) : -1;
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}
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template struct Geqrf<float>;
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template struct Geqrf<double>;
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template struct Geqrf<std::complex<float>>;
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template struct Geqrf<std::complex<double>>;
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// FFI Kernel
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template <ffi::DataType dtype>
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ffi::Error QrFactorization<dtype>::Kernel(ffi::Buffer<dtype> x,
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ffi::ResultBuffer<dtype> x_out,
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ffi::ResultBuffer<dtype> tau) {
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FFI_ASSIGN_OR_RETURN((auto [batch_count, x_rows, x_cols]),
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SplitBatch2D(x.dimensions()));
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auto* x_out_data = x_out->typed_data();
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auto* tau_data = tau->typed_data();
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lapack_int info;
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const int64_t work_size = GetWorkspaceSize(x_rows, x_cols);
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auto work_data = AllocateScratchMemory<dtype>(work_size);
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CopyIfDiffBuffer(x, x_out);
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FFI_ASSIGN_OR_RETURN(auto workspace_dim_v,
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MaybeCastNoOverflow<lapack_int>(work_size));
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FFI_ASSIGN_OR_RETURN(auto x_rows_v, MaybeCastNoOverflow<lapack_int>(x_rows));
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FFI_ASSIGN_OR_RETURN(auto x_cols_v, MaybeCastNoOverflow<lapack_int>(x_cols));
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auto x_leading_dim_v = x_rows_v;
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const int64_t x_out_step{x_rows * x_cols};
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const int64_t tau_step{std::min(x_rows, x_cols)};
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for (int64_t i = 0; i < batch_count; ++i) {
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fn(&x_rows_v, &x_cols_v, x_out_data, &x_leading_dim_v, tau_data,
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work_data.get(), &workspace_dim_v, &info);
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x_out_data += x_out_step;
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tau_data += tau_step;
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}
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return ffi::Error::Success();
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}
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template <ffi::DataType dtype>
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int64_t QrFactorization<dtype>::GetWorkspaceSize(lapack_int x_rows,
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lapack_int x_cols) {
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ValueType optimal_size{};
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lapack_int x_leading_dim_v = x_rows;
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lapack_int info = 0;
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lapack_int workspace_query = -1;
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fn(&x_rows, &x_cols, nullptr, &x_leading_dim_v, nullptr, &optimal_size,
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&workspace_query, &info);
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return info == 0 ? static_cast<int64_t>(std::real(optimal_size)) : -1;
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}
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template struct QrFactorization<ffi::DataType::F32>;
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template struct QrFactorization<ffi::DataType::F64>;
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template struct QrFactorization<ffi::DataType::C64>;
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template struct QrFactorization<ffi::DataType::C128>;
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//== Column Pivoting QR Factorization ==//
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// lapack geqp3
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template <ffi::DataType dtype>
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ffi::Error PivotingQrFactorization<dtype>::Kernel(
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ffi::Buffer<dtype> x, ffi::Buffer<LapackIntDtype> jpvt,
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ffi::ResultBuffer<dtype> x_out, ffi::ResultBuffer<LapackIntDtype> jpvt_out,
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ffi::ResultBuffer<dtype> tau) {
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FFI_ASSIGN_OR_RETURN((auto [batch_count, x_rows, x_cols]),
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SplitBatch2D(x.dimensions()));
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auto* x_out_data = x_out->typed_data();
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auto* jpvt_out_data = jpvt_out->typed_data();
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auto* tau_data = tau->typed_data();
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lapack_int info;
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const int64_t work_size = GetWorkspaceSize(x_rows, x_cols);
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auto work_data = AllocateScratchMemory<dtype>(work_size);
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constexpr bool is_complex_dtype = ffi::IsComplexType<dtype>();
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std::unique_ptr<RealType[]> rwork_data;
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if constexpr (is_complex_dtype) {
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rwork_data = AllocateScratchMemory<ffi::ToReal(dtype)>(2 * x_cols);
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}
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CopyIfDiffBuffer(x, x_out);
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CopyIfDiffBuffer(jpvt, jpvt_out);
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FFI_ASSIGN_OR_RETURN(auto workspace_dim_v,
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MaybeCastNoOverflow<lapack_int>(work_size));
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FFI_ASSIGN_OR_RETURN(auto x_rows_v, MaybeCastNoOverflow<lapack_int>(x_rows));
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FFI_ASSIGN_OR_RETURN(auto x_cols_v, MaybeCastNoOverflow<lapack_int>(x_cols));
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auto x_leading_dim_v = x_rows_v;
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const int64_t x_out_step{x_rows * x_cols};
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const int64_t jpvt_step{x_cols};
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const int64_t tau_step{std::min(x_rows, x_cols)};
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for (int64_t i = 0; i < batch_count; ++i) {
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if constexpr (is_complex_dtype) {
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fn(&x_rows_v, &x_cols_v, x_out_data, &x_leading_dim_v, jpvt_out_data,
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tau_data, work_data.get(), &workspace_dim_v, rwork_data.get(), &info);
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} else {
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fn(&x_rows_v, &x_cols_v, x_out_data, &x_leading_dim_v, jpvt_out_data,
|
|
tau_data, work_data.get(), &workspace_dim_v, &info);
|
|
}
|
|
x_out_data += x_out_step;
|
|
jpvt_out_data += jpvt_step;
|
|
tau_data += tau_step;
|
|
}
|
|
return ffi::Error::Success();
|
|
}
|
|
|
|
template <ffi::DataType dtype>
|
|
int64_t PivotingQrFactorization<dtype>::GetWorkspaceSize(lapack_int x_rows,
|
|
lapack_int x_cols) {
|
|
ValueType optimal_size{};
|
|
lapack_int x_leading_dim_v = x_rows;
|
|
lapack_int info = 0;
|
|
lapack_int workspace_query = -1;
|
|
if constexpr (ffi::IsComplexType<dtype>()) {
|
|
fn(&x_rows, &x_cols, nullptr, &x_leading_dim_v, nullptr, nullptr,
|
|
&optimal_size, &workspace_query, nullptr, &info);
|
|
} else {
|
|
fn(&x_rows, &x_cols, nullptr, &x_leading_dim_v, nullptr, nullptr,
|
|
&optimal_size, &workspace_query, &info);
|
|
}
|
|
return info == 0 ? static_cast<int64_t>(std::real(optimal_size)) : -1;
|
|
}
|
|
|
|
template struct PivotingQrFactorization<ffi::DataType::F32>;
|
|
template struct PivotingQrFactorization<ffi::DataType::F64>;
|
|
template struct PivotingQrFactorization<ffi::DataType::C64>;
|
|
template struct PivotingQrFactorization<ffi::DataType::C128>;
|
|
|
|
//== Orthogonal QR ==//
|
|
//== Computes orthogonal matrix Q from QR Decomposition ==//
|
|
|
|
// lapack orgqr
|
|
|
|
template <typename T>
|
|
typename Orgqr<T>::FnType* Orgqr<T>::fn = nullptr;
|
|
|
|
template <typename T>
|
|
void Orgqr<T>::Kernel(void* out_tuple, void** data, XlaCustomCallStatus*) {
|
|
int b = *(reinterpret_cast<int32_t*>(data[0]));
|
|
int m = *(reinterpret_cast<int32_t*>(data[1]));
|
|
int n = *(reinterpret_cast<int32_t*>(data[2]));
|
|
int k = *(reinterpret_cast<int32_t*>(data[3]));
|
|
int lwork = *(reinterpret_cast<int32_t*>(data[4]));
|
|
const T* a_in = reinterpret_cast<T*>(data[5]);
|
|
T* tau = reinterpret_cast<T*>(data[6]);
|
|
|
|
void** out = reinterpret_cast<void**>(out_tuple);
|
|
T* a_out = reinterpret_cast<T*>(out[0]);
|
|
int* info = reinterpret_cast<int*>(out[1]);
|
|
T* work = reinterpret_cast<T*>(out[2]);
|
|
|
|
if (a_out != a_in) {
|
|
std::memcpy(a_out, a_in,
|
|
static_cast<int64_t>(b) * static_cast<int64_t>(m) *
|
|
static_cast<int64_t>(n) * sizeof(T));
|
|
}
|
|
|
|
for (int i = 0; i < b; ++i) {
|
|
fn(&m, &n, &k, a_out, &m, tau, work, &lwork, info);
|
|
a_out += static_cast<int64_t>(m) * static_cast<int64_t>(n);
|
|
tau += k;
|
|
++info;
|
|
}
|
|
}
|
|
|
|
template <typename T>
|
|
int64_t Orgqr<T>::Workspace(int m, int n, int k) {
|
|
T work = 0;
|
|
int lwork = -1;
|
|
int info = 0;
|
|
fn(&m, &n, &k, nullptr, &m, nullptr, &work, &lwork, &info);
|
|
return info ? -1 : static_cast<int64_t>(std::real(work));
|
|
}
|
|
|
|
template struct Orgqr<float>;
|
|
template struct Orgqr<double>;
|
|
template struct Orgqr<std::complex<float>>;
|
|
template struct Orgqr<std::complex<double>>;
|
|
|
|
// FFI Kernel
|
|
|
|
template <ffi::DataType dtype>
|
|
ffi::Error OrthogonalQr<dtype>::Kernel(ffi::Buffer<dtype> x,
|
|
ffi::Buffer<dtype> tau,
|
|
ffi::ResultBuffer<dtype> x_out) {
|
|
FFI_ASSIGN_OR_RETURN((auto [batch_count, x_rows, x_cols]),
|
|
SplitBatch2D(x.dimensions()));
|
|
auto* tau_data = tau.typed_data();
|
|
auto* x_out_data = x_out->typed_data();
|
|
lapack_int info;
|
|
|
|
CopyIfDiffBuffer(x, x_out);
|
|
|
|
// Prepare LAPACK workspaces.
|
|
int64_t work_size = GetWorkspaceSize(x_rows, x_cols, tau.dimensions().back());
|
|
FFI_ASSIGN_OR_RETURN(auto work_size_v,
|
|
MaybeCastNoOverflow<lapack_int>(work_size));
|
|
auto work_data = AllocateScratchMemory<dtype>(work_size);
|
|
|
|
FFI_ASSIGN_OR_RETURN(auto x_rows_v, MaybeCastNoOverflow<lapack_int>(x_rows));
|
|
FFI_ASSIGN_OR_RETURN(auto x_cols_v, MaybeCastNoOverflow<lapack_int>(x_cols));
|
|
FFI_ASSIGN_OR_RETURN(auto tau_size_v, MaybeCastNoOverflow<lapack_int>(
|
|
tau.dimensions().back()));
|
|
auto x_leading_dim_v = x_rows_v;
|
|
|
|
const int64_t x_out_step{x_rows * x_cols};
|
|
const int64_t tau_step{tau_size_v};
|
|
for (int64_t i = 0; i < batch_count; ++i) {
|
|
fn(&x_rows_v, &x_cols_v, &tau_size_v, x_out_data, &x_leading_dim_v,
|
|
tau_data, work_data.get(), &work_size_v, &info);
|
|
x_out_data += x_out_step;
|
|
tau_data += tau_step;
|
|
}
|
|
return ffi::Error::Success();
|
|
}
|
|
|
|
template <ffi::DataType dtype>
|
|
int64_t OrthogonalQr<dtype>::GetWorkspaceSize(lapack_int x_rows,
|
|
lapack_int x_cols,
|
|
lapack_int tau_size) {
|
|
ValueType optimal_size = {};
|
|
lapack_int x_leading_dim_v = x_rows;
|
|
lapack_int info = 0;
|
|
lapack_int workspace_query = -1;
|
|
fn(&x_rows, &x_cols, &tau_size, nullptr, &x_leading_dim_v, nullptr,
|
|
&optimal_size, &workspace_query, &info);
|
|
return info == 0 ? static_cast<int64_t>(std::real(optimal_size)) : -1;
|
|
}
|
|
|
|
template struct OrthogonalQr<ffi::DataType::F32>;
|
|
template struct OrthogonalQr<ffi::DataType::F64>;
|
|
template struct OrthogonalQr<ffi::DataType::C64>;
|
|
template struct OrthogonalQr<ffi::DataType::C128>;
|
|
|
|
//== Cholesky Factorization ==//
|
|
|
|
// lapack potrf
|
|
|
|
template <typename T>
|
|
typename Potrf<T>::FnType* Potrf<T>::fn = nullptr;
|
|
|
|
template <typename T>
|
|
void Potrf<T>::Kernel(void* out_tuple, void** data, XlaCustomCallStatus*) {
|
|
int32_t lower = *(reinterpret_cast<int32_t*>(data[0]));
|
|
int b = *(reinterpret_cast<int32_t*>(data[1]));
|
|
int n = *(reinterpret_cast<int32_t*>(data[2]));
|
|
const T* a_in = reinterpret_cast<T*>(data[3]);
|
|
char uplo = lower ? 'L' : 'U';
|
|
|
|
void** out = reinterpret_cast<void**>(out_tuple);
|
|
T* a_out = reinterpret_cast<T*>(out[0]);
|
|
int* info = reinterpret_cast<int*>(out[1]);
|
|
if (a_out != a_in) {
|
|
std::memcpy(a_out, a_in,
|
|
static_cast<int64_t>(b) * static_cast<int64_t>(n) *
|
|
static_cast<int64_t>(n) * sizeof(T));
|
|
}
|
|
|
|
for (int i = 0; i < b; ++i) {
|
|
fn(&uplo, &n, a_out, &n, info);
|
|
a_out += static_cast<int64_t>(n) * static_cast<int64_t>(n);
|
|
++info;
|
|
}
|
|
}
|
|
|
|
template struct Potrf<float>;
|
|
template struct Potrf<double>;
|
|
template struct Potrf<std::complex<float>>;
|
|
template struct Potrf<std::complex<double>>;
|
|
|
|
// FFI Kernel
|
|
|
|
template <ffi::DataType dtype>
|
|
ffi::Error CholeskyFactorization<dtype>::Kernel(
|
|
ffi::Buffer<dtype> x, MatrixParams::UpLo uplo,
|
|
ffi::ResultBuffer<dtype> x_out, ffi::ResultBuffer<LapackIntDtype> info) {
|
|
FFI_ASSIGN_OR_RETURN((auto [batch_count, x_rows, x_cols]),
|
|
SplitBatch2D(x.dimensions()));
|
|
auto* x_out_data = x_out->typed_data();
|
|
auto* info_data = info->typed_data();
|
|
|
|
CopyIfDiffBuffer(x, x_out);
|
|
|
|
auto uplo_v = static_cast<char>(uplo);
|
|
FFI_ASSIGN_OR_RETURN(auto x_order_v,
|
|
MaybeCastNoOverflow<lapack_int>(x.dimensions().back()));
|
|
auto x_leading_dim_v = x_order_v;
|
|
|
|
const int64_t x_out_step{x_rows * x_cols};
|
|
for (int64_t i = 0; i < batch_count; ++i) {
|
|
fn(&uplo_v, &x_order_v, x_out_data, &x_leading_dim_v, info_data);
|
|
x_out_data += x_out_step;
|
|
++info_data;
|
|
}
|
|
return ffi::Error::Success();
|
|
}
|
|
|
|
template struct CholeskyFactorization<ffi::DataType::F32>;
|
|
template struct CholeskyFactorization<ffi::DataType::F64>;
|
|
template struct CholeskyFactorization<ffi::DataType::C64>;
|
|
template struct CholeskyFactorization<ffi::DataType::C128>;
|
|
|
|
//== Singular Value Decomposition (SVD) ==//
|
|
//== using a divide and conquer method ==//
|
|
|
|
// lapack gesdd
|
|
|
|
static char GesddJobz(bool job_opt_compute_uv, bool job_opt_full_matrices) {
|
|
if (!job_opt_compute_uv) {
|
|
return 'N';
|
|
} else if (!job_opt_full_matrices) {
|
|
return 'S';
|
|
}
|
|
return 'A';
|
|
}
|
|
|
|
lapack_int GesddIworkSize(int64_t m, int64_t n) {
|
|
return CastNoOverflow<lapack_int>(8 * std::min(m, n), "gesdd iwork");
|
|
}
|
|
|
|
template <typename T>
|
|
typename RealGesdd<T>::FnType* RealGesdd<T>::fn = nullptr;
|
|
|
|
template <typename T>
|
|
void RealGesdd<T>::Kernel(void* out_tuple, void** data, XlaCustomCallStatus*) {
|
|
int32_t job_opt_full_matrices = *(reinterpret_cast<int32_t*>(data[0]));
|
|
int32_t job_opt_compute_uv = *(reinterpret_cast<int32_t*>(data[1]));
|
|
int b = *(reinterpret_cast<int32_t*>(data[2]));
|
|
int m = *(reinterpret_cast<int32_t*>(data[3]));
|
|
int n = *(reinterpret_cast<int32_t*>(data[4]));
|
|
int lwork = *(reinterpret_cast<int32_t*>(data[5]));
|
|
T* a_in = reinterpret_cast<T*>(data[6]);
|
|
|
|
void** out = reinterpret_cast<void**>(out_tuple);
|
|
T* a_out = reinterpret_cast<T*>(out[0]);
|
|
T* s = reinterpret_cast<T*>(out[1]);
|
|
T* u = reinterpret_cast<T*>(out[2]);
|
|
T* vt = reinterpret_cast<T*>(out[3]);
|
|
int* info = reinterpret_cast<int*>(out[4]);
|
|
int* iwork = reinterpret_cast<int*>(out[5]);
|
|
T* work = reinterpret_cast<T*>(out[6]);
|
|
|
|
if (a_out != a_in) {
|
|
std::memcpy(a_out, a_in,
|
|
static_cast<int64_t>(b) * static_cast<int64_t>(m) *
|
|
static_cast<int64_t>(n) * sizeof(T));
|
|
}
|
|
|
|
char jobz = GesddJobz(job_opt_compute_uv, job_opt_full_matrices);
|
|
|
|
int lda = m;
|
|
int ldu = m;
|
|
int tdu = job_opt_full_matrices ? m : std::min(m, n);
|
|
int ldvt = job_opt_full_matrices ? n : std::min(m, n);
|
|
|
|
for (int i = 0; i < b; ++i) {
|
|
fn(&jobz, &m, &n, a_out, &lda, s, u, &ldu, vt, &ldvt, work, &lwork, iwork,
|
|
info);
|
|
a_out += static_cast<int64_t>(m) * n;
|
|
s += std::min(m, n);
|
|
u += static_cast<int64_t>(m) * tdu;
|
|
vt += static_cast<int64_t>(ldvt) * n;
|
|
++info;
|
|
}
|
|
}
|
|
|
|
template <typename T>
|
|
int64_t RealGesdd<T>::Workspace(lapack_int m, lapack_int n,
|
|
bool job_opt_compute_uv,
|
|
bool job_opt_full_matrices) {
|
|
T work = 0;
|
|
int lwork = -1;
|
|
int info = 0;
|
|
int ldvt = job_opt_full_matrices ? n : std::min(m, n);
|
|
char jobz = GesddJobz(job_opt_compute_uv, job_opt_full_matrices);
|
|
fn(&jobz, &m, &n, nullptr, &m, nullptr, nullptr, &m, nullptr, &ldvt, &work,
|
|
&lwork, nullptr, &info);
|
|
return info ? -1 : static_cast<int>(work);
|
|
}
|
|
|
|
lapack_int ComplexGesddRworkSize(int64_t m, int64_t n, int compute_uv) {
|
|
int64_t mn = std::min(m, n);
|
|
if (compute_uv == 0) {
|
|
return CastNoOverflow<lapack_int>(7 * mn, "complex gesdd rwork");
|
|
}
|
|
int64_t mx = std::max(m, n);
|
|
return CastNoOverflow<lapack_int>(
|
|
std::max(5 * mn * mn + 5 * mn, 2 * mx * mn + 2 * mn * mn + mn),
|
|
"complex gesdd rwork");
|
|
}
|
|
|
|
template <typename T>
|
|
typename ComplexGesdd<T>::FnType* ComplexGesdd<T>::fn = nullptr;
|
|
|
|
template <typename T>
|
|
void ComplexGesdd<T>::Kernel(void* out_tuple, void** data,
|
|
XlaCustomCallStatus*) {
|
|
int32_t job_opt_full_matrices = *(reinterpret_cast<int32_t*>(data[0]));
|
|
int32_t job_opt_compute_uv = *(reinterpret_cast<int32_t*>(data[1]));
|
|
int b = *(reinterpret_cast<int32_t*>(data[2]));
|
|
int m = *(reinterpret_cast<int32_t*>(data[3]));
|
|
int n = *(reinterpret_cast<int32_t*>(data[4]));
|
|
int lwork = *(reinterpret_cast<int32_t*>(data[5]));
|
|
T* a_in = reinterpret_cast<T*>(data[6]);
|
|
|
|
void** out = reinterpret_cast<void**>(out_tuple);
|
|
T* a_out = reinterpret_cast<T*>(out[0]);
|
|
typename T::value_type* s = reinterpret_cast<typename T::value_type*>(out[1]);
|
|
T* u = reinterpret_cast<T*>(out[2]);
|
|
T* vt = reinterpret_cast<T*>(out[3]);
|
|
int* info = reinterpret_cast<int*>(out[4]);
|
|
int* iwork = reinterpret_cast<int*>(out[5]);
|
|
typename T::value_type* rwork =
|
|
reinterpret_cast<typename T::value_type*>(out[6]);
|
|
T* work = reinterpret_cast<T*>(out[7]);
|
|
|
|
if (a_out != a_in) {
|
|
std::memcpy(a_out, a_in,
|
|
static_cast<int64_t>(b) * static_cast<int64_t>(m) *
|
|
static_cast<int64_t>(n) * sizeof(T));
|
|
}
|
|
|
|
char jobz = GesddJobz(job_opt_compute_uv, job_opt_full_matrices);
|
|
|
|
int lda = m;
|
|
int ldu = m;
|
|
int tdu = job_opt_full_matrices ? m : std::min(m, n);
|
|
int ldvt = job_opt_full_matrices ? n : std::min(m, n);
|
|
|
|
for (int i = 0; i < b; ++i) {
|
|
fn(&jobz, &m, &n, a_out, &lda, s, u, &ldu, vt, &ldvt, work, &lwork, rwork,
|
|
iwork, info);
|
|
a_out += static_cast<int64_t>(m) * n;
|
|
s += std::min(m, n);
|
|
u += static_cast<int64_t>(m) * tdu;
|
|
vt += static_cast<int64_t>(ldvt) * n;
|
|
++info;
|
|
}
|
|
}
|
|
|
|
template <typename T>
|
|
int64_t ComplexGesdd<T>::Workspace(lapack_int m, lapack_int n,
|
|
bool job_opt_compute_uv,
|
|
bool job_opt_full_matrices) {
|
|
T work = 0;
|
|
int lwork = -1;
|
|
int info = 0;
|
|
int ldvt = job_opt_full_matrices ? n : std::min(m, n);
|
|
char jobz = GesddJobz(job_opt_compute_uv, job_opt_full_matrices);
|
|
fn(&jobz, &m, &n, nullptr, &m, nullptr, nullptr, &m, nullptr, &ldvt, &work,
|
|
&lwork, nullptr, nullptr, &info);
|
|
return info ? -1 : static_cast<int>(work.real());
|
|
}
|
|
|
|
template struct RealGesdd<float>;
|
|
template struct RealGesdd<double>;
|
|
template struct ComplexGesdd<std::complex<float>>;
|
|
template struct ComplexGesdd<std::complex<double>>;
|
|
|
|
// FFI Kernel
|
|
|
|
namespace internal {
|
|
|
|
template <ffi::DataType dtype>
|
|
static ffi::Error SvdKernel(
|
|
ffi::Buffer<dtype> x, ffi::ResultBuffer<dtype> x_out,
|
|
ffi::ResultBuffer<ffi::ToReal(dtype)> singular_values,
|
|
ffi::ResultBuffer<dtype> u, ffi::ResultBuffer<dtype> vt,
|
|
ffi::ResultBuffer<LapackIntDtype> info, svd::ComputationMode mode) {
|
|
if (mode == svd::ComputationMode::kComputeVtOverwriteXPartialU) [[unlikely]] {
|
|
return ffi::Error(
|
|
XLA_FFI_Error_Code_UNIMPLEMENTED,
|
|
"Current implementation does not support this computation mode");
|
|
}
|
|
FFI_ASSIGN_OR_RETURN((auto [batch_count, x_rows, x_cols]),
|
|
SplitBatch2D(x.dimensions()));
|
|
auto* x_out_data = x_out->typed_data();
|
|
auto* singular_values_data = singular_values->typed_data();
|
|
auto* u_data = u->typed_data();
|
|
auto* vt_data = vt->typed_data();
|
|
auto* info_data = info->typed_data();
|
|
|
|
// Prepare LAPACK workspaces.
|
|
FFI_ASSIGN_OR_RETURN(
|
|
const auto work_size,
|
|
svd::SVDType<dtype>::GetWorkspaceSize(x_rows, x_cols, mode));
|
|
FFI_ASSIGN_OR_RETURN(const auto iwork_size,
|
|
svd::GetIntWorkspaceSize(x_rows, x_cols));
|
|
auto work_data = AllocateScratchMemory<dtype>(work_size);
|
|
auto iwork_data = AllocateScratchMemory<LapackIntDtype>(iwork_size);
|
|
using RealType = typename svd::SVDType<dtype>::RealType;
|
|
std::unique_ptr<RealType[]> rwork;
|
|
if constexpr (ffi::IsComplexType<dtype>()) {
|
|
FFI_ASSIGN_OR_RETURN(const auto rwork_size,
|
|
svd::GetRealWorkspaceSize(x_rows, x_cols, mode));
|
|
rwork = AllocateScratchMemory<ffi::ToReal(dtype)>(rwork_size);
|
|
}
|
|
|
|
CopyIfDiffBuffer(x, x_out);
|
|
|
|
FFI_ASSIGN_OR_RETURN(auto x_rows_v, MaybeCastNoOverflow<lapack_int>(x_rows));
|
|
FFI_ASSIGN_OR_RETURN(auto x_cols_v, MaybeCastNoOverflow<lapack_int>(x_cols));
|
|
auto mode_v = static_cast<char>(mode);
|
|
FFI_ASSIGN_OR_RETURN(auto workspace_dim_v,
|
|
MaybeCastNoOverflow<lapack_int>(work_size));
|
|
auto x_leading_dim_v = x_rows_v;
|
|
auto u_leading_dim_v = x_rows_v;
|
|
|
|
auto u_dims = u->dimensions().last(2);
|
|
auto vt_dims = vt->dimensions().last(2);
|
|
FFI_ASSIGN_OR_RETURN(auto vt_leading_dim_v,
|
|
MaybeCastNoOverflow<lapack_int>(vt_dims.front()));
|
|
|
|
const int64_t x_out_step{x_rows * x_cols};
|
|
const int64_t singular_values_step{singular_values->dimensions().back()};
|
|
const int64_t u_step{u_dims.front() * u_dims.back()};
|
|
const int64_t vt_step{vt_leading_dim_v * vt_dims.back()};
|
|
|
|
for (int64_t i = 0; i < batch_count; ++i) {
|
|
if constexpr (ffi::IsComplexType<dtype>()) {
|
|
svd::SVDType<dtype>::fn(&mode_v, &x_rows_v, &x_cols_v, x_out_data,
|
|
&x_leading_dim_v, singular_values_data, u_data,
|
|
&u_leading_dim_v, vt_data, &vt_leading_dim_v,
|
|
work_data.get(), &workspace_dim_v, rwork.get(),
|
|
iwork_data.get(), info_data);
|
|
} else {
|
|
svd::SVDType<dtype>::fn(&mode_v, &x_rows_v, &x_cols_v, x_out_data,
|
|
&x_leading_dim_v, singular_values_data, u_data,
|
|
&u_leading_dim_v, vt_data, &vt_leading_dim_v,
|
|
work_data.get(), &workspace_dim_v,
|
|
iwork_data.get(), info_data);
|
|
}
|
|
|
|
// Suppress MSAN warnings when using a copy of LAPACK uninstrumented by
|
|
// MSAN.
|
|
using T [[maybe_unused]] = typename svd::SVDType<dtype>::ValueType;
|
|
ABSL_ANNOTATE_MEMORY_IS_INITIALIZED(info_data, sizeof(*info_data));
|
|
ABSL_ANNOTATE_MEMORY_IS_INITIALIZED(x_out_data,
|
|
x_cols_v * x_leading_dim_v * sizeof(T));
|
|
ABSL_ANNOTATE_MEMORY_IS_INITIALIZED(
|
|
singular_values_data, std::min(x_rows_v, x_cols_v) * sizeof(RealType));
|
|
if (mode_v == 'A') {
|
|
ABSL_ANNOTATE_MEMORY_IS_INITIALIZED(
|
|
u_data, u_leading_dim_v * x_rows_v * sizeof(T));
|
|
ABSL_ANNOTATE_MEMORY_IS_INITIALIZED(
|
|
vt_data, vt_leading_dim_v * x_cols_v * sizeof(T));
|
|
} else if (mode_v == 'O') {
|
|
if (x_rows_v < x_cols_v) {
|
|
ABSL_ANNOTATE_MEMORY_IS_INITIALIZED(
|
|
u_data, u_leading_dim_v * x_rows_v * sizeof(T));
|
|
} else {
|
|
ABSL_ANNOTATE_MEMORY_IS_INITIALIZED(
|
|
vt_data, vt_leading_dim_v * x_cols_v * sizeof(T));
|
|
}
|
|
} else if (mode_v == 'S') {
|
|
ABSL_ANNOTATE_MEMORY_IS_INITIALIZED(
|
|
u_data, u_leading_dim_v * std::min(x_rows_v, x_cols_v) * sizeof(T));
|
|
ABSL_ANNOTATE_MEMORY_IS_INITIALIZED(
|
|
vt_data, vt_leading_dim_v * x_cols_v * sizeof(T));
|
|
}
|
|
|
|
x_out_data += x_out_step;
|
|
singular_values_data += singular_values_step;
|
|
u_data += u_step;
|
|
vt_data += vt_step;
|
|
++info_data;
|
|
}
|
|
return ffi::Error::Success();
|
|
}
|
|
|
|
template <ffi::DataType dtype>
|
|
static int64_t SvdGetWorkspaceSize(lapack_int x_rows, lapack_int x_cols,
|
|
svd::ComputationMode mode) {
|
|
ffi::NativeType<dtype> optimal_size = {};
|
|
lapack_int info = 0;
|
|
lapack_int workspace_query = -1;
|
|
|
|
auto mode_v = static_cast<char>(mode);
|
|
auto x_leading_dim_v = x_rows;
|
|
auto u_leading_dim_v = x_rows;
|
|
auto vt_leading_dim_v = mode == svd::ComputationMode::kComputeFullUVt
|
|
? x_cols
|
|
: std::min(x_rows, x_cols);
|
|
if constexpr (ffi::IsComplexType<dtype>()) {
|
|
svd::SVDType<dtype>::fn(
|
|
&mode_v, &x_rows, &x_cols, nullptr, &x_leading_dim_v, nullptr, nullptr,
|
|
&u_leading_dim_v, nullptr, &vt_leading_dim_v, &optimal_size,
|
|
&workspace_query, nullptr, nullptr, &info);
|
|
} else {
|
|
svd::SVDType<dtype>::fn(&mode_v, &x_rows, &x_cols, nullptr,
|
|
&x_leading_dim_v, nullptr, nullptr,
|
|
&u_leading_dim_v, nullptr, &vt_leading_dim_v,
|
|
&optimal_size, &workspace_query, nullptr, &info);
|
|
}
|
|
return info == 0 ? static_cast<int64_t>(std::real(optimal_size)) : -1;
|
|
}
|
|
|
|
template <ffi::DataType dtype>
|
|
static ffi::Error SvdQRKernel(
|
|
ffi::Buffer<dtype> x, ffi::ResultBuffer<dtype> x_out,
|
|
ffi::ResultBuffer<ffi::ToReal(dtype)> singular_values,
|
|
ffi::ResultBuffer<dtype> u, ffi::ResultBuffer<dtype> vt,
|
|
ffi::ResultBuffer<LapackIntDtype> info, svd::ComputationMode mode) {
|
|
if (mode == svd::ComputationMode::kComputeVtOverwriteXPartialU) [[unlikely]] {
|
|
return ffi::Error(
|
|
XLA_FFI_Error_Code_UNIMPLEMENTED,
|
|
"SVD: Current implementation does not support this computation mode");
|
|
}
|
|
FFI_ASSIGN_OR_RETURN((auto [batch_count, x_rows, x_cols]),
|
|
SplitBatch2D(x.dimensions()));
|
|
auto* x_out_data = x_out->typed_data();
|
|
auto* singular_values_data = singular_values->typed_data();
|
|
auto* u_data = u->typed_data();
|
|
auto* vt_data = vt->typed_data();
|
|
auto* info_data = info->typed_data();
|
|
|
|
// Prepare LAPACK workspaces.
|
|
FFI_ASSIGN_OR_RETURN(
|
|
const auto work_size,
|
|
svd::SVDQRType<dtype>::GetWorkspaceSize(x_rows, x_cols, mode));
|
|
auto work_data = AllocateScratchMemory<dtype>(work_size);
|
|
using RealType = typename svd::SVDType<dtype>::RealType;
|
|
std::unique_ptr<RealType[]> rwork;
|
|
if constexpr (ffi::IsComplexType<dtype>()) {
|
|
FFI_ASSIGN_OR_RETURN(const auto rwork_size,
|
|
svd::GetRealWorkspaceSizeQR(x_rows, x_cols));
|
|
rwork = AllocateScratchMemory<ffi::ToReal(dtype)>(rwork_size);
|
|
}
|
|
|
|
CopyIfDiffBuffer(x, x_out);
|
|
|
|
FFI_ASSIGN_OR_RETURN(auto x_rows_v, MaybeCastNoOverflow<lapack_int>(x_rows));
|
|
FFI_ASSIGN_OR_RETURN(auto x_cols_v, MaybeCastNoOverflow<lapack_int>(x_cols));
|
|
auto mode_v = static_cast<char>(mode);
|
|
auto workspace_dim_v = work_size;
|
|
auto x_leading_dim_v = x_rows_v;
|
|
auto u_leading_dim_v = x_rows_v;
|
|
|
|
auto u_dims = u->dimensions().last(2);
|
|
auto vt_dims = vt->dimensions().last(2);
|
|
FFI_ASSIGN_OR_RETURN(auto vt_leading_dim_v,
|
|
MaybeCastNoOverflow<lapack_int>(vt_dims.front()));
|
|
|
|
const int64_t x_out_step{x_rows * x_cols};
|
|
const int64_t singular_values_step{singular_values->dimensions().back()};
|
|
const int64_t u_step{u_dims.front() * u_dims.back()};
|
|
const int64_t vt_step{vt_leading_dim_v * vt_dims.back()};
|
|
|
|
for (int64_t i = 0; i < batch_count; ++i) {
|
|
if constexpr (ffi::IsComplexType<dtype>()) {
|
|
svd::SVDQRType<dtype>::fn(&mode_v, &mode_v, &x_rows_v, &x_cols_v, x_out_data,
|
|
&x_leading_dim_v, singular_values_data, u_data,
|
|
&u_leading_dim_v, vt_data, &vt_leading_dim_v,
|
|
work_data.get(), &workspace_dim_v, rwork.get(),
|
|
info_data);
|
|
} else {
|
|
svd::SVDQRType<dtype>::fn(&mode_v, &mode_v, &x_rows_v, &x_cols_v, x_out_data,
|
|
&x_leading_dim_v, singular_values_data, u_data,
|
|
&u_leading_dim_v, vt_data, &vt_leading_dim_v,
|
|
work_data.get(), &workspace_dim_v, info_data);
|
|
}
|
|
x_out_data += x_out_step;
|
|
singular_values_data += singular_values_step;
|
|
u_data += u_step;
|
|
vt_data += vt_step;
|
|
++info_data;
|
|
}
|
|
return ffi::Error::Success();
|
|
}
|
|
|
|
template <ffi::DataType dtype>
|
|
static absl::StatusOr<lapack_int> SvdQRGetWorkspaceSize(lapack_int x_rows,
|
|
lapack_int x_cols,
|
|
svd::ComputationMode mode) {
|
|
ffi::NativeType<dtype> optimal_size = {};
|
|
lapack_int info = 0;
|
|
lapack_int workspace_query = -1;
|
|
|
|
auto mode_v = static_cast<char>(mode);
|
|
auto x_leading_dim_v = x_rows;
|
|
auto u_leading_dim_v = x_rows;
|
|
auto vt_leading_dim_v = mode == svd::ComputationMode::kComputeFullUVt
|
|
? x_cols
|
|
: std::min(x_rows, x_cols);
|
|
if constexpr (ffi::IsComplexType<dtype>()) {
|
|
svd::SVDQRType<dtype>::fn(&mode_v, &mode_v, &x_rows, &x_cols, nullptr,
|
|
&x_leading_dim_v, nullptr, nullptr,
|
|
&u_leading_dim_v, nullptr, &vt_leading_dim_v,
|
|
&optimal_size, &workspace_query, nullptr, &info);
|
|
} else {
|
|
svd::SVDQRType<dtype>::fn(&mode_v, &mode_v, &x_rows, &x_cols, nullptr,
|
|
&x_leading_dim_v, nullptr, nullptr,
|
|
&u_leading_dim_v, nullptr, &vt_leading_dim_v,
|
|
&optimal_size, &workspace_query, &info);
|
|
}
|
|
return info == 0 ? MaybeCastNoOverflow<lapack_int>(std::real(optimal_size)) : -1;
|
|
}
|
|
|
|
} // namespace internal
|
|
|
|
template <ffi::DataType dtype>
|
|
ffi::Error SingularValueDecomposition<dtype>::Kernel(
|
|
ffi::Buffer<dtype> x, ffi::ResultBuffer<dtype> x_out,
|
|
ffi::ResultBuffer<dtype> singular_values, ffi::ResultBuffer<dtype> u,
|
|
ffi::ResultBuffer<dtype> vt, ffi::ResultBuffer<LapackIntDtype> info,
|
|
svd::ComputationMode mode) {
|
|
return internal::SvdKernel<dtype>(x, x_out, singular_values, u, vt, info,
|
|
mode);
|
|
}
|
|
|
|
template <ffi::DataType dtype>
|
|
ffi::Error SingularValueDecompositionComplex<dtype>::Kernel(
|
|
ffi::Buffer<dtype> x, ffi::ResultBuffer<dtype> x_out,
|
|
ffi::ResultBuffer<ffi::ToReal(dtype)> singular_values,
|
|
ffi::ResultBuffer<dtype> u, ffi::ResultBuffer<dtype> vt,
|
|
ffi::ResultBuffer<LapackIntDtype> info, svd::ComputationMode mode) {
|
|
return internal::SvdKernel<dtype>(x, x_out, singular_values, u, vt, info,
|
|
mode);
|
|
}
|
|
|
|
template <ffi::DataType dtype>
|
|
absl::StatusOr<int64_t> SingularValueDecomposition<dtype>::GetWorkspaceSize(
|
|
lapack_int x_rows, lapack_int x_cols, svd::ComputationMode mode) {
|
|
return internal::SvdGetWorkspaceSize<dtype>(x_rows, x_cols, mode);
|
|
}
|
|
|
|
template <ffi::DataType dtype>
|
|
absl::StatusOr<int64_t>
|
|
SingularValueDecompositionComplex<dtype>::GetWorkspaceSize(
|
|
lapack_int x_rows, lapack_int x_cols, svd::ComputationMode mode) {
|
|
return internal::SvdGetWorkspaceSize<dtype>(x_rows, x_cols, mode);
|
|
}
|
|
|
|
template <ffi::DataType dtype>
|
|
ffi::Error SingularValueDecompositionQR<dtype>::Kernel(
|
|
ffi::Buffer<dtype> x, ffi::ResultBuffer<dtype> x_out,
|
|
ffi::ResultBuffer<dtype> singular_values, ffi::ResultBuffer<dtype> u,
|
|
ffi::ResultBuffer<dtype> vt, ffi::ResultBuffer<LapackIntDtype> info,
|
|
svd::ComputationMode mode) {
|
|
return internal::SvdQRKernel<dtype>(x, x_out, singular_values, u, vt, info,
|
|
mode);
|
|
}
|
|
|
|
template <ffi::DataType dtype>
|
|
ffi::Error SingularValueDecompositionQRComplex<dtype>::Kernel(
|
|
ffi::Buffer<dtype> x, ffi::ResultBuffer<dtype> x_out,
|
|
ffi::ResultBuffer<ffi::ToReal(dtype)> singular_values,
|
|
ffi::ResultBuffer<dtype> u, ffi::ResultBuffer<dtype> vt,
|
|
ffi::ResultBuffer<LapackIntDtype> info, svd::ComputationMode mode) {
|
|
return internal::SvdQRKernel<dtype>(x, x_out, singular_values, u, vt, info,
|
|
mode);
|
|
}
|
|
|
|
template <ffi::DataType dtype>
|
|
absl::StatusOr<lapack_int> SingularValueDecompositionQR<dtype>::GetWorkspaceSize(
|
|
lapack_int x_rows, lapack_int x_cols, svd::ComputationMode mode) {
|
|
return internal::SvdQRGetWorkspaceSize<dtype>(x_rows, x_cols, mode);
|
|
}
|
|
|
|
template <ffi::DataType dtype>
|
|
absl::StatusOr<lapack_int>
|
|
SingularValueDecompositionQRComplex<dtype>::GetWorkspaceSize(
|
|
lapack_int x_rows, lapack_int x_cols, svd::ComputationMode mode) {
|
|
return internal::SvdQRGetWorkspaceSize<dtype>(x_rows, x_cols, mode);
|
|
}
|
|
|
|
absl::StatusOr<lapack_int> svd::GetRealWorkspaceSize(
|
|
int64_t x_rows, int64_t x_cols, svd::ComputationMode mode) {
|
|
const auto min_dim = std::min(x_rows, x_cols);
|
|
if (!ComputesUV(mode)) {
|
|
return MaybeCastNoOverflow<lapack_int>(7 * min_dim);
|
|
}
|
|
const auto max_dim = std::max(x_rows, x_cols);
|
|
return MaybeCastNoOverflow<lapack_int>(
|
|
std::max(5 * min_dim * min_dim + 5 * min_dim,
|
|
2 * max_dim * min_dim + 2 * min_dim * min_dim + min_dim));
|
|
}
|
|
|
|
absl::StatusOr<lapack_int> svd::GetRealWorkspaceSizeQR(int64_t x_rows, int64_t x_cols) {
|
|
return CastNoOverflow<lapack_int>(5 * std::min(x_rows, x_cols));
|
|
}
|
|
|
|
absl::StatusOr<lapack_int> svd::GetIntWorkspaceSize(int64_t x_rows,
|
|
int64_t x_cols) {
|
|
return CastNoOverflow<lapack_int>(8 * std::min(x_rows, x_cols));
|
|
}
|
|
|
|
template struct SingularValueDecomposition<ffi::DataType::F32>;
|
|
template struct SingularValueDecomposition<ffi::DataType::F64>;
|
|
template struct SingularValueDecompositionComplex<ffi::DataType::C64>;
|
|
template struct SingularValueDecompositionComplex<ffi::DataType::C128>;
|
|
|
|
template struct SingularValueDecompositionQR<ffi::DataType::F32>;
|
|
template struct SingularValueDecompositionQR<ffi::DataType::F64>;
|
|
template struct SingularValueDecompositionQRComplex<ffi::DataType::C64>;
|
|
template struct SingularValueDecompositionQRComplex<ffi::DataType::C128>;
|
|
|
|
//== Eigenvalues and eigenvectors ==//
|
|
|
|
// lapack syevd/heevd
|
|
|
|
// # Workspace sizes, taken from the LAPACK documentation.
|
|
lapack_int SyevdWorkSize(int64_t n) {
|
|
return CastNoOverflow<lapack_int>(1 + 6 * n + 2 * n * n, "syevd lwork");
|
|
}
|
|
|
|
lapack_int SyevdIworkSize(int64_t n) {
|
|
return CastNoOverflow<lapack_int>(3 + 5 * n, "syevd iwork");
|
|
}
|
|
|
|
template <typename T>
|
|
typename RealSyevd<T>::FnType* RealSyevd<T>::fn = nullptr;
|
|
|
|
template <typename T>
|
|
void RealSyevd<T>::Kernel(void* out_tuple, void** data, XlaCustomCallStatus*) {
|
|
int32_t lower = *(reinterpret_cast<int32_t*>(data[0]));
|
|
int b = *(reinterpret_cast<int32_t*>(data[1]));
|
|
int n = *(reinterpret_cast<int32_t*>(data[2]));
|
|
const T* a_in = reinterpret_cast<T*>(data[3]);
|
|
void** out = reinterpret_cast<void**>(out_tuple);
|
|
T* a_out = reinterpret_cast<T*>(out[0]);
|
|
T* w_out = reinterpret_cast<T*>(out[1]);
|
|
int* info_out = reinterpret_cast<int*>(out[2]);
|
|
T* work = reinterpret_cast<T*>(out[3]);
|
|
int* iwork = reinterpret_cast<int*>(out[4]);
|
|
if (a_out != a_in) {
|
|
std::memcpy(a_out, a_in,
|
|
static_cast<int64_t>(b) * static_cast<int64_t>(n) *
|
|
static_cast<int64_t>(n) * sizeof(T));
|
|
}
|
|
|
|
char jobz = 'V';
|
|
char uplo = lower ? 'L' : 'U';
|
|
|
|
lapack_int lwork = SyevdWorkSize(n);
|
|
lapack_int liwork = SyevdIworkSize(n);
|
|
for (int i = 0; i < b; ++i) {
|
|
fn(&jobz, &uplo, &n, a_out, &n, w_out, work, &lwork, iwork, &liwork,
|
|
info_out);
|
|
a_out += static_cast<int64_t>(n) * n;
|
|
w_out += n;
|
|
++info_out;
|
|
}
|
|
}
|
|
|
|
// Workspace sizes, taken from the LAPACK documentation.
|
|
lapack_int HeevdWorkSize(int64_t n) {
|
|
return CastNoOverflow<lapack_int>(1 + 2 * n + n * n, "heevd work");
|
|
}
|
|
|
|
lapack_int HeevdRworkSize(int64_t n) {
|
|
return CastNoOverflow<lapack_int>(1 + 5 * n + 2 * n * n, "heevd rwork");
|
|
}
|
|
|
|
template <typename T>
|
|
typename ComplexHeevd<T>::FnType* ComplexHeevd<T>::fn = nullptr;
|
|
|
|
template <typename T>
|
|
void ComplexHeevd<T>::Kernel(void* out_tuple, void** data,
|
|
XlaCustomCallStatus*) {
|
|
int32_t lower = *(reinterpret_cast<int32_t*>(data[0]));
|
|
int b = *(reinterpret_cast<int32_t*>(data[1]));
|
|
int n = *(reinterpret_cast<int32_t*>(data[2]));
|
|
const T* a_in = reinterpret_cast<T*>(data[3]);
|
|
|
|
void** out = reinterpret_cast<void**>(out_tuple);
|
|
T* a_out = reinterpret_cast<T*>(out[0]);
|
|
typename T::value_type* w_out =
|
|
reinterpret_cast<typename T::value_type*>(out[1]);
|
|
int* info_out = reinterpret_cast<int*>(out[2]);
|
|
T* work = reinterpret_cast<T*>(out[3]);
|
|
typename T::value_type* rwork =
|
|
reinterpret_cast<typename T::value_type*>(out[4]);
|
|
int* iwork = reinterpret_cast<int*>(out[5]);
|
|
if (a_out != a_in) {
|
|
std::memcpy(a_out, a_in,
|
|
static_cast<int64_t>(b) * static_cast<int64_t>(n) *
|
|
static_cast<int64_t>(n) * sizeof(T));
|
|
}
|
|
|
|
char jobz = 'V';
|
|
char uplo = lower ? 'L' : 'U';
|
|
|
|
lapack_int lwork = HeevdWorkSize(n);
|
|
lapack_int lrwork = HeevdRworkSize(n);
|
|
lapack_int liwork = SyevdIworkSize(n);
|
|
for (int i = 0; i < b; ++i) {
|
|
fn(&jobz, &uplo, &n, a_out, &n, w_out, work, &lwork, rwork, &lrwork, iwork,
|
|
&liwork, info_out);
|
|
a_out += static_cast<int64_t>(n) * n;
|
|
w_out += n;
|
|
++info_out;
|
|
}
|
|
}
|
|
|
|
template struct RealSyevd<float>;
|
|
template struct RealSyevd<double>;
|
|
template struct ComplexHeevd<std::complex<float>>;
|
|
template struct ComplexHeevd<std::complex<double>>;
|
|
|
|
// FFI Kernel
|
|
|
|
absl::StatusOr<lapack_int> eig::GetWorkspaceSize(int64_t x_cols,
|
|
ComputationMode mode) {
|
|
switch (mode) {
|
|
case ComputationMode::kNoEigenvectors:
|
|
return MaybeCastNoOverflow<lapack_int>(2 * x_cols + 1);
|
|
case ComputationMode::kComputeEigenvectors:
|
|
return MaybeCastNoOverflow<lapack_int>(1 + 6 * x_cols +
|
|
2 * x_cols * x_cols);
|
|
}
|
|
}
|
|
|
|
absl::StatusOr<lapack_int> eig::GetIntWorkspaceSize(int64_t x_cols,
|
|
ComputationMode mode) {
|
|
switch (mode) {
|
|
case ComputationMode::kNoEigenvectors:
|
|
return 1;
|
|
case ComputationMode::kComputeEigenvectors:
|
|
return MaybeCastNoOverflow<lapack_int>(3 + 5 * x_cols);
|
|
}
|
|
}
|
|
|
|
template <ffi::DataType dtype>
|
|
ffi::Error EigenvalueDecompositionSymmetric<dtype>::Kernel(
|
|
ffi::Buffer<dtype> x, MatrixParams::UpLo uplo,
|
|
ffi::ResultBuffer<dtype> x_out, ffi::ResultBuffer<dtype> eigenvalues,
|
|
ffi::ResultBuffer<LapackIntDtype> info, eig::ComputationMode mode) {
|
|
FFI_ASSIGN_OR_RETURN((auto [batch_count, x_rows, x_cols]),
|
|
SplitBatch2D(x.dimensions()));
|
|
auto* x_out_data = x_out->typed_data();
|
|
auto* eigenvalues_data = eigenvalues->typed_data();
|
|
auto* info_data = info->typed_data();
|
|
|
|
CopyIfDiffBuffer(x, x_out);
|
|
|
|
auto mode_v = static_cast<char>(mode);
|
|
auto uplo_v = static_cast<char>(uplo);
|
|
FFI_ASSIGN_OR_RETURN(auto x_cols_v, MaybeCastNoOverflow<lapack_int>(x_cols));
|
|
FFI_ASSIGN_OR_RETURN(auto x_leading_dim_v,
|
|
MaybeCastNoOverflow<lapack_int>(x_cols));
|
|
// Prepare LAPACK workspaces.
|
|
FFI_ASSIGN_OR_RETURN(lapack_int work_size_v,
|
|
eig::GetWorkspaceSize(x_cols, mode));
|
|
FFI_ASSIGN_OR_RETURN(lapack_int iwork_size_v,
|
|
eig::GetIntWorkspaceSize(x_cols, mode));
|
|
auto work_data = AllocateScratchMemory<dtype>(work_size_v);
|
|
auto iwork_data = AllocateScratchMemory<LapackIntDtype>(iwork_size_v);
|
|
|
|
const int64_t x_out_step{x_cols * x_cols};
|
|
const int64_t eigenvalues_step{x_cols};
|
|
for (int64_t i = 0; i < batch_count; ++i) {
|
|
fn(&mode_v, &uplo_v, &x_cols_v, x_out_data, &x_leading_dim_v,
|
|
eigenvalues_data, work_data.get(), &work_size_v, iwork_data.get(),
|
|
&iwork_size_v, info_data);
|
|
ABSL_ANNOTATE_MEMORY_IS_INITIALIZED(x_out_data,
|
|
sizeof(*x_out_data) * x_cols * x_cols);
|
|
ABSL_ANNOTATE_MEMORY_IS_INITIALIZED(eigenvalues_data,
|
|
sizeof(*eigenvalues_data) * x_cols);
|
|
ABSL_ANNOTATE_MEMORY_IS_INITIALIZED(info_data, sizeof(lapack_int));
|
|
x_out_data += x_out_step;
|
|
eigenvalues_data += eigenvalues_step;
|
|
++info_data;
|
|
}
|
|
return ffi::Error::Success();
|
|
}
|
|
|
|
namespace eig {
|
|
|
|
absl::StatusOr<lapack_int> GetComplexWorkspaceSize(int64_t x_cols,
|
|
ComputationMode mode) {
|
|
switch (mode) {
|
|
case ComputationMode::kNoEigenvectors:
|
|
return MaybeCastNoOverflow<lapack_int>(x_cols + 1);
|
|
case ComputationMode::kComputeEigenvectors:
|
|
return MaybeCastNoOverflow<lapack_int>(2 * x_cols + x_cols * x_cols);
|
|
}
|
|
}
|
|
|
|
absl::StatusOr<lapack_int> GetRealWorkspaceSize(int64_t x_cols,
|
|
ComputationMode mode) {
|
|
switch (mode) {
|
|
case ComputationMode::kNoEigenvectors:
|
|
return MaybeCastNoOverflow<lapack_int>(std::max(x_cols, int64_t{1}));
|
|
case ComputationMode::kComputeEigenvectors:
|
|
return MaybeCastNoOverflow<lapack_int>(1 + 5 * x_cols +
|
|
2 * x_cols * x_cols);
|
|
}
|
|
}
|
|
|
|
} // namespace eig
|
|
|
|
template <ffi::DataType dtype>
|
|
ffi::Error EigenvalueDecompositionHermitian<dtype>::Kernel(
|
|
ffi::Buffer<dtype> x, MatrixParams::UpLo uplo,
|
|
ffi::ResultBuffer<dtype> x_out,
|
|
ffi::ResultBuffer<ffi::ToReal(dtype)> eigenvalues,
|
|
ffi::ResultBuffer<LapackIntDtype> info, eig::ComputationMode mode) {
|
|
FFI_ASSIGN_OR_RETURN((auto [batch_count, x_rows, x_cols]),
|
|
SplitBatch2D(x.dimensions()));
|
|
auto* x_out_data = x_out->typed_data();
|
|
auto* eigenvalues_data = eigenvalues->typed_data();
|
|
auto* info_data = info->typed_data();
|
|
|
|
CopyIfDiffBuffer(x, x_out);
|
|
|
|
auto mode_v = static_cast<char>(mode);
|
|
auto uplo_v = static_cast<char>(uplo);
|
|
FFI_ASSIGN_OR_RETURN(auto x_cols_v, MaybeCastNoOverflow<lapack_int>(x_cols));
|
|
FFI_ASSIGN_OR_RETURN(auto x_leading_dim_v,
|
|
MaybeCastNoOverflow<lapack_int>(x_cols));
|
|
// Prepare LAPACK workspaces.
|
|
FFI_ASSIGN_OR_RETURN(lapack_int work_size_v,
|
|
eig::GetComplexWorkspaceSize(x_cols, mode));
|
|
FFI_ASSIGN_OR_RETURN(lapack_int rwork_size_v,
|
|
eig::GetRealWorkspaceSize(x_cols, mode));
|
|
FFI_ASSIGN_OR_RETURN(lapack_int iwork_size_v,
|
|
eig::GetIntWorkspaceSize(x_cols, mode));
|
|
auto work_data = AllocateScratchMemory<dtype>(work_size_v);
|
|
auto iwork_data = AllocateScratchMemory<LapackIntDtype>(iwork_size_v);
|
|
auto rwork_data = AllocateScratchMemory<ffi::ToReal(dtype)>(rwork_size_v);
|
|
|
|
const int64_t x_out_step{x_cols * x_cols};
|
|
const int64_t eigenvalues_step{x_cols};
|
|
for (int64_t i = 0; i < batch_count; ++i) {
|
|
fn(&mode_v, &uplo_v, &x_cols_v, x_out_data, &x_leading_dim_v,
|
|
eigenvalues_data, work_data.get(), &work_size_v, rwork_data.get(),
|
|
&rwork_size_v, iwork_data.get(), &iwork_size_v, info_data);
|
|
x_out_data += x_out_step;
|
|
eigenvalues_data += eigenvalues_step;
|
|
++info_data;
|
|
}
|
|
return ffi::Error::Success();
|
|
}
|
|
|
|
template struct EigenvalueDecompositionSymmetric<ffi::DataType::F32>;
|
|
template struct EigenvalueDecompositionSymmetric<ffi::DataType::F64>;
|
|
template struct EigenvalueDecompositionHermitian<ffi::DataType::C64>;
|
|
template struct EigenvalueDecompositionHermitian<ffi::DataType::C128>;
|
|
|
|
// lapack geev
|
|
|
|
template <typename T>
|
|
typename RealGeev<T>::FnType* RealGeev<T>::fn = nullptr;
|
|
|
|
template <typename T>
|
|
void RealGeev<T>::Kernel(void* out_tuple, void** data, XlaCustomCallStatus*) {
|
|
int b = *(reinterpret_cast<int32_t*>(data[0]));
|
|
int n_int = *(reinterpret_cast<int32_t*>(data[1]));
|
|
int64_t n = n_int;
|
|
char jobvl = *(reinterpret_cast<uint8_t*>(data[2]));
|
|
char jobvr = *(reinterpret_cast<uint8_t*>(data[3]));
|
|
|
|
const T* a_in = reinterpret_cast<T*>(data[4]);
|
|
|
|
void** out = reinterpret_cast<void**>(out_tuple);
|
|
T* a_work = reinterpret_cast<T*>(out[0]);
|
|
T* vl_work = reinterpret_cast<T*>(out[1]);
|
|
T* vr_work = reinterpret_cast<T*>(out[2]);
|
|
|
|
T* wr_out = reinterpret_cast<T*>(out[3]);
|
|
T* wi_out = reinterpret_cast<T*>(out[4]);
|
|
std::complex<T>* vl_out = reinterpret_cast<std::complex<T>*>(out[5]);
|
|
std::complex<T>* vr_out = reinterpret_cast<std::complex<T>*>(out[6]);
|
|
int* info_out = reinterpret_cast<int*>(out[7]);
|
|
|
|
// TODO(phawkins): preallocate workspace using XLA.
|
|
T work_query;
|
|
int lwork = -1;
|
|
fn(&jobvl, &jobvr, &n_int, a_work, &n_int, wr_out, wi_out, vl_work, &n_int,
|
|
vr_work, &n_int, &work_query, &lwork, info_out);
|
|
ABSL_ANNOTATE_MEMORY_IS_INITIALIZED(&work_query, sizeof(work_query));
|
|
lwork = static_cast<int>(work_query);
|
|
T* work = new T[lwork];
|
|
|
|
auto is_finite = [](T* a_work, int64_t n) {
|
|
for (int64_t j = 0; j < n; ++j) {
|
|
for (int64_t k = 0; k < n; ++k) {
|
|
if (!std::isfinite(a_work[j * n + k])) {
|
|
return false;
|
|
}
|
|
}
|
|
}
|
|
return true;
|
|
};
|
|
for (int i = 0; i < b; ++i) {
|
|
size_t a_size = n * n * sizeof(T);
|
|
std::memcpy(a_work, a_in, a_size);
|
|
if (is_finite(a_work, n)) {
|
|
fn(&jobvl, &jobvr, &n_int, a_work, &n_int, wr_out, wi_out, vl_work,
|
|
&n_int, vr_work, &n_int, work, &lwork, info_out);
|
|
ABSL_ANNOTATE_MEMORY_IS_INITIALIZED(a_work, a_size);
|
|
ABSL_ANNOTATE_MEMORY_IS_INITIALIZED(wr_out, sizeof(T) * n);
|
|
ABSL_ANNOTATE_MEMORY_IS_INITIALIZED(wi_out, sizeof(T) * n);
|
|
ABSL_ANNOTATE_MEMORY_IS_INITIALIZED(vl_work, sizeof(T) * n * n);
|
|
ABSL_ANNOTATE_MEMORY_IS_INITIALIZED(vr_work, sizeof(T) * n * n);
|
|
ABSL_ANNOTATE_MEMORY_IS_INITIALIZED(info_out, sizeof(int));
|
|
if (info_out[0] == 0) {
|
|
UnpackEigenvectors(n, wi_out, vl_work, vl_out);
|
|
UnpackEigenvectors(n, wi_out, vr_work, vr_out);
|
|
}
|
|
} else {
|
|
*info_out = -4;
|
|
}
|
|
a_in += n * n;
|
|
wr_out += n;
|
|
wi_out += n;
|
|
vl_out += n * n;
|
|
vr_out += n * n;
|
|
++info_out;
|
|
}
|
|
delete[] work;
|
|
}
|
|
|
|
template <typename T>
|
|
typename ComplexGeev<T>::FnType* ComplexGeev<T>::fn = nullptr;
|
|
|
|
template <typename T>
|
|
void ComplexGeev<T>::Kernel(void* out_tuple, void** data,
|
|
XlaCustomCallStatus*) {
|
|
int b = *(reinterpret_cast<int32_t*>(data[0]));
|
|
int n_int = *(reinterpret_cast<int32_t*>(data[1]));
|
|
int64_t n = n_int;
|
|
char jobvl = *(reinterpret_cast<uint8_t*>(data[2]));
|
|
char jobvr = *(reinterpret_cast<uint8_t*>(data[3]));
|
|
|
|
const T* a_in = reinterpret_cast<T*>(data[4]);
|
|
|
|
void** out = reinterpret_cast<void**>(out_tuple);
|
|
T* a_work = reinterpret_cast<T*>(out[0]);
|
|
typename T::value_type* r_work =
|
|
reinterpret_cast<typename T::value_type*>(out[1]);
|
|
|
|
T* w_out = reinterpret_cast<T*>(out[2]);
|
|
T* vl_out = reinterpret_cast<T*>(out[3]);
|
|
T* vr_out = reinterpret_cast<T*>(out[4]);
|
|
int* info_out = reinterpret_cast<int*>(out[5]);
|
|
|
|
// TODO(phawkins): preallocate workspace using XLA.
|
|
T work_query;
|
|
int lwork = -1;
|
|
fn(&jobvl, &jobvr, &n_int, a_work, &n_int, w_out, vl_out, &n_int, vr_out,
|
|
&n_int, &work_query, &lwork, r_work, info_out);
|
|
ABSL_ANNOTATE_MEMORY_IS_INITIALIZED(&work_query, sizeof(work_query));
|
|
lwork = static_cast<int>(work_query.real());
|
|
T* work = new T[lwork];
|
|
|
|
auto is_finite = [](T* a_work, int64_t n) {
|
|
for (int64_t j = 0; j < n; ++j) {
|
|
for (int64_t k = 0; k < n; ++k) {
|
|
T v = a_work[j * n + k];
|
|
if (!std::isfinite(v.real()) || !std::isfinite(v.imag())) {
|
|
return false;
|
|
}
|
|
}
|
|
}
|
|
return true;
|
|
};
|
|
|
|
for (int i = 0; i < b; ++i) {
|
|
size_t a_size = n * n * sizeof(T);
|
|
std::memcpy(a_work, a_in, a_size);
|
|
if (is_finite(a_work, n)) {
|
|
fn(&jobvl, &jobvr, &n_int, a_work, &n_int, w_out, vl_out, &n_int, vr_out,
|
|
&n_int, work, &lwork, r_work, info_out);
|
|
ABSL_ANNOTATE_MEMORY_IS_INITIALIZED(a_work, a_size);
|
|
ABSL_ANNOTATE_MEMORY_IS_INITIALIZED(w_out, sizeof(T) * n);
|
|
ABSL_ANNOTATE_MEMORY_IS_INITIALIZED(vl_out, sizeof(T) * n * n);
|
|
ABSL_ANNOTATE_MEMORY_IS_INITIALIZED(vr_out, sizeof(T) * n * n);
|
|
ABSL_ANNOTATE_MEMORY_IS_INITIALIZED(info_out, sizeof(int));
|
|
} else {
|
|
*info_out = -4;
|
|
}
|
|
a_in += n * n;
|
|
w_out += n;
|
|
vl_out += n * n;
|
|
vr_out += n * n;
|
|
info_out += 1;
|
|
}
|
|
delete[] work;
|
|
}
|
|
|
|
template struct RealGeev<float>;
|
|
template struct RealGeev<double>;
|
|
template struct ComplexGeev<std::complex<float>>;
|
|
template struct ComplexGeev<std::complex<double>>;
|
|
|
|
// FFI Kernel
|
|
|
|
template <ffi::DataType dtype>
|
|
ffi::Error EigenvalueDecomposition<dtype>::Kernel(
|
|
ffi::Buffer<dtype> x, eig::ComputationMode compute_left,
|
|
eig::ComputationMode compute_right, ffi::ResultBuffer<dtype> eigvals_real,
|
|
ffi::ResultBuffer<dtype> eigvals_imag,
|
|
ffi::ResultBuffer<ffi::ToComplex(dtype)> eigvecs_left,
|
|
ffi::ResultBuffer<ffi::ToComplex(dtype)> eigvecs_right,
|
|
ffi::ResultBuffer<LapackIntDtype> info) {
|
|
FFI_ASSIGN_OR_RETURN((auto [batch_count, x_rows, x_cols]),
|
|
SplitBatch2D(x.dimensions()));
|
|
|
|
const auto* x_data = x.typed_data();
|
|
auto* eigvecs_left_data = eigvecs_left->typed_data();
|
|
auto* eigvecs_right_data = eigvecs_right->typed_data();
|
|
auto* eigvals_real_data = eigvals_real->typed_data();
|
|
auto* eigvals_imag_data = eigvals_imag->typed_data();
|
|
auto* info_data = info->typed_data();
|
|
|
|
auto compute_left_v = static_cast<char>(compute_left);
|
|
auto compute_right_v = static_cast<char>(compute_right);
|
|
FFI_ASSIGN_OR_RETURN(auto x_cols_v, MaybeCastNoOverflow<lapack_int>(x_cols));
|
|
// Prepare LAPACK workspaces.
|
|
int64_t work_size = GetWorkspaceSize(x_cols_v, compute_left, compute_right);
|
|
FFI_ASSIGN_OR_RETURN(auto work_size_v,
|
|
MaybeCastNoOverflow<lapack_int>(work_size));
|
|
auto work_data = AllocateScratchMemory<dtype>(work_size);
|
|
const int64_t x_size{x_cols * x_cols};
|
|
auto x_copy = AllocateScratchMemory<dtype>(x_size);
|
|
auto work_eigvecs_left = AllocateScratchMemory<dtype>(x_size);
|
|
auto work_eigvecs_right = AllocateScratchMemory<dtype>(x_size);
|
|
|
|
const auto is_finite = [](ValueType* data, int64_t size) {
|
|
return absl::c_all_of(absl::MakeSpan(data, size),
|
|
[](ValueType value) { return std::isfinite(value); });
|
|
};
|
|
|
|
[[maybe_unused]] const auto x_size_bytes =
|
|
static_cast<unsigned long>(x_size) * sizeof(ValueType);
|
|
[[maybe_unused]] const auto x_cols_bytes =
|
|
static_cast<unsigned long>(x_cols) * sizeof(ValueType);
|
|
for (int64_t i = 0; i < batch_count; ++i) {
|
|
std::copy_n(x_data, x_size, x_copy.get());
|
|
if (is_finite(x_copy.get(), x_size)) {
|
|
fn(&compute_left_v, &compute_right_v, &x_cols_v, x_copy.get(), &x_cols_v,
|
|
eigvals_real_data, eigvals_imag_data, work_eigvecs_left.get(),
|
|
&x_cols_v, work_eigvecs_right.get(), &x_cols_v, work_data.get(),
|
|
&work_size_v, info_data);
|
|
ABSL_ANNOTATE_MEMORY_IS_INITIALIZED(x_copy.get(), x_size_bytes);
|
|
ABSL_ANNOTATE_MEMORY_IS_INITIALIZED(eigvals_real_data, x_cols_bytes);
|
|
ABSL_ANNOTATE_MEMORY_IS_INITIALIZED(eigvals_imag_data, x_cols_bytes);
|
|
ABSL_ANNOTATE_MEMORY_IS_INITIALIZED(work_eigvecs_left.get(),
|
|
x_size_bytes);
|
|
ABSL_ANNOTATE_MEMORY_IS_INITIALIZED(work_eigvecs_right.get(),
|
|
x_size_bytes);
|
|
ABSL_ANNOTATE_MEMORY_IS_INITIALIZED(info_data, sizeof(lapack_int));
|
|
if (info_data[0] == 0) {
|
|
UnpackEigenvectors(x_cols_v, eigvals_imag_data, work_eigvecs_left.get(),
|
|
eigvecs_left_data);
|
|
UnpackEigenvectors(x_cols_v, eigvals_imag_data,
|
|
work_eigvecs_right.get(), eigvecs_right_data);
|
|
}
|
|
} else {
|
|
info_data[0] = -4;
|
|
}
|
|
x_data += x_size;
|
|
eigvals_real_data += x_cols;
|
|
eigvals_imag_data += x_cols;
|
|
eigvecs_left_data += x_size;
|
|
eigvecs_right_data += x_size;
|
|
++info_data;
|
|
}
|
|
return ffi::Error::Success();
|
|
}
|
|
|
|
template <ffi::DataType dtype>
|
|
ffi::Error EigenvalueDecompositionComplex<dtype>::Kernel(
|
|
ffi::Buffer<dtype> x, eig::ComputationMode compute_left,
|
|
eig::ComputationMode compute_right, ffi::ResultBuffer<dtype> eigvals,
|
|
ffi::ResultBuffer<dtype> eigvecs_left,
|
|
ffi::ResultBuffer<dtype> eigvecs_right,
|
|
ffi::ResultBuffer<LapackIntDtype> info) {
|
|
FFI_ASSIGN_OR_RETURN((auto [batch_count, x_rows, x_cols]),
|
|
SplitBatch2D(x.dimensions()));
|
|
const auto* x_data = x.typed_data();
|
|
auto* eigvecs_left_data = eigvecs_left->typed_data();
|
|
auto* eigvecs_right_data = eigvecs_right->typed_data();
|
|
auto* eigvals_data = eigvals->typed_data();
|
|
auto* info_data = info->typed_data();
|
|
|
|
auto compute_left_v = static_cast<char>(compute_left);
|
|
auto compute_right_v = static_cast<char>(compute_right);
|
|
FFI_ASSIGN_OR_RETURN(auto x_cols_v, MaybeCastNoOverflow<lapack_int>(x_cols));
|
|
// Prepare LAPACK workspaces.
|
|
int64_t work_size = GetWorkspaceSize(x_cols_v, compute_left, compute_right);
|
|
FFI_ASSIGN_OR_RETURN(auto work_size_v,
|
|
MaybeCastNoOverflow<lapack_int>(work_size));
|
|
auto work_data = AllocateScratchMemory<dtype>(work_size);
|
|
const int64_t x_size{x_cols * x_cols};
|
|
auto x_copy = AllocateScratchMemory<dtype>(x_size);
|
|
auto rwork_data = AllocateScratchMemory<ffi::ToReal(dtype)>(2 * x_cols);
|
|
|
|
const auto is_finite = [](ValueType* data, int64_t size) {
|
|
return absl::c_all_of(absl::MakeSpan(data, size), [](const auto& z) {
|
|
return std::isfinite(z.real()) && std::isfinite(z.imag());
|
|
});
|
|
};
|
|
|
|
[[maybe_unused]] const auto x_size_bytes =
|
|
static_cast<unsigned long>(x_size) * sizeof(ValueType);
|
|
[[maybe_unused]] const auto x_cols_bytes =
|
|
static_cast<unsigned long>(x_cols) * sizeof(ValueType);
|
|
for (int64_t i = 0; i < batch_count; ++i) {
|
|
std::copy_n(x_data, x_size, x_copy.get());
|
|
if (is_finite(x_copy.get(), x_size)) {
|
|
fn(&compute_left_v, &compute_right_v, &x_cols_v, x_copy.get(), &x_cols_v,
|
|
eigvals_data, eigvecs_left_data, &x_cols_v, eigvecs_right_data,
|
|
&x_cols_v, work_data.get(), &work_size_v, rwork_data.get(), info_data);
|
|
ABSL_ANNOTATE_MEMORY_IS_INITIALIZED(x_copy.get(), x_size_bytes);
|
|
ABSL_ANNOTATE_MEMORY_IS_INITIALIZED(eigvals_data, x_cols_bytes);
|
|
ABSL_ANNOTATE_MEMORY_IS_INITIALIZED(eigvecs_left_data, x_size_bytes);
|
|
ABSL_ANNOTATE_MEMORY_IS_INITIALIZED(eigvecs_right_data, x_size_bytes);
|
|
ABSL_ANNOTATE_MEMORY_IS_INITIALIZED(info_data, sizeof(lapack_int));
|
|
} else {
|
|
info_data[0] = -4;
|
|
}
|
|
x_data += x_size;
|
|
eigvals_data += x_cols;
|
|
eigvecs_left_data += x_size;
|
|
eigvecs_right_data += x_size;
|
|
++info_data;
|
|
}
|
|
return ffi::Error::Success();
|
|
}
|
|
|
|
template <ffi::DataType dtype>
|
|
int64_t EigenvalueDecomposition<dtype>::GetWorkspaceSize(
|
|
lapack_int x_cols, eig::ComputationMode compute_left,
|
|
eig::ComputationMode compute_right) {
|
|
ValueType optimal_size = {};
|
|
lapack_int workspace_query = -1;
|
|
lapack_int info = 0;
|
|
|
|
auto compute_left_v = static_cast<char>(compute_left);
|
|
auto compute_right_v = static_cast<char>(compute_right);
|
|
fn(&compute_left_v, &compute_right_v, &x_cols, nullptr, &x_cols, nullptr,
|
|
nullptr, nullptr, &x_cols, nullptr, &x_cols, &optimal_size,
|
|
&workspace_query, &info);
|
|
return info == 0 ? static_cast<int64_t>(std::real(optimal_size)) : -1;
|
|
};
|
|
|
|
template <ffi::DataType dtype>
|
|
int64_t EigenvalueDecompositionComplex<dtype>::GetWorkspaceSize(
|
|
lapack_int x_cols, eig::ComputationMode compute_left,
|
|
eig::ComputationMode compute_right) {
|
|
ValueType optimal_size = {};
|
|
lapack_int workspace_query = -1;
|
|
lapack_int info = 0;
|
|
// NULL rwork crashes, LAPACK unnecessarily writes x_cols into rwork
|
|
RealType rwork[1];
|
|
auto compute_left_v = static_cast<char>(compute_left);
|
|
auto compute_right_v = static_cast<char>(compute_right);
|
|
fn(&compute_left_v, &compute_right_v, &x_cols, nullptr, &x_cols, nullptr,
|
|
nullptr, &x_cols, nullptr, &x_cols, &optimal_size, &workspace_query, rwork,
|
|
&info);
|
|
return info == 0 ? static_cast<int64_t>(std::real(optimal_size)) : -1;
|
|
};
|
|
|
|
template struct EigenvalueDecomposition<ffi::DataType::F32>;
|
|
template struct EigenvalueDecomposition<ffi::DataType::F64>;
|
|
template struct EigenvalueDecompositionComplex<ffi::DataType::C64>;
|
|
template struct EigenvalueDecompositionComplex<ffi::DataType::C128>;
|
|
|
|
//== Schur Decomposition ==//
|
|
|
|
// lapack gees
|
|
|
|
template <typename T>
|
|
typename RealGees<T>::FnType* RealGees<T>::fn = nullptr;
|
|
|
|
template <typename T>
|
|
void RealGees<T>::Kernel(void* out_tuple, void** data, XlaCustomCallStatus*) {
|
|
int b = *(reinterpret_cast<int32_t*>(data[0]));
|
|
int n_int = *(reinterpret_cast<int32_t*>(data[1]));
|
|
int64_t n = n_int;
|
|
char jobvs = *(reinterpret_cast<uint8_t*>(data[2]));
|
|
char sort = *(reinterpret_cast<uint8_t*>(data[3]));
|
|
|
|
const T* a_in = reinterpret_cast<T*>(data[4]);
|
|
|
|
// bool* select (T, T) = reinterpret_cast<bool* (T, T)>(data[5]);
|
|
bool (*select)(T, T) = nullptr;
|
|
|
|
void** out = reinterpret_cast<void**>(out_tuple);
|
|
T* a_out = reinterpret_cast<T*>(out[0]);
|
|
|
|
T* wr_out = reinterpret_cast<T*>(out[1]);
|
|
T* wi_out = reinterpret_cast<T*>(out[2]);
|
|
T* vs_out = reinterpret_cast<T*>(out[3]);
|
|
int* sdim_out = reinterpret_cast<int*>(out[4]);
|
|
int* info_out = reinterpret_cast<int*>(out[5]);
|
|
|
|
bool* b_work = (sort != 'N') ? (new bool[n]) : nullptr;
|
|
|
|
T work_query;
|
|
int lwork = -1;
|
|
fn(&jobvs, &sort, select, &n_int, a_out, &n_int, sdim_out, wr_out, wi_out,
|
|
vs_out, &n_int, &work_query, &lwork, b_work, info_out);
|
|
ABSL_ANNOTATE_MEMORY_IS_INITIALIZED(&work_query, sizeof(work_query));
|
|
lwork = static_cast<int>(work_query);
|
|
T* work = new T[lwork];
|
|
|
|
size_t a_size = static_cast<int64_t>(n) * static_cast<int64_t>(n) * sizeof(T);
|
|
if (a_out != a_in) {
|
|
std::memcpy(a_out, a_in, static_cast<int64_t>(b) * a_size);
|
|
}
|
|
|
|
for (int i = 0; i < b; ++i) {
|
|
fn(&jobvs, &sort, select, &n_int, a_out, &n_int, sdim_out, wr_out, wi_out,
|
|
vs_out, &n_int, work, &lwork, b_work, info_out);
|
|
ABSL_ANNOTATE_MEMORY_IS_INITIALIZED(a_out, a_size);
|
|
ABSL_ANNOTATE_MEMORY_IS_INITIALIZED(sdim_out, sizeof(int));
|
|
ABSL_ANNOTATE_MEMORY_IS_INITIALIZED(wr_out, sizeof(T) * n);
|
|
ABSL_ANNOTATE_MEMORY_IS_INITIALIZED(wi_out, sizeof(T) * n);
|
|
ABSL_ANNOTATE_MEMORY_IS_INITIALIZED(vs_out, sizeof(T) * n * n);
|
|
ABSL_ANNOTATE_MEMORY_IS_INITIALIZED(info_out, sizeof(int));
|
|
|
|
a_in += n * n;
|
|
a_out += n * n;
|
|
wr_out += n;
|
|
wi_out += n;
|
|
vs_out += n * n;
|
|
++sdim_out;
|
|
++info_out;
|
|
}
|
|
delete[] work;
|
|
delete[] b_work;
|
|
}
|
|
|
|
template <typename T>
|
|
typename ComplexGees<T>::FnType* ComplexGees<T>::fn = nullptr;
|
|
|
|
template <typename T>
|
|
void ComplexGees<T>::Kernel(void* out_tuple, void** data,
|
|
XlaCustomCallStatus*) {
|
|
int b = *(reinterpret_cast<int32_t*>(data[0]));
|
|
int n_int = *(reinterpret_cast<int32_t*>(data[1]));
|
|
int64_t n = n_int;
|
|
char jobvs = *(reinterpret_cast<uint8_t*>(data[2]));
|
|
char sort = *(reinterpret_cast<uint8_t*>(data[3]));
|
|
|
|
const T* a_in = reinterpret_cast<T*>(data[4]);
|
|
|
|
// bool* select (T, T) = reinterpret_cast<bool* (T, T)>(data[5]);
|
|
bool (*select)(T) = nullptr;
|
|
|
|
void** out = reinterpret_cast<void**>(out_tuple);
|
|
T* a_out = reinterpret_cast<T*>(out[0]);
|
|
typename T::value_type* r_work =
|
|
reinterpret_cast<typename T::value_type*>(out[1]);
|
|
T* w_out = reinterpret_cast<T*>(out[2]);
|
|
T* vs_out = reinterpret_cast<T*>(out[3]);
|
|
int* sdim_out = reinterpret_cast<int*>(out[4]);
|
|
int* info_out = reinterpret_cast<int*>(out[5]);
|
|
|
|
bool* b_work = (sort != 'N') ? (new bool[n]) : nullptr;
|
|
|
|
T work_query;
|
|
int lwork = -1;
|
|
fn(&jobvs, &sort, select, &n_int, a_out, &n_int, sdim_out, w_out, vs_out,
|
|
&n_int, &work_query, &lwork, r_work, b_work, info_out);
|
|
ABSL_ANNOTATE_MEMORY_IS_INITIALIZED(&work_query, sizeof(work_query));
|
|
lwork = static_cast<int>(work_query.real());
|
|
T* work = new T[lwork];
|
|
|
|
if (a_out != a_in) {
|
|
std::memcpy(a_out, a_in,
|
|
static_cast<int64_t>(b) * static_cast<int64_t>(n) *
|
|
static_cast<int64_t>(n) * sizeof(T));
|
|
}
|
|
|
|
for (int i = 0; i < b; ++i) {
|
|
fn(&jobvs, &sort, select, &n_int, a_out, &n_int, sdim_out, w_out, vs_out,
|
|
&n_int, work, &lwork, r_work, b_work, info_out);
|
|
ABSL_ANNOTATE_MEMORY_IS_INITIALIZED(w_out, sizeof(T) * n);
|
|
ABSL_ANNOTATE_MEMORY_IS_INITIALIZED(vs_out, sizeof(T) * n * n);
|
|
ABSL_ANNOTATE_MEMORY_IS_INITIALIZED(info_out, sizeof(int));
|
|
ABSL_ANNOTATE_MEMORY_IS_INITIALIZED(sdim_out, sizeof(int));
|
|
|
|
a_in += n * n;
|
|
a_out += n * n;
|
|
w_out += n;
|
|
vs_out += n * n;
|
|
++info_out;
|
|
++sdim_out;
|
|
}
|
|
delete[] work;
|
|
delete[] b_work;
|
|
}
|
|
|
|
template struct RealGees<float>;
|
|
template struct RealGees<double>;
|
|
template struct ComplexGees<std::complex<float>>;
|
|
template struct ComplexGees<std::complex<double>>;
|
|
|
|
// FFI Kernel
|
|
|
|
template <ffi::DataType dtype>
|
|
ffi::Error SchurDecomposition<dtype>::Kernel(
|
|
ffi::Buffer<dtype> x, schur::ComputationMode mode, schur::Sort sort,
|
|
ffi::ResultBuffer<dtype> x_out, ffi::ResultBuffer<dtype> schur_vectors,
|
|
ffi::ResultBuffer<dtype> eigvals_real,
|
|
ffi::ResultBuffer<dtype> eigvals_imag,
|
|
// TODO(paruzelp): Sort is not implemented because select function is not
|
|
// supplied. For that reason, this parameter will always be zero!
|
|
ffi::ResultBuffer<LapackIntDtype> selected_eigvals,
|
|
ffi::ResultBuffer<LapackIntDtype> info) {
|
|
FFI_ASSIGN_OR_RETURN((auto [batch_count, x_rows, x_cols]),
|
|
SplitBatch2D(x.dimensions()));
|
|
if (sort != schur::Sort::kNoSortEigenvalues) {
|
|
return ffi::Error(
|
|
ffi::ErrorCode::kUnimplemented,
|
|
"Ordering eigenvalues on the diagonal is not implemented");
|
|
}
|
|
|
|
CopyIfDiffBuffer(x, x_out);
|
|
|
|
// TODO(paruzelp): `select` should be passed as an execution context
|
|
bool (*select)(ValueType, ValueType) = nullptr;
|
|
ValueType* x_out_data = x_out->typed_data();
|
|
ValueType* eigvals_real_data = eigvals_real->typed_data();
|
|
ValueType* eigvals_imag_data = eigvals_imag->typed_data();
|
|
ValueType* schur_vectors_data = schur_vectors->typed_data();
|
|
lapack_int* selected_data = selected_eigvals->typed_data();
|
|
lapack_int* info_data = info->typed_data();
|
|
|
|
auto mode_v = static_cast<char>(mode);
|
|
auto sort_v = static_cast<char>(sort);
|
|
FFI_ASSIGN_OR_RETURN(auto x_cols_v, MaybeCastNoOverflow<lapack_int>(x_cols));
|
|
|
|
// Prepare LAPACK workspaces.
|
|
std::unique_ptr<bool[]> bwork =
|
|
sort != schur::Sort::kNoSortEigenvalues
|
|
? AllocateScratchMemory<ffi::DataType::PRED>(x_cols)
|
|
: nullptr;
|
|
auto work_size = GetWorkspaceSize(x_cols, mode, sort);
|
|
FFI_ASSIGN_OR_RETURN(auto work_size_v,
|
|
MaybeCastNoOverflow<lapack_int>(work_size));
|
|
auto work_data = AllocateScratchMemory<dtype>(work_size);
|
|
|
|
const int64_t x_size{x_cols * x_cols};
|
|
[[maybe_unused]] const auto x_size_bytes =
|
|
static_cast<unsigned long>(x_size) * sizeof(ValueType);
|
|
[[maybe_unused]] const auto x_cols_bytes =
|
|
static_cast<unsigned long>(x_cols) * sizeof(ValueType);
|
|
for (int64_t i = 0; i < batch_count; ++i) {
|
|
fn(&mode_v, &sort_v, select, &x_cols_v, x_out_data, &x_cols_v,
|
|
selected_data, eigvals_real_data, eigvals_imag_data, schur_vectors_data,
|
|
&x_cols_v, work_data.get(), &work_size_v, bwork.get(), info_data);
|
|
ABSL_ANNOTATE_MEMORY_IS_INITIALIZED(x_out_data, x_size_bytes);
|
|
ABSL_ANNOTATE_MEMORY_IS_INITIALIZED(selected_data, sizeof(lapack_int));
|
|
ABSL_ANNOTATE_MEMORY_IS_INITIALIZED(eigvals_real_data, x_cols_bytes);
|
|
ABSL_ANNOTATE_MEMORY_IS_INITIALIZED(eigvals_imag_data, x_cols_bytes);
|
|
ABSL_ANNOTATE_MEMORY_IS_INITIALIZED(schur_vectors_data, x_size_bytes);
|
|
ABSL_ANNOTATE_MEMORY_IS_INITIALIZED(info_data, sizeof(lapack_int));
|
|
|
|
x_out_data += x_size;
|
|
eigvals_real_data += x_cols;
|
|
eigvals_imag_data += x_cols;
|
|
schur_vectors_data += x_size;
|
|
++selected_data;
|
|
++info_data;
|
|
}
|
|
|
|
return ffi::Error::Success();
|
|
}
|
|
|
|
template <ffi::DataType dtype>
|
|
ffi::Error SchurDecompositionComplex<dtype>::Kernel(
|
|
ffi::Buffer<dtype> x, schur::ComputationMode mode, schur::Sort sort,
|
|
ffi::ResultBuffer<dtype> x_out, ffi::ResultBuffer<dtype> schur_vectors,
|
|
ffi::ResultBuffer<dtype> eigvals,
|
|
// TODO(paruzelp): Sort is not implemented because select function is not
|
|
// supplied. For that reason, this parameter will always be zero!
|
|
ffi::ResultBuffer<LapackIntDtype> selected_eigvals,
|
|
ffi::ResultBuffer<LapackIntDtype> info) {
|
|
FFI_ASSIGN_OR_RETURN((auto [batch_count, x_rows, x_cols]),
|
|
SplitBatch2D(x.dimensions()));
|
|
if (sort != schur::Sort::kNoSortEigenvalues) {
|
|
return ffi::Error(
|
|
ffi::ErrorCode::kUnimplemented,
|
|
"Ordering eigenvalues on the diagonal is not implemented");
|
|
}
|
|
|
|
CopyIfDiffBuffer(x, x_out);
|
|
|
|
// TODO(paruzelp): `select` should be passed as an execution context
|
|
bool (*select)(ValueType) = nullptr;
|
|
ValueType* x_out_data = x_out->typed_data();
|
|
ValueType* eigvals_data = eigvals->typed_data();
|
|
ValueType* schur_vectors_data = schur_vectors->typed_data();
|
|
lapack_int* selected_data = selected_eigvals->typed_data();
|
|
lapack_int* info_data = info->typed_data();
|
|
|
|
auto mode_v = static_cast<char>(mode);
|
|
auto sort_v = static_cast<char>(sort);
|
|
FFI_ASSIGN_OR_RETURN(auto x_cols_v, MaybeCastNoOverflow<lapack_int>(x_cols));
|
|
|
|
// Prepare LAPACK workspaces.
|
|
std::unique_ptr<bool[]> bwork =
|
|
sort != schur::Sort::kNoSortEigenvalues
|
|
? AllocateScratchMemory<ffi::DataType::PRED>(x_cols)
|
|
: nullptr;
|
|
auto work_size = GetWorkspaceSize(x_cols, mode, sort);
|
|
FFI_ASSIGN_OR_RETURN(auto work_size_v,
|
|
MaybeCastNoOverflow<lapack_int>(work_size));
|
|
auto work_data = AllocateScratchMemory<dtype>(work_size);
|
|
auto rwork_data = AllocateScratchMemory<ffi::ToReal(dtype)>(x_cols);
|
|
|
|
const int64_t x_size{x_cols * x_cols};
|
|
[[maybe_unused]] const auto x_size_bytes =
|
|
static_cast<unsigned long>(x_size) * sizeof(ValueType);
|
|
[[maybe_unused]] const auto x_cols_bytes =
|
|
static_cast<unsigned long>(x_cols) * sizeof(ValueType);
|
|
for (int64_t i = 0; i < batch_count; ++i) {
|
|
fn(&mode_v, &sort_v, select, &x_cols_v, x_out_data, &x_cols_v,
|
|
selected_data, eigvals_data, schur_vectors_data, &x_cols_v,
|
|
work_data.get(), &work_size_v, rwork_data.get(), bwork.get(), info_data);
|
|
ABSL_ANNOTATE_MEMORY_IS_INITIALIZED(eigvals_data, x_cols_bytes);
|
|
ABSL_ANNOTATE_MEMORY_IS_INITIALIZED(schur_vectors_data, x_size_bytes);
|
|
ABSL_ANNOTATE_MEMORY_IS_INITIALIZED(info_data, sizeof(lapack_int));
|
|
ABSL_ANNOTATE_MEMORY_IS_INITIALIZED(selected_data, sizeof(lapack_int));
|
|
|
|
x_out_data += x_size;
|
|
eigvals_data += x_cols;
|
|
schur_vectors_data += x_size;
|
|
++selected_data;
|
|
++info_data;
|
|
}
|
|
|
|
return ffi::Error::Success();
|
|
}
|
|
|
|
template <ffi::DataType dtype>
|
|
int64_t SchurDecomposition<dtype>::GetWorkspaceSize(lapack_int x_cols,
|
|
schur::ComputationMode mode,
|
|
schur::Sort sort) {
|
|
ValueType optimal_size = {};
|
|
lapack_int workspace_query = -1;
|
|
lapack_int info = 0;
|
|
|
|
auto mode_v = static_cast<char>(mode);
|
|
auto sort_v = static_cast<char>(sort);
|
|
fn(&mode_v, &sort_v, nullptr, &x_cols, nullptr, &x_cols, nullptr, nullptr,
|
|
nullptr, nullptr, &x_cols, &optimal_size, &workspace_query, nullptr,
|
|
&info);
|
|
return info == 0 ? static_cast<int64_t>(std::real(optimal_size)) : -1;
|
|
};
|
|
|
|
template <ffi::DataType dtype>
|
|
int64_t SchurDecompositionComplex<dtype>::GetWorkspaceSize(
|
|
lapack_int x_cols, schur::ComputationMode mode, schur::Sort sort) {
|
|
ValueType optimal_size = {};
|
|
lapack_int workspace_query = -1;
|
|
lapack_int info = 0;
|
|
|
|
auto mode_v = static_cast<char>(mode);
|
|
auto sort_v = static_cast<char>(sort);
|
|
fn(&mode_v, &sort_v, nullptr, &x_cols, nullptr, &x_cols, nullptr, nullptr,
|
|
nullptr, &x_cols, &optimal_size, &workspace_query, nullptr, nullptr,
|
|
&info);
|
|
return info == 0 ? static_cast<int64_t>(std::real(optimal_size)) : -1;
|
|
};
|
|
|
|
template struct SchurDecomposition<ffi::DataType::F32>;
|
|
template struct SchurDecomposition<ffi::DataType::F64>;
|
|
template struct SchurDecompositionComplex<ffi::DataType::C64>;
|
|
template struct SchurDecompositionComplex<ffi::DataType::C128>;
|
|
|
|
//== Hessenberg Decomposition ==//
|
|
|
|
// lapack gehrd
|
|
|
|
template <typename T>
|
|
typename Gehrd<T>::FnType* Gehrd<T>::fn = nullptr;
|
|
|
|
template <typename T>
|
|
void Gehrd<T>::Kernel(void* out_tuple, void** data, XlaCustomCallStatus*) {
|
|
int32_t n = *reinterpret_cast<int32_t*>(data[0]);
|
|
int32_t ilo = *reinterpret_cast<int32_t*>(data[1]);
|
|
int32_t ihi = *reinterpret_cast<int32_t*>(data[2]);
|
|
int32_t lda = *reinterpret_cast<int32_t*>(data[3]);
|
|
int32_t batch = *reinterpret_cast<int32_t*>(data[4]);
|
|
int32_t lwork = *reinterpret_cast<int32_t*>(data[5]);
|
|
T* a = reinterpret_cast<T*>(data[6]);
|
|
|
|
void** out = reinterpret_cast<void**>(out_tuple);
|
|
T* a_out = reinterpret_cast<T*>(out[0]);
|
|
T* tau = reinterpret_cast<T*>(out[1]);
|
|
int* info = reinterpret_cast<int*>(out[2]);
|
|
T* work = reinterpret_cast<T*>(out[3]);
|
|
|
|
if (a_out != a) {
|
|
std::memcpy(a_out, a,
|
|
static_cast<int64_t>(batch) * static_cast<int64_t>(n) *
|
|
static_cast<int64_t>(n) * sizeof(T));
|
|
}
|
|
|
|
int64_t a_plus = static_cast<int64_t>(lda) * static_cast<int64_t>(n);
|
|
|
|
for (int i = 0; i < batch; ++i) {
|
|
fn(&n, &ilo, &ihi, a_out, &lda, tau, work, &lwork, info);
|
|
a_out += a_plus;
|
|
tau += n - 1;
|
|
++info;
|
|
}
|
|
}
|
|
|
|
template <typename T>
|
|
int64_t Gehrd<T>::Workspace(lapack_int lda, lapack_int n, lapack_int ilo,
|
|
lapack_int ihi) {
|
|
T work = 0;
|
|
lapack_int lwork = -1;
|
|
lapack_int info = 0;
|
|
fn(&n, &ilo, &ihi, nullptr, &lda, nullptr, &work, &lwork, &info);
|
|
return info == 0 ? static_cast<int64_t>(std::real(work)) : -1;
|
|
}
|
|
|
|
template struct Gehrd<float>;
|
|
template struct Gehrd<double>;
|
|
template struct Gehrd<std::complex<float>>;
|
|
template struct Gehrd<std::complex<double>>;
|
|
|
|
// FFI Kernel
|
|
|
|
template <ffi::DataType dtype>
|
|
ffi::Error HessenbergDecomposition<dtype>::Kernel(
|
|
ffi::Buffer<dtype> x, lapack_int low, lapack_int high,
|
|
ffi::ResultBuffer<dtype> x_out, ffi::ResultBuffer<dtype> tau,
|
|
ffi::ResultBuffer<LapackIntDtype> info) {
|
|
FFI_ASSIGN_OR_RETURN((auto [batch_count, x_rows, x_cols]),
|
|
SplitBatch2D(x.dimensions()));
|
|
|
|
CopyIfDiffBuffer(x, x_out);
|
|
|
|
ValueType* x_out_data = x_out->typed_data();
|
|
ValueType* tau_data = tau->typed_data();
|
|
lapack_int* info_data = info->typed_data();
|
|
FFI_ASSIGN_OR_RETURN(auto x_cols_v, MaybeCastNoOverflow<lapack_int>(x_cols));
|
|
FFI_ASSIGN_OR_RETURN(auto x_leading_dim_v,
|
|
MaybeCastNoOverflow<lapack_int>(x_rows));
|
|
// Prepare LAPACK workspaces.
|
|
int64_t work_size = GetWorkspaceSize(x_rows, x_cols, low, high);
|
|
FFI_ASSIGN_OR_RETURN(auto work_size_v,
|
|
MaybeCastNoOverflow<lapack_int>(work_size));
|
|
auto work_data = AllocateScratchMemory<dtype>(work_size);
|
|
|
|
int64_t x_size{x_rows * x_cols};
|
|
for (int64_t i = 0; i < batch_count; ++i) {
|
|
fn(&x_cols_v, &low, &high, x_out_data, &x_leading_dim_v, tau_data,
|
|
work_data.get(), &work_size_v, info_data);
|
|
x_out_data += x_size;
|
|
tau_data += x_cols - 1;
|
|
++info_data;
|
|
}
|
|
return ffi::Error::Success();
|
|
}
|
|
|
|
template <ffi::DataType dtype>
|
|
int64_t HessenbergDecomposition<dtype>::GetWorkspaceSize(lapack_int x_rows,
|
|
lapack_int x_cols,
|
|
lapack_int low,
|
|
lapack_int high) {
|
|
ValueType optimal_size = {};
|
|
lapack_int workspace_query = -1;
|
|
lapack_int info = 0;
|
|
fn(&x_cols, &low, &high, nullptr, &x_rows, nullptr, &optimal_size,
|
|
&workspace_query, &info);
|
|
return info == 0 ? static_cast<int64_t>(std::real(optimal_size)) : -1;
|
|
}
|
|
|
|
template struct HessenbergDecomposition<ffi::DataType::F32>;
|
|
template struct HessenbergDecomposition<ffi::DataType::F64>;
|
|
template struct HessenbergDecomposition<ffi::DataType::C64>;
|
|
template struct HessenbergDecomposition<ffi::DataType::C128>;
|
|
|
|
//== Tridiagonal Reduction ==//
|
|
|
|
// lapack sytrd/hetrd
|
|
|
|
template <typename T>
|
|
typename Sytrd<T>::FnType* Sytrd<T>::fn = nullptr;
|
|
|
|
template <typename T>
|
|
void Sytrd<T>::Kernel(void* out_tuple, void** data, XlaCustomCallStatus*) {
|
|
int32_t n = *reinterpret_cast<int32_t*>(data[0]);
|
|
int32_t lower = *reinterpret_cast<int32_t*>(data[1]);
|
|
int32_t lda = *reinterpret_cast<int32_t*>(data[2]);
|
|
int32_t batch = *reinterpret_cast<int32_t*>(data[3]);
|
|
int32_t lwork = *reinterpret_cast<int32_t*>(data[4]);
|
|
T* a = reinterpret_cast<T*>(data[5]);
|
|
|
|
void** out = reinterpret_cast<void**>(out_tuple);
|
|
T* a_out = reinterpret_cast<T*>(out[0]);
|
|
typedef typename real_type<T>::type Real;
|
|
Real* d = reinterpret_cast<Real*>(out[1]);
|
|
Real* e = reinterpret_cast<Real*>(out[2]);
|
|
T* tau = reinterpret_cast<T*>(out[3]);
|
|
int* info = reinterpret_cast<int*>(out[4]);
|
|
T* work = reinterpret_cast<T*>(out[5]);
|
|
|
|
if (a_out != a) {
|
|
std::memcpy(a_out, a,
|
|
static_cast<int64_t>(batch) * static_cast<int64_t>(n) *
|
|
static_cast<int64_t>(n) * sizeof(T));
|
|
}
|
|
|
|
char cuplo = lower ? 'L' : 'U';
|
|
|
|
int64_t a_plus = static_cast<int64_t>(lda) * static_cast<int64_t>(n);
|
|
|
|
for (int i = 0; i < batch; ++i) {
|
|
fn(&cuplo, &n, a_out, &lda, d, e, tau, work, &lwork, info);
|
|
a_out += a_plus;
|
|
d += n;
|
|
e += n - 1;
|
|
tau += n - 1;
|
|
++info;
|
|
}
|
|
}
|
|
|
|
template <typename T>
|
|
int64_t Sytrd<T>::Workspace(lapack_int lda, lapack_int n) {
|
|
char cuplo = 'L';
|
|
T work = 0;
|
|
lapack_int lwork = -1;
|
|
lapack_int info = 0;
|
|
fn(&cuplo, &n, nullptr, &lda, nullptr, nullptr, nullptr, &work, &lwork,
|
|
&info);
|
|
return info == 0 ? static_cast<int64_t>(std::real(work)) : -1;
|
|
}
|
|
|
|
template struct Sytrd<float>;
|
|
template struct Sytrd<double>;
|
|
template struct Sytrd<std::complex<float>>;
|
|
template struct Sytrd<std::complex<double>>;
|
|
|
|
// FFI Kernel
|
|
|
|
template <ffi::DataType dtype>
|
|
ffi::Error TridiagonalReduction<dtype>::Kernel(
|
|
ffi::Buffer<dtype> x, MatrixParams::UpLo uplo,
|
|
ffi::ResultBuffer<dtype> x_out,
|
|
ffi::ResultBuffer<ffi::ToReal(dtype)> diagonal,
|
|
ffi::ResultBuffer<ffi::ToReal(dtype)> off_diagonal,
|
|
ffi::ResultBuffer<dtype> tau, ffi::ResultBuffer<LapackIntDtype> info) {
|
|
FFI_ASSIGN_OR_RETURN((auto [batch_count, x_rows, x_cols]),
|
|
SplitBatch2D(x.dimensions()));
|
|
|
|
CopyIfDiffBuffer(x, x_out);
|
|
|
|
ValueType* x_out_data = x_out->typed_data();
|
|
RealType* diagonal_data = diagonal->typed_data();
|
|
RealType* off_diagonal_data = off_diagonal->typed_data();
|
|
ValueType* tau_data = tau->typed_data();
|
|
lapack_int* info_data = info->typed_data();
|
|
|
|
// Prepare LAPACK workspaces.
|
|
const auto work_size = GetWorkspaceSize(x_rows, x_cols);
|
|
auto work_data = AllocateScratchMemory<dtype>(work_size);
|
|
|
|
auto uplo_v = static_cast<char>(uplo);
|
|
FFI_ASSIGN_OR_RETURN(auto x_leading_dim_v,
|
|
MaybeCastNoOverflow<lapack_int>(x_rows));
|
|
FFI_ASSIGN_OR_RETURN(auto work_size_v,
|
|
MaybeCastNoOverflow<lapack_int>(work_size));
|
|
FFI_ASSIGN_OR_RETURN(auto x_order_v, MaybeCastNoOverflow<lapack_int>(x_cols));
|
|
|
|
int64_t x_size = x_rows * x_cols;
|
|
int64_t tau_step = {tau->dimensions().back()};
|
|
for (int64_t i = 0; i < batch_count; ++i) {
|
|
fn(&uplo_v, &x_order_v, x_out_data, &x_leading_dim_v, diagonal_data,
|
|
off_diagonal_data, tau_data, work_data.get(), &work_size_v, info_data);
|
|
x_out_data += x_size;
|
|
diagonal_data += x_cols;
|
|
off_diagonal_data += x_cols - 1;
|
|
tau_data += tau_step;
|
|
++info_data;
|
|
}
|
|
return ffi::Error::Success();
|
|
}
|
|
|
|
template <ffi::DataType dtype>
|
|
int64_t TridiagonalReduction<dtype>::GetWorkspaceSize(lapack_int x_rows,
|
|
lapack_int x_cols) {
|
|
ValueType optimal_size = {};
|
|
lapack_int workspace_query = -1;
|
|
lapack_int info = 0;
|
|
char uplo_v = 'L';
|
|
fn(&uplo_v, &x_cols, nullptr, &x_rows, nullptr, nullptr, nullptr,
|
|
&optimal_size, &workspace_query, &info);
|
|
return info == 0 ? static_cast<int64_t>(std::real(optimal_size)) : -1;
|
|
}
|
|
|
|
template struct TridiagonalReduction<ffi::DataType::F32>;
|
|
template struct TridiagonalReduction<ffi::DataType::F64>;
|
|
template struct TridiagonalReduction<ffi::DataType::C64>;
|
|
template struct TridiagonalReduction<ffi::DataType::C128>;
|
|
|
|
//== General Tridiagonal System Solver ==//
|
|
|
|
// lapack gtsv
|
|
|
|
template <ffi::DataType dtype>
|
|
ffi::Error TridiagonalSolver<dtype>::Kernel(
|
|
ffi::Buffer<dtype> dl, ffi::Buffer<dtype> d, ffi::Buffer<dtype> du,
|
|
ffi::Buffer<dtype> b, ffi::ResultBuffer<dtype> dl_out,
|
|
ffi::ResultBuffer<dtype> d_out, ffi::ResultBuffer<dtype> du_out,
|
|
ffi::ResultBuffer<dtype> b_out, ffi::ResultBuffer<LapackIntDtype> info) {
|
|
FFI_ASSIGN_OR_RETURN((auto [batch_count, b_rows, b_cols]),
|
|
SplitBatch2D(b.dimensions()));
|
|
|
|
CopyIfDiffBuffer(dl, dl_out);
|
|
CopyIfDiffBuffer(d, d_out);
|
|
CopyIfDiffBuffer(du, du_out);
|
|
CopyIfDiffBuffer(b, b_out);
|
|
|
|
auto* dl_out_data = dl_out->typed_data();
|
|
auto* d_out_data = d_out->typed_data();
|
|
auto* du_out_data = du_out->typed_data();
|
|
auto* b_out_data = b_out->typed_data();
|
|
auto* info_data = info->typed_data();
|
|
|
|
FFI_ASSIGN_OR_RETURN(auto b_rows_v, MaybeCastNoOverflow<lapack_int>(b_rows));
|
|
FFI_ASSIGN_OR_RETURN(auto b_cols_v, MaybeCastNoOverflow<lapack_int>(b_cols));
|
|
|
|
const int64_t b_out_step{b_rows * b_cols};
|
|
const int64_t d_step{b_rows};
|
|
for (int64_t i = 0; i < batch_count; ++i) {
|
|
fn(&b_rows_v, &b_cols_v, dl_out_data + 1, d_out_data, du_out_data,
|
|
b_out_data, &b_rows_v, info_data);
|
|
b_out_data += b_out_step;
|
|
dl_out_data += d_step;
|
|
d_out_data += d_step;
|
|
du_out_data += d_step;
|
|
++info_data;
|
|
}
|
|
return ffi::Error::Success();
|
|
}
|
|
|
|
template struct TridiagonalSolver<ffi::DataType::F32>;
|
|
template struct TridiagonalSolver<ffi::DataType::F64>;
|
|
template struct TridiagonalSolver<ffi::DataType::C64>;
|
|
template struct TridiagonalSolver<ffi::DataType::C128>;
|
|
|
|
// FFI Definition Macros (by DataType)
|
|
|
|
#define JAX_CPU_DEFINE_TRSM(name, data_type) \
|
|
XLA_FFI_DEFINE_HANDLER_SYMBOL( \
|
|
name, TriMatrixEquationSolver<data_type>::Kernel, \
|
|
::xla::ffi::Ffi::Bind() \
|
|
.Arg<::xla::ffi::Buffer<data_type>>(/*x*/) \
|
|
.Arg<::xla::ffi::Buffer<data_type>>(/*y*/) \
|
|
.RemainingArgs() \
|
|
.Ret<::xla::ffi::Buffer<data_type>>(/*y_out*/) \
|
|
.Attr<MatrixParams::Side>("side") \
|
|
.Attr<MatrixParams::UpLo>("uplo") \
|
|
.Attr<MatrixParams::Transpose>("trans_x") \
|
|
.Attr<MatrixParams::Diag>("diag"))
|
|
|
|
#define JAX_CPU_DEFINE_GETRF(name, data_type) \
|
|
XLA_FFI_DEFINE_HANDLER_SYMBOL( \
|
|
name, LuDecomposition<data_type>::Kernel, \
|
|
::xla::ffi::Ffi::Bind() \
|
|
.Arg<::xla::ffi::Buffer<data_type>>(/*x*/) \
|
|
.Ret<::xla::ffi::Buffer<data_type>>(/*x_out*/) \
|
|
.Ret<::xla::ffi::Buffer<LapackIntDtype>>(/*ipiv*/) \
|
|
.Ret<::xla::ffi::Buffer<LapackIntDtype>>(/*info*/))
|
|
|
|
#define JAX_CPU_DEFINE_GEQRF(name, data_type) \
|
|
XLA_FFI_DEFINE_HANDLER_SYMBOL( \
|
|
name, QrFactorization<data_type>::Kernel, \
|
|
::xla::ffi::Ffi::Bind() \
|
|
.Arg<::xla::ffi::Buffer<data_type>>(/*x*/) \
|
|
.Ret<::xla::ffi::Buffer<data_type>>(/*x_out*/) \
|
|
.Ret<::xla::ffi::Buffer<data_type>>(/*tau*/))
|
|
|
|
#define JAX_CPU_DEFINE_GEQP3(name, data_type) \
|
|
XLA_FFI_DEFINE_HANDLER_SYMBOL( \
|
|
name, PivotingQrFactorization<data_type>::Kernel, \
|
|
::xla::ffi::Ffi::Bind() \
|
|
.Arg<::xla::ffi::Buffer<data_type>>(/*x*/) \
|
|
.Arg<::xla::ffi::Buffer<LapackIntDtype>>(/*jpvt*/) \
|
|
.Ret<::xla::ffi::Buffer<data_type>>(/*x_out*/) \
|
|
.Ret<::xla::ffi::Buffer<LapackIntDtype>>(/*jpvt_out*/) \
|
|
.Ret<::xla::ffi::Buffer<data_type>>(/*tau*/))
|
|
|
|
#define JAX_CPU_DEFINE_ORGQR(name, data_type) \
|
|
XLA_FFI_DEFINE_HANDLER_SYMBOL( \
|
|
name, OrthogonalQr<data_type>::Kernel, \
|
|
::xla::ffi::Ffi::Bind() \
|
|
.Arg<::xla::ffi::Buffer<data_type>>(/*x*/) \
|
|
.Arg<::xla::ffi::Buffer<data_type>>(/*tau*/) \
|
|
.Ret<::xla::ffi::Buffer<data_type>>(/*x_out*/))
|
|
|
|
#define JAX_CPU_DEFINE_POTRF(name, data_type) \
|
|
XLA_FFI_DEFINE_HANDLER_SYMBOL( \
|
|
name, CholeskyFactorization<data_type>::Kernel, \
|
|
::xla::ffi::Ffi::Bind() \
|
|
.Arg<::xla::ffi::Buffer<data_type>>(/*x*/) \
|
|
.Attr<MatrixParams::UpLo>("uplo") \
|
|
.Ret<::xla::ffi::Buffer<data_type>>(/*x_out*/) \
|
|
.Ret<::xla::ffi::Buffer<LapackIntDtype>>(/*info*/))
|
|
|
|
#define JAX_CPU_DEFINE_GESDD(name, data_type) \
|
|
XLA_FFI_DEFINE_HANDLER_SYMBOL( \
|
|
name, SingularValueDecomposition<data_type>::Kernel, \
|
|
::xla::ffi::Ffi::Bind() \
|
|
.Arg<::xla::ffi::Buffer<data_type>>(/*x*/) \
|
|
.Ret<::xla::ffi::Buffer<data_type>>(/*x_out*/) \
|
|
.Ret<::xla::ffi::Buffer<data_type>>(/*s*/) \
|
|
.Ret<::xla::ffi::Buffer<data_type>>(/*u*/) \
|
|
.Ret<::xla::ffi::Buffer<data_type>>(/*vt*/) \
|
|
.Ret<::xla::ffi::Buffer<LapackIntDtype>>(/*info*/) \
|
|
.Attr<svd::ComputationMode>("mode"))
|
|
|
|
#define JAX_CPU_DEFINE_GESDD_COMPLEX(name, data_type) \
|
|
XLA_FFI_DEFINE_HANDLER_SYMBOL( \
|
|
name, SingularValueDecompositionComplex<data_type>::Kernel, \
|
|
::xla::ffi::Ffi::Bind() \
|
|
.Arg<::xla::ffi::Buffer<data_type>>(/*x*/) \
|
|
.Ret<::xla::ffi::Buffer<data_type>>(/*x_out*/) \
|
|
.Ret<::xla::ffi::Buffer<::xla::ffi::ToReal(data_type)>>(/*s*/) \
|
|
.Ret<::xla::ffi::Buffer<data_type>>(/*u*/) \
|
|
.Ret<::xla::ffi::Buffer<data_type>>(/*vt*/) \
|
|
.Ret<::xla::ffi::Buffer<LapackIntDtype>>(/*info*/) \
|
|
.Attr<svd::ComputationMode>("mode"))
|
|
|
|
#define JAX_CPU_DEFINE_GESVD(name, data_type) \
|
|
XLA_FFI_DEFINE_HANDLER_SYMBOL( \
|
|
name, SingularValueDecompositionQR<data_type>::Kernel, \
|
|
::xla::ffi::Ffi::Bind() \
|
|
.Arg<::xla::ffi::Buffer<data_type>>(/*x*/) \
|
|
.Ret<::xla::ffi::Buffer<data_type>>(/*x_out*/) \
|
|
.Ret<::xla::ffi::Buffer<data_type>>(/*s*/) \
|
|
.Ret<::xla::ffi::Buffer<data_type>>(/*u*/) \
|
|
.Ret<::xla::ffi::Buffer<data_type>>(/*vt*/) \
|
|
.Ret<::xla::ffi::Buffer<LapackIntDtype>>(/*info*/) \
|
|
.Attr<svd::ComputationMode>("mode"))
|
|
|
|
#define JAX_CPU_DEFINE_GESVD_COMPLEX(name, data_type) \
|
|
XLA_FFI_DEFINE_HANDLER_SYMBOL( \
|
|
name, SingularValueDecompositionQRComplex<data_type>::Kernel, \
|
|
::xla::ffi::Ffi::Bind() \
|
|
.Arg<::xla::ffi::Buffer<data_type>>(/*x*/) \
|
|
.Ret<::xla::ffi::Buffer<data_type>>(/*x_out*/) \
|
|
.Ret<::xla::ffi::Buffer<::xla::ffi::ToReal(data_type)>>(/*s*/) \
|
|
.Ret<::xla::ffi::Buffer<data_type>>(/*u*/) \
|
|
.Ret<::xla::ffi::Buffer<data_type>>(/*vt*/) \
|
|
.Ret<::xla::ffi::Buffer<LapackIntDtype>>(/*info*/) \
|
|
.Attr<svd::ComputationMode>("mode"))
|
|
|
|
#define JAX_CPU_DEFINE_SYEVD(name, data_type) \
|
|
XLA_FFI_DEFINE_HANDLER_SYMBOL( \
|
|
name, EigenvalueDecompositionSymmetric<data_type>::Kernel, \
|
|
::xla::ffi::Ffi::Bind() \
|
|
.Arg<::xla::ffi::Buffer<data_type>>(/*x*/) \
|
|
.Attr<MatrixParams::UpLo>("uplo") \
|
|
.Ret<::xla::ffi::Buffer<data_type>>(/*x_out*/) \
|
|
.Ret<::xla::ffi::Buffer<data_type>>(/*eigenvalues*/) \
|
|
.Ret<::xla::ffi::Buffer<LapackIntDtype>>(/*info*/) \
|
|
.Attr<eig::ComputationMode>("mode"))
|
|
|
|
#define JAX_CPU_DEFINE_HEEVD(name, data_type) \
|
|
XLA_FFI_DEFINE_HANDLER_SYMBOL( \
|
|
name, EigenvalueDecompositionHermitian<data_type>::Kernel, \
|
|
::xla::ffi::Ffi::Bind() \
|
|
.Arg<::xla::ffi::Buffer<data_type>>(/*x*/) \
|
|
.Attr<MatrixParams::UpLo>("uplo") \
|
|
.Ret<::xla::ffi::Buffer<data_type>>(/*x_out*/) \
|
|
.Ret<::xla::ffi::Buffer<::xla::ffi::ToReal(data_type)>>( \
|
|
/*eigenvalues*/) \
|
|
.Ret<::xla::ffi::Buffer<LapackIntDtype>>(/*info*/) \
|
|
.Attr<eig::ComputationMode>("mode"))
|
|
|
|
#define JAX_CPU_DEFINE_GEEV(name, data_type) \
|
|
XLA_FFI_DEFINE_HANDLER_SYMBOL( \
|
|
name, EigenvalueDecomposition<data_type>::Kernel, \
|
|
::xla::ffi::Ffi::Bind() \
|
|
.Arg<::xla::ffi::Buffer<data_type>>(/*x*/) \
|
|
.Attr<eig::ComputationMode>("compute_left") \
|
|
.Attr<eig::ComputationMode>("compute_right") \
|
|
.Ret<::xla::ffi::Buffer<data_type>>(/*eigvals_real*/) \
|
|
.Ret<::xla::ffi::Buffer<data_type>>(/*eigvals_imag*/) \
|
|
.Ret<::xla::ffi::Buffer<::xla::ffi::ToComplex(data_type)>>( \
|
|
/*eigvecs_left*/) \
|
|
.Ret<::xla::ffi::Buffer<::xla::ffi::ToComplex(data_type)>>( \
|
|
/*eigvecs_right*/) \
|
|
.Ret<::xla::ffi::Buffer<LapackIntDtype>>(/*info*/))
|
|
|
|
#define JAX_CPU_DEFINE_GEEV_COMPLEX(name, data_type) \
|
|
XLA_FFI_DEFINE_HANDLER_SYMBOL( \
|
|
name, EigenvalueDecompositionComplex<data_type>::Kernel, \
|
|
::xla::ffi::Ffi::Bind() \
|
|
.Arg<::xla::ffi::Buffer<data_type>>(/*x*/) \
|
|
.Attr<eig::ComputationMode>("compute_left") \
|
|
.Attr<eig::ComputationMode>("compute_right") \
|
|
.Ret<::xla::ffi::Buffer<data_type>>(/*eigvals*/) \
|
|
.Ret<::xla::ffi::Buffer<data_type>>(/*eigvecs_left*/) \
|
|
.Ret<::xla::ffi::Buffer<data_type>>(/*eigvecs_right*/) \
|
|
.Ret<::xla::ffi::Buffer<LapackIntDtype>>(/*info*/))
|
|
|
|
#define JAX_CPU_DEFINE_GEES(name, data_type) \
|
|
XLA_FFI_DEFINE_HANDLER_SYMBOL( \
|
|
name, SchurDecomposition<data_type>::Kernel, \
|
|
::xla::ffi::Ffi::Bind() \
|
|
.Arg<::xla::ffi::Buffer<data_type>>(/*x*/) \
|
|
.Attr<schur::ComputationMode>("mode") \
|
|
.Attr<schur::Sort>("sort") \
|
|
.Ret<::xla::ffi::Buffer<data_type>>(/*x_out*/) \
|
|
.Ret<::xla::ffi::Buffer<data_type>>(/*schur_vectors*/) \
|
|
.Ret<::xla::ffi::Buffer<data_type>>(/*eigvals_real*/) \
|
|
.Ret<::xla::ffi::Buffer<data_type>>(/*eigvals_imag*/) \
|
|
.Ret<::xla::ffi::Buffer<LapackIntDtype>>(/*selected_eigvals*/) \
|
|
.Ret<::xla::ffi::Buffer<LapackIntDtype>>(/*info*/))
|
|
|
|
#define JAX_CPU_DEFINE_GEES_COMPLEX(name, data_type) \
|
|
XLA_FFI_DEFINE_HANDLER_SYMBOL( \
|
|
name, SchurDecompositionComplex<data_type>::Kernel, \
|
|
::xla::ffi::Ffi::Bind() \
|
|
.Arg<::xla::ffi::Buffer<data_type>>(/*x*/) \
|
|
.Attr<schur::ComputationMode>("mode") \
|
|
.Attr<schur::Sort>("sort") \
|
|
.Ret<::xla::ffi::Buffer<data_type>>(/*x_out*/) \
|
|
.Ret<::xla::ffi::Buffer<data_type>>(/*schur_vectors*/) \
|
|
.Ret<::xla::ffi::Buffer<data_type>>(/*eigvals*/) \
|
|
.Ret<::xla::ffi::Buffer<LapackIntDtype>>(/*selected_eigvals*/) \
|
|
.Ret<::xla::ffi::Buffer<LapackIntDtype>>(/*info*/))
|
|
|
|
#define JAX_CPU_DEFINE_SYTRD_HETRD(name, data_type) \
|
|
XLA_FFI_DEFINE_HANDLER_SYMBOL( \
|
|
name, TridiagonalReduction<data_type>::Kernel, \
|
|
::xla::ffi::Ffi::Bind() \
|
|
.Arg<::xla::ffi::Buffer<data_type>>(/*x*/) \
|
|
.Attr<MatrixParams::UpLo>("uplo") \
|
|
.Ret<::xla::ffi::Buffer<data_type>>(/*x_out*/) \
|
|
.Ret<::xla::ffi::Buffer<::xla::ffi::ToReal(data_type)>>( \
|
|
/*diagonal*/) \
|
|
.Ret<::xla::ffi::Buffer<::xla::ffi::ToReal(data_type)>>( \
|
|
/*off_diagonal*/) \
|
|
.Ret<::xla::ffi::Buffer<data_type>>(/*tau*/) \
|
|
.Ret<::xla::ffi::Buffer<LapackIntDtype>>(/*info*/))
|
|
|
|
#define JAX_CPU_DEFINE_GEHRD(name, data_type) \
|
|
XLA_FFI_DEFINE_HANDLER_SYMBOL( \
|
|
name, HessenbergDecomposition<data_type>::Kernel, \
|
|
::xla::ffi::Ffi::Bind() \
|
|
.Arg<::xla::ffi::Buffer<data_type>>(/*x*/) \
|
|
.Attr<lapack_int>("low") \
|
|
.Attr<lapack_int>("high") \
|
|
.Ret<::xla::ffi::Buffer<data_type>>(/*x_out*/) \
|
|
.Ret<::xla::ffi::Buffer<data_type>>(/*tau*/) \
|
|
.Ret<::xla::ffi::Buffer<LapackIntDtype>>(/*info*/))
|
|
|
|
#define JAX_CPU_DEFINE_GTSV(name, data_type) \
|
|
XLA_FFI_DEFINE_HANDLER_SYMBOL( \
|
|
name, TridiagonalSolver<data_type>::Kernel, \
|
|
::xla::ffi::Ffi::Bind() \
|
|
.Arg<::xla::ffi::Buffer<data_type>>(/*dl*/) \
|
|
.Arg<::xla::ffi::Buffer<data_type>>(/*d*/) \
|
|
.Arg<::xla::ffi::Buffer<data_type>>(/*du*/) \
|
|
.Arg<::xla::ffi::Buffer<data_type>>(/*b*/) \
|
|
.Ret<::xla::ffi::Buffer<data_type>>(/*dl_out*/) \
|
|
.Ret<::xla::ffi::Buffer<data_type>>(/*d_out*/) \
|
|
.Ret<::xla::ffi::Buffer<data_type>>(/*du_out*/) \
|
|
.Ret<::xla::ffi::Buffer<data_type>>(/*b_out*/) \
|
|
.Ret<::xla::ffi::Buffer<LapackIntDtype>>(/*info*/))
|
|
|
|
// FFI Handlers
|
|
|
|
JAX_CPU_DEFINE_TRSM(lapack_strsm_ffi, ::xla::ffi::DataType::F32);
|
|
JAX_CPU_DEFINE_TRSM(lapack_dtrsm_ffi, ::xla::ffi::DataType::F64);
|
|
JAX_CPU_DEFINE_TRSM(lapack_ctrsm_ffi, ::xla::ffi::DataType::C64);
|
|
JAX_CPU_DEFINE_TRSM(lapack_ztrsm_ffi, ::xla::ffi::DataType::C128);
|
|
|
|
JAX_CPU_DEFINE_GETRF(lapack_sgetrf_ffi, ::xla::ffi::DataType::F32);
|
|
JAX_CPU_DEFINE_GETRF(lapack_dgetrf_ffi, ::xla::ffi::DataType::F64);
|
|
JAX_CPU_DEFINE_GETRF(lapack_cgetrf_ffi, ::xla::ffi::DataType::C64);
|
|
JAX_CPU_DEFINE_GETRF(lapack_zgetrf_ffi, ::xla::ffi::DataType::C128);
|
|
|
|
JAX_CPU_DEFINE_GEQRF(lapack_sgeqrf_ffi, ::xla::ffi::DataType::F32);
|
|
JAX_CPU_DEFINE_GEQRF(lapack_dgeqrf_ffi, ::xla::ffi::DataType::F64);
|
|
JAX_CPU_DEFINE_GEQRF(lapack_cgeqrf_ffi, ::xla::ffi::DataType::C64);
|
|
JAX_CPU_DEFINE_GEQRF(lapack_zgeqrf_ffi, ::xla::ffi::DataType::C128);
|
|
|
|
JAX_CPU_DEFINE_GEQP3(lapack_sgeqp3_ffi, ::xla::ffi::DataType::F32);
|
|
JAX_CPU_DEFINE_GEQP3(lapack_dgeqp3_ffi, ::xla::ffi::DataType::F64);
|
|
JAX_CPU_DEFINE_GEQP3(lapack_cgeqp3_ffi, ::xla::ffi::DataType::C64);
|
|
JAX_CPU_DEFINE_GEQP3(lapack_zgeqp3_ffi, ::xla::ffi::DataType::C128);
|
|
|
|
JAX_CPU_DEFINE_ORGQR(lapack_sorgqr_ffi, ::xla::ffi::DataType::F32);
|
|
JAX_CPU_DEFINE_ORGQR(lapack_dorgqr_ffi, ::xla::ffi::DataType::F64);
|
|
JAX_CPU_DEFINE_ORGQR(lapack_cungqr_ffi, ::xla::ffi::DataType::C64);
|
|
JAX_CPU_DEFINE_ORGQR(lapack_zungqr_ffi, ::xla::ffi::DataType::C128);
|
|
|
|
JAX_CPU_DEFINE_POTRF(lapack_spotrf_ffi, ::xla::ffi::DataType::F32);
|
|
JAX_CPU_DEFINE_POTRF(lapack_dpotrf_ffi, ::xla::ffi::DataType::F64);
|
|
JAX_CPU_DEFINE_POTRF(lapack_cpotrf_ffi, ::xla::ffi::DataType::C64);
|
|
JAX_CPU_DEFINE_POTRF(lapack_zpotrf_ffi, ::xla::ffi::DataType::C128);
|
|
|
|
JAX_CPU_DEFINE_GESDD(lapack_sgesdd_ffi, ::xla::ffi::DataType::F32);
|
|
JAX_CPU_DEFINE_GESDD(lapack_dgesdd_ffi, ::xla::ffi::DataType::F64);
|
|
JAX_CPU_DEFINE_GESDD_COMPLEX(lapack_cgesdd_ffi, ::xla::ffi::DataType::C64);
|
|
JAX_CPU_DEFINE_GESDD_COMPLEX(lapack_zgesdd_ffi, ::xla::ffi::DataType::C128);
|
|
|
|
JAX_CPU_DEFINE_GESVD(lapack_sgesvd_ffi, ::xla::ffi::DataType::F32);
|
|
JAX_CPU_DEFINE_GESVD(lapack_dgesvd_ffi, ::xla::ffi::DataType::F64);
|
|
JAX_CPU_DEFINE_GESVD_COMPLEX(lapack_cgesvd_ffi, ::xla::ffi::DataType::C64);
|
|
JAX_CPU_DEFINE_GESVD_COMPLEX(lapack_zgesvd_ffi, ::xla::ffi::DataType::C128);
|
|
|
|
JAX_CPU_DEFINE_SYEVD(lapack_ssyevd_ffi, ::xla::ffi::DataType::F32);
|
|
JAX_CPU_DEFINE_SYEVD(lapack_dsyevd_ffi, ::xla::ffi::DataType::F64);
|
|
JAX_CPU_DEFINE_HEEVD(lapack_cheevd_ffi, ::xla::ffi::DataType::C64);
|
|
JAX_CPU_DEFINE_HEEVD(lapack_zheevd_ffi, ::xla::ffi::DataType::C128);
|
|
|
|
JAX_CPU_DEFINE_GEEV(lapack_sgeev_ffi, ::xla::ffi::DataType::F32);
|
|
JAX_CPU_DEFINE_GEEV(lapack_dgeev_ffi, ::xla::ffi::DataType::F64);
|
|
JAX_CPU_DEFINE_GEEV_COMPLEX(lapack_cgeev_ffi, ::xla::ffi::DataType::C64);
|
|
JAX_CPU_DEFINE_GEEV_COMPLEX(lapack_zgeev_ffi, ::xla::ffi::DataType::C128);
|
|
|
|
JAX_CPU_DEFINE_SYTRD_HETRD(lapack_ssytrd_ffi, ::xla::ffi::DataType::F32);
|
|
JAX_CPU_DEFINE_SYTRD_HETRD(lapack_dsytrd_ffi, ::xla::ffi::DataType::F64);
|
|
JAX_CPU_DEFINE_SYTRD_HETRD(lapack_chetrd_ffi, ::xla::ffi::DataType::C64);
|
|
JAX_CPU_DEFINE_SYTRD_HETRD(lapack_zhetrd_ffi, ::xla::ffi::DataType::C128);
|
|
|
|
JAX_CPU_DEFINE_GEES(lapack_sgees_ffi, ::xla::ffi::DataType::F32);
|
|
JAX_CPU_DEFINE_GEES(lapack_dgees_ffi, ::xla::ffi::DataType::F64);
|
|
JAX_CPU_DEFINE_GEES_COMPLEX(lapack_cgees_ffi, ::xla::ffi::DataType::C64);
|
|
JAX_CPU_DEFINE_GEES_COMPLEX(lapack_zgees_ffi, ::xla::ffi::DataType::C128);
|
|
|
|
JAX_CPU_DEFINE_GEHRD(lapack_sgehrd_ffi, ::xla::ffi::DataType::F32);
|
|
JAX_CPU_DEFINE_GEHRD(lapack_dgehrd_ffi, ::xla::ffi::DataType::F64);
|
|
JAX_CPU_DEFINE_GEHRD(lapack_cgehrd_ffi, ::xla::ffi::DataType::C64);
|
|
JAX_CPU_DEFINE_GEHRD(lapack_zgehrd_ffi, ::xla::ffi::DataType::C128);
|
|
|
|
JAX_CPU_DEFINE_GTSV(lapack_sgtsv_ffi, ::xla::ffi::DataType::F32);
|
|
JAX_CPU_DEFINE_GTSV(lapack_dgtsv_ffi, ::xla::ffi::DataType::F64);
|
|
JAX_CPU_DEFINE_GTSV(lapack_cgtsv_ffi, ::xla::ffi::DataType::C64);
|
|
JAX_CPU_DEFINE_GTSV(lapack_zgtsv_ffi, ::xla::ffi::DataType::C128);
|
|
|
|
#undef JAX_CPU_DEFINE_TRSM
|
|
#undef JAX_CPU_DEFINE_GETRF
|
|
#undef JAX_CPU_DEFINE_GEQRF
|
|
#undef JAX_CPU_DEFINE_GEQP3
|
|
#undef JAX_CPU_DEFINE_ORGQR
|
|
#undef JAX_CPU_DEFINE_POTRF
|
|
#undef JAX_CPU_DEFINE_GESDD
|
|
#undef JAX_CPU_DEFINE_GESDD_COMPLEX
|
|
#undef JAX_CPU_DEFINE_GESVD
|
|
#undef JAX_CPU_DEFINE_GESVD_COMPLEX
|
|
#undef JAX_CPU_DEFINE_SYEVD
|
|
#undef JAX_CPU_DEFINE_HEEVD
|
|
#undef JAX_CPU_DEFINE_GEEV
|
|
#undef JAX_CPU_DEFINE_GEEV_COMPLEX
|
|
#undef JAX_CPU_DEFINE_SYTRD_HETRD
|
|
#undef JAX_CPU_DEFINE_GEES
|
|
#undef JAX_CPU_DEFINE_GEES_COMPLEX
|
|
#undef JAX_CPU_DEFINE_GEHRD
|
|
#undef JAX_CPU_DEFINE_GTSV
|
|
|
|
} // namespace jax
|