rocm_jax/jaxlib/cpu/lapack_kernels.h
Peter Hawkins 1cead779a3 Add support for Hessenberg and tridiagonal matrix reductions on CPU.
* Implement jax.scipy.linalg.hessenberg and jax.lax.linalg.hessenberg.
* Export what was previously jax._src.lax.linalg.orgqr as jax.lax.linalg.householder_product, since it can be used with some minor tweaks to compute the unitary matrix of a Hessenberg reduction.
* Implement jax.lax.linalg.tridiagonal, which is the symmetric (Hermitian) equivalent of Hessenberg reduction.

None of these primitives are differentiable at the moment.

PiperOrigin-RevId: 487224934
2022-11-09 06:23:55 -08:00

221 lines
7.8 KiB
C++

/* Copyright 2021 The JAX Authors.
Licensed under the Apache License, Version 2.0 (the "License");
you may not use this file except in compliance with the License.
You may obtain a copy of the License at
http://www.apache.org/licenses/LICENSE-2.0
Unless required by applicable law or agreed to in writing, software
distributed under the License is distributed on an "AS IS" BASIS,
WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
See the License for the specific language governing permissions and
limitations under the License.
==============================================================================*/
#ifndef JAXLIB_CPU_LAPACK_KERNELS_H_
#define JAXLIB_CPU_LAPACK_KERNELS_H_
#include <complex>
#include <cstdint>
#include "tensorflow/compiler/xla/service/custom_call_status.h"
// Underlying function pointers (e.g., Trsm<double>::Fn) are initialized either
// by the pybind wrapper that links them to an existing SciPy lapack instance,
// or using the lapack_kernels_strong.cc static initialization to link them
// directly to lapack for use in a pure C++ context.
namespace jax {
typedef int lapack_int;
template <typename T>
struct Trsm {
using FnType = void(char* side, char* uplo, char* transa, char* diag,
lapack_int* m, lapack_int* n, T* alpha, T* a,
lapack_int* lda, T* b, lapack_int* ldb);
static FnType* fn;
static void Kernel(void* out, void** data, XlaCustomCallStatus*);
};
template <typename T>
struct Getrf {
using FnType = void(lapack_int* m, lapack_int* n, T* a, lapack_int* lda,
lapack_int* ipiv, lapack_int* info);
static FnType* fn;
static void Kernel(void* out, void** data, XlaCustomCallStatus*);
};
template <typename T>
struct Geqrf {
using FnType = void(lapack_int* m, lapack_int* n, T* a, lapack_int* lda,
T* tau, T* work, lapack_int* lwork, lapack_int* info);
static FnType* fn;
static void Kernel(void* out, void** data, XlaCustomCallStatus*);
static int64_t Workspace(lapack_int m, lapack_int n);
};
template <typename T>
struct Orgqr {
using FnType = void(lapack_int* m, lapack_int* n, lapack_int* k, T* a,
lapack_int* lda, T* tau, T* work, lapack_int* lwork,
lapack_int* info);
static FnType* fn;
static void Kernel(void* out, void** data, XlaCustomCallStatus*);
static int64_t Workspace(lapack_int m, lapack_int n, lapack_int k);
};
template <typename T>
struct Potrf {
using FnType = void(char* uplo, lapack_int* n, T* a, lapack_int* lda,
lapack_int* info);
static FnType* fn;
static void Kernel(void* out, void** data, XlaCustomCallStatus*);
};
lapack_int GesddIworkSize(int64_t m, int64_t n);
template <typename T>
struct RealGesdd {
using FnType = void(char* jobz, lapack_int* m, lapack_int* n, T* a,
lapack_int* lda, T* s, T* u, lapack_int* ldu, T* vt,
lapack_int* ldvt, T* work, lapack_int* lwork,
lapack_int* iwork, lapack_int* info);
static FnType* fn;
static void Kernel(void* out, void** data, XlaCustomCallStatus*);
static int64_t Workspace(lapack_int m, lapack_int n, bool job_opt_compute_uv,
bool job_opt_full_matrices);
};
lapack_int ComplexGesddRworkSize(int64_t m, int64_t n, int compute_uv);
template <typename T>
struct ComplexGesdd {
using FnType = void(char* jobz, lapack_int* m, lapack_int* n, T* a,
lapack_int* lda, typename T::value_type* s, T* u,
lapack_int* ldu, T* vt, lapack_int* ldvt, T* work,
lapack_int* lwork, typename T::value_type* rwork,
lapack_int* iwork, lapack_int* info);
static FnType* fn;
static void Kernel(void* out, void** data, XlaCustomCallStatus*);
static int64_t Workspace(lapack_int m, lapack_int n, bool job_opt_compute_uv,
bool job_opt_full_matrices);
};
lapack_int SyevdWorkSize(int64_t n);
lapack_int SyevdIworkSize(int64_t n);
template <typename T>
struct RealSyevd {
using FnType = void(char* jobz, char* uplo, lapack_int* n, T* a,
lapack_int* lda, T* w, T* work, lapack_int* lwork,
lapack_int* iwork, lapack_int* liwork, lapack_int* info);
static FnType* fn;
static void Kernel(void* out, void** data, XlaCustomCallStatus*);
};
lapack_int HeevdWorkSize(int64_t n);
lapack_int HeevdRworkSize(int64_t n);
template <typename T>
struct ComplexHeevd {
using FnType = void(char* jobz, char* uplo, lapack_int* n, T* a,
lapack_int* lda, typename T::value_type* w, T* work,
lapack_int* lwork, typename T::value_type* rwork,
lapack_int* lrwork, lapack_int* iwork, lapack_int* liwork,
lapack_int* info);
static FnType* fn;
static void Kernel(void* out, void** data, XlaCustomCallStatus*);
};
template <typename T>
struct RealGeev {
using FnType = void(char* jobvl, char* jobvr, lapack_int* n, T* a,
lapack_int* lda, T* wr, T* wi, T* vl, lapack_int* ldvl,
T* vr, lapack_int* ldvr, T* work, lapack_int* lwork,
lapack_int* info);
static FnType* fn;
static void Kernel(void* out, void** data, XlaCustomCallStatus*);
};
template <typename T>
struct ComplexGeev {
using FnType = void(char* jobvl, char* jobvr, lapack_int* n, T* a,
lapack_int* lda, T* w, T* vl, lapack_int* ldvl, T* vr,
lapack_int* ldvr, T* work, lapack_int* lwork,
typename T::value_type* rwork, lapack_int* info);
static FnType* fn;
static void Kernel(void* out, void** data, XlaCustomCallStatus*);
};
template <typename T>
struct RealGees {
using FnType = void(char* jobvs, char* sort, bool (*select)(T, T),
lapack_int* n, T* a, lapack_int* lda, lapack_int* sdim,
T* wr, T* wi, T* vs, lapack_int* ldvs, T* work,
lapack_int* lwork, bool* bwork, lapack_int* info);
static FnType* fn;
static void Kernel(void* out, void** data, XlaCustomCallStatus*);
};
template <typename T>
struct ComplexGees {
using FnType = void(char* jobvs, char* sort, bool (*select)(T), lapack_int* n,
T* a, lapack_int* lda, lapack_int* sdim, T* w, T* vs,
lapack_int* ldvs, T* work, lapack_int* lwork,
typename T::value_type* rwork, bool* bwork,
lapack_int* info);
static FnType* fn;
static void Kernel(void* out, void** data, XlaCustomCallStatus*);
};
// Gehrd: Reduces a non-symmetric square matrix to upper Hessenberg form.
template <typename T>
struct Gehrd {
using FnType = void(lapack_int* n, lapack_int* ilo, lapack_int* ihi, T* a,
lapack_int* lda, T* tau, T* work, lapack_int* lwork,
lapack_int* info);
static FnType* fn;
static void Kernel(void* out, void** data, XlaCustomCallStatus*);
static int64_t Workspace(lapack_int lda, lapack_int n, lapack_int ilo,
lapack_int ihi);
};
template <typename T>
struct real_type {
typedef T type;
};
template <typename T>
struct real_type<std::complex<T>> {
typedef T type;
};
// Sytrd/Hetrd: Reduces a symmetric (Hermitian) square matrix to tridiagonal
// form.
template <typename T>
struct Sytrd {
using FnType = void(char* uplo, lapack_int* n, T* a, lapack_int* lda,
typename real_type<T>::type* d,
typename real_type<T>::type* e,
T* tau, T* work,
lapack_int* lwork, lapack_int* info);
static FnType* fn;
static void Kernel(void* out, void** data, XlaCustomCallStatus*);
static int64_t Workspace(lapack_int lda, lapack_int n);
};
} // namespace jax
#endif // JAXLIB_CPU_LAPACK_KERNELS_H_