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2718 lines
98 KiB
Python
2718 lines
98 KiB
Python
# Copyright 2018 The JAX Authors.
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#
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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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#
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# https://www.apache.org/licenses/LICENSE-2.0
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#
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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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from __future__ import annotations
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from collections.abc import Callable
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import functools
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from functools import partial
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import math
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from typing import Any, Literal, TypeVar, overload
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import numpy as np
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from jax import lax
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from jax._src import ad_util
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from jax._src import api
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from jax._src import config
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from jax._src import core
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from jax._src import dispatch
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from jax._src import dtypes
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from jax._src import util
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from jax._src.core import (
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Primitive, ShapedArray, raise_to_shaped, is_constant_dim, is_constant_shape)
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from jax._src.extend import ffi
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from jax._src.interpreters import ad
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from jax._src.interpreters import batching
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from jax._src.interpreters import mlir
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from jax._src.lax import control_flow
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from jax._src.lax import eigh as lax_eigh
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from jax._src.lax import lax as lax_internal
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from jax._src.lax import svd as lax_svd
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from jax._src.lax.lax import (
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standard_primitive, standard_unop, naryop_dtype_rule, _float, _complex,
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_input_dtype)
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from jax._src.lib import gpu_linalg
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from jax._src.lib import gpu_solver
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from jax._src.lib import gpu_sparse
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from jax._src.lib import lapack
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from jax._src.lib import version as jaxlib_version
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from jax._src.lib.mlir import ir
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from jax._src.lib.mlir.dialects import chlo
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from jax._src.lib.mlir.dialects import hlo
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from jax._src.typing import Array, ArrayLike
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TFun = TypeVar('TFun', bound=Callable[..., Any])
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def _broadcasted_iotas(*sizes):
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ones = (1,) * (len(sizes) - 1)
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shapes = (util.tuple_insert(ones, i, s) for i, s in enumerate(sizes))
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return [lax.broadcasted_iota('int32', shape, i) for i, shape in enumerate(shapes)]
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def _tril(m: Array, k:int = 0) -> Array:
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*_, N, M = m.shape
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mask = lax_internal._tri(bool, (N, M), k)
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return lax.select(lax.broadcast(mask, m.shape[:-2]), m, lax.zeros_like_array(m))
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def _triu(m: Array, k:int = 0) -> Array:
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*_, N, M = m.shape
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mask = lax_internal._tri(bool, (N, M), k - 1)
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return lax.select(lax.broadcast(mask, m.shape[:-2]), lax.zeros_like_array(m), m)
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def _construct_diagonal(s: Array) -> Array:
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"""Construct a (batched) diagonal matrix"""
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i = lax.iota('int32', s.shape[-1])
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return lax.full((*s.shape, s.shape[-1]), 0, s.dtype).at[..., i, i].set(s)
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def _extract_diagonal(s: Array) -> Array:
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"""Extract the diagonal from a batched matrix"""
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i = lax.iota('int32', min(s.shape[-2], s.shape[-1]))
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return s[..., i, i]
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def _broadcast_to(x: Array, shape: tuple[int, ...]) -> Array:
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assert x.ndim <= len(shape)
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return lax.broadcast_in_dim(x, shape, range(len(shape) - x.ndim, len(shape)))
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# traceables
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def cholesky(x: Array, *, symmetrize_input: bool = True) -> Array:
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"""Cholesky decomposition.
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Computes the Cholesky decomposition
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.. math::
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A = L . L^H
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of square matrices, :math:`A`, such that :math:`L`
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is lower triangular. The matrices of :math:`A` must be positive-definite and
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either Hermitian, if complex, or symmetric, if real.
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Args:
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x: A batch of square Hermitian (symmetric if real) positive-definite
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matrices with shape ``[..., n, n]``.
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symmetrize_input: If ``True``, the matrix is symmetrized before Cholesky
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decomposition by computing :math:`\\frac{1}{2}(x + x^H)`. If ``False``,
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only the lower triangle of ``x`` is used; the upper triangle is ignored
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and not accessed.
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Returns:
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The Cholesky decomposition as a matrix with the same dtype as ``x`` and
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shape ``[..., n, n]``. If Cholesky decomposition fails, returns a matrix
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full of NaNs. The behavior on failure may change in the future.
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"""
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if symmetrize_input:
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x = symmetrize(x)
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return _tril(cholesky_p.bind(x))
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def eig(x: ArrayLike, *, compute_left_eigenvectors: bool = True,
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compute_right_eigenvectors: bool = True) -> list[Array]:
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"""Eigendecomposition of a general matrix.
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Nonsymmetric eigendecomposition is at present only implemented on CPU.
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Args:
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x: A batch of square matrices with shape ``[..., n, n]``.
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compute_left_eigenvectors: If true, the left eigenvectors will be computed.
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compute_right_eigenvectors: If true, the right eigenvectors will be
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computed.
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Returns:
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The eigendecomposition of ``x``, which is a tuple of the form
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``(w, vl, vr)`` where ``w`` are the eigenvalues, ``vl`` are the left
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eigenvectors, and ``vr`` are the right eigenvectors. ``vl`` and ``vr`` are
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optional and will only be included if ``compute_left_eigenvectors`` or
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``compute_right_eigenvectors`` respectively are ``True``.
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If the eigendecomposition fails, then arrays full of NaNs will be returned
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for that batch element.
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"""
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return eig_p.bind(x, compute_left_eigenvectors=compute_left_eigenvectors,
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compute_right_eigenvectors=compute_right_eigenvectors)
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def eigh(
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x: Array,
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*,
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lower: bool = True,
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symmetrize_input: bool = True,
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sort_eigenvalues: bool = True,
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subset_by_index: tuple[int, int] | None = None,
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) -> tuple[Array, Array]:
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r"""Eigendecomposition of a Hermitian matrix.
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Computes the eigenvectors and eigenvalues of a complex Hermitian or real
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symmetric square matrix.
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Args:
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x: A batch of square complex Hermitian or real symmetric matrices with shape
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``[..., n, n]``.
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lower: If ``symmetrize_input`` is ``False``, describes which triangle of the
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input matrix to use. If ``symmetrize_input`` is ``False``, only the
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triangle given by ``lower`` is accessed; the other triangle is ignored and
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not accessed.
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symmetrize_input: If ``True``, the matrix is symmetrized before the
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eigendecomposition by computing :math:`\frac{1}{2}(x + x^H)`.
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sort_eigenvalues: If ``True``, the eigenvalues will be sorted in ascending
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order. If ``False`` the eigenvalues are returned in an
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implementation-defined order.
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subset_by_index: Optional 2-tuple [start, end] indicating the range of
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indices of eigenvalues to compute. For example, is ``range_select`` =
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[n-2,n], then ``eigh`` computes the two largest eigenvalues and their
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eigenvectors.
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Returns:
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A tuple ``(v, w)``.
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``v`` is an array with the same dtype as ``x`` such that ``v[..., :, i]`` is
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the normalized eigenvector corresponding to eigenvalue ``w[..., i]``.
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``w`` is an array with the same dtype as ``x`` (or its real counterpart if
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complex) with shape ``[..., d]`` containing the eigenvalues of ``x`` in
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ascending order(each repeated according to its multiplicity).
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If ``subset_by_index`` is ``None`` then ``d`` is equal to ``n``. Otherwise
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``d`` is equal to ``subset_by_index[1] - subset_by_index[0]``.
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"""
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if symmetrize_input:
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x = symmetrize(x)
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v, w = eigh_p.bind(
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x,
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lower=lower,
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sort_eigenvalues=sort_eigenvalues,
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subset_by_index=subset_by_index,
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)
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return v, w
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def cholesky_update(r_matrix: ArrayLike, w_vector: ArrayLike) -> Array:
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"""Given a Cholesky decomposition A = R.T @ R and a vector w,
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computes the Cholesky decomposition of A + w @ w.T in O(N^2) time.
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Args:
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r_matrix: An upper-triangular matrix (R) such that A = R.T @ R.
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w_vector: A vector (w) for rank-1 update.
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Returns:
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A new R' matrix being the Cholesky decomposition of A + w @ w.T.
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"""
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return cholesky_update_p.bind(r_matrix, w_vector)
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def symmetric_product(
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a_matrix: ArrayLike, c_matrix: ArrayLike,
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alpha: float = 1., beta: float = 0.,
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symmetrize_output=False):
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"""Computes C = alpha * A @ A.T + beta * C (where C is symmetric)."""
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result = symmetric_product_p.bind(a_matrix, c_matrix, alpha=alpha, beta=beta)
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if symmetrize_output:
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upper_half = lax.transpose(
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_tril(result, k=-1),
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(*range(result.ndim - 2), result.ndim - 1, result.ndim - 2))
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result = _tril(result, k=0) + upper_half
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return result
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def lu_pivots_to_permutation(pivots: ArrayLike, permutation_size: int) -> Array:
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"""Converts the pivots (row swaps) returned by LU to a permutation.
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We build a permutation rather than applying `pivots` directly to the rows
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of a matrix because lax loops aren't differentiable.
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Args:
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pivots: an int32 array of shape (..., k) of row swaps to perform
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permutation_size: the size of the output permutation. Has to be >= k.
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Returns:
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An int32 array of shape (..., permutation_size).
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"""
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permutation = lu_pivots_to_permutation_p.bind(
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pivots, permutation_size=permutation_size)
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return permutation
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def lu(x: ArrayLike) -> tuple[Array, Array, Array]:
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"""LU decomposition with partial pivoting.
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Computes the matrix decomposition:
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.. math::
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P.A = L.U
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where :math:`P` is a permutation of the rows of :math:`A`, :math:`L` is a
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lower-triangular matrix with unit-diagonal elements, and :math:`U` is an
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upper-triangular matrix.
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Args:
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x: A batch of matrices with shape ``[..., m, n]``.
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Returns:
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A tuple ``(lu, pivots, permutation)``.
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``lu`` is a batch of matrices with the same shape and dtype as ``x``
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containing the :math:`L` matrix in its lower triangle and the :math:`U`
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matrix in its upper triangle. The (unit) diagonal elements of :math:`L` are
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not represented explicitly.
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``pivots`` is an int32 array with shape ``[..., min(m, n)]`` representing a
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sequence of row swaps that should be performed on :math:`A`.
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``permutation`` is an alternative representation of the sequence of row
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swaps as a permutation, represented as an int32 array with shape
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``[..., m]``.
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"""
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lu, pivots, permutation = lu_p.bind(x)
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return lu, pivots, permutation
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def qr(x: ArrayLike, *, full_matrices: bool = True) -> tuple[Array, Array]:
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"""QR decomposition.
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Computes the QR decomposition
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.. math::
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A = Q . R
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of matrices :math:`A`, such that :math:`Q` is a unitary (orthogonal) matrix,
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and :math:`R` is an upper-triangular matrix.
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Args:
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x: A batch of matrices with shape ``[..., m, n]``.
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full_matrices: Determines if full or reduced matrices are returned; see
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below.
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Returns:
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A pair of arrays ``(q, r)``.
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Array ``q`` is a unitary (orthogonal) matrix,
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with shape ``[..., m, m]`` if ``full_matrices=True``, or
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``[..., m, min(m, n)]`` if ``full_matrices=False``.
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Array ``r`` is an upper-triangular matrix with shape ``[..., m, n]`` if
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``full_matrices=True``, or ``[..., min(m, n), n]`` if
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``full_matrices=False``.
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"""
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q, r = qr_p.bind(x, full_matrices=full_matrices)
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return q, r
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@overload
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def svd(
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x: ArrayLike,
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*,
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full_matrices: bool = True,
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compute_uv: Literal[True],
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subset_by_index: tuple[int, int] | None = None,
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) -> tuple[Array, Array, Array]:
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...
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@overload
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def svd(
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x: ArrayLike,
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*,
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full_matrices: bool = True,
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compute_uv: Literal[False],
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subset_by_index: tuple[int, int] | None = None,
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) -> Array:
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...
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@overload
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def svd(
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x: ArrayLike,
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*,
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full_matrices: bool = True,
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compute_uv: bool = True,
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subset_by_index: tuple[int, int] | None = None,
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) -> Array | tuple[Array, Array, Array]:
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...
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# TODO: Add `max_qdwh_iterations` to the function signature for TPU SVD.
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def svd(
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x: ArrayLike,
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*,
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full_matrices: bool = True,
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compute_uv: bool = True,
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subset_by_index: tuple[int, int] | None = None,
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) -> Array | tuple[Array, Array, Array]:
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"""Singular value decomposition.
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Returns the singular values if compute_uv is False, otherwise returns a triple
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containing the left singular vectors, the singular values and the adjoint of
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the right singular vectors.
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"""
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result = svd_p.bind(
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x,
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full_matrices=full_matrices,
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compute_uv=compute_uv,
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subset_by_index=subset_by_index,
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)
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if compute_uv:
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s, u, v = result
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return u, s, v
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else:
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s, = result
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return s
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def triangular_solve(a: ArrayLike, b: ArrayLike, *,
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left_side: bool = False, lower: bool = False,
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transpose_a: bool = False, conjugate_a: bool = False,
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unit_diagonal: bool = False) -> Array:
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r"""Triangular solve.
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Solves either the matrix equation
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.. math::
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\mathit{op}(A) . X = B
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if ``left_side`` is ``True`` or
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.. math::
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X . \mathit{op}(A) = B
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if ``left_side`` is ``False``.
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``A`` must be a lower or upper triangular square matrix, and where
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:math:`\mathit{op}(A)` may either transpose :math:`A` if ``transpose_a``
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is ``True`` and/or take its complex conjugate if ``conjugate_a`` is ``True``.
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Args:
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a: A batch of matrices with shape ``[..., m, m]``.
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b: A batch of matrices with shape ``[..., m, n]`` if ``left_side`` is
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``True`` or shape ``[..., n, m]`` otherwise.
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left_side: describes which of the two matrix equations to solve; see above.
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lower: describes which triangle of ``a`` should be used. The other triangle
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is ignored.
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transpose_a: if ``True``, the value of ``a`` is transposed.
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conjugate_a: if ``True``, the complex conjugate of ``a`` is used in the
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solve. Has no effect if ``a`` is real.
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unit_diagonal: if ``True``, the diagonal of ``a`` is assumed to be unit
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(all 1s) and not accessed.
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Returns:
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A batch of matrices the same shape and dtype as ``b``.
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"""
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conjugate_a = conjugate_a and dtypes.issubdtype(lax.dtype(a), np.complexfloating)
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singleton = np.ndim(b) == np.ndim(a) - 1
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if singleton:
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b = lax.expand_dims(b, (-1 if left_side else -2,))
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out = triangular_solve_p.bind(
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a, b, left_side=left_side, lower=lower, transpose_a=transpose_a,
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conjugate_a=conjugate_a, unit_diagonal=unit_diagonal)
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if singleton:
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out = out[..., 0] if left_side else out[..., 0, :]
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return out
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# utilities
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def _broadcasted_matvec(a: Array, b: Array) -> Array:
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# This is a broadcasted dot_general with signature (...,n,m),(...,m)->(...,n)
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assert a.ndim >= 2
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assert b.ndim >= 1
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batch_shape = lax.broadcast_shapes(a.shape[:-2], b.shape[:-1])
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n_batch = len(batch_shape)
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a = _broadcast_to(a, (*batch_shape, *a.shape[-2:]))
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b = _broadcast_to(b, (*batch_shape, b.shape[-1]))
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dimension_numbers = (([a.ndim - 1], [b.ndim - 1]), (list(range(n_batch)), list(range(n_batch))))
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return lax.dot_general(a, b, dimension_numbers=dimension_numbers, precision=lax.Precision.HIGHEST)
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def _check_solve_shapes(a: Array, b: Array):
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if not (a.ndim >= 2 and b.ndim in [a.ndim, a.ndim - 1] and
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a.shape[-1] == a.shape[-2] == b.shape[a.ndim - 2]):
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raise ValueError(
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"The arguments to solve must have shapes a=[..., m, m] and "
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f"b=[..., m, k] or b=[..., m]; got a={a.shape} and b={b.shape}")
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def _solve(a: Array, b: Array) -> Array:
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_check_solve_shapes(a, b)
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# Broadcast leading dimensions of b to the shape of a, as is required by
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# custom_linear_solve.
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out_shape = tuple(d_a if d_b == 1 else d_b
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for d_a, d_b in zip(a.shape[:-1] + (1,), b.shape))
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b = lax.broadcast_in_dim(b, out_shape, range(b.ndim))
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# With custom_linear_solve, we can reuse the same factorization when
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# computing sensitivities. This is considerably faster.
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lu_, _, permutation = lu(lax.stop_gradient(a))
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custom_solve = partial(
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lax.custom_linear_solve,
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lambda x: _broadcasted_matvec(a, x),
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solve=lambda _, x: lu_solve(lu_, permutation, x, trans=0),
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transpose_solve=lambda _, x: lu_solve(lu_, permutation, x, trans=1))
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if a.ndim == b.ndim + 1:
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# b.shape == [..., m]
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return custom_solve(b)
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else:
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# b.shape == [..., m, k]
|
|
return api.vmap(custom_solve, b.ndim - 1, max(a.ndim, b.ndim) - 1)(b)
|
|
|
|
def _T(x: Array) -> Array:
|
|
return lax.transpose(x, (*range(x.ndim - 2), x.ndim - 1, x.ndim - 2))
|
|
def _H(x: Array) -> Array:
|
|
return _T(x).conj()
|
|
def symmetrize(x: Array) -> Array: return (x + _H(x)) / 2
|
|
|
|
# primitives
|
|
|
|
_cpu_lapack_types = {np.dtype(np.float32), np.dtype(np.float64),
|
|
np.dtype(np.complex64), np.dtype(np.complex128)}
|
|
|
|
# Cholesky decomposition
|
|
|
|
def _cholesky_jvp_rule(primals, tangents):
|
|
x, = primals
|
|
sigma_dot, = tangents
|
|
L = _tril(cholesky_p.bind(x))
|
|
|
|
# Forward-mode rule from https://arxiv.org/pdf/1602.07527.pdf
|
|
def phi(X):
|
|
l = _tril(X)
|
|
return l / lax.expand_dims(
|
|
lax_internal._const(X, 1) + lax_internal._eye(X.dtype, (X.shape[-1], X.shape[-1])),
|
|
range(l.ndim - 2))
|
|
|
|
tmp = triangular_solve(L, sigma_dot, left_side=False, transpose_a=True,
|
|
conjugate_a=True, lower=True)
|
|
L_dot = lax.batch_matmul(L, phi(triangular_solve(
|
|
L, tmp, left_side=True, transpose_a=False, lower=True)),
|
|
precision=lax.Precision.HIGHEST)
|
|
return L, L_dot
|
|
|
|
def _cholesky_batching_rule(batched_args, batch_dims):
|
|
x, = batched_args
|
|
bd, = batch_dims
|
|
x = batching.moveaxis(x, bd, 0)
|
|
return cholesky(x), 0
|
|
|
|
cholesky_p = standard_unop(_float | _complex, 'cholesky')
|
|
ad.primitive_jvps[cholesky_p] = _cholesky_jvp_rule
|
|
batching.primitive_batchers[cholesky_p] = _cholesky_batching_rule
|
|
|
|
def _cholesky_lowering(ctx, x):
|
|
return [hlo.cholesky(x, lower=ir.BoolAttr.get(True))]
|
|
|
|
mlir.register_lowering(cholesky_p, _cholesky_lowering)
|
|
|
|
def _cholesky_cpu_lowering(ctx, operand):
|
|
operand_aval, = ctx.avals_in
|
|
out_aval, = ctx.avals_out
|
|
batch_dims = operand_aval.shape[:-2]
|
|
op_shape_vals = mlir.eval_dynamic_shape_as_ivals(ctx, operand_aval.shape)
|
|
ctx_arg = (ctx,)
|
|
result, info = lapack.potrf_hlo(*ctx_arg, operand_aval.dtype, operand,
|
|
lower=True, a_shape_vals=op_shape_vals)
|
|
|
|
ok = mlir.compare_hlo(
|
|
info, mlir.full_like_aval(ctx, 0, ShapedArray(batch_dims, np.dtype(np.int32))),
|
|
"EQ", "SIGNED")
|
|
select_aval = ShapedArray(batch_dims + (1, 1), np.dtype(np.bool_))
|
|
return [_broadcasting_select_hlo(
|
|
ctx,
|
|
mlir.broadcast_in_dim(ctx, ok,
|
|
select_aval,
|
|
broadcast_dimensions=range(len(batch_dims))),
|
|
select_aval,
|
|
result, out_aval, _nan_like_hlo(ctx, out_aval), out_aval)]
|
|
|
|
mlir.register_lowering(
|
|
cholesky_p, _cholesky_cpu_lowering, platform='cpu')
|
|
|
|
# Cholesky update
|
|
|
|
def _cholesky_update_abstract_eval(r_matrix, w_vector):
|
|
r_dtype = dtypes.canonicalize_dtype(r_matrix.dtype)
|
|
w_dtype = dtypes.canonicalize_dtype(w_vector.dtype)
|
|
if not (r_dtype == w_dtype and r_dtype in (np.float32, np.float64)):
|
|
raise NotImplementedError(
|
|
"Rank-1 Cholesky update is only implemented for float32 and float64.")
|
|
if not (r_matrix.ndim == 2 and w_vector.ndim == 1
|
|
and r_matrix.shape[-2] == r_matrix.shape[-1]
|
|
and r_matrix.shape[-2] == w_vector.shape[-1]):
|
|
raise ValueError(
|
|
"Rank-1 update to Cholesky decomposition takes a square matrix "
|
|
"and a vector as inputs. Got shapes {}, {} instead".format(
|
|
r_matrix.shape, w_vector.shape))
|
|
return ShapedArray(r_matrix.shape, r_matrix.dtype)
|
|
|
|
def _cholesky_update_gpu_lowering_rule(target_name_prefix, ctx, r_matrix, w_vector):
|
|
# TODO(b/360781533): Remove guard after 3 week forward compatibility period.
|
|
if ctx.is_forward_compat():
|
|
r_matrix_aval, _ = ctx.avals_in
|
|
try:
|
|
[platform] = ctx.module_context.platforms
|
|
except ValueError:
|
|
raise ValueError(
|
|
"Can only lower cholesky_update on a single platform."
|
|
) from None
|
|
if platform != "cuda":
|
|
raise NotImplementedError(
|
|
"Can only lower fast cholesky_update on CUDA."
|
|
)
|
|
return gpu_linalg.cuda_cholesky_update(
|
|
r_matrix, w_vector, r_matrix_aval.dtype)
|
|
rule = ffi.ffi_lowering(f"{target_name_prefix}_cholesky_update_ffi",
|
|
operand_output_aliases={0: 0, 1: 1})
|
|
sub_ctx = ctx.replace(avals_out=ctx.avals_in)
|
|
return rule(sub_ctx, r_matrix, w_vector)[:1]
|
|
|
|
|
|
def _cholesky_update_jax_fn(R, z):
|
|
def _drotg(x, y):
|
|
"""Get coefs for Givens rotation in a numerically stable way."""
|
|
def _drotg_nonzero(x, y):
|
|
abs_x = abs(x)
|
|
abs_y = abs(y)
|
|
denominator = lax.select(abs_x > abs_y, abs_x, abs_y)
|
|
x /= denominator
|
|
y /= denominator
|
|
rh = 1 / lax.sqrt(x ** 2 + y ** 2)
|
|
return x * rh, -y * rh
|
|
one_and_zero = (
|
|
np.array(1., dtype=x.dtype),
|
|
np.array(0., dtype=x.dtype),
|
|
)
|
|
return lax.cond(y == 0, lambda x, y: one_and_zero, _drotg_nonzero, x, y)
|
|
|
|
def _drot(
|
|
first_vector: Array, second_vector: Array,
|
|
c_coef: float, s_coef: float) -> tuple[Array, Array]:
|
|
return (
|
|
c_coef * first_vector - s_coef * second_vector,
|
|
c_coef * second_vector + s_coef * first_vector)
|
|
n = z.shape[0]
|
|
for k in range(n):
|
|
c, s = _drotg(R[k, k], z[k])
|
|
row_k, z = _drot(R[k, :], z, c, s)
|
|
R = R.at[k, :].set(row_k)
|
|
return R
|
|
|
|
|
|
cholesky_update_p = Primitive('cholesky_update')
|
|
cholesky_update_p.multiple_results = False
|
|
cholesky_update_p.def_abstract_eval(_cholesky_update_abstract_eval)
|
|
cholesky_update_p.def_impl(partial(dispatch.apply_primitive, cholesky_update_p))
|
|
|
|
mlir.register_lowering(
|
|
cholesky_update_p, partial(_cholesky_update_gpu_lowering_rule, "cu"),
|
|
platform='cuda')
|
|
mlir.register_lowering(
|
|
cholesky_update_p,
|
|
mlir.lower_fun(_cholesky_update_jax_fn, multiple_results=False))
|
|
|
|
# symmetric_update
|
|
|
|
def _symmetric_product_abstract_eval(a, c, *, alpha, beta):
|
|
a_dtype = dtypes.canonicalize_dtype(a.dtype)
|
|
c_dtype = dtypes.canonicalize_dtype(c.dtype)
|
|
if not (a_dtype == c_dtype and a_dtype in (np.float32, np.float64)):
|
|
raise NotImplementedError(
|
|
"Symmetric update is only implemented for float32 and float64.")
|
|
if not (a.ndim >= 2 and c.ndim >= 2
|
|
and a.shape[-2] == c.shape[-1]
|
|
and c.shape[-1] == c.shape[-2]):
|
|
raise ValueError(
|
|
"Symmetric update takes (maybe batched) matrices of matching shapes. "
|
|
"Got shapes {}, {} instead".format(a.shape, c.shape))
|
|
return ShapedArray(c.shape, c.dtype)
|
|
|
|
|
|
def _symmetric_product_batching_rule(batched_args, batch_dims, *, alpha, beta):
|
|
a_tensor, c_tensor = batched_args
|
|
a_bd, c_bd = batch_dims
|
|
a_tensor = batching.moveaxis(a_tensor, a_bd, 0)
|
|
c_tensor = batching.moveaxis(c_tensor, c_bd, 0)
|
|
return (
|
|
symmetric_product_p.bind(a_tensor, c_tensor, alpha=alpha, beta=beta), 0)
|
|
|
|
symmetric_product_p = Primitive('symmetric_update')
|
|
symmetric_product_p.multiple_results = False
|
|
symmetric_product_p.def_abstract_eval(_symmetric_product_abstract_eval)
|
|
symmetric_product_p.def_impl(
|
|
partial(dispatch.apply_primitive, symmetric_product_p))
|
|
batching.primitive_batchers[
|
|
symmetric_product_p] = _symmetric_product_batching_rule
|
|
|
|
|
|
def _symmetric_product_gpu_lowering(
|
|
platform, ctx, a_tensor, c_tensor, alpha, beta):
|
|
a_aval, c_aval = ctx.avals_in[:2]
|
|
dtype = a_aval.dtype
|
|
alpha_aval = beta_aval = ShapedArray((), dtype)
|
|
|
|
alpha_array = mlir.full_like_aval(ctx, alpha, alpha_aval)
|
|
beta_array = mlir.full_like_aval(ctx, beta, beta_aval)
|
|
|
|
rule = ffi.ffi_lowering(f"{platform}solver_syrk_ffi",
|
|
operand_output_aliases={1: 0})
|
|
ctx = ctx.replace(avals_in=[a_aval, c_aval, alpha_aval, beta_aval])
|
|
return rule(ctx, a_tensor, c_tensor, alpha_array, beta_array, transpose=False)
|
|
|
|
|
|
def _symmetric_product_jax_fn(a, c, *, alpha, beta):
|
|
a_T = lax.transpose(a, (*range(a.ndim - 2), a.ndim - 1, a.ndim - 2))
|
|
return alpha * lax.batch_matmul(
|
|
a, a_T, precision=lax.Precision.HIGHEST) + beta * c
|
|
|
|
|
|
mlir.register_lowering(
|
|
symmetric_product_p,
|
|
partial(_symmetric_product_gpu_lowering, 'cu'), platform='cuda')
|
|
mlir.register_lowering(
|
|
symmetric_product_p,
|
|
mlir.lower_fun(_symmetric_product_jax_fn, multiple_results=False))
|
|
|
|
# Asymmetric eigendecomposition
|
|
|
|
def eig_impl(operand, *, compute_left_eigenvectors, compute_right_eigenvectors):
|
|
return dispatch.apply_primitive(
|
|
eig_p,
|
|
operand,
|
|
compute_left_eigenvectors=compute_left_eigenvectors,
|
|
compute_right_eigenvectors=compute_right_eigenvectors,
|
|
)
|
|
|
|
def eig_lower(*args, **kw):
|
|
raise NotImplementedError(
|
|
"Nonsymmetric eigendecomposition is only implemented on the CPU backend. "
|
|
"If your matrix is symmetric or Hermitian, you should use eigh instead.")
|
|
|
|
def eig_abstract_eval(operand, *, compute_left_eigenvectors,
|
|
compute_right_eigenvectors):
|
|
if isinstance(operand, ShapedArray):
|
|
if operand.ndim < 2 or operand.shape[-2] != operand.shape[-1]:
|
|
raise ValueError("Argument to nonsymmetric eigendecomposition must have "
|
|
"shape [..., n, n], got shape {}".format(operand.shape))
|
|
|
|
batch_dims = operand.shape[:-2]
|
|
n = operand.shape[-1]
|
|
dtype = np.complex64 if dtypes.finfo(operand.dtype).bits == 32 else np.complex128
|
|
dtype = dtypes.canonicalize_dtype(dtype)
|
|
vl = vr = operand.update(shape=batch_dims + (n, n), dtype=dtype)
|
|
w = operand.update(shape=batch_dims + (n,), dtype=dtype)
|
|
else:
|
|
raise NotImplementedError
|
|
|
|
output = [w]
|
|
if compute_left_eigenvectors:
|
|
output.append(vl)
|
|
if compute_right_eigenvectors:
|
|
output.append(vr)
|
|
|
|
return tuple(output)
|
|
|
|
def _eig_cpu_lowering(ctx, operand, *, compute_left_eigenvectors,
|
|
compute_right_eigenvectors):
|
|
operand_aval, = ctx.avals_in
|
|
out_aval = ctx.avals_out[0]
|
|
batch_dims = operand_aval.shape[:-2]
|
|
op_shape_vals = mlir.eval_dynamic_shape_as_ivals(ctx, operand_aval.shape)
|
|
ctx_args = (ctx,)
|
|
w, vl, vr, info = lapack.geev_hlo(*ctx_args, operand_aval.dtype, operand,
|
|
input_shape_vals=op_shape_vals,
|
|
jobvl=compute_left_eigenvectors,
|
|
jobvr=compute_right_eigenvectors)
|
|
|
|
ok = mlir.compare_hlo(
|
|
info, mlir.full_like_aval(ctx, 0, ShapedArray(batch_dims, np.dtype(np.int32))),
|
|
"EQ", "SIGNED")
|
|
select_w_aval = ShapedArray(batch_dims + (1,), np.dtype(np.bool_))
|
|
w = _broadcasting_select_hlo(
|
|
ctx,
|
|
mlir.broadcast_in_dim(ctx, ok, select_w_aval,
|
|
broadcast_dimensions=range(len(batch_dims))),
|
|
select_w_aval,
|
|
w, out_aval, _nan_like_hlo(ctx, out_aval), out_aval)
|
|
output = [w]
|
|
|
|
if compute_left_eigenvectors:
|
|
aval = ctx.avals_out[len(output)]
|
|
select_vl_aval = ShapedArray(batch_dims + (1, 1), np.dtype(np.bool_))
|
|
vl = _broadcasting_select_hlo(
|
|
ctx,
|
|
mlir.broadcast_in_dim(ctx, ok, select_vl_aval,
|
|
broadcast_dimensions=range(len(batch_dims))),
|
|
select_vl_aval,
|
|
vl, aval, _nan_like_hlo(ctx, aval), aval)
|
|
output.append(vl)
|
|
|
|
if compute_right_eigenvectors:
|
|
aval = ctx.avals_out[len(output)]
|
|
select_vr_aval = ShapedArray(batch_dims + (1, 1), np.dtype(np.bool_))
|
|
vr = _broadcasting_select_hlo(
|
|
ctx,
|
|
mlir.broadcast_in_dim(ctx, ok, select_vr_aval,
|
|
broadcast_dimensions=range(len(batch_dims))),
|
|
select_vr_aval,
|
|
vr, aval, _nan_like_hlo(ctx, aval), aval)
|
|
output.append(vr)
|
|
|
|
return output
|
|
|
|
|
|
def eig_batching_rule(batched_args, batch_dims, *, compute_left_eigenvectors,
|
|
compute_right_eigenvectors):
|
|
x, = batched_args
|
|
bd, = batch_dims
|
|
x = batching.moveaxis(x, bd, 0)
|
|
|
|
return (eig_p.bind(x, compute_left_eigenvectors=compute_left_eigenvectors,
|
|
compute_right_eigenvectors=compute_right_eigenvectors),
|
|
(0,) * (1 + compute_left_eigenvectors + compute_right_eigenvectors))
|
|
|
|
def eig_jvp_rule(primals, tangents, *, compute_left_eigenvectors,
|
|
compute_right_eigenvectors):
|
|
if compute_left_eigenvectors or compute_right_eigenvectors:
|
|
raise NotImplementedError(
|
|
'The derivatives of eigenvectors are not implemented, only '
|
|
'eigenvalues. See '
|
|
'https://github.com/jax-ml/jax/issues/2748 for discussion.')
|
|
# Formula for derivative of eigenvalues w.r.t. a is eqn 4.60 in
|
|
# https://arxiv.org/abs/1701.00392
|
|
a, = primals
|
|
da, = tangents
|
|
l, v = eig(a, compute_left_eigenvectors=False)
|
|
return [l], [(_solve(v, da.astype(v.dtype)) * _T(v)).sum(-1)]
|
|
|
|
eig_p = Primitive('eig')
|
|
eig_p.multiple_results = True
|
|
eig_p.def_impl(eig_impl)
|
|
eig_p.def_abstract_eval(eig_abstract_eval)
|
|
mlir.register_lowering(eig_p, eig_lower)
|
|
mlir.register_lowering(eig_p, _eig_cpu_lowering, platform='cpu')
|
|
batching.primitive_batchers[eig_p] = eig_batching_rule
|
|
ad.primitive_jvps[eig_p] = eig_jvp_rule
|
|
|
|
|
|
# Symmetric/Hermitian eigendecomposition
|
|
|
|
|
|
def eigh_jacobi(x: ArrayLike, *, lower: bool = True,
|
|
sort_eigenvalues: bool = True) -> tuple[Array, Array]:
|
|
"""Helper Jacobi eigendecomposition implemented by XLA.
|
|
|
|
Used as a subroutine of QDWH-eig on TPU."""
|
|
w, v = eigh_jacobi_p.bind(x, lower=lower, sort_eigenvalues=sort_eigenvalues)
|
|
return w, v
|
|
|
|
def _eigh_jacobi_impl(operand, *, lower, sort_eigenvalues):
|
|
w, v = dispatch.apply_primitive(eigh_jacobi_p, operand, lower=lower,
|
|
sort_eigenvalues=sort_eigenvalues)
|
|
return w, v
|
|
|
|
def _eigh_jacobi_abstract_eval(operand, *, lower, sort_eigenvalues):
|
|
if isinstance(operand, ShapedArray):
|
|
if operand.ndim < 2 or operand.shape[-2] != operand.shape[-1]:
|
|
raise ValueError(
|
|
"Argument to symmetric eigendecomposition must have shape [..., n, n],"
|
|
"got shape {}".format(operand.shape))
|
|
|
|
batch_dims = operand.shape[:-2]
|
|
n = operand.shape[-1]
|
|
w = operand.update(shape=batch_dims + (n,),
|
|
dtype=lax_internal._complex_basetype(operand.dtype))
|
|
v = operand.update(shape=batch_dims + (n, n))
|
|
else:
|
|
w, v = operand, operand
|
|
return w, v
|
|
|
|
|
|
def _eigh_jacobi_lowering_rule(ctx, operand, lower, sort_eigenvalues):
|
|
operand_aval, = ctx.avals_in
|
|
if operand_aval.shape[-1] == 0:
|
|
reshape_aval = operand_aval.update(shape=operand_aval.shape[:-1])
|
|
return [
|
|
hlo.real(mlir.reshape(ctx, operand, reshape_aval)),
|
|
operand,
|
|
]
|
|
|
|
eigvals_type = mlir.aval_to_ir_type(ctx.avals_out[0])
|
|
eigvecs_type = mlir.aval_to_ir_type(ctx.avals_out[1])
|
|
result_types = [eigvecs_type, eigvals_type]
|
|
|
|
backend_config = f"{int(lower)},{int(sort_eigenvalues)},100,1e-6"
|
|
|
|
if any(not is_constant_shape(aval_out.shape)
|
|
for aval_out in ctx.avals_out):
|
|
result_shapes = [
|
|
mlir.eval_dynamic_shape_as_tensor(ctx, aval_out.shape)
|
|
# The custom call returns the results swapped
|
|
for aval_out in list(reversed(ctx.avals_out))
|
|
]
|
|
else:
|
|
result_shapes = None
|
|
op = mlir.custom_call(
|
|
"Eigh",
|
|
result_types=result_types,
|
|
operands=[operand],
|
|
backend_config=backend_config,
|
|
api_version=1,
|
|
result_shapes=result_shapes,
|
|
)
|
|
return op.results[1], op.results[0]
|
|
|
|
eigh_jacobi_p = Primitive('eigh_jacobi')
|
|
eigh_jacobi_p.multiple_results = True
|
|
eigh_jacobi_p.def_impl(_eigh_jacobi_impl)
|
|
eigh_jacobi_p.def_abstract_eval(_eigh_jacobi_abstract_eval)
|
|
mlir.register_lowering(eigh_jacobi_p, _eigh_jacobi_lowering_rule)
|
|
|
|
|
|
def _eigh_impl(operand, *, lower, sort_eigenvalues, subset_by_index):
|
|
v, w = dispatch.apply_primitive(
|
|
eigh_p,
|
|
operand,
|
|
lower=lower,
|
|
sort_eigenvalues=sort_eigenvalues,
|
|
subset_by_index=subset_by_index,
|
|
)
|
|
return v, w
|
|
|
|
|
|
def _eigh_abstract_eval(operand, *, lower, sort_eigenvalues, subset_by_index):
|
|
if isinstance(operand, ShapedArray):
|
|
if operand.ndim < 2 or operand.shape[-2] != operand.shape[-1]:
|
|
raise ValueError(
|
|
"Argument to symmetric eigendecomposition must have shape [..., n, n],"
|
|
"got shape {}".format(operand.shape))
|
|
|
|
batch_dims = operand.shape[:-2]
|
|
n = operand.shape[-1]
|
|
d = (
|
|
n
|
|
if subset_by_index is None
|
|
else subset_by_index[1] - subset_by_index[0]
|
|
)
|
|
v = operand.update(shape=batch_dims + (n, d))
|
|
w = operand.update(
|
|
shape=batch_dims + (d,),
|
|
dtype=lax_internal._complex_basetype(operand.dtype),
|
|
)
|
|
else:
|
|
v, w = operand, operand
|
|
return v, w
|
|
|
|
|
|
def _eigh_cpu_gpu_lowering(
|
|
syevd_impl, ctx, operand, *, lower, sort_eigenvalues, subset_by_index,
|
|
platform=None
|
|
):
|
|
del sort_eigenvalues # The CPU/GPU implementations always sort.
|
|
operand_aval, = ctx.avals_in
|
|
v_aval, w_aval = ctx.avals_out
|
|
n = operand_aval.shape[-1]
|
|
batch_dims = operand_aval.shape[:-2]
|
|
|
|
# The eigh implementation on CPU and GPU uses lapack helper routines to
|
|
# find the size of the workspace based on the non-batch dimensions.
|
|
# Therefore, we cannot yet support dynamic non-batch dimensions.
|
|
if not is_constant_shape(operand_aval.shape[-2:]):
|
|
raise NotImplementedError(
|
|
"Shape polymorphism for native lowering for eigh is implemented "
|
|
f"only for the batch dimensions: {operand_aval.shape}")
|
|
|
|
if not (subset_by_index is None or subset_by_index == (0, n)):
|
|
raise NotImplementedError("subset_by_index not implemented for CPU and GPU")
|
|
|
|
op_shape_vals = mlir.eval_dynamic_shape_as_ivals(ctx, operand_aval.shape)
|
|
cpu_args = []
|
|
if platform == "cpu":
|
|
ctx_args = (ctx,)
|
|
cpu_args.extend(ctx_args)
|
|
v, w, info = syevd_impl(*cpu_args, operand_aval.dtype, operand,
|
|
a_shape_vals=op_shape_vals, lower=lower)
|
|
|
|
zeros = mlir.full_like_aval(ctx, 0, ShapedArray(batch_dims, np.dtype(np.int32)))
|
|
ok = mlir.compare_hlo(info, zeros, "EQ", "SIGNED")
|
|
select_v_aval = ShapedArray(batch_dims + (1, 1), np.dtype(np.bool_))
|
|
v = _broadcasting_select_hlo(
|
|
ctx,
|
|
mlir.broadcast_in_dim(ctx, ok, select_v_aval,
|
|
broadcast_dimensions=range(len(batch_dims))),
|
|
select_v_aval,
|
|
v, v_aval, _nan_like_hlo(ctx, v_aval), v_aval)
|
|
select_w_aval = ShapedArray(batch_dims + (1,), np.dtype(np.bool_))
|
|
w = _broadcasting_select_hlo(
|
|
ctx,
|
|
mlir.broadcast_in_dim(ctx, ok, select_w_aval,
|
|
broadcast_dimensions=range(len(batch_dims))),
|
|
select_w_aval,
|
|
w, w_aval, _nan_like_hlo(ctx, w_aval), w_aval)
|
|
return [v, w]
|
|
|
|
|
|
def _eigh_tpu_impl(x, *, lower, sort_eigenvalues, subset_by_index):
|
|
*_, m, n = x.shape
|
|
assert m == n, (m, n)
|
|
|
|
termination_size = 256
|
|
if not is_constant_dim(m):
|
|
# TODO: maybe we can relax the check below for shape polymorphism?
|
|
raise NotImplementedError(
|
|
"Shape polymorphism for native lowering for eigh is implemented "
|
|
f"only for the batch dimensions: {x.shape}")
|
|
if m <= termination_size and (
|
|
subset_by_index is None or subset_by_index == (0, n)
|
|
):
|
|
eig_vals, eig_vecs = eigh_jacobi(x, lower=lower,
|
|
sort_eigenvalues=sort_eigenvalues)
|
|
return eig_vecs, eig_vals
|
|
|
|
def eigh_qdwh(x):
|
|
if len(x.shape) > 2:
|
|
return control_flow.map(eigh_qdwh, x)
|
|
|
|
# We should only look at elements from the lower/upper triangle. Reflects
|
|
# that triangle into the other triangle to form a Hermitian matrix.
|
|
if lower:
|
|
mask = lax_internal._tri(bool, (n, n), 0)
|
|
else:
|
|
mask = lax.bitwise_not(lax_internal._tri(bool, (n, n), -1))
|
|
if dtypes.issubdtype(x.dtype, np.complexfloating):
|
|
re = lax.select(mask, lax.real(x), _T(lax.real(x)))
|
|
if lower:
|
|
im_mask = lax_internal._tri(bool, (n, n), -1)
|
|
else:
|
|
im_mask = lax.bitwise_not(lax_internal._tri(bool, (n, n), 0))
|
|
im = lax.imag(x)
|
|
im = lax.select(im_mask, im, lax.full_like(im, 0))
|
|
im = lax.select(mask, im, -_T(im))
|
|
x = lax.complex(re, im)
|
|
else:
|
|
x = lax.select(mask, x, _T(x))
|
|
|
|
return lax_eigh.eigh(
|
|
x,
|
|
sort_eigenvalues=sort_eigenvalues,
|
|
termination_size=termination_size,
|
|
subset_by_index=subset_by_index,
|
|
)
|
|
|
|
eig_vals, eig_vecs = eigh_qdwh(x)
|
|
return eig_vecs, eig_vals
|
|
|
|
|
|
def _eigh_jvp_rule(
|
|
primals, tangents, *, lower, sort_eigenvalues, subset_by_index
|
|
):
|
|
(a,) = primals
|
|
n = a.shape[-1]
|
|
if not (subset_by_index is None or subset_by_index == (0, n)):
|
|
raise NotImplementedError(
|
|
"Derivatives not defined for partial eigen decomposition."
|
|
)
|
|
# Derivative for eigh in the simplest case of distinct eigenvalues.
|
|
# This is classic nondegenerate perurbation theory, but also see
|
|
# https://people.maths.ox.ac.uk/gilesm/files/NA-08-01.pdf
|
|
# The general solution treating the case of degenerate eigenvalues is
|
|
# considerably more complicated. Ambitious readers may refer to the general
|
|
# methods below or refer to degenerate perturbation theory in physics.
|
|
# https://www.win.tue.nl/analysis/reports/rana06-33.pdf and
|
|
# https://people.orie.cornell.edu/aslewis/publications/99-clarke.pdf
|
|
a_dot, = tangents
|
|
|
|
v, w_real = eigh_p.bind(
|
|
symmetrize(a),
|
|
lower=lower,
|
|
sort_eigenvalues=sort_eigenvalues,
|
|
subset_by_index=subset_by_index,
|
|
)
|
|
|
|
# for complex numbers we need eigenvalues to be full dtype of v, a:
|
|
w = w_real.astype(a.dtype)
|
|
eye_n = lax_internal._eye(a.dtype, (n, n))
|
|
# carefully build reciprocal delta-eigenvalue matrix, avoiding NaNs.
|
|
Fmat = lax.integer_pow(eye_n + w[..., np.newaxis, :] - w[..., np.newaxis], -1) - eye_n
|
|
# eigh impl doesn't support batch dims, but future-proof the grad.
|
|
dot = partial(lax.dot if a.ndim == 2 else lax.batch_matmul,
|
|
precision=lax.Precision.HIGHEST)
|
|
vdag_adot_v = dot(dot(_H(v), a_dot), v)
|
|
dv = dot(v, Fmat * vdag_adot_v)
|
|
dw = _extract_diagonal(vdag_adot_v.real)
|
|
return (v, w_real), (dv, dw)
|
|
|
|
|
|
def _eigh_batching_rule(
|
|
batched_args, batch_dims, *, lower, sort_eigenvalues, subset_by_index
|
|
):
|
|
x, = batched_args
|
|
bd, = batch_dims
|
|
x = batching.moveaxis(x, bd, 0)
|
|
return eigh_p.bind(
|
|
x,
|
|
lower=lower,
|
|
sort_eigenvalues=sort_eigenvalues,
|
|
subset_by_index=subset_by_index,
|
|
), (0, 0)
|
|
|
|
|
|
eigh_p = Primitive('eigh')
|
|
eigh_p.multiple_results = True
|
|
eigh_p.def_impl(_eigh_impl)
|
|
eigh_p.def_abstract_eval(_eigh_abstract_eval)
|
|
ad.primitive_jvps[eigh_p] = _eigh_jvp_rule
|
|
batching.primitive_batchers[eigh_p] = _eigh_batching_rule
|
|
|
|
mlir.register_lowering(
|
|
eigh_p, partial(_eigh_cpu_gpu_lowering, lapack.syevd_hlo, platform='cpu'),
|
|
platform='cpu')
|
|
|
|
if gpu_solver is not None:
|
|
mlir.register_lowering(
|
|
eigh_p, partial(_eigh_cpu_gpu_lowering, gpu_solver.cuda_syevd,
|
|
platform='cuda'),
|
|
platform='cuda')
|
|
mlir.register_lowering(
|
|
eigh_p, partial(_eigh_cpu_gpu_lowering, gpu_solver.rocm_syevd,
|
|
platform='rocm'),
|
|
platform='rocm')
|
|
|
|
mlir.register_lowering(
|
|
eigh_p, mlir.lower_fun(_eigh_tpu_impl, multiple_results=True),
|
|
platform='tpu')
|
|
|
|
|
|
_triangular_solve_dtype_rule = partial(
|
|
naryop_dtype_rule, _input_dtype, (_float | _complex, _float | _complex),
|
|
'triangular_solve')
|
|
|
|
def _triangular_solve_shape_rule(a, b, *, left_side=False, **unused_kwargs):
|
|
if a.ndim < 2:
|
|
msg = "triangular_solve requires a.ndim to be at least 2, got {}."
|
|
raise TypeError(msg.format(a.ndim))
|
|
if b.ndim < 2:
|
|
msg = "triangular_solve requires b.ndim to be at least 2, got {}."
|
|
raise TypeError(msg.format(b.ndim))
|
|
if a.shape[-1] != a.shape[-2]:
|
|
msg = ("triangular_solve requires the last two dimensions of a to be equal "
|
|
"in size, got a.shape of {}.")
|
|
raise TypeError(msg.format(a.shape))
|
|
if a.shape[:-2] != b.shape[:-2]:
|
|
msg = ("triangular_solve requires both arguments to have the same number "
|
|
"of dimensions and equal batch dimensions, got {} and {}.")
|
|
raise TypeError(msg.format(a.shape, b.shape))
|
|
common_dim = -2 if left_side else -1
|
|
if a.shape[-1] != b.shape[common_dim]:
|
|
msg = "Incompatible shapes for arguments to triangular_solve: {} and {}."
|
|
raise TypeError(msg.format(a.shape, b.shape))
|
|
return b.shape
|
|
|
|
def _triangular_solve_jvp_rule_a(
|
|
g_a, ans, a, b, *, left_side, lower, transpose_a, conjugate_a,
|
|
unit_diagonal):
|
|
m, n = b.shape[-2:]
|
|
k = 1 if unit_diagonal else 0
|
|
g_a = _tril(g_a, k=-k) if lower else _triu(g_a, k=k)
|
|
g_a = lax.neg(g_a)
|
|
g_a = _T(g_a) if transpose_a else g_a
|
|
g_a = g_a.conj() if conjugate_a else g_a
|
|
dot = partial(lax.dot if g_a.ndim == 2 else lax.batch_matmul,
|
|
precision=lax.Precision.HIGHEST)
|
|
|
|
def a_inverse(rhs):
|
|
return triangular_solve(a, rhs, left_side=left_side, lower=lower,
|
|
transpose_a=transpose_a, conjugate_a=conjugate_a,
|
|
unit_diagonal=unit_diagonal)
|
|
|
|
# triangular_solve is about the same cost as matrix multplication (~n^2 FLOPs
|
|
# for matrix/vector inputs). Order these operations in whichever order is
|
|
# cheaper.
|
|
if left_side:
|
|
assert g_a.shape[-2:] == a.shape[-2:] == (m, m) and ans.shape[-2:] == (m, n)
|
|
if m > n:
|
|
return a_inverse(dot(g_a, ans)) # A^{-1} (∂A X)
|
|
else:
|
|
return dot(a_inverse(g_a), ans) # (A^{-1} ∂A) X
|
|
else:
|
|
assert g_a.shape[-2:] == a.shape[-2:] == (n, n) and ans.shape[-2:] == (m, n)
|
|
if m < n:
|
|
return a_inverse(dot(ans, g_a)) # (X ∂A) A^{-1}
|
|
else:
|
|
return dot(ans, a_inverse(g_a)) # X (∂A A^{-1})
|
|
|
|
def _triangular_solve_transpose_rule(
|
|
cotangent, a, b, *, left_side, lower, transpose_a, conjugate_a,
|
|
unit_diagonal):
|
|
# Triangular solve is nonlinear in its first argument and linear in its second
|
|
# argument, analogous to `div` but swapped.
|
|
assert not ad.is_undefined_primal(a) and ad.is_undefined_primal(b)
|
|
if type(cotangent) is ad_util.Zero:
|
|
cotangent_b = ad_util.Zero(b.aval)
|
|
else:
|
|
cotangent_b = triangular_solve(a, cotangent, left_side=left_side,
|
|
lower=lower, transpose_a=not transpose_a,
|
|
conjugate_a=conjugate_a,
|
|
unit_diagonal=unit_diagonal)
|
|
return [None, cotangent_b]
|
|
|
|
|
|
def _triangular_solve_batching_rule(batched_args, batch_dims, *, left_side,
|
|
lower, transpose_a, conjugate_a,
|
|
unit_diagonal):
|
|
x, y = batched_args
|
|
bx, by = batch_dims
|
|
if bx is batching.not_mapped:
|
|
if left_side:
|
|
y = batching.moveaxis(y, by, -1)
|
|
y_flat = y.reshape(y.shape[:-2] + (y.shape[-2] * y.shape[-1],))
|
|
bdim_out = y.ndim - 1
|
|
else:
|
|
y = batching.moveaxis(y, by, -2)
|
|
y_flat = y.reshape(y.shape[:-3] + (y.shape[-3] * y.shape[-2], y.shape[-1]))
|
|
bdim_out = y.ndim - 2
|
|
out_flat = triangular_solve(
|
|
x, y_flat, left_side=left_side, lower=lower,
|
|
transpose_a=transpose_a, conjugate_a=conjugate_a,
|
|
unit_diagonal=unit_diagonal)
|
|
return out_flat.reshape(y.shape), bdim_out
|
|
else:
|
|
size = next(t.shape[i] for t, i in zip(batched_args, batch_dims)
|
|
if i is not None)
|
|
x = batching.bdim_at_front(x, bx, size)
|
|
y = batching.bdim_at_front(y, by, size)
|
|
return triangular_solve(x, y, left_side=left_side, lower=lower,
|
|
transpose_a=transpose_a, conjugate_a=conjugate_a,
|
|
unit_diagonal=unit_diagonal), 0
|
|
|
|
triangular_solve_p = standard_primitive(
|
|
_triangular_solve_shape_rule, _triangular_solve_dtype_rule,
|
|
'triangular_solve')
|
|
ad.defjvp2(triangular_solve_p,
|
|
_triangular_solve_jvp_rule_a,
|
|
lambda g_b, _, a, b, **kws: triangular_solve(a, g_b, **kws))
|
|
ad.primitive_transposes[triangular_solve_p] = _triangular_solve_transpose_rule
|
|
batching.primitive_batchers[triangular_solve_p] = _triangular_solve_batching_rule
|
|
|
|
|
|
def _triangular_solve_lowering(
|
|
ctx, a, b, *, left_side, lower, transpose_a, conjugate_a, unit_diagonal):
|
|
out_aval, = ctx.avals_out
|
|
if conjugate_a and not transpose_a:
|
|
a = chlo.ConjOp(a)
|
|
conjugate_a = False
|
|
if not transpose_a:
|
|
transpose = "NO_TRANSPOSE"
|
|
else:
|
|
transpose = "ADJOINT" if conjugate_a else "TRANSPOSE"
|
|
return [hlo.triangular_solve(
|
|
a, b, ir.BoolAttr.get(left_side),
|
|
ir.BoolAttr.get(lower), ir.BoolAttr.get(unit_diagonal),
|
|
hlo.TransposeAttr.get(transpose))]
|
|
|
|
mlir.register_lowering(triangular_solve_p, _triangular_solve_lowering)
|
|
|
|
def _triangular_solve_cpu_lower(
|
|
ctx, a, b, *, left_side, lower, transpose_a,
|
|
conjugate_a, unit_diagonal):
|
|
a_aval, b_aval = ctx.avals_in
|
|
|
|
if conjugate_a and not transpose_a:
|
|
a = chlo.conj(a)
|
|
conjugate_a = False
|
|
if len(a_aval.shape) == 2 and np.dtype(a_aval.dtype) in _cpu_lapack_types:
|
|
alpha = mlir.ir_constant(np.array(1, dtype=a_aval.dtype))
|
|
b_shape_vals = mlir.eval_dynamic_shape_as_ivals(ctx, b_aval.shape)
|
|
return lapack.trsm_hlo(
|
|
a_aval.dtype, alpha,
|
|
a, b, left_side, lower, transpose_a, conjugate_a, unit_diagonal,
|
|
b_shape_vals=b_shape_vals)
|
|
else:
|
|
# Fall back to the HLO implementation for unsupported types or batching.
|
|
# TODO: Consider swapping XLA for LAPACK in batched case
|
|
if transpose_a:
|
|
transpose = "ADJOINT" if conjugate_a else "TRANSPOSE"
|
|
else:
|
|
transpose = "NO_TRANSPOSE"
|
|
return [hlo.triangular_solve(a, b, ir.BoolAttr.get(left_side),
|
|
ir.BoolAttr.get(lower),
|
|
ir.BoolAttr.get(unit_diagonal),
|
|
hlo.TransposeAttr.get(transpose))]
|
|
|
|
mlir.register_lowering(triangular_solve_p, _triangular_solve_cpu_lower,
|
|
platform='cpu')
|
|
|
|
|
|
# Support operation for LU decomposition: Transformation of the pivots returned
|
|
# by LU decomposition into permutations.
|
|
|
|
# Define this outside lu_pivots_to_permutation to ensure fori_loop cache hits
|
|
def _lu_pivots_body_fn(i, permutation_and_swaps):
|
|
permutation, swaps = permutation_and_swaps
|
|
batch_dims = swaps.shape[:-1]
|
|
j = swaps[..., i]
|
|
iotas = _broadcasted_iotas(*batch_dims)
|
|
x = permutation[..., i]
|
|
y = permutation[(*iotas, j)]
|
|
permutation = permutation.at[..., i].set(y)
|
|
return permutation.at[(*iotas, j)].set(x), swaps
|
|
|
|
|
|
def _generic_lu_pivots_to_permutation(swaps, permutation_size):
|
|
"""Converts the pivots (row swaps) returned by LU to a permutation.
|
|
|
|
We build a permutation rather than applying `swaps` directly to the rows
|
|
of a matrix because lax loops aren't differentiable.
|
|
|
|
Args:
|
|
swaps: an array of shape (..., k) of row swaps to perform
|
|
permutation_size: the size of the output permutation. Should be >= k.
|
|
Returns:
|
|
An int32 array of shape (..., m).
|
|
"""
|
|
assert len(swaps.shape) >= 1
|
|
batch_dims = swaps.shape[:-1]
|
|
k = swaps.shape[-1]
|
|
m = permutation_size
|
|
|
|
permutation = lax.broadcasted_iota(np.int32, batch_dims + (m,),
|
|
len(batch_dims))
|
|
if m == 0 or k == 0:
|
|
return permutation
|
|
upper = np.array(k, np.int32) if is_constant_dim(k) else k
|
|
result, _ = lax.fori_loop(np.array(0, np.int32), upper, _lu_pivots_body_fn,
|
|
(permutation, swaps))
|
|
return result
|
|
|
|
|
|
def _lu_pivots_to_permutation_abstract_eval(pivots, *, permutation_size):
|
|
pivots = raise_to_shaped(pivots)
|
|
if isinstance(pivots, ShapedArray):
|
|
if pivots.ndim < 1 or pivots.dtype != np.dtype(np.int32):
|
|
raise ValueError(
|
|
'Argument to lu_pivots_to_permutation must have rank >= 1 and dtype '
|
|
'int32. Got shape={} and dtype={}'.format(pivots.shape, pivots.dtype))
|
|
pivots_size = pivots.shape[-1]
|
|
if not permutation_size >= pivots_size:
|
|
raise ValueError(
|
|
'Output permutation size {} has to exceed the trailing dimension of '
|
|
'the pivots. Got pivots size {}'.format(permutation_size, pivots_size))
|
|
return pivots.update(shape=(*pivots.shape[:-1], permutation_size))
|
|
else:
|
|
return pivots
|
|
|
|
|
|
def _lu_pivots_to_permutation_batching_rule(batched_args, batch_dims, *,
|
|
permutation_size):
|
|
x, = batched_args
|
|
bd, = batch_dims
|
|
x = batching.moveaxis(x, bd, 0)
|
|
return lu_pivots_to_permutation_p.bind(
|
|
x, permutation_size=permutation_size), 0
|
|
|
|
def _lu_pivots_to_permutation_gpu_lowering(platform, ctx, pivots, *,
|
|
permutation_size):
|
|
rule = ffi.ffi_lowering(f"{platform}_lu_pivots_to_permutation")
|
|
# TODO(b/358275922): remove unused once jaxlib v0.4.32 is the minimum version.
|
|
if ctx.is_forward_compat() or jaxlib_version < (0, 4, 32):
|
|
kwargs = dict(permutation_size=np.int32(permutation_size))
|
|
else:
|
|
kwargs = {}
|
|
return rule(ctx, pivots, **kwargs)
|
|
|
|
|
|
lu_pivots_to_permutation_p = Primitive('lu_pivots_to_permutation')
|
|
lu_pivots_to_permutation_p.multiple_results = False
|
|
lu_pivots_to_permutation_p.def_impl(
|
|
partial(dispatch.apply_primitive, lu_pivots_to_permutation_p))
|
|
lu_pivots_to_permutation_p.def_abstract_eval(
|
|
_lu_pivots_to_permutation_abstract_eval)
|
|
batching.primitive_batchers[lu_pivots_to_permutation_p] = (
|
|
_lu_pivots_to_permutation_batching_rule)
|
|
mlir.register_lowering(
|
|
lu_pivots_to_permutation_p,
|
|
mlir.lower_fun(_generic_lu_pivots_to_permutation, multiple_results=False))
|
|
mlir.register_lowering(
|
|
lu_pivots_to_permutation_p,
|
|
partial(_lu_pivots_to_permutation_gpu_lowering, "cu"),
|
|
platform='cuda')
|
|
mlir.register_lowering(
|
|
lu_pivots_to_permutation_p,
|
|
partial(_lu_pivots_to_permutation_gpu_lowering, "hip"),
|
|
platform='rocm')
|
|
|
|
# LU decomposition
|
|
|
|
# Computes a pivoted LU decomposition such that
|
|
# PA = LU
|
|
# In the style of LAPACK, LU are stored in the same matrix.
|
|
|
|
def _lu_unblocked(a):
|
|
"""Unblocked LU decomposition, as a rolled loop."""
|
|
m, n = a.shape
|
|
def body(k, state):
|
|
pivot, perm, a = state
|
|
m_idx = lax.iota('int32', m)
|
|
n_idx = lax.iota('int32', n)
|
|
|
|
if dtypes.issubdtype(a.dtype, np.complexfloating):
|
|
t = a[:, k]
|
|
magnitude = abs(t.real) + abs(t.imag)
|
|
else:
|
|
magnitude = abs(a[:, k])
|
|
i = lax.argmax(lax.select(m_idx >= k, magnitude, lax.full_like(magnitude, -np.inf)),
|
|
axis=0, index_dtype=pivot.dtype)
|
|
pivot = pivot.at[k].set(i)
|
|
a = a.at[[k, i],].set(a[[i, k],])
|
|
perm = perm.at[[i, k],].set(perm[[k, i],])
|
|
|
|
# a[k+1:, k] /= a[k, k], adapted for loop-invariant shapes
|
|
x = a[k, k]
|
|
a = a.at[:, k].set(lax.select((m_idx > k) & (x != 0), a[:, k] / x, a[:, k]))
|
|
|
|
# a[k+1:, k+1:] -= jnp.outer(a[k+1:, k], a[k, k+1:])
|
|
a_outer = a[:, k, None] * a[k, None]
|
|
a = a - lax.select((m_idx[:, None] > k) & (n_idx[None, :] > k),
|
|
a_outer, lax_internal._zeros(a_outer))
|
|
return pivot, perm, a
|
|
|
|
pivot = lax.full((min(m, n),), 0, dtype=np.int32)
|
|
perm = lax.iota('int32', m)
|
|
if m == 0 and n == 0:
|
|
# If the array is empty, the loop body never executes but tracing it to a
|
|
# jaxpr fails because the indexing cannot succeed.
|
|
return (pivot, perm, a)
|
|
return lax.fori_loop(0, min(m, n), body, (pivot, perm, a))
|
|
|
|
|
|
def _lu_blocked(a, block_size=128):
|
|
"""Blocked LU decomposition, as an unrolled loop."""
|
|
m, n = a.shape
|
|
r = min(m, n)
|
|
pivot = lax.full((r,), 0, dtype=np.int32)
|
|
perm = lax.iota('int32', m)
|
|
for k in range(0, r, block_size):
|
|
b = min(r - k, block_size)
|
|
block_pivot, block_perm, lu_block = _lu_unblocked(a[k:, k:k+b])
|
|
|
|
pivot = pivot.at[k:k+b].set(block_pivot + k)
|
|
perm = perm.at[k:].set(perm[block_perm + k])
|
|
a = a.at[k:, :].set(a[block_perm + k, :])
|
|
a = a.at[k:, k:k+b].set(lu_block)
|
|
|
|
if k + b < n:
|
|
a = a.at[k:k+b, k+b:].set(
|
|
triangular_solve(a[k:k+b, k:k+b], a[k:k+b, k+b:], left_side=True,
|
|
lower=True, unit_diagonal=True))
|
|
a = a.at[k+b:, k+b:].add(-lax.dot(a[k+b:, k:k+b], a[k:k+b, k+b:],
|
|
precision=lax.Precision.HIGHEST))
|
|
return a, pivot, perm
|
|
|
|
def _lu_python(x):
|
|
"""Default LU decomposition in Python, where no better version exists."""
|
|
batch_dims = x.shape[:-2]
|
|
fn = _lu_blocked
|
|
for _ in range(len(batch_dims)):
|
|
fn = api.vmap(fn)
|
|
|
|
return fn(x)
|
|
|
|
def _lu_impl(operand):
|
|
lu, pivot, perm = dispatch.apply_primitive(lu_p, operand)
|
|
return lu, pivot, perm
|
|
|
|
def _lu_abstract_eval(operand):
|
|
operand = raise_to_shaped(operand)
|
|
if isinstance(operand, ShapedArray):
|
|
if operand.ndim < 2:
|
|
raise ValueError("Argument to LU decomposition must have ndims >= 2")
|
|
|
|
batch_dims = operand.shape[:-2]
|
|
m = operand.shape[-2]
|
|
n = operand.shape[-1]
|
|
pivot = operand.update(shape=batch_dims + (core.min_dim(m, n),),
|
|
dtype=np.int32)
|
|
perm = operand.update(shape=batch_dims + (m,), dtype=np.int32)
|
|
else:
|
|
pivot = operand
|
|
perm = operand
|
|
return operand, pivot, perm
|
|
|
|
def _lu_jvp_rule(primals, tangents):
|
|
a, = primals
|
|
a_dot, = tangents
|
|
lu, pivots, permutation = lu_p.bind(a)
|
|
|
|
a_shape = np.shape(a)
|
|
m, n = a_shape[-2:]
|
|
dtype = lax.dtype(a)
|
|
k = min(m, n)
|
|
|
|
batch_dims = a_shape[:-2]
|
|
iotas = _broadcasted_iotas(*batch_dims, 1)
|
|
x = a_dot[(*iotas[:-1], permutation, slice(None))]
|
|
|
|
# Differentiation of Matrix Functionals Using Triangular Factorization
|
|
# F. R. De Hoog, R. S. Anderssen, and M. A. Lukas
|
|
#
|
|
# LU = A
|
|
# ==> L'U + LU' = A'
|
|
# ==> inv(L) . L' + U' . inv(U) = inv(L) A' inv(U)
|
|
# ==> L' = L . tril(inv(L) . A' . inv(U), -1)
|
|
# U' = triu(inv(L) . A' . inv(U)) . U
|
|
|
|
ndims = len(a_shape)
|
|
l_padding = [(0, 0, 0)] * ndims
|
|
l_padding[-1] = (0, m - k, 0)
|
|
zero = lax_internal._const(lu, 0)
|
|
l = lax.pad(_tril(lu[..., :, :k], -1), zero, l_padding)
|
|
l = l + lax.expand_dims(lax_internal._eye(dtype, (m, m)), range(l.ndim - 2))
|
|
u_eye = lax.pad(lax_internal._eye(dtype, (n - k, n - k)), zero,
|
|
((k, 0, 0), (k, 0, 0)))
|
|
u_padding = [(0, 0, 0)] * ndims
|
|
u_padding[-2] = (0, n - k, 0)
|
|
u = (lax.pad(_triu(lu[..., :k, :]), zero, u_padding) +
|
|
lax.expand_dims(u_eye, range(lu.ndim - 2)))
|
|
|
|
la = triangular_solve(l, x, left_side=True, transpose_a=False, lower=True,
|
|
unit_diagonal=True)
|
|
lau = triangular_solve(u, la, left_side=False, transpose_a=False,
|
|
lower=False)
|
|
|
|
with config.default_matmul_precision("highest"):
|
|
l_dot = l @ _tril(lau, -1)
|
|
u_dot = _triu(lau) @ u
|
|
lu_dot = l_dot + u_dot
|
|
return (lu, pivots, permutation), (lu_dot, ad_util.Zero.from_primal_value(pivots),
|
|
ad_util.Zero.from_primal_value(permutation))
|
|
|
|
|
|
def _lu_batching_rule(batched_args, batch_dims):
|
|
x, = batched_args
|
|
bd, = batch_dims
|
|
x = batching.moveaxis(x, bd, 0)
|
|
return lu_p.bind(x), (0, 0, 0)
|
|
|
|
def _lu_cpu_gpu_lowering(getrf_impl, ctx, operand, *, platform: str,
|
|
target_name_prefix: str):
|
|
operand_aval, = ctx.avals_in
|
|
out_aval, pivot_aval, perm_aval = ctx.avals_out
|
|
batch_dims = operand_aval.shape[:-2]
|
|
info_aval = ShapedArray(batch_dims, np.dtype(np.int32))
|
|
m = operand_aval.shape[-2]
|
|
|
|
# TODO(b/357034884): Remove version gate on the forward compat flag after the
|
|
# 3 week compatibility window.
|
|
if ctx.is_forward_compat():
|
|
if not is_constant_shape(operand_aval.shape[-2:]):
|
|
raise NotImplementedError(
|
|
"Shape polymorphism for native lowering for lu on CPU and GPU is "
|
|
f"implemented only for the batch dimensions: {operand_aval.shape}")
|
|
if platform in ["cuda", "rocm"]:
|
|
if not is_constant_shape(operand_aval.shape):
|
|
raise NotImplementedError(
|
|
"Shape polymorphism for native serialization for lu on GPU is not "
|
|
f"implemented; b/261671778; {operand_aval.shape}")
|
|
lu, pivot, info = getrf_impl(operand_aval.dtype, operand)
|
|
else:
|
|
op_shape_vals = mlir.eval_dynamic_shape_as_ivals(ctx, operand_aval.shape)
|
|
lu, pivot, info = getrf_impl(
|
|
operand_aval.dtype, operand, a_shape_vals=op_shape_vals)
|
|
else:
|
|
if target_name_prefix == "cpu":
|
|
target_name = lapack.prepare_lapack_call("getrf_ffi", operand_aval.dtype)
|
|
else:
|
|
target_name = f"{target_name_prefix}solver_getrf_ffi"
|
|
# We manually construct the layouts because the input and output are
|
|
# expected to be in Fortran order.
|
|
nb = len(batch_dims)
|
|
layout = (nb, nb + 1) + tuple(range(nb - 1, -1, -1))
|
|
result_layouts = [layout, tuple(range(nb, -1, -1)),
|
|
tuple(range(nb - 1, -1, -1))]
|
|
rule = ffi.ffi_lowering(target_name, operand_layouts=[layout],
|
|
result_layouts=result_layouts,
|
|
operand_output_aliases={0: 0})
|
|
sub_ctx = ctx.replace(avals_out=[out_aval, pivot_aval, info_aval])
|
|
lu, pivot, info = rule(sub_ctx, operand)
|
|
|
|
# Subtract 1 from the pivot to get 0-based indices.
|
|
pivot = hlo.subtract(pivot, mlir.full_like_aval(ctx, 1, pivot_aval))
|
|
ok = mlir.compare_hlo(info, mlir.full_like_aval(ctx, 0, info_aval),
|
|
"GE", "SIGNED")
|
|
select_lu_aval = ShapedArray(batch_dims + (1, 1), np.dtype(np.bool_))
|
|
lu = _broadcasting_select_hlo(
|
|
ctx,
|
|
mlir.broadcast_in_dim(ctx, ok, select_lu_aval,
|
|
broadcast_dimensions=range(len(batch_dims))),
|
|
select_lu_aval,
|
|
lu, out_aval, _nan_like_hlo(ctx, out_aval), out_aval)
|
|
sub_ctx = ctx.replace(primitive=None, avals_in=[pivot_aval], avals_out=[perm_aval])
|
|
perm_fn = mlir.lower_fun(lambda x: lu_pivots_to_permutation(x, m),
|
|
multiple_results=False)
|
|
perm, = perm_fn(sub_ctx, pivot)
|
|
return [lu, pivot, perm]
|
|
|
|
|
|
def _lu_tpu_lowering_rule(ctx, operand):
|
|
result_types = [
|
|
mlir.aval_to_ir_type(ctx.avals_out[0]),
|
|
mlir.aval_to_ir_type(ctx.avals_out[1]),
|
|
mlir.aval_to_ir_type(ctx.avals_out[2])]
|
|
if any(not is_constant_shape(a.shape) for a in ctx.avals_out):
|
|
result_shapes = [
|
|
mlir.eval_dynamic_shape_as_tensor(ctx, a.shape)
|
|
for a in ctx.avals_out]
|
|
else:
|
|
result_shapes = None
|
|
op = mlir.custom_call(
|
|
"LuDecomposition",
|
|
result_types=result_types,
|
|
operands=[operand],
|
|
result_shapes=result_shapes)
|
|
return op.results
|
|
|
|
|
|
lu_p = Primitive('lu')
|
|
lu_p.multiple_results = True
|
|
lu_p.def_impl(_lu_impl)
|
|
lu_p.def_abstract_eval(_lu_abstract_eval)
|
|
mlir.register_lowering(lu_p, mlir.lower_fun(_lu_python, multiple_results=True))
|
|
ad.primitive_jvps[lu_p] = _lu_jvp_rule
|
|
batching.primitive_batchers[lu_p] = _lu_batching_rule
|
|
|
|
mlir.register_lowering(lu_p,
|
|
partial(_lu_cpu_gpu_lowering, lapack.getrf_hlo,
|
|
platform='cpu', target_name_prefix="cpu"),
|
|
platform='cpu')
|
|
|
|
mlir.register_lowering(
|
|
lu_p, partial(_lu_cpu_gpu_lowering, gpu_solver.cuda_getrf,
|
|
platform='cuda', target_name_prefix="cu"),
|
|
platform='cuda')
|
|
mlir.register_lowering(
|
|
lu_p, partial(_lu_cpu_gpu_lowering, gpu_solver.rocm_getrf,
|
|
platform='rocm', target_name_prefix="hip"),
|
|
platform='rocm')
|
|
|
|
mlir.register_lowering(lu_p, _lu_tpu_lowering_rule, platform='tpu')
|
|
|
|
|
|
def _lu_solve_core(lu: Array, permutation: Array, b: Array, trans: int) -> Array:
|
|
m = lu.shape[0]
|
|
x = lax.reshape(b, (m, math.prod(b.shape[1:])))
|
|
if trans == 0:
|
|
x = x[permutation, :]
|
|
x = triangular_solve(lu, x, left_side=True, lower=True, unit_diagonal=True)
|
|
x = triangular_solve(lu, x, left_side=True, lower=False)
|
|
elif trans == 1 or trans == 2:
|
|
conj = trans == 2
|
|
x = triangular_solve(lu, x, left_side=True, lower=False, transpose_a=True,
|
|
conjugate_a=conj)
|
|
x = triangular_solve(lu, x, left_side=True, lower=True, unit_diagonal=True,
|
|
transpose_a=True, conjugate_a=conj)
|
|
_, ind = lax.sort_key_val(permutation, lax.iota('int32', len(permutation)))
|
|
x = x[ind, :]
|
|
else:
|
|
raise ValueError(f"'trans' value must be 0, 1, or 2, got {trans}")
|
|
return lax.reshape(x, b.shape)
|
|
|
|
|
|
@partial(api.jit, static_argnums=(3,))
|
|
def _lu_solve(lu: Array, permutation: Array, b: Array, trans: int) -> Array:
|
|
if len(lu.shape) < 2 or lu.shape[-1] != lu.shape[-2]:
|
|
raise ValueError("last two dimensions of LU decomposition must be equal, "
|
|
"got shape {}".format(lu.shape))
|
|
if len(b.shape) < 1:
|
|
raise ValueError("b matrix must have rank >= 1, got shape {}"
|
|
.format(b.shape))
|
|
# Broadcasting follows NumPy's convention for linalg.solve: the RHS is
|
|
# treated as a (batched) vector if the number of dimensions differ by 1.
|
|
# Otherwise, broadcasting rules apply.
|
|
rhs_vector = lu.ndim == b.ndim + 1
|
|
if rhs_vector:
|
|
if b.shape[-1] != lu.shape[-1]:
|
|
raise ValueError("When LU decomposition matrix and b have the same "
|
|
"number of dimensions, last axis of LU decomposition "
|
|
"matrix (shape {}) and b array (shape {}) must match"
|
|
.format(lu.shape, b.shape))
|
|
b = b[..., np.newaxis]
|
|
else:
|
|
if b.shape[-2] != lu.shape[-1]:
|
|
raise ValueError("When LU decomposition matrix and b different "
|
|
"numbers of dimensions, last axis of LU decomposition "
|
|
"matrix (shape {}) and second to last axis of b array "
|
|
"(shape {}) must match"
|
|
.format(lu.shape, b.shape))
|
|
|
|
batch_shape = lax.broadcast_shapes(lu.shape[:-2], permutation.shape[:-1], b.shape[:-2])
|
|
lu = _broadcast_to(lu, (*batch_shape, *lu.shape[-2:]))
|
|
permutation = _broadcast_to(permutation, (*batch_shape, permutation.shape[-1]))
|
|
b = _broadcast_to(b, (*batch_shape, *b.shape[-2:]))
|
|
fn = _lu_solve_core
|
|
for _ in batch_shape:
|
|
fn = api.vmap(fn, in_axes=(0, 0, 0, None))
|
|
x = fn(lu, permutation, b, trans)
|
|
return x[..., 0] if rhs_vector else x
|
|
|
|
|
|
def lu_solve(lu: ArrayLike, permutation: ArrayLike, b: ArrayLike,
|
|
trans: int = 0) -> Array:
|
|
"""LU solve with broadcasting."""
|
|
return _lu_solve(lu, permutation, b, trans)
|
|
|
|
|
|
# QR decomposition
|
|
|
|
# QR decomposition is implemented as a composition of two lower-level primitives
|
|
# geqrf and orgqr. The names, while cryptic Fortran alphabet soup, are LAPACK's
|
|
# names for the primitives, and we stick with them for consistency.
|
|
|
|
def geqrf(a: ArrayLike) -> tuple[Array, Array]:
|
|
"""Computes the QR decomposition of a matrix.
|
|
|
|
Args:
|
|
a: an ``[..., m, n]`` batch of matrices, with floating-point or complex type.
|
|
Returns:
|
|
An ``(a, taus)`` pair where ``r`` is in the upper triangle of ``a``,
|
|
``q`` is represented in the lower triangle of ``a`` and in ``taus`` as
|
|
elementary Householder reflectors.
|
|
"""
|
|
a_out, taus = geqrf_p.bind(a)
|
|
return a_out, taus
|
|
|
|
def _geqrf_abstract_eval(operand):
|
|
if not isinstance(operand, ShapedArray):
|
|
raise NotImplementedError("Unsupported aval in geqrf_abstract_eval: "
|
|
f"{operand.aval}")
|
|
if operand.ndim < 2:
|
|
raise ValueError("Argument to QR decomposition must have ndims >= 2")
|
|
*batch_dims, m, n = operand.shape
|
|
taus = operand.update(shape=(*batch_dims, min(m, n)))
|
|
return operand, taus
|
|
|
|
def _geqrf_batching_rule(batched_args, batch_dims):
|
|
x, = batched_args
|
|
bd, = batch_dims
|
|
return geqrf(batching.moveaxis(x, bd, 0)), (0, 0)
|
|
|
|
def _geqrf_lowering_rule(ctx, operand):
|
|
ts_type = mlir.aval_to_ir_type(ctx.avals_out[0])
|
|
r_type = mlir.aval_to_ir_type(ctx.avals_out[1])
|
|
result_types = [ts_type, r_type]
|
|
if any(not is_constant_shape(aval_out.shape)
|
|
for aval_out in ctx.avals_out):
|
|
result_shapes = [
|
|
mlir.eval_dynamic_shape_as_tensor(ctx, aval_out.shape)
|
|
for aval_out in ctx.avals_out
|
|
]
|
|
else:
|
|
result_shapes = None
|
|
op = mlir.custom_call(
|
|
"Qr",
|
|
result_types=result_types,
|
|
operands=[operand],
|
|
api_version=1,
|
|
result_shapes=result_shapes
|
|
)
|
|
return op.results
|
|
|
|
def _geqrf_cpu_gpu_lowering(geqrf_impl, batched_geqrf_impl, ctx, a, *,
|
|
platform: str):
|
|
a_aval, taus_aval = ctx.avals_out
|
|
*batch_dims, m, n = a_aval.shape
|
|
# It should be possible to support fully-dynamic shapes, but since
|
|
# the last two dimensions (m, n) are used in more involved ways, we only
|
|
# support dynamic dimensions for the batch size for now.
|
|
if not is_constant_shape([m, n]):
|
|
raise NotImplementedError(
|
|
"Shape polymorphism for native serialization for qr on CPU and GPU is "
|
|
f"implemented only for the batch dimensions: {a_aval.shape}")
|
|
batch = math.prod(batch_dims)
|
|
|
|
if batch == 0 or m == 0 or n == 0:
|
|
return mlir.full_like_aval(ctx, 0, a_aval), mlir.full_like_aval(ctx, 0, taus_aval)
|
|
|
|
if not is_constant_shape(a_aval.shape):
|
|
if platform in ["cuda", "rocm"]:
|
|
# TODO(necula): remove the platform kwarg when we implement GPU support.
|
|
raise NotImplementedError(
|
|
"Shape polymorphism for native serialization for QR is not "
|
|
f"implemented, try to upgrade jaxlib; b/261671778; {a_aval.shape}")
|
|
|
|
if (batched_geqrf_impl is not None and batch > 1 and m // batch <= 128 and
|
|
n // batch <= 128):
|
|
a_out, taus = batched_geqrf_impl(a_aval.dtype, a)
|
|
else:
|
|
if platform in ["cuda", "rocm"]:
|
|
a_out, taus, info_geqrf = geqrf_impl(a_aval.dtype, a)
|
|
else:
|
|
a_shape_vals = mlir.eval_dynamic_shape_as_ivals(ctx, a_aval.shape)
|
|
ctx_args = (
|
|
(ctx,) if platform == "cpu" else ()
|
|
)
|
|
a_out, taus, *maybe_info_geqrf = geqrf_impl(
|
|
*ctx_args, a_aval.dtype, a, a_shape_vals=a_shape_vals
|
|
)
|
|
if not ctx.is_forward_compat():
|
|
# Skip the info parameter verification for the FFI kernel.
|
|
return a_out, taus
|
|
# TODO(b/344892332): This parameter will no longer be needed after
|
|
# the forward compatibility period
|
|
info_geqrf = maybe_info_geqrf[0]
|
|
zeros = mlir.full_like_aval(ctx, 0, ShapedArray(batch_dims, np.dtype(np.int32)))
|
|
ok = mlir.compare_hlo(info_geqrf, zeros, "EQ", "SIGNED")
|
|
select_ok_a_aval = ShapedArray(batch_dims + [1, 1], np.dtype(np.bool_))
|
|
ok_a = mlir.broadcast_in_dim(ctx, ok, select_ok_a_aval,
|
|
broadcast_dimensions=range(len(batch_dims)))
|
|
a_out = _broadcasting_select_hlo(ctx, ok_a, select_ok_a_aval, a_out, a_aval, _nan_like_hlo(ctx, a_aval), a_aval)
|
|
select_ok_taus_aval = ShapedArray(batch_dims + [1], np.dtype(np.bool_))
|
|
ok_taus = mlir.broadcast_in_dim(ctx, ok, select_ok_taus_aval,
|
|
broadcast_dimensions=range(len(batch_dims)))
|
|
taus = _broadcasting_select_hlo(ctx, ok_taus, select_ok_taus_aval, taus, taus_aval, _nan_like_hlo(ctx, taus_aval), taus_aval)
|
|
return a_out, taus
|
|
|
|
geqrf_p = Primitive('geqrf')
|
|
geqrf_p.multiple_results = True
|
|
geqrf_p.def_impl(partial(dispatch.apply_primitive, geqrf_p))
|
|
geqrf_p.def_abstract_eval(_geqrf_abstract_eval)
|
|
batching.primitive_batchers[geqrf_p] = _geqrf_batching_rule
|
|
mlir.register_lowering(geqrf_p, _geqrf_lowering_rule)
|
|
|
|
mlir.register_lowering(
|
|
geqrf_p, partial(_geqrf_cpu_gpu_lowering, lapack.geqrf_hlo, None,
|
|
platform='cpu'),
|
|
platform='cpu')
|
|
mlir.register_lowering(
|
|
geqrf_p,
|
|
partial(_geqrf_cpu_gpu_lowering, gpu_solver.cuda_geqrf,
|
|
gpu_solver.cuda_geqrf_batched,
|
|
platform='cuda'),
|
|
platform='cuda')
|
|
mlir.register_lowering(
|
|
geqrf_p,
|
|
partial(_geqrf_cpu_gpu_lowering, gpu_solver.rocm_geqrf,
|
|
gpu_solver.rocm_geqrf_batched,
|
|
platform='rocm'),
|
|
platform='rocm')
|
|
|
|
|
|
# householder_product: product of elementary Householder reflectors
|
|
|
|
def householder_product(a: ArrayLike, taus: ArrayLike) -> Array:
|
|
"""Product of elementary Householder reflectors.
|
|
|
|
Args:
|
|
a: A matrix with shape ``[..., m, n]``, whose lower triangle contains
|
|
elementary Householder reflectors.
|
|
taus: A vector with shape ``[..., k]``, where ``k < min(m, n)``, containing
|
|
the scalar factors of the elementary Householder reflectors.
|
|
|
|
Returns:
|
|
A batch of orthogonal (unitary) matrices with the same shape as ``a``,
|
|
containing the products of the elementary Householder reflectors.
|
|
"""
|
|
return householder_product_p.bind(a, taus)
|
|
|
|
|
|
def _householder_product_abstract_eval(a, taus):
|
|
if not isinstance(a, ShapedArray) or not isinstance(taus, ShapedArray):
|
|
raise NotImplementedError("Unsupported aval in householder_product_abstract_eval: "
|
|
f"{a.aval} {taus.aval}")
|
|
if a.ndim < 2:
|
|
raise ValueError("Argument to Householder product must have ndims >= 2")
|
|
*batch_dims, m, n = a.shape
|
|
*taus_batch_dims, k = taus.shape
|
|
if a.dtype != taus.dtype or batch_dims != taus_batch_dims or k > min(m, n):
|
|
raise ValueError(f"Type mismatch for Householder product: {a=} {taus=}")
|
|
if m < n:
|
|
raise ValueError("Householder product inputs must have at least as many "
|
|
f"rows as columns, got shape {a.shape}")
|
|
return a
|
|
|
|
def _householder_product_batching_rule(batched_args, batch_dims):
|
|
a, taus = batched_args
|
|
b_a, b_taus, = batch_dims
|
|
return householder_product(batching.moveaxis(a, b_a, 0),
|
|
batching.moveaxis(taus, b_taus, 0)), (0,)
|
|
|
|
def _householder_product_lowering_rule(ctx, a, taus):
|
|
aval_out, = ctx.avals_out
|
|
if not is_constant_shape(aval_out.shape):
|
|
result_shapes = [
|
|
mlir.eval_dynamic_shape_as_tensor(ctx, aval_out.shape)]
|
|
else:
|
|
result_shapes = None
|
|
op = mlir.custom_call(
|
|
"ProductOfElementaryHouseholderReflectors",
|
|
result_types=[mlir.aval_to_ir_type(aval_out)],
|
|
operands=[a, taus],
|
|
api_version=1,
|
|
result_shapes=result_shapes)
|
|
return [op.result]
|
|
|
|
def _householder_product_cpu_gpu_lowering(orgqr_impl, ctx, a, taus, *,
|
|
platform: str):
|
|
a_aval, taus_aval = ctx.avals_in
|
|
*batch_dims, m, n = a_aval.shape
|
|
if not is_constant_shape([m, n]):
|
|
raise NotImplementedError(
|
|
"Shape polymorphism for native serialization for householder_product on "
|
|
f"CPU and GPU is implemented only for the batch dimensions: {a_aval.shape}")
|
|
|
|
if m == 0 or n == 0:
|
|
return [mlir.full_like_aval(ctx, 0, a_aval)]
|
|
|
|
if platform in ["rocm", "cuda"]:
|
|
# TODO(necula): remove the platform kwarg when we implement GPU support.
|
|
if not is_constant_shape(a_aval.shape):
|
|
raise NotImplementedError(
|
|
"Shape polymorphism for native serialization for householder_product "
|
|
f"on GPU is not implemented; b/261671778; {a_aval.shape}")
|
|
a, info_orgqr = orgqr_impl(a_aval.dtype, a, taus)
|
|
else:
|
|
ctx_args = (
|
|
(ctx,) if platform == "cpu" else ()
|
|
)
|
|
a_shape_vals = mlir.eval_dynamic_shape_as_ivals(ctx, a_aval.shape)
|
|
tau_shape_vals = mlir.eval_dynamic_shape_as_ivals(ctx, taus_aval.shape)
|
|
a, *maybe_info_orgqr = orgqr_impl(*ctx_args, a_aval.dtype, a, taus,
|
|
a_shape_vals=a_shape_vals,
|
|
tau_shape_vals=tau_shape_vals)
|
|
if not ctx.is_forward_compat():
|
|
# Skip the info parameter verification for the FFI kernel.
|
|
return [a]
|
|
# TODO(b/344892332): This parameter will no longer be needed after
|
|
# the forward compatibility period
|
|
info_orgqr = maybe_info_orgqr[0]
|
|
zeros = mlir.full_like_aval(ctx, 0, ShapedArray(batch_dims, np.dtype(np.int32)))
|
|
ok = mlir.compare_hlo(info_orgqr, zeros, "EQ", "SIGNED")
|
|
select_a_aval = ShapedArray(batch_dims + [1, 1], np.dtype(np.bool_))
|
|
ok = mlir.broadcast_in_dim(ctx, ok, select_a_aval,
|
|
broadcast_dimensions=range(len(batch_dims)))
|
|
a = _broadcasting_select_hlo(ctx, ok, select_a_aval, a, a_aval, _nan_like_hlo(ctx, a_aval), a_aval)
|
|
return [a]
|
|
|
|
|
|
householder_product_p = Primitive('householder_product')
|
|
householder_product_p.def_impl(partial(dispatch.apply_primitive, householder_product_p))
|
|
householder_product_p.def_abstract_eval(_householder_product_abstract_eval)
|
|
batching.primitive_batchers[householder_product_p] = _householder_product_batching_rule
|
|
mlir.register_lowering(householder_product_p, _householder_product_lowering_rule)
|
|
|
|
mlir.register_lowering(
|
|
householder_product_p,
|
|
partial(_householder_product_cpu_gpu_lowering, lapack.orgqr_hlo,
|
|
platform='cpu'),
|
|
platform='cpu')
|
|
mlir.register_lowering(
|
|
householder_product_p,
|
|
partial(_householder_product_cpu_gpu_lowering, gpu_solver.cuda_orgqr,
|
|
platform='cuda'),
|
|
platform='cuda')
|
|
mlir.register_lowering(
|
|
householder_product_p,
|
|
partial(_householder_product_cpu_gpu_lowering, gpu_solver.rocm_orgqr,
|
|
platform='rocm'),
|
|
platform='rocm')
|
|
|
|
|
|
def _qr_impl(operand, *, full_matrices):
|
|
q, r = dispatch.apply_primitive(qr_p, operand, full_matrices=full_matrices)
|
|
return q, r
|
|
|
|
def _qr_abstract_eval(operand, *, full_matrices):
|
|
if isinstance(operand, ShapedArray):
|
|
if operand.ndim < 2:
|
|
raise ValueError("Argument to QR decomposition must have ndims >= 2")
|
|
*batch_dims, m, n = operand.shape
|
|
k = m if full_matrices else min(m, n)
|
|
q = operand.update(shape=(*batch_dims, m, k))
|
|
r = operand.update(shape=(*batch_dims, k, n))
|
|
else:
|
|
q = operand
|
|
r = operand
|
|
return q, r
|
|
|
|
def qr_jvp_rule(primals, tangents, *, full_matrices):
|
|
# See j-towns.github.io/papers/qr-derivative.pdf for a terse derivation.
|
|
x, = primals
|
|
dx, = tangents
|
|
q, r = qr_p.bind(x, full_matrices=False)
|
|
*_, m, n = x.shape
|
|
if m < n or (full_matrices and m != n):
|
|
raise NotImplementedError(
|
|
"Unimplemented case of QR decomposition derivative")
|
|
dx_rinv = triangular_solve(r, dx) # Right side solve by default
|
|
qt_dx_rinv = _H(q) @ dx_rinv
|
|
qt_dx_rinv_lower = _tril(qt_dx_rinv, -1)
|
|
do = qt_dx_rinv_lower - _H(qt_dx_rinv_lower) # This is skew-symmetric
|
|
# The following correction is necessary for complex inputs
|
|
I = lax.expand_dims(lax_internal._eye(do.dtype, (n, n)), range(qt_dx_rinv.ndim - 2))
|
|
do = do + I * (qt_dx_rinv - qt_dx_rinv.real.astype(qt_dx_rinv.dtype))
|
|
dq = q @ (do - qt_dx_rinv) + dx_rinv
|
|
dr = (qt_dx_rinv - do) @ r
|
|
return (q, r), (dq, dr)
|
|
|
|
def _qr_batching_rule(batched_args, batch_dims, *, full_matrices):
|
|
x, = batched_args
|
|
bd, = batch_dims
|
|
x = batching.moveaxis(x, bd, 0)
|
|
return qr_p.bind(x, full_matrices=full_matrices), (0, 0)
|
|
|
|
def _qr_lowering(a, *, full_matrices):
|
|
*batch_dims, m, n = a.shape
|
|
if m == 0 or n == 0:
|
|
k = m if full_matrices else min(m, n)
|
|
q = lax.broadcast_in_dim(lax_internal._eye(a.dtype, (m, k)),
|
|
(*batch_dims, m, k),
|
|
(len(batch_dims), len(batch_dims) + 1))
|
|
r = lax.full((*batch_dims, k, n), 0, dtype=a.dtype)
|
|
return q, r
|
|
|
|
r, taus = geqrf(a)
|
|
if m < n:
|
|
q = householder_product(r[..., :m, :m], taus)
|
|
elif full_matrices:
|
|
pads = [(0, 0, 0)] * (len(batch_dims) + 1) + [(0, m - n, 0)]
|
|
q = lax.pad(r, lax_internal._zero(r), pads)
|
|
q = householder_product(q, taus)
|
|
else:
|
|
q = householder_product(r, taus)
|
|
r = r[..., :n, :n]
|
|
r = _triu(r)
|
|
return q, r
|
|
|
|
|
|
qr_p = Primitive('qr')
|
|
qr_p.multiple_results = True
|
|
qr_p.def_impl(_qr_impl)
|
|
qr_p.def_abstract_eval(_qr_abstract_eval)
|
|
|
|
ad.primitive_jvps[qr_p] = qr_jvp_rule
|
|
batching.primitive_batchers[qr_p] = _qr_batching_rule
|
|
|
|
mlir.register_lowering(qr_p, mlir.lower_fun(_qr_lowering))
|
|
|
|
|
|
# Singular value decomposition
|
|
def _svd_impl(operand, *, full_matrices, compute_uv, subset_by_index=None):
|
|
return dispatch.apply_primitive(
|
|
svd_p,
|
|
operand,
|
|
full_matrices=full_matrices,
|
|
compute_uv=compute_uv,
|
|
subset_by_index=subset_by_index,
|
|
)
|
|
|
|
|
|
def _svd_abstract_eval(operand, *, full_matrices, compute_uv, subset_by_index):
|
|
if isinstance(operand, ShapedArray):
|
|
batch_dims = operand.shape[:-2]
|
|
m = operand.shape[-2]
|
|
n = operand.shape[-1]
|
|
rank = min(m, n)
|
|
if subset_by_index is not None:
|
|
if full_matrices and subset_by_index != (0, rank):
|
|
raise ValueError("full_matrices and subset_by_index cannot both be set")
|
|
rank = min(rank, subset_by_index[1] - subset_by_index[0])
|
|
|
|
s = operand.update(
|
|
shape=batch_dims + (rank,),
|
|
dtype=lax_internal._complex_basetype(operand.dtype),
|
|
)
|
|
if compute_uv:
|
|
u = operand.update(shape=batch_dims + (m, m if full_matrices else rank))
|
|
vt = operand.update(shape=batch_dims + (n if full_matrices else rank, n))
|
|
return s, u, vt
|
|
else:
|
|
return s,
|
|
else:
|
|
raise NotImplementedError
|
|
|
|
|
|
@config.default_matmul_precision("float32")
|
|
def _svd_jvp_rule(
|
|
primals, tangents, *, full_matrices, compute_uv, subset_by_index
|
|
):
|
|
A, = primals
|
|
dA, = tangents
|
|
s, U, Vt = svd_p.bind(
|
|
A, full_matrices=False, compute_uv=True, subset_by_index=subset_by_index
|
|
)
|
|
|
|
if compute_uv and full_matrices:
|
|
# TODO: implement full matrices case, documented here: https://people.maths.ox.ac.uk/gilesm/files/NA-08-01.pdf
|
|
raise NotImplementedError(
|
|
"Singular value decomposition JVP not implemented for full matrices")
|
|
|
|
Ut, V = _H(U), _H(Vt)
|
|
s_dim = s[..., None, :]
|
|
dS = Ut @ dA @ V
|
|
ds = _extract_diagonal(dS.real)
|
|
|
|
if not compute_uv:
|
|
return (s,), (ds,)
|
|
|
|
s_diffs = (s_dim + _T(s_dim)) * (s_dim - _T(s_dim))
|
|
s_diffs_zeros = lax_internal._eye(s.dtype, (s.shape[-1], s.shape[-1])) # jnp.ones((), dtype=A.dtype) * (s_diffs == 0.) # is 1. where s_diffs is 0. and is 0. everywhere else
|
|
s_diffs_zeros = lax.expand_dims(s_diffs_zeros, range(s_diffs.ndim - 2))
|
|
F = 1 / (s_diffs + s_diffs_zeros) - s_diffs_zeros
|
|
dSS = s_dim.astype(A.dtype) * dS # dS.dot(jnp.diag(s))
|
|
SdS = _T(s_dim.astype(A.dtype)) * dS # jnp.diag(s).dot(dS)
|
|
|
|
s_zeros = (s == 0).astype(s.dtype)
|
|
s_inv = 1 / (s + s_zeros) - s_zeros
|
|
s_inv_mat = _construct_diagonal(s_inv)
|
|
dUdV_diag = .5 * (dS - _H(dS)) * s_inv_mat.astype(A.dtype)
|
|
dU = U @ (F.astype(A.dtype) * (dSS + _H(dSS)) + dUdV_diag)
|
|
dV = V @ (F.astype(A.dtype) * (SdS + _H(SdS)))
|
|
|
|
m, n = A.shape[-2:]
|
|
if m > n:
|
|
dAV = dA @ V
|
|
dU = dU + (dAV - U @ (Ut @ dAV)) / s_dim.astype(A.dtype)
|
|
if n > m:
|
|
dAHU = _H(dA) @ U
|
|
dV = dV + (dAHU - V @ (Vt @ dAHU)) / s_dim.astype(A.dtype)
|
|
|
|
return (s, U, Vt), (ds, dU, _H(dV))
|
|
|
|
|
|
def _empty_svd(a, *, full_matrices, compute_uv):
|
|
batch_shape = a.shape[:-2]
|
|
m, n = a.shape[-2:]
|
|
s = lax.full(batch_shape + (0,), 0, dtype=lax_internal._complex_basetype(a.dtype))
|
|
if not compute_uv:
|
|
return (s,)
|
|
if full_matrices:
|
|
size = max(m, n)
|
|
u = lax.broadcast_in_dim(lax_internal._eye(a.dtype, (size, size)),
|
|
(*batch_shape, size, size),
|
|
(len(batch_shape), len(batch_shape) + 1))
|
|
else:
|
|
u = lax.full(batch_shape + (m, n), 0, dtype=a.dtype)
|
|
v = lax.full(batch_shape + (0, 0), 0, dtype=a.dtype)
|
|
if m < n:
|
|
u, v = v, u
|
|
return s, u, v
|
|
|
|
|
|
def _svd_cpu_gpu_lowering(
|
|
gesvd_impl,
|
|
ctx,
|
|
operand,
|
|
*,
|
|
full_matrices,
|
|
compute_uv,
|
|
subset_by_index,
|
|
platform: str,
|
|
):
|
|
operand_aval, = ctx.avals_in
|
|
s_aval = ctx.avals_out[0]
|
|
m, n = operand_aval.shape[-2:]
|
|
# Since the last two dimensions (m, n) are used to compute the workspace
|
|
# size, we support dynamic dimensions only for the batch size for now.
|
|
if not is_constant_shape([m, n]):
|
|
raise NotImplementedError(
|
|
"Shape polymorphism for native serialization for svd on CPU and GPU is "
|
|
f"implemented only for the batch dimensions: {operand_aval.shape}")
|
|
batch_dims = operand_aval.shape[:-2]
|
|
|
|
if not (subset_by_index is None or subset_by_index == (0, min(m, n))):
|
|
raise NotImplementedError("subset_by_index not implemented for CPU and GPU")
|
|
|
|
if m == 0 or n == 0:
|
|
return mlir.lower_fun(_empty_svd, multiple_results=True)(
|
|
ctx,
|
|
operand,
|
|
full_matrices=full_matrices,
|
|
compute_uv=compute_uv,
|
|
)
|
|
|
|
if platform in ["cuda", "rocm"]:
|
|
if not is_constant_shape(operand_aval.shape):
|
|
# TODO(necula): remove the platform kwarg when we implement GPU support.
|
|
raise NotImplementedError(
|
|
"Shape polymorphism for native serialization for SVD is not "
|
|
f"implemented, try to upgrade jaxlib; b/261671778; {operand_aval.shape}")
|
|
s, u, vt, info = gesvd_impl(operand_aval.dtype, operand,
|
|
full_matrices=full_matrices,
|
|
compute_uv=compute_uv)
|
|
else:
|
|
a_shape_vals = mlir.eval_dynamic_shape_as_ivals(ctx, operand_aval.shape)
|
|
ctx_args = (ctx,)
|
|
s, u, vt, info = gesvd_impl(*ctx_args, operand_aval.dtype, operand,
|
|
full_matrices=full_matrices,
|
|
compute_uv=compute_uv,
|
|
a_shape_vals=a_shape_vals)
|
|
zeros = mlir.full_like_aval(ctx, 0, ShapedArray(batch_dims, np.dtype(np.int32)))
|
|
ok = mlir.compare_hlo(info, zeros, "EQ", "SIGNED")
|
|
select_s_aval = ShapedArray(batch_dims + (1,), np.dtype(np.bool_))
|
|
s = _broadcasting_select_hlo(
|
|
ctx,
|
|
mlir.broadcast_in_dim(ctx, ok, select_s_aval,
|
|
broadcast_dimensions=range(len(batch_dims))),
|
|
select_s_aval,
|
|
s, s_aval, _nan_like_hlo(ctx, s_aval), s_aval)
|
|
result = [s]
|
|
|
|
if compute_uv:
|
|
u_aval, vt_aval = ctx.avals_out[1:]
|
|
select_u_aval = ShapedArray(batch_dims + (1, 1), np.dtype(np.bool_))
|
|
u = _broadcasting_select_hlo(
|
|
ctx,
|
|
mlir.broadcast_in_dim(ctx, ok, select_u_aval,
|
|
broadcast_dimensions=range(len(batch_dims))),
|
|
select_u_aval,
|
|
u, u_aval, _nan_like_hlo(ctx, u_aval), u_aval)
|
|
select_v_aval = ShapedArray(batch_dims + (1, 1), np.dtype(np.bool_))
|
|
vt = _broadcasting_select_hlo(
|
|
ctx,
|
|
mlir.broadcast_in_dim(ctx, ok, select_v_aval,
|
|
broadcast_dimensions=range(len(batch_dims))),
|
|
select_v_aval,
|
|
vt, vt_aval, _nan_like_hlo(ctx, vt_aval), vt_aval)
|
|
result += [u, vt]
|
|
|
|
return result
|
|
|
|
|
|
def _svd_tpu(a, *, full_matrices, compute_uv, subset_by_index):
|
|
batch_dims = a.shape[:-2]
|
|
|
|
fn = partial(
|
|
lax_svd.svd,
|
|
full_matrices=full_matrices,
|
|
compute_uv=compute_uv,
|
|
subset_by_index=subset_by_index,
|
|
)
|
|
for _ in range(len(batch_dims)):
|
|
fn = api.vmap(fn)
|
|
|
|
if compute_uv:
|
|
u, s, vh = fn(a)
|
|
return [s, u, vh]
|
|
else:
|
|
s = fn(a)
|
|
return [s]
|
|
|
|
|
|
def _svd_tpu_lowering_rule(
|
|
ctx, operand, *, full_matrices, compute_uv, subset_by_index
|
|
):
|
|
operand_aval, = ctx.avals_in
|
|
m, n = operand_aval.shape[-2:]
|
|
|
|
if m == 0 or n == 0:
|
|
return mlir.lower_fun(_empty_svd, multiple_results=True)(
|
|
ctx,
|
|
operand,
|
|
full_matrices=full_matrices,
|
|
compute_uv=compute_uv,
|
|
)
|
|
|
|
return mlir.lower_fun(_svd_tpu, multiple_results=True)(
|
|
ctx,
|
|
operand,
|
|
full_matrices=full_matrices,
|
|
compute_uv=compute_uv,
|
|
subset_by_index=subset_by_index,
|
|
)
|
|
|
|
|
|
def _svd_batching_rule(
|
|
batched_args, batch_dims, *, full_matrices, compute_uv, subset_by_index
|
|
):
|
|
x, = batched_args
|
|
bd, = batch_dims
|
|
x = batching.moveaxis(x, bd, 0)
|
|
outs = svd_p.bind(
|
|
x,
|
|
full_matrices=full_matrices,
|
|
compute_uv=compute_uv,
|
|
subset_by_index=subset_by_index,
|
|
)
|
|
|
|
if compute_uv:
|
|
return outs, (0, 0, 0)
|
|
else:
|
|
return outs, (0,)
|
|
|
|
|
|
svd_p = Primitive('svd')
|
|
svd_p.multiple_results = True
|
|
svd_p.def_impl(_svd_impl)
|
|
svd_p.def_abstract_eval(_svd_abstract_eval)
|
|
ad.primitive_jvps[svd_p] = _svd_jvp_rule
|
|
batching.primitive_batchers[svd_p] = _svd_batching_rule
|
|
|
|
mlir.register_lowering(
|
|
svd_p, partial(_svd_cpu_gpu_lowering, lapack.gesdd_hlo,
|
|
platform='cpu'),
|
|
platform='cpu')
|
|
mlir.register_lowering(
|
|
svd_p, partial(_svd_cpu_gpu_lowering, gpu_solver.cuda_gesvd,
|
|
platform='cuda'),
|
|
platform='cuda')
|
|
mlir.register_lowering(
|
|
svd_p, partial(_svd_cpu_gpu_lowering, gpu_solver.rocm_gesvd,
|
|
platform='rocm'),
|
|
platform='rocm')
|
|
|
|
mlir.register_lowering(svd_p, _svd_tpu_lowering_rule)
|
|
|
|
|
|
def _tridiagonal_solve_gpu_lowering(lowering, ctx, dl, d, du, b, *, m, n, ldb, t):
|
|
_, _, _, b_aval = ctx.avals_in
|
|
b_shape_vals = mlir.eval_dynamic_shape_as_ivals(ctx, b_aval.shape)
|
|
return [lowering(
|
|
dl, d, du, b, m=m, n=n, ldb=ldb, t=dtypes.canonicalize_dtype(t),
|
|
b_shape_vals=b_shape_vals)]
|
|
|
|
|
|
def _tridiagonal_solve_transpose_rule(cotangent, dl, d, du, b, *, m, n, ldb, t):
|
|
del m, n, ldb, t
|
|
# Tridiagonal solve is nonlinear in the tridiagonal arguments and linear
|
|
# otherwise.
|
|
assert not (ad.is_undefined_primal(dl) or ad.is_undefined_primal(d) or
|
|
ad.is_undefined_primal(du)) and ad.is_undefined_primal(b)
|
|
if type(cotangent) is ad_util.Zero:
|
|
cotangent_b = ad_util.Zero(b.aval)
|
|
else:
|
|
cotangent_b = tridiagonal_solve(dl, d, du, cotangent)
|
|
return [None, None, None, cotangent_b]
|
|
|
|
|
|
def _tridiagonal_solve_batching_rule(
|
|
batched_args, batch_dims, *, m, n, ldb, t):
|
|
del m, n, ldb, t
|
|
dl, d, du, b = batched_args
|
|
bdl, bd, bdu, bb = batch_dims
|
|
if (bdl is batching.not_mapped and
|
|
bd is batching.not_mapped and
|
|
bdu is batching.not_mapped):
|
|
|
|
b = batching.moveaxis(b, bb, -2)
|
|
b_flat = b.reshape(b.shape[:-3] + (b.shape[-3], b.shape[-2] * b.shape[-1]))
|
|
bdim_out = b.ndim - 2
|
|
out_flat = tridiagonal_solve(dl, d, du, b_flat)
|
|
return out_flat.reshape(b.shape), bdim_out
|
|
else:
|
|
size = next(t.shape[i] for t, i in zip(batched_args, batch_dims)
|
|
if i is not None)
|
|
dl = batching.bdim_at_front(dl, bdl, size)
|
|
d = batching.bdim_at_front(d, bd, size)
|
|
du = batching.bdim_at_front(du, bdu, size)
|
|
b = batching.bdim_at_front(b, bb, size)
|
|
return tridiagonal_solve(dl, d, du, b), 0
|
|
|
|
|
|
tridiagonal_solve_p = Primitive('tridiagonal_solve')
|
|
tridiagonal_solve_p.multiple_results = False
|
|
tridiagonal_solve_p.def_impl(
|
|
functools.partial(dispatch.apply_primitive, tridiagonal_solve_p))
|
|
tridiagonal_solve_p.def_abstract_eval(lambda dl, d, du, b, *, m, n, ldb, t: b)
|
|
ad.primitive_transposes[tridiagonal_solve_p] = _tridiagonal_solve_transpose_rule
|
|
batching.primitive_batchers[tridiagonal_solve_p] = _tridiagonal_solve_batching_rule
|
|
# TODO(tomhennigan): Consider AD rules using lax.custom_linear_solve?
|
|
|
|
|
|
mlir.register_lowering(
|
|
tridiagonal_solve_p,
|
|
partial(_tridiagonal_solve_gpu_lowering, gpu_sparse.cuda_gtsv2),
|
|
platform='cuda')
|
|
mlir.register_lowering(
|
|
tridiagonal_solve_p,
|
|
partial(_tridiagonal_solve_gpu_lowering, gpu_sparse.rocm_gtsv2),
|
|
platform='rocm')
|
|
|
|
|
|
def _tridiagonal_solve_jax(dl, d, du, b, **kw):
|
|
"""Pure JAX implementation of `tridiagonal_solve`."""
|
|
def prepend_zero(x):
|
|
return lax.concatenate(
|
|
[lax.full((1,) + x.shape[1:], 0, dtype=x.dtype), x[:-1]], dimension=0)
|
|
fwd1 = lambda tu_, x: x[1] / (x[0] - x[2] * tu_)
|
|
|
|
def fwd2(b_, x):
|
|
return (x[0] - x[3][np.newaxis, ...] * b_) / (
|
|
x[1] - x[3] * x[2])[np.newaxis, ...]
|
|
|
|
bwd1 = lambda x_, x: x[0] - x[1][np.newaxis, ...] * x_
|
|
double = lambda f, args: (f(*args), f(*args))
|
|
|
|
# Move relevant dimensions to the front for the scan.
|
|
moveaxis_fwd = lambda x: lax.transpose(x, (x.ndim - 1, *range(x.ndim - 1)))
|
|
moveaxis_bwd = lambda x: lax.transpose(x, (*range(1, x.ndim), 0))
|
|
dl = moveaxis_fwd(dl)
|
|
d = moveaxis_fwd(d)
|
|
du = moveaxis_fwd(du)
|
|
b = moveaxis_fwd(b)
|
|
b = moveaxis_fwd(b)
|
|
|
|
# Forward pass.
|
|
_, tu_ = lax.scan(lambda tu_, x: double(fwd1, (tu_, x)),
|
|
du[0] / d[0],
|
|
(d, du, dl),
|
|
unroll=32)
|
|
|
|
_, b_ = lax.scan(lambda b_, x: double(fwd2, (b_, x)),
|
|
b[0] / d[0:1],
|
|
(b, d, prepend_zero(tu_), dl),
|
|
unroll=32)
|
|
|
|
# Backsubstitution.
|
|
_, x_ = lax.scan(lambda x_, x: double(bwd1, (x_, x)),
|
|
b_[-1],
|
|
(b_[::-1], tu_[::-1]),
|
|
unroll=32)
|
|
|
|
result = x_[::-1]
|
|
result = moveaxis_bwd(result)
|
|
result = moveaxis_bwd(result)
|
|
return result
|
|
|
|
|
|
mlir.register_lowering(tridiagonal_solve_p, mlir.lower_fun(
|
|
_tridiagonal_solve_jax, multiple_results=False))
|
|
|
|
|
|
def tridiagonal_solve(dl: Array, d: Array, du: Array, b: Array) -> Array:
|
|
r"""Computes the solution of a tridiagonal linear system.
|
|
|
|
This function computes the solution of a tridiagonal linear system:
|
|
|
|
.. math::
|
|
A . X = B
|
|
|
|
Args:
|
|
|
|
dl: A batch of vectors with shape ``[..., m]``.
|
|
The lower diagonal of A: ``dl[i] := A[i, i-1]`` for i in ``[0,m)``.
|
|
Note that ``dl[0] = 0``.
|
|
d: A batch of vectors with shape ``[..., m]``.
|
|
The middle diagonal of A: ``d[i] := A[i, i]`` for i in ``[0,m)``.
|
|
du: A batch of vectors with shape ``[..., m]``.
|
|
The upper diagonal of A: ``du[i] := A[i, i+1]`` for i in ``[0,m)``.
|
|
Note that ``dl[m - 1] = 0``.
|
|
b: Right hand side matrix.
|
|
|
|
Returns:
|
|
Solution ``X`` of tridiagonal system.
|
|
"""
|
|
if dl.shape != d.shape or d.shape != du.shape:
|
|
raise ValueError(
|
|
f'dl={dl.shape}, d={d.shape} and du={du.shape} must all be `[m]`')
|
|
|
|
m = dl.shape[-1]
|
|
if m < 3:
|
|
raise ValueError(f'm ({m}) must be >= 3')
|
|
|
|
ldb = b.shape[-2]
|
|
n = b.shape[-1]
|
|
if ldb < max(1, m):
|
|
raise ValueError(f'Leading dimension of b={ldb} must be ≥ max(1, {m})')
|
|
|
|
if dl.dtype != d.dtype or d.dtype != du.dtype or du.dtype != b.dtype:
|
|
raise ValueError(f'dl={dl.dtype}, d={d.dtype}, du={du.dtype} and '
|
|
f'b={b.dtype} must be the same dtype,')
|
|
|
|
t = dl.dtype
|
|
if t not in (np.float32, np.float64):
|
|
raise ValueError(f'Only f32/f64 are supported, got {t}')
|
|
|
|
return tridiagonal_solve_p.bind(dl, d, du, b, m=m, n=n, ldb=ldb, t=t)
|
|
|
|
|
|
# Schur Decomposition
|
|
|
|
|
|
def schur(x: ArrayLike, *,
|
|
compute_schur_vectors: bool = True,
|
|
sort_eig_vals: bool = False,
|
|
select_callable: Callable[..., Any] | None = None) -> tuple[Array, Array]:
|
|
return schur_p.bind(
|
|
x,
|
|
compute_schur_vectors=compute_schur_vectors,
|
|
sort_eig_vals=sort_eig_vals,
|
|
select_callable=select_callable)
|
|
|
|
|
|
def _schur_impl(operand, *, compute_schur_vectors, sort_eig_vals,
|
|
select_callable):
|
|
return dispatch.apply_primitive(
|
|
schur_p,
|
|
operand,
|
|
compute_schur_vectors=compute_schur_vectors,
|
|
sort_eig_vals=sort_eig_vals,
|
|
select_callable=select_callable)
|
|
|
|
def _schur_lowering(ctx, *args, **kwargs):
|
|
raise NotImplementedError(
|
|
"Schur decomposition is only implemented on the CPU backend.")
|
|
|
|
def _schur_abstract_eval(operand, *, compute_schur_vectors, sort_eig_vals,
|
|
select_callable):
|
|
|
|
if operand.ndim < 2 or operand.shape[-2] != operand.shape[-1]:
|
|
raise ValueError("Argument to Schur decomposition must have "
|
|
"shape [..., n, n], got shape {}".format(operand.shape))
|
|
|
|
batch_dims = operand.shape[:-2]
|
|
n = operand.shape[-1]
|
|
dtype = operand.dtype
|
|
dtype = dtypes.canonicalize_dtype(dtype)
|
|
T = operand.update(shape=batch_dims + (n, n), dtype=dtype)
|
|
vs = operand.update(shape=batch_dims + (n, n), dtype=dtype)
|
|
|
|
return (T, vs) if compute_schur_vectors else (T,)
|
|
|
|
def _schur_cpu_lowering(ctx, operand, *, compute_schur_vectors, sort_eig_vals,
|
|
select_callable):
|
|
operand_aval, = ctx.avals_in
|
|
batch_dims = operand_aval.shape[:-2]
|
|
|
|
a_shape_vals = mlir.eval_dynamic_shape_as_ivals(ctx, operand_aval.shape)
|
|
gees_result = lapack.gees_hlo(operand_aval.dtype, operand,
|
|
jobvs=compute_schur_vectors,
|
|
sort=sort_eig_vals,
|
|
select=select_callable,
|
|
a_shape_vals=a_shape_vals)
|
|
|
|
# Number of return values depends on value of sort_eig_vals.
|
|
T, vs, *_, info = gees_result
|
|
|
|
ok = mlir.compare_hlo(
|
|
info, mlir.full_like_aval(ctx, 0, ShapedArray(batch_dims, np.dtype(np.int32))),
|
|
"EQ", "SIGNED")
|
|
|
|
select_T_aval = ShapedArray(batch_dims + (1, 1), np.dtype(np.bool_))
|
|
T = _broadcasting_select_hlo(
|
|
ctx,
|
|
mlir.broadcast_in_dim(ctx, ok, select_T_aval,
|
|
broadcast_dimensions=range(len(batch_dims))),
|
|
select_T_aval,
|
|
T, ctx.avals_out[0],_nan_like_hlo(ctx, ctx.avals_out[0]), ctx.avals_out[0])
|
|
output = [T]
|
|
if compute_schur_vectors:
|
|
select_vs_aval = ShapedArray(batch_dims + (1, 1), np.dtype(np.bool_))
|
|
vs = _broadcasting_select_hlo(
|
|
ctx,
|
|
mlir.broadcast_in_dim(ctx, ok, select_vs_aval,
|
|
broadcast_dimensions=range(len(batch_dims))),
|
|
select_vs_aval,
|
|
vs, ctx.avals_out[1], _nan_like_hlo(ctx, ctx.avals_out[1]), ctx.avals_out[1])
|
|
|
|
output.append(vs)
|
|
|
|
return output
|
|
|
|
|
|
def _schur_batching_rule(batched_args, batch_dims, *, compute_schur_vectors,
|
|
sort_eig_vals, select_callable):
|
|
x, = batched_args
|
|
bd, = batch_dims
|
|
x = batching.moveaxis(x, bd, 0)
|
|
|
|
return schur_p.bind(
|
|
x,
|
|
compute_schur_vectors=compute_schur_vectors,
|
|
sort_eig_vals=sort_eig_vals,
|
|
select_callable=select_callable), (0,) * (1 + compute_schur_vectors)
|
|
|
|
|
|
def _schur_jvp_rule(primals, tangents, **kwds):
|
|
raise NotImplementedError(
|
|
'The differentiation rules for the Schur factorization have not been implemented.'
|
|
)
|
|
|
|
|
|
schur_p = Primitive('schur')
|
|
schur_p.multiple_results = True
|
|
schur_p.def_impl(_schur_impl)
|
|
schur_p.def_abstract_eval(_schur_abstract_eval)
|
|
mlir.register_lowering(schur_p, _schur_lowering)
|
|
mlir.register_lowering(schur_p, _schur_cpu_lowering, platform='cpu')
|
|
batching.primitive_batchers[schur_p] = _schur_batching_rule
|
|
ad.primitive_jvps[schur_p] = _schur_jvp_rule
|
|
|
|
|
|
# hessenberg: Upper Hessenberg reduction
|
|
|
|
def hessenberg(a: ArrayLike) -> tuple[Array, Array]:
|
|
"""Reduces a square matrix to upper Hessenberg form.
|
|
|
|
Currently implemented on CPU only.
|
|
|
|
Args:
|
|
a: A floating point or complex square matrix or batch of matrices.
|
|
|
|
Returns:
|
|
A ``(a, taus)`` pair, where the upper triangle and first subdiagonal of ``a``
|
|
contain the upper Hessenberg matrix, and the elements below the first
|
|
subdiagonal contain the Householder reflectors. For each Householder
|
|
reflector ``taus`` contains the scalar factors of the elementary Householder
|
|
reflectors.
|
|
"""
|
|
return hessenberg_p.bind(a)
|
|
|
|
def _hessenberg_abstract_eval(a):
|
|
if a.dtype not in (np.float32, np.float64, np.complex64, np.complex128):
|
|
raise TypeError("hessenberg requires a.dtype to be float32, float64, "
|
|
f"complex64, or complex128, got {a.dtype}.")
|
|
if a.ndim < 2:
|
|
raise TypeError("hessenberg requires a.ndim to be at least 2, got "
|
|
f"{a.ndim}.")
|
|
if a.shape[-1] != a.shape[-2]:
|
|
raise TypeError("hessenberg requires the last two dimensions of a to be "
|
|
f"equal in size, got a.shape of {a.shape}.")
|
|
return [a, ShapedArray(a.shape[:-2] + (a.shape[-1] - 1,), a.dtype)]
|
|
|
|
hessenberg_p = Primitive("hessenberg")
|
|
hessenberg_p.def_impl(partial(dispatch.apply_primitive, hessenberg_p))
|
|
hessenberg_p.def_abstract_eval(_hessenberg_abstract_eval)
|
|
hessenberg_p.multiple_results = True
|
|
|
|
def _hessenberg_batching_rule(batched_args, batch_dims):
|
|
x, = batched_args
|
|
bd, = batch_dims
|
|
x = batching.moveaxis(x, bd, 0)
|
|
return hessenberg(x), 0
|
|
|
|
batching.primitive_batchers[hessenberg_p] = _hessenberg_batching_rule
|
|
|
|
def _hessenberg_cpu_hlo(ctx, a):
|
|
a_aval, = ctx.avals_in
|
|
batch_dims = a_aval.shape[:-2]
|
|
a, taus, info = lapack.gehrd_hlo(a_aval.dtype, a)
|
|
ok = mlir.compare_hlo(
|
|
info, mlir.full_like_aval(ctx, 0, ShapedArray(batch_dims, np.dtype(np.int32))),
|
|
"EQ", "SIGNED")
|
|
select_a_aval = ShapedArray(batch_dims + (1, 1), np.dtype(np.bool_))
|
|
select_taus_aval = ShapedArray(batch_dims + (1,), np.dtype(np.bool_))
|
|
return [
|
|
_broadcasting_select_hlo(
|
|
ctx,
|
|
mlir.broadcast_in_dim(ctx, ok, select_a_aval,
|
|
broadcast_dimensions=range(len(batch_dims))),
|
|
select_a_aval,
|
|
a, ctx.avals_out[0], _nan_like_hlo(ctx, ctx.avals_out[0]), ctx.avals_out[0]),
|
|
_broadcasting_select_hlo(
|
|
ctx,
|
|
mlir.broadcast_in_dim(ctx, ok, select_taus_aval,
|
|
broadcast_dimensions=range(len(batch_dims))),
|
|
select_taus_aval,
|
|
taus, ctx.avals_out[1], _nan_like_hlo(ctx, ctx.avals_out[1]), ctx.avals_out[1]),
|
|
]
|
|
|
|
mlir.register_lowering(hessenberg_p, _hessenberg_cpu_hlo, platform='cpu')
|
|
|
|
|
|
# tridiagonal: Upper Hessenberg reduction
|
|
|
|
def tridiagonal(a: ArrayLike, *, lower=True
|
|
) -> tuple[Array, Array, Array, Array]:
|
|
"""Reduces a symmetric/Hermitian matrix to tridiagonal form.
|
|
|
|
Currently implemented on CPU and GPU only.
|
|
|
|
Args:
|
|
a: A floating point or complex matrix or batch of matrices.
|
|
lower: Describes which triangle of the input matrices to use.
|
|
The other triangle is ignored and not accessed.
|
|
|
|
Returns:
|
|
A ``(a, d, e, taus)`` pair. If ``lower=True``, the diagonal and first subdiagonal of
|
|
matrix (or batch of matrices) ``a`` contain the tridiagonal representation,
|
|
and elements below the first subdiagonal contain the elementary Householder
|
|
reflectors, where additionally ``d`` contains the diagonal of the matrix and ``e`` contains
|
|
the first subdiagonal.If ``lower=False`` the diagonal and first superdiagonal of the
|
|
matrix contains the tridiagonal representation, and elements above the first
|
|
superdiagonal contain the elementary Householder reflectors, where
|
|
additionally ``d`` contains the diagonal of the matrix and ``e`` contains the
|
|
first superdiagonal. ``taus`` contains the scalar factors of the elementary
|
|
Householder reflectors.
|
|
"""
|
|
arr, d, e, taus, info = tridiagonal_p.bind(lax_internal.asarray(a), lower=lower)
|
|
def nans_like(arr):
|
|
if dtypes.issubdtype(arr.dtype, np.complexfloating):
|
|
return lax.full_like(arr, np.nan + 1j * np.nan)
|
|
return lax.full_like(arr, np.nan)
|
|
mask = lambda x: lax.broadcast_in_dim(info == 0, x.shape, range(info.ndim))
|
|
arr = lax.select(mask(arr), arr, nans_like(arr))
|
|
d = lax.select(mask(d), d, nans_like(d))
|
|
e = lax.select(mask(e), e, nans_like(e))
|
|
taus = lax.select(mask(taus), taus, nans_like(taus))
|
|
return arr, d, e, taus
|
|
|
|
def _tridiagonal_abstract_eval(a, *, lower):
|
|
if a.dtype not in (np.float32, np.float64, np.complex64, np.complex128):
|
|
raise TypeError("tridiagonal requires a.dtype to be float32, float64, "
|
|
f"complex64, or complex128, got {a.dtype}.")
|
|
if a.ndim < 2:
|
|
raise TypeError("tridiagonal requires a.ndim to be at least 2, got "
|
|
f"{a.ndim}.")
|
|
if a.shape[-1] != a.shape[-2]:
|
|
raise TypeError("tridiagonal requires the last two dimensions of a to be "
|
|
f"equal in size, got a.shape of {a.shape}.")
|
|
if a.shape[-1] == 0:
|
|
raise TypeError("tridiagonal requires the last two dimensions of a to be "
|
|
f"non-zero, got a.shape of {a.shape}.")
|
|
real_dtype = dtypes.finfo(a.dtype).dtype
|
|
return [
|
|
a,
|
|
ShapedArray(a.shape[:-2] + (a.shape[-1],), real_dtype),
|
|
ShapedArray(a.shape[:-2] + (a.shape[-1] - 1,), real_dtype),
|
|
ShapedArray(a.shape[:-2] + (a.shape[-1] - 1,), a.dtype),
|
|
ShapedArray(a.shape[:-2], np.int32)
|
|
]
|
|
|
|
tridiagonal_p = Primitive("tridiagonal")
|
|
tridiagonal_p.def_impl(partial(dispatch.apply_primitive, tridiagonal_p))
|
|
tridiagonal_p.def_abstract_eval(_tridiagonal_abstract_eval)
|
|
tridiagonal_p.multiple_results = True
|
|
|
|
def _tridiagonal_batching_rule(batched_args, batch_dims, *, lower):
|
|
x, = batched_args
|
|
bd, = batch_dims
|
|
x = batching.moveaxis(x, bd, 0)
|
|
return tridiagonal(x), 0
|
|
|
|
batching.primitive_batchers[tridiagonal_p] = _tridiagonal_batching_rule
|
|
|
|
def _tridiagonal_cpu_gpu_hlo(sytrd_impl, ctx, a, *, lower):
|
|
a_aval, = ctx.avals_in
|
|
a, d, e, taus, info = sytrd_impl(a_aval.dtype, a, lower=lower)
|
|
return a, d, e, taus, info
|
|
|
|
mlir.register_lowering(
|
|
tridiagonal_p, partial(_tridiagonal_cpu_gpu_hlo, lapack.sytrd_hlo),
|
|
platform='cpu')
|
|
mlir.register_lowering(
|
|
tridiagonal_p, partial(_tridiagonal_cpu_gpu_hlo, gpu_solver.cuda_sytrd),
|
|
platform='cuda')
|
|
mlir.register_lowering(
|
|
tridiagonal_p, partial(_tridiagonal_cpu_gpu_hlo, gpu_solver.rocm_sytrd),
|
|
platform='rocm')
|
|
|
|
# Utilities
|
|
|
|
def _nan_like_hlo(ctx: mlir.LoweringRuleContext, aval) -> ir.Value:
|
|
if dtypes.issubdtype(aval.dtype, np.complexfloating):
|
|
return mlir.full_like_aval(ctx, np.nan + np.nan * 1j, aval)
|
|
else:
|
|
return mlir.full_like_aval(ctx, np.nan, aval)
|
|
|
|
def _broadcasting_select_hlo(ctx, which, which_aval, x, x_aval, y, y_aval) -> ir.Value:
|
|
"""Wrapper around XLA `Select` that broadcasts its arguments."""
|
|
out_shapes = list(lax_internal.broadcast_shapes(
|
|
tuple(which_aval.shape), tuple(x_aval.shape), tuple(y_aval.shape)))
|
|
which, x, y = mlir.multi_broadcast_in_dim(ctx, (which, x, y),
|
|
(which_aval, x_aval, y_aval),
|
|
out_shapes)
|
|
return hlo.select(which, x, y)
|