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12.4 kB
| import numpy as _numpy | |
| import cupy as _cupy | |
| from cupy_backends.cuda.libs import cublas as _cublas | |
| from cupy.cuda import device as _device | |
| def gesv(a, b): | |
| """Solve a linear matrix equation using cusolverDn<t>getr[fs](). | |
| Computes the solution to a system of linear equation ``ax = b``. | |
| Args: | |
| a (cupy.ndarray): The matrix with dimension ``(M, M)``. | |
| b (cupy.ndarray): The matrix with dimension ``(M)`` or ``(M, K)``. | |
| Returns: | |
| cupy.ndarray: | |
| The matrix with dimension ``(M)`` or ``(M, K)``. | |
| Note: ``a`` and ``b`` will be overwritten. | |
| """ | |
| from cupy_backends.cuda.libs import cusolver as _cusolver | |
| if a.ndim != 2: | |
| raise ValueError('a.ndim must be 2 (actual: {})'.format(a.ndim)) | |
| if b.ndim not in (1, 2): | |
| raise ValueError('b.ndim must be 1 or 2 (actual: {})'.format(b.ndim)) | |
| if a.shape[0] != a.shape[1]: | |
| raise ValueError('a must be a square matrix.') | |
| if a.shape[0] != b.shape[0]: | |
| raise ValueError('shape mismatch (a: {}, b: {}).'. | |
| format(a.shape, b.shape)) | |
| if a.dtype != b.dtype: | |
| raise TypeError('dtype mismatch (a: {}, b: {})'. | |
| format(a.dtype, b.dtype)) | |
| dtype = a.dtype | |
| if dtype == 'f': | |
| t = 's' | |
| elif dtype == 'd': | |
| t = 'd' | |
| elif dtype == 'F': | |
| t = 'c' | |
| elif dtype == 'D': | |
| t = 'z' | |
| else: | |
| raise TypeError('unsupported dtype (actual:{})'.format(a.dtype)) | |
| helper = getattr(_cusolver, t + 'getrf_bufferSize') | |
| getrf = getattr(_cusolver, t + 'getrf') | |
| getrs = getattr(_cusolver, t + 'getrs') | |
| n = b.shape[0] | |
| nrhs = b.shape[1] if b.ndim == 2 else 1 | |
| if a._f_contiguous: | |
| trans = _cublas.CUBLAS_OP_N | |
| elif a._c_contiguous: | |
| trans = _cublas.CUBLAS_OP_T | |
| else: | |
| raise ValueError('a must be F-contiguous or C-contiguous.') | |
| if not b._f_contiguous: | |
| raise ValueError('b must be F-contiguous.') | |
| handle = _device.get_cusolver_handle() | |
| dipiv = _cupy.empty(n, dtype=_numpy.int32) | |
| dinfo = _cupy.empty(1, dtype=_numpy.int32) | |
| lwork = helper(handle, n, n, a.data.ptr, n) | |
| dwork = _cupy.empty(lwork, dtype=a.dtype) | |
| # LU factrization (A = L * U) | |
| getrf(handle, n, n, a.data.ptr, n, dwork.data.ptr, dipiv.data.ptr, | |
| dinfo.data.ptr) | |
| _cupy.linalg._util._check_cusolver_dev_info_if_synchronization_allowed( | |
| getrf, dinfo) | |
| # Solves Ax = b | |
| getrs(handle, trans, n, nrhs, a.data.ptr, n, | |
| dipiv.data.ptr, b.data.ptr, n, dinfo.data.ptr) | |
| _cupy.linalg._util._check_cusolver_dev_info_if_synchronization_allowed( | |
| getrs, dinfo) | |
| def gels(a, b): | |
| """Solves over/well/under-determined linear systems. | |
| Computes least-square solution to equation ``ax = b` by QR factorization | |
| using cusolverDn<t>geqrf(). | |
| Args: | |
| a (cupy.ndarray): The matrix with dimension ``(M, N)``. | |
| b (cupy.ndarray): The matrix with dimension ``(M)`` or ``(M, K)``. | |
| Returns: | |
| cupy.ndarray: | |
| The matrix with dimension ``(N)`` or ``(N, K)``. | |
| """ | |
| from cupy_backends.cuda.libs import cusolver as _cusolver | |
| if a.ndim != 2: | |
| raise ValueError('a.ndim must be 2 (actual: {})'.format(a.ndim)) | |
| if b.ndim == 1: | |
| nrhs = 1 | |
| elif b.ndim == 2: | |
| nrhs = b.shape[1] | |
| else: | |
| raise ValueError('b.ndim must be 1 or 2 (actual: {})'.format(b.ndim)) | |
| if a.shape[0] != b.shape[0]: | |
| raise ValueError('shape mismatch (a: {}, b: {}).'. | |
| format(a.shape, b.shape)) | |
| if a.dtype != b.dtype: | |
| raise ValueError('dtype mismatch (a: {}, b: {}).'. | |
| format(a.dtype, b.dtype)) | |
| dtype = a.dtype | |
| if dtype == 'f': | |
| t = 's' | |
| elif dtype == 'd': | |
| t = 'd' | |
| elif dtype == 'F': | |
| t = 'c' | |
| elif dtype == 'D': | |
| t = 'z' | |
| else: | |
| raise ValueError('unsupported dtype (actual: {})'.format(dtype)) | |
| geqrf_helper = getattr(_cusolver, t + 'geqrf_bufferSize') | |
| geqrf = getattr(_cusolver, t + 'geqrf') | |
| trsm = getattr(_cublas, t + 'trsm') | |
| if t in 'sd': | |
| ormqr_helper = getattr(_cusolver, t + 'ormqr_bufferSize') | |
| ormqr = getattr(_cusolver, t + 'ormqr') | |
| else: | |
| ormqr_helper = getattr(_cusolver, t + 'unmqr_bufferSize') | |
| ormqr = getattr(_cusolver, t + 'unmqr') | |
| no_trans = _cublas.CUBLAS_OP_N | |
| if dtype.char in 'fd': | |
| trans = _cublas.CUBLAS_OP_T | |
| else: | |
| trans = _cublas.CUBLAS_OP_C | |
| m, n = a.shape | |
| mn_min = min(m, n) | |
| dev_info = _cupy.empty(1, dtype=_numpy.int32) | |
| tau = _cupy.empty(mn_min, dtype=dtype) | |
| cusolver_handle = _device.get_cusolver_handle() | |
| cublas_handle = _device.get_cublas_handle() | |
| one = _numpy.array(1.0, dtype=dtype) | |
| if m >= n: # over/well-determined systems | |
| a = a.copy(order='F') | |
| b = b.copy(order='F') | |
| # geqrf (QR decomposition, A = Q * R) | |
| ws_size = geqrf_helper(cusolver_handle, m, n, a.data.ptr, m) | |
| workspace = _cupy.empty(ws_size, dtype=dtype) | |
| geqrf(cusolver_handle, m, n, a.data.ptr, m, tau.data.ptr, | |
| workspace.data.ptr, ws_size, dev_info.data.ptr) | |
| _cupy.linalg._util._check_cusolver_dev_info_if_synchronization_allowed( | |
| geqrf, dev_info) | |
| # ormqr (Computes Q^T * B) | |
| ws_size = ormqr_helper( | |
| cusolver_handle, _cublas.CUBLAS_SIDE_LEFT, trans, m, nrhs, mn_min, | |
| a.data.ptr, m, tau.data.ptr, b.data.ptr, m) | |
| workspace = _cupy.empty(ws_size, dtype=dtype) | |
| ormqr(cusolver_handle, _cublas.CUBLAS_SIDE_LEFT, trans, m, nrhs, | |
| mn_min, a.data.ptr, m, tau.data.ptr, b.data.ptr, m, | |
| workspace.data.ptr, ws_size, dev_info.data.ptr) | |
| _cupy.linalg._util._check_cusolver_dev_info_if_synchronization_allowed( | |
| ormqr, dev_info) | |
| # trsm (Solves R * X = (Q^T * B)) | |
| trsm(cublas_handle, _cublas.CUBLAS_SIDE_LEFT, | |
| _cublas.CUBLAS_FILL_MODE_UPPER, no_trans, | |
| _cublas.CUBLAS_DIAG_NON_UNIT, mn_min, nrhs, | |
| one.ctypes.data, a.data.ptr, m, b.data.ptr, m) | |
| return b[:n] | |
| else: # under-determined systems | |
| a = a.conj().T.copy(order='F') | |
| bb = b | |
| out_shape = (n,) if b.ndim == 1 else (n, nrhs) | |
| b = _cupy.zeros(out_shape, dtype=dtype, order='F') | |
| b[:m] = bb | |
| # geqrf (QR decomposition, A^T = Q * R) | |
| ws_size = geqrf_helper(cusolver_handle, n, m, a.data.ptr, n) | |
| workspace = _cupy.empty(ws_size, dtype=dtype) | |
| geqrf(cusolver_handle, n, m, a.data.ptr, n, tau.data.ptr, | |
| workspace.data.ptr, ws_size, dev_info.data.ptr) | |
| _cupy.linalg._util._check_cusolver_dev_info_if_synchronization_allowed( | |
| geqrf, dev_info) | |
| # trsm (Solves R^T * Z = B) | |
| trsm(cublas_handle, _cublas.CUBLAS_SIDE_LEFT, | |
| _cublas.CUBLAS_FILL_MODE_UPPER, trans, | |
| _cublas.CUBLAS_DIAG_NON_UNIT, m, nrhs, | |
| one.ctypes.data, a.data.ptr, n, b.data.ptr, n) | |
| # ormqr (Computes Q * Z) | |
| ws_size = ormqr_helper( | |
| cusolver_handle, _cublas.CUBLAS_SIDE_LEFT, no_trans, n, nrhs, | |
| mn_min, a.data.ptr, n, tau.data.ptr, b.data.ptr, n) | |
| workspace = _cupy.empty(ws_size, dtype=dtype) | |
| ormqr(cusolver_handle, _cublas.CUBLAS_SIDE_LEFT, no_trans, n, nrhs, | |
| mn_min, a.data.ptr, n, tau.data.ptr, b.data.ptr, n, | |
| workspace.data.ptr, ws_size, dev_info.data.ptr) | |
| _cupy.linalg._util._check_cusolver_dev_info_if_synchronization_allowed( | |
| ormqr, dev_info) | |
| return b | |
| def _batched_posv(a, b): | |
| from cupy_backends.cuda.libs import cusolver as _cusolver | |
| import cupyx.cusolver | |
| if not cupyx.cusolver.check_availability('potrsBatched'): | |
| raise RuntimeError('potrsBatched is not available') | |
| dtype = _numpy.promote_types(a.dtype, b.dtype) | |
| dtype = _numpy.promote_types(dtype, 'f') | |
| if dtype == 'f': | |
| potrfBatched = _cusolver.spotrfBatched | |
| potrsBatched = _cusolver.spotrsBatched | |
| elif dtype == 'd': | |
| potrfBatched = _cusolver.dpotrfBatched | |
| potrsBatched = _cusolver.dpotrsBatched | |
| elif dtype == 'F': | |
| potrfBatched = _cusolver.cpotrfBatched | |
| potrsBatched = _cusolver.cpotrsBatched | |
| elif dtype == 'D': | |
| potrfBatched = _cusolver.zpotrfBatched | |
| potrsBatched = _cusolver.zpotrsBatched | |
| else: | |
| msg = ('dtype must be float32, float64, complex64 or complex128' | |
| ' (actual: {})'.format(a.dtype)) | |
| raise ValueError(msg) | |
| a = a.astype(dtype, order='C', copy=True) | |
| ap = _cupy._core._mat_ptrs(a) | |
| lda, n = a.shape[-2:] | |
| batch_size = int(_numpy.prod(a.shape[:-2])) | |
| handle = _device.get_cusolver_handle() | |
| uplo = _cublas.CUBLAS_FILL_MODE_LOWER | |
| dev_info = _cupy.empty(batch_size, dtype=_numpy.int32) | |
| # Cholesky factorization | |
| potrfBatched(handle, uplo, n, ap.data.ptr, lda, dev_info.data.ptr, | |
| batch_size) | |
| _cupy.linalg._util._check_cusolver_dev_info_if_synchronization_allowed( | |
| potrfBatched, dev_info) | |
| b_shape = b.shape | |
| b = b.conj().reshape(batch_size, n, -1).astype(dtype, order='C', copy=True) | |
| bp = _cupy._core._mat_ptrs(b) | |
| ldb, nrhs = b.shape[-2:] | |
| dev_info = _cupy.empty(1, dtype=_numpy.int32) | |
| # NOTE: potrsBatched does not currently support nrhs > 1 (CUDA v10.2) | |
| # Solve: A[i] * X[i] = B[i] | |
| potrsBatched(handle, uplo, n, nrhs, ap.data.ptr, lda, bp.data.ptr, ldb, | |
| dev_info.data.ptr, batch_size) | |
| _cupy.linalg._util._check_cusolver_dev_info_if_synchronization_allowed( | |
| potrsBatched, dev_info) | |
| # TODO: check if conj() is necessary when nrhs > 1 | |
| return b.conj().reshape(b_shape) | |
| def posv(a, b): | |
| """Solve the linear equations A x = b via Cholesky factorization of A, | |
| where A is a real symmetric or complex Hermitian positive-definite matrix. | |
| If matrix ``A`` is not positive definite, Cholesky factorization fails | |
| and it raises an error. | |
| Note: For batch input, NRHS > 1 is not currently supported. | |
| Args: | |
| a (cupy.ndarray): Array of real symmetric or complex hermitian | |
| matrices with dimension (..., N, N). | |
| b (cupy.ndarray): right-hand side (..., N) or (..., N, NRHS). | |
| Returns: | |
| x (cupy.ndarray): The solution (shape matches b). | |
| """ | |
| from cupy_backends.cuda.libs import cusolver as _cusolver | |
| _util = _cupy.linalg._util | |
| _util._assert_cupy_array(a, b) | |
| _util._assert_stacked_2d(a) | |
| _util._assert_stacked_square(a) | |
| if a.ndim > 2: | |
| return _batched_posv(a, b) | |
| dtype = _numpy.promote_types(a.dtype, b.dtype) | |
| dtype = _numpy.promote_types(dtype, 'f') | |
| if dtype == 'f': | |
| potrf = _cusolver.spotrf | |
| potrf_bufferSize = _cusolver.spotrf_bufferSize | |
| potrs = _cusolver.spotrs | |
| elif dtype == 'd': | |
| potrf = _cusolver.dpotrf | |
| potrf_bufferSize = _cusolver.dpotrf_bufferSize | |
| potrs = _cusolver.dpotrs | |
| elif dtype == 'F': | |
| potrf = _cusolver.cpotrf | |
| potrf_bufferSize = _cusolver.cpotrf_bufferSize | |
| potrs = _cusolver.cpotrs | |
| elif dtype == 'D': | |
| potrf = _cusolver.zpotrf | |
| potrf_bufferSize = _cusolver.zpotrf_bufferSize | |
| potrs = _cusolver.zpotrs | |
| else: | |
| msg = ('dtype must be float32, float64, complex64 or complex128' | |
| ' (actual: {})'.format(a.dtype)) | |
| raise ValueError(msg) | |
| a = a.astype(dtype, order='F', copy=True) | |
| lda, n = a.shape | |
| handle = _device.get_cusolver_handle() | |
| uplo = _cublas.CUBLAS_FILL_MODE_LOWER | |
| dev_info = _cupy.empty(1, dtype=_numpy.int32) | |
| worksize = potrf_bufferSize(handle, uplo, n, a.data.ptr, lda) | |
| workspace = _cupy.empty(worksize, dtype=dtype) | |
| # Cholesky factorization | |
| potrf(handle, uplo, n, a.data.ptr, lda, workspace.data.ptr, | |
| worksize, dev_info.data.ptr) | |
| _cupy.linalg._util._check_cusolver_dev_info_if_synchronization_allowed( | |
| potrf, dev_info) | |
| b_shape = b.shape | |
| b = b.reshape(n, -1).astype(dtype, order='F', copy=True) | |
| ldb, nrhs = b.shape | |
| # Solve: A * X = B | |
| potrs(handle, uplo, n, nrhs, a.data.ptr, lda, b.data.ptr, ldb, | |
| dev_info.data.ptr) | |
| _cupy.linalg._util._check_cusolver_dev_info_if_synchronization_allowed( | |
| potrs, dev_info) | |
| return _cupy.ascontiguousarray(b.reshape(b_shape)) | |