def sbmv(k, alpha, a, x, beta, y, lower=False):
"""Computes y = alpha*A @ x + beta * y
"""
dtype = a.dtype.char
if dtype == 'f':
func = cublas.ssbmv
elif dtype == 'd':
func = cublas.dsbmv
else:
raise TypeError('Complex dtypes not supported')
assert a.ndim == 2
assert x.ndim == y.ndim == 1
assert a.dtype == x.dtype == y.dtype
m, n = a.shape
assert x.shape[0] == n
assert y.shape[0] == n
if not a._f_contiguous:
a = a.copy(order='F')
alpha, alpha_ptr = _get_scalar_ptr(alpha, a.dtype)
beta, beta_ptr = _get_scalar_ptr(beta, a.dtype)
handle = device.get_cublas_handle()
orig_mode = cublas.getPointerMode(handle)
if isinstance(alpha, cupy.ndarray) or isinstance(beta, cupy.ndarray):
if not isinstance(alpha, cupy.ndarray):
alpha = cupy.array(alpha)
alpha_ptr = alpha.data.ptr
if not isinstance(beta, cupy.ndarray):
beta = cupy.array(beta)
beta_ptr = beta.data.ptr
cublas.setPointerMode(handle, cublas.CUBLAS_POINTER_MODE_DEVICE)
else:
cublas.setPointerMode(handle, cublas.CUBLAS_POINTER_MODE_HOST)
if lower:
uplo = cublas.CUBLAS_FILL_MODE_LOWER
else:
uplo = cublas.CUBLAS_FILL_MODE_UPPER
handle = device.get_cublas_handle()
try:
func(handle, uplo, n, k,
alpha_ptr, a.data.ptr, m, x.data.ptr, 1,
beta_ptr, y.data.ptr, 1)
finally:
cublas.setPointerMode(handle, orig_mode)
return y
def nrm2(x, out=None):
"""Computes the Euclidean norm of vector x."""
if x.ndim != 1:
raise ValueError('x must be a 1D array (actual: {})'.format(x.ndim))
dtype = x.dtype.char
if dtype == 'f':
func = cublas.snrm2
elif dtype == 'd':
func = cublas.dnrm2
elif dtype == 'F':
func = cublas.scnrm2
elif dtype == 'D':
func = cublas.dznrm2
else:
raise TypeError('invalid dtype')
handle = device.get_cublas_handle()
result_dtype = dtype.lower()
result_ptr, result, orig_mode = _setup_result_ptr(
handle, out, result_dtype)
try:
func(handle, x.size, x.data.ptr, 1, result_ptr)
finally:
cublas.setPointerMode(handle, orig_mode)
if out is None:
out = result
elif out.dtype != result_dtype:
_core.elementwise_copy(result, out)
return out
def dotc(x, y, out=None):
"""Computes the dot product of x.conj() and y."""
dtype = x.dtype.char
if dtype in 'fd':
return dot(x, y, out=out)
elif dtype == 'F':
func = cublas.cdotc
elif dtype == 'D':
func = cublas.zdotc
else:
raise TypeError('invalid dtype')
_check_two_vectors(x, y)
handle = device.get_cublas_handle()
result_dtype = dtype
result_ptr, result, orig_mode = _setup_result_ptr(
handle, out, result_dtype)
try:
func(handle, x.size, x.data.ptr, 1, y.data.ptr, 1, result_ptr)
finally:
cublas.setPointerMode(handle, orig_mode)
if out is None:
out = result
elif out.dtype != result_dtype:
_core.elementwise_copy(result, out)
return out
def _iamaxmin(x, out, name):
if x.ndim != 1:
raise ValueError('x must be a 1D array (actual: {})'.format(x.ndim))
dtype = x.dtype.char
if dtype == 'f':
t = 's'
elif dtype == 'd':
t = 'd'
elif dtype == 'F':
t = 'c'
elif dtype == 'D':
t = 'z'
else:
raise TypeError('invalid dtype')
func = getattr(cublas, 'i' + t + name)
handle = device.get_cublas_handle()
result_dtype = 'i'
result_ptr, result, orig_mode = _setup_result_ptr(
handle, out, result_dtype)
try:
func(handle, x.size, x.data.ptr, 1, result_ptr)
finally:
cublas.setPointerMode(handle, orig_mode)
if out is None:
out = result
elif out.dtype != result_dtype:
_core.elementwise_copy(result, out)
return out
def axpy(a, x, y):
"""Computes y += a * x.
(*) y will be updated.
"""
_check_two_vectors(x, y)
dtype = x.dtype.char
if dtype == 'f':
func = cublas.saxpy
elif dtype == 'd':
func = cublas.daxpy
elif dtype == 'F':
func = cublas.caxpy
elif dtype == 'D':
func = cublas.zaxpy
else:
raise TypeError('invalid dtype')
handle = device.get_cublas_handle()
a, a_ptr, orig_mode = _setup_scalar_ptr(handle, a, dtype)
try:
func(handle, x.size, a_ptr, x.data.ptr, 1, y.data.ptr, 1)
finally:
cublas.setPointerMode(handle, orig_mode)
def dot(x, y, out=None):
"""Computes the dot product of x and y."""
dtype = x.dtype.char
if dtype == 'f':
func = cublas.sdot
elif dtype == 'd':
func = cublas.ddot
elif dtype in 'FD':
raise TypeError('Use dotu() or dotc() for complex dtype')
else:
raise TypeError('invalid dtype')
_check_two_vectors(x, y)
handle = device.get_cublas_handle()
result_dtype = dtype
result_ptr, result, orig_mode = _setup_result_ptr(handle, out,
result_dtype)
func(handle, x.size, x.data.ptr, 1, y.data.ptr, 1, result_ptr)
cublas.setPointerMode(handle, orig_mode)
if out is None:
out = result
elif out.dtype != result_dtype:
out[...] = result
return out
def _make_compute_hu(V):
handle = device.get_cublas_handle()
if V.dtype.char == 'f':
gemv = _cublas.sgemv
elif V.dtype.char == 'd':
gemv = _cublas.dgemv
elif V.dtype.char == 'F':
gemv = _cublas.cgemv
elif V.dtype.char == 'D':
gemv = _cublas.zgemv
n = V.shape[0]
one = numpy.array(1.0, V.dtype)
zero = numpy.array(0.0, V.dtype)
mone = numpy.array(-1.0, V.dtype)
def compute_hu(u, j):
# h = V[:, :j+1].conj().T @ u
# u -= V[:, :j+1] @ h
h = cupy.empty((j + 1, ), dtype=V.dtype)
gemv(handle, _cublas.CUBLAS_OP_C, n, j + 1, one.ctypes.data,
V.data.ptr, n, u.data.ptr, 1, zero.ctypes.data, h.data.ptr, 1)
gemv(handle, _cublas.CUBLAS_OP_N, n, j + 1, mone.ctypes.data,
V.data.ptr, n, h.data.ptr, 1, one.ctypes.data, u.data.ptr, 1)
return h, u
return compute_hu
def asum(x, out=None):
"""Computes the sum of the absolute of x."""
if x.ndim != 1:
raise ValueError('x must be a 1D array (actual: {})'.format(x.ndim))
dtype = x.dtype.char
if dtype == 'f':
func = cublas.sasum
elif dtype == 'd':
func = cublas.dasum
elif dtype == 'F':
func = cublas.scasum
elif dtype == 'D':
func = cublas.dzasum
else:
raise TypeError('invalid dtype')
handle = device.get_cublas_handle()
result_dtype = dtype.lower()
result_ptr, result, orig_mode = _setup_result_ptr(handle, out,
result_dtype)
func(handle, x.size, x.data.ptr, 1, result_ptr)
cublas.setPointerMode(handle, orig_mode)
if out is None:
out = result
elif out.dtype != result_dtype:
out[...] = result
return out
def _batched_inv(a):
assert a.ndim >= 3
_util._assert_cupy_array(a)
_util._assert_stacked_square(a)
dtype, out_dtype = _util.linalg_common_type(a)
if dtype == cupy.float32:
getrf = cupy.cuda.cublas.sgetrfBatched
getri = cupy.cuda.cublas.sgetriBatched
elif dtype == cupy.float64:
getrf = cupy.cuda.cublas.dgetrfBatched
getri = cupy.cuda.cublas.dgetriBatched
elif dtype == cupy.complex64:
getrf = cupy.cuda.cublas.cgetrfBatched
getri = cupy.cuda.cublas.cgetriBatched
elif dtype == cupy.complex128:
getrf = cupy.cuda.cublas.zgetrfBatched
getri = cupy.cuda.cublas.zgetriBatched
else:
msg = ('dtype must be float32, float64, complex64 or complex128'
' (actual: {})'.format(a.dtype))
raise ValueError(msg)
if 0 in a.shape:
return cupy.empty_like(a, dtype=out_dtype)
a_shape = a.shape
# copy is necessary to present `a` to be overwritten.
a = a.astype(dtype, order='C').reshape(-1, a_shape[-2], a_shape[-1])
handle = device.get_cublas_handle()
batch_size = a.shape[0]
n = a.shape[1]
lda = n
step = n * lda * a.itemsize
start = a.data.ptr
stop = start + step * batch_size
a_array = cupy.arange(start, stop, step, dtype=cupy.uintp)
pivot_array = cupy.empty((batch_size, n), dtype=cupy.int32)
info_array = cupy.empty((batch_size, ), dtype=cupy.int32)
getrf(handle, n, a_array.data.ptr, lda, pivot_array.data.ptr,
info_array.data.ptr, batch_size)
cupy.linalg._util._check_cublas_info_array_if_synchronization_allowed(
getrf, info_array)
c = cupy.empty_like(a)
ldc = lda
step = n * ldc * c.itemsize
start = c.data.ptr
stop = start + step * batch_size
c_array = cupy.arange(start, stop, step, dtype=cupy.uintp)
getri(handle, n, a_array.data.ptr, lda, pivot_array.data.ptr,
c_array.data.ptr, ldc, info_array.data.ptr, batch_size)
cupy.linalg._util._check_cublas_info_array_if_synchronization_allowed(
getri, info_array)
return c.reshape(a_shape).astype(out_dtype, copy=False)
def scal(a, x):
"""Computes x *= a.
(*) x will be updated.
"""
if x.ndim != 1:
raise ValueError('x must be a 1D array (actual: {})'.format(x.ndim))
dtype = x.dtype.char
if dtype == 'f':
func = cublas.sscal
elif dtype == 'd':
func = cublas.dscal
elif dtype == 'F':
func = cublas.cscal
elif dtype == 'D':
func = cublas.zscal
else:
raise TypeError('invalid dtype')
handle = device.get_cublas_handle()
a, a_ptr, orig_mode = _setup_scalar_ptr(handle, a, dtype)
try:
func(handle, x.size, a_ptr, x.data.ptr, 1)
finally:
cublas.setPointerMode(handle, orig_mode)
def gerc(alpha, x, y, a):
"""Computes a += alpha * x @ y.T.conj()
Note: ''a'' will be updated.
"""
dtype = a.dtype.char
if dtype in 'fd':
return ger(alpha, x, y, a)
elif dtype == 'F':
func = cublas.cgerc
elif dtype == 'D':
func = cublas.zgerc
else:
raise TypeError('invalid dtype')
assert a.ndim == 2
assert x.ndim == y.ndim == 1
assert a.dtype == x.dtype == y.dtype
m, n = a.shape
assert x.shape[0] == m
assert y.shape[0] == n
handle = device.get_cublas_handle()
alpha, alpha_ptr, orig_mode = _setup_scalar_ptr(handle, alpha, dtype)
x_ptr, y_ptr = x.data.ptr, y.data.ptr
try:
if a._f_contiguous:
func(handle, m, n, alpha_ptr, x_ptr, 1, y_ptr, 1, a.data.ptr, m)
else:
aa = a.copy(order='F')
func(handle, m, n, alpha_ptr, x_ptr, 1, y_ptr, 1, aa.data.ptr, m)
_core.elementwise_copy(aa, a)
finally:
cublas.setPointerMode(handle, orig_mode)
def dgmm(side, a, x, out=None, incx=1):
"""Computes diag(x) @ a or a @ diag(x)
Computes diag(x) @ a if side is 'L', a @ diag(x) if side is 'R'.
"""
assert a.ndim == 2
assert 0 <= x.ndim <= 2
assert a.dtype == x.dtype
dtype = a.dtype.char
if dtype == 'f':
func = cublas.sdgmm
elif dtype == 'd':
func = cublas.ddgmm
elif dtype == 'F':
func = cublas.cdgmm
elif dtype == 'D':
func = cublas.zdgmm
else:
raise TypeError('invalid dtype')
if side == 'L' or side == cublas.CUBLAS_SIDE_LEFT:
side = cublas.CUBLAS_SIDE_LEFT
elif side == 'R' or side == cublas.CUBLAS_SIDE_RIGHT:
side = cublas.CUBLAS_SIDE_RIGHT
else:
raise ValueError('invalid side (actual: {})'.format(side))
m, n = a.shape
if side == cublas.CUBLAS_SIDE_LEFT:
assert x.size >= (m - 1) * abs(incx) + 1
else:
assert x.size >= (n - 1) * abs(incx) + 1
if out is None:
if a._c_contiguous:
order = 'C'
else:
order = 'F'
out = cupy.empty((m, n), dtype=dtype, order=order)
else:
assert out.ndim == 2
assert out.shape == a.shape
assert out.dtype == a.dtype
handle = device.get_cublas_handle()
if out._c_contiguous:
if not a._c_contiguous:
a = a.copy(order='C')
func(handle, 1 - side, n, m, a.data.ptr, n, x.data.ptr, incx,
out.data.ptr, n)
else:
if not a._f_contiguous:
a = a.copy(order='F')
c = out
if not out._f_contiguous:
c = out.copy(order='F')
func(handle, side, m, n, a.data.ptr, m, x.data.ptr, incx,
c.data.ptr, m)
if not out._f_contiguous:
_core.elementwise_copy(c, out)
return out
def solve(a, b):
"""Solves a linear matrix equation.
It computes the exact solution of ``x`` in ``ax = b``,
where ``a`` is a square and full rank matrix.
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)``.
.. warning::
This function calls one or more cuSOLVER routine(s) which may yield
invalid results if input conditions are not met.
To detect these invalid results, you can set the `linalg`
configuration to a value that is not `ignore` in
:func:`cupyx.errstate` or :func:`cupyx.seterr`.
.. seealso:: :func:`numpy.linalg.solve`
"""
# NOTE: Since cusolver in CUDA 8.0 does not support gesv,
# we manually solve a linear system with QR decomposition.
# For details, please see the following:
# https://docs.nvidia.com/cuda/cusolver/index.html#qr_examples
util._assert_cupy_array(a, b)
util._assert_nd_squareness(a)
if not ((a.ndim == b.ndim or a.ndim == b.ndim + 1)
and a.shape[:-1] == b.shape[:a.ndim - 1]):
raise ValueError(
'a must have (..., M, M) shape and b must have (..., M) '
'or (..., M, K)')
# Cast to float32 or float64
if a.dtype.char == 'f' or a.dtype.char == 'd':
dtype = a.dtype
else:
dtype = numpy.find_common_type((a.dtype.char, 'f'), ())
cublas_handle = device.get_cublas_handle()
cusolver_handle = device.get_cusolver_handle()
a = a.astype(dtype)
b = b.astype(dtype)
if a.ndim == 2:
return _solve(a, b, cublas_handle, cusolver_handle)
x = cupy.empty_like(b)
shape = a.shape[:-2]
for i in six.moves.range(numpy.prod(shape)):
index = numpy.unravel_index(i, shape)
x[index] = _solve(a[index], b[index], cublas_handle, cusolver_handle)
return x
def solve(a, b):
"""Solves a linear matrix equation.
It computes the exact solution of ``x`` in ``ax = b``,
where ``a`` is a square and full rank matrix.
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)``.
.. seealso:: :func:`numpy.linalg.solve`
"""
# NOTE: Since cusolver in CUDA 8.0 does not support gesv,
# we manually solve a linear system with QR decomposition.
# For details, please see the following:
# https://docs.nvidia.com/cuda/cusolver/index.html#qr_examples
if not cuda.cusolver_enabled:
raise RuntimeError('Current cupy only supports cusolver in CUDA 8.0')
util._assert_cupy_array(a, b)
util._assert_nd_squareness(a)
if not ((a.ndim == b.ndim or a.ndim == b.ndim + 1)
and a.shape[:-1] == b.shape[:a.ndim - 1]):
raise ValueError(
'a must have (..., M, M) shape and b must have (..., M) '
'or (..., M, K)')
# Cast to float32 or float64
if a.dtype.char == 'f' or a.dtype.char == 'd':
dtype = a.dtype
else:
dtype = numpy.find_common_type((a.dtype.char, 'f'), ())
cublas_handle = device.get_cublas_handle()
cusolver_handle = device.get_cusolver_handle()
a = a.astype(dtype)
b = b.astype(dtype)
if a.ndim == 2:
return _solve(a, b, cublas_handle, cusolver_handle)
x = cupy.empty_like(b)
shape = a.shape[:-2]
for i in six.moves.range(numpy.prod(shape)):
index = numpy.unravel_index(i, shape)
x[index] = _solve(a[index], b[index], cublas_handle, cusolver_handle)
return x
def cupy_trsm_wrapper(a, b):
cublas_handle = device.get_cublas_handle()
a = cp.array(a, dtype=np.float64, order='F')
b = cp.array(b, dtype=np.float64, order='F')
trsm = cublas.dtrsm
uplo = cublas.CUBLAS_FILL_MODE_LOWER
trans = cublas.CUBLAS_OP_T
side = cublas.CUBLAS_SIDE_RIGHT
diag = cublas.CUBLAS_DIAG_NON_UNIT
m, n = (b.side, 1) if b.ndim == 1 else b.shape
trsm(cublas_handle, side, uplo, trans, diag, m, n, 1.0, a.data.ptr, m,
b.data.ptr, m)
return b
def __init__(self, A, V, alpha, beta, update_impl='fast'):
assert A.ndim == V.ndim == 2
assert alpha.ndim == beta.ndim == 1
assert A.dtype == V.dtype == alpha.dtype
assert A.dtype.char.lower() == beta.dtype.char
assert A.shape[0] == A.shape[1] == V.shape[1]
assert V.shape[0] == alpha.shape[0] == beta.shape[0]
self.A = A
self.V = V
self.alpha = alpha
self.beta = beta
self.n = V.shape[1]
self.ncv = V.shape[0]
self.update_impl = update_impl
if self.update_impl != 'fast':
return
self.cublas_handle = device.get_cublas_handle()
self.cublas_pointer_mode = _cublas.getPointerMode(self.cublas_handle)
if A.dtype.char == 'f':
self.dotc = _cublas.sdot
self.nrm2 = _cublas.snrm2
self.gemm = _cublas.sgemm
elif A.dtype.char == 'd':
self.dotc = _cublas.ddot
self.nrm2 = _cublas.dnrm2
self.gemm = _cublas.dgemm
elif A.dtype.char == 'F':
self.dotc = _cublas.cdotc
self.nrm2 = _cublas.scnrm2
self.gemm = _cublas.cgemm
elif A.dtype.char == 'D':
self.dotc = _cublas.zdotc
self.nrm2 = _cublas.dznrm2
self.gemm = _cublas.zgemm
else:
raise TypeError('invalid dtype ({})'.format(A.dtype))
if csr.isspmatrix_csr(A) and cusparse.check_availability('spmv'):
self.cusparse_handle = device.get_cusparse_handle()
self.spmv_op_a = _cusparse.CUSPARSE_OPERATION_NON_TRANSPOSE
self.spmv_alpha = numpy.array(1.0, A.dtype)
self.spmv_beta = numpy.array(0.0, A.dtype)
self.spmv_cuda_dtype = cusparse._dtype_to_DataType(A.dtype)
self.spmv_alg = _cusparse.CUSPARSE_MV_ALG_DEFAULT
else:
self.cusparse_handle = None
self.v = cupy.empty((self.n, ), dtype=A.dtype)
self.u = cupy.empty((self.n, ), dtype=A.dtype)
self.uu = cupy.empty((self.ncv, ), dtype=A.dtype)
def _solve(a, b):
a = cupy.asfortranarray(a)
b = cupy.asfortranarray(b)
dtype = a.dtype
m, k = (b.size, 1) if b.ndim == 1 else b.shape
cusolver_handle = device.get_cusolver_handle()
cublas_handle = device.get_cublas_handle()
dev_info = cupy.empty(1, dtype=numpy.int32)
if dtype == 'f':
geqrf = cusolver.sgeqrf
geqrf_bufferSize = cusolver.sgeqrf_bufferSize
ormqr = cusolver.sormqr
trsm = cublas.strsm
else: # dtype == 'd'
geqrf = cusolver.dgeqrf
geqrf_bufferSize = cusolver.dgeqrf_bufferSize
ormqr = cusolver.dormqr
trsm = cublas.dtrsm
# 1. QR decomposition (A = Q * R)
buffersize = geqrf_bufferSize(cusolver_handle, m, m, a.data.ptr, m)
workspace = cupy.empty(buffersize, dtype=dtype)
tau = cupy.empty(m, dtype=dtype)
geqrf(cusolver_handle, m, m, a.data.ptr, m, tau.data.ptr,
workspace.data.ptr, buffersize, dev_info.data.ptr)
_check_status(dev_info)
# 2. ormqr (Q^T * B)
ormqr(cusolver_handle, cublas.CUBLAS_SIDE_LEFT, cublas.CUBLAS_OP_T, m, k,
m, a.data.ptr, m, tau.data.ptr, b.data.ptr, m, workspace.data.ptr,
buffersize, dev_info.data.ptr)
_check_status(dev_info)
# 3. trsm (X = R^{-1} * (Q^T * B))
trsm(cublas_handle, cublas.CUBLAS_SIDE_LEFT, cublas.CUBLAS_FILL_MODE_UPPER,
cublas.CUBLAS_OP_N, cublas.CUBLAS_DIAG_NON_UNIT, m, k, 1, a.data.ptr,
m, b.data.ptr, m)
return b
def ger(alpha, x, y, a):
"""Computes a += alpha * x @ y.T
Note: ''a'' will be updated.
"""
dtype = a.dtype.char
if dtype == 'f':
func = cublas.sger
elif dtype == 'd':
func = cublas.dger
elif dtype in 'FD':
raise TypeError('Use geru or gerc for complex dtypes')
else:
raise TypeError('invalid dtype')
assert a.ndim == 2
assert x.ndim == y.ndim == 1
assert a.dtype == x.dtype == y.dtype
m, n = a.shape
assert x.shape[0] == m
assert y.shape[0] == n
handle = device.get_cublas_handle()
alpha, alpha_ptr, orig_mode = _setup_scalar_ptr(handle, alpha, dtype)
x_ptr, y_ptr = x.data.ptr, y.data.ptr
try:
if a._f_contiguous:
func(handle, m, n, alpha_ptr, x_ptr, 1, y_ptr, 1, a.data.ptr, m)
elif a._c_contiguous:
func(handle, n, m, alpha_ptr, y_ptr, 1, x_ptr, 1, a.data.ptr, n)
else:
aa = a.copy(order='F')
func(handle, m, n, alpha_ptr, x_ptr, 1, y_ptr, 1, aa.data.ptr, m)
a[...] = aa
finally:
cublas.setPointerMode(handle, orig_mode)
def _lu_factor(a_t, dtype):
"""Compute pivoted LU decomposition.
Decompose a given batch of square matrices. Inputs and outputs are
transposed.
Args:
a_t (cupy.ndarray): The input matrix with dimension ``(..., N, N)``.
The dimension condition is not checked.
dtype (numpy.dtype): float32, float64, complex64, or complex128.
Returns:
lu_t (cupy.ndarray): ``L`` without its unit diagonal and ``U`` with
dimension ``(..., N, N)``.
piv (cupy.ndarray): 1-origin pivot indices with dimension
``(..., N)``.
dev_info (cupy.ndarray): ``getrf`` info with dimension ``(...)``.
.. seealso:: :func:`scipy.linalg.lu_factor`
"""
orig_shape = a_t.shape
n = orig_shape[-2]
# copy is necessary to present `a` to be overwritten.
a_t = a_t.astype(dtype, order='C').reshape(-1, n, n)
batch_size = a_t.shape[0]
ipiv = cupy.empty((batch_size, n), dtype=numpy.int32)
dev_info = cupy.empty((batch_size, ), dtype=numpy.int32)
# Heuristic condition from some performance test.
# TODO(kataoka): autotune
use_batched = batch_size * 65536 >= n * n
if use_batched:
handle = device.get_cublas_handle()
lda = n
step = n * lda * a_t.itemsize
start = a_t.data.ptr
stop = start + step * batch_size
a_array = cupy.arange(start, stop, step, dtype=cupy.uintp)
if dtype == numpy.float32:
getrfBatched = cupy.cuda.cublas.sgetrfBatched
elif dtype == numpy.float64:
getrfBatched = cupy.cuda.cublas.dgetrfBatched
elif dtype == numpy.complex64:
getrfBatched = cupy.cuda.cublas.cgetrfBatched
elif dtype == numpy.complex128:
getrfBatched = cupy.cuda.cublas.zgetrfBatched
else:
assert False
getrfBatched(handle, n, a_array.data.ptr, lda, ipiv.data.ptr,
dev_info.data.ptr, batch_size)
else:
handle = device.get_cusolver_handle()
if dtype == numpy.float32:
getrf_bufferSize = cusolver.sgetrf_bufferSize
getrf = cusolver.sgetrf
elif dtype == numpy.float64:
getrf_bufferSize = cusolver.dgetrf_bufferSize
getrf = cusolver.dgetrf
elif dtype == numpy.complex64:
getrf_bufferSize = cusolver.cgetrf_bufferSize
getrf = cusolver.cgetrf
elif dtype == numpy.complex128:
getrf_bufferSize = cusolver.zgetrf_bufferSize
getrf = cusolver.zgetrf
else:
assert False
for i in range(batch_size):
a_ptr = a_t[i].data.ptr
buffersize = getrf_bufferSize(handle, n, n, a_ptr, n)
workspace = cupy.empty(buffersize, dtype=dtype)
getrf(handle, n, n, a_ptr, n, workspace.data.ptr, ipiv[i].data.ptr,
dev_info[i].data.ptr)
return (
a_t.reshape(orig_shape),
ipiv.reshape(orig_shape[:-1]),
dev_info.reshape(orig_shape[:-2]),
)
def solve_triangular(a,
b,
trans=0,
lower=False,
unit_diagonal=False,
overwrite_b=False,
check_finite=False):
"""Solve the equation a x = b for x, assuming a is a triangular matrix.
Args:
a (cupy.ndarray): The matrix with dimension ``(M, M)``.
b (cupy.ndarray): The matrix with dimension ``(M,)`` or
``(M, N)``.
lower (bool): Use only data contained in the lower triangle of ``a``.
Default is to use upper triangle.
trans (0, 1, 2, 'N', 'T' or 'C'): Type of system to solve:
- *'0'* or *'N'* -- :math:`a x = b`
- *'1'* or *'T'* -- :math:`a^T x = b`
- *'2'* or *'C'* -- :math:`a^H x = b`
unit_diagonal (bool): If ``True``, diagonal elements of ``a`` are
assumed to be 1 and will not be referenced.
overwrite_b (bool): Allow overwriting data in b (may enhance
performance)
check_finite (bool): Whether to check that the input matrices contain
only finite numbers. Disabling may give a performance gain, but may
result in problems (crashes, non-termination) if the inputs do
contain infinities or NaNs.
Returns:
cupy.ndarray:
The matrix with dimension ``(M,)`` or ``(M, N)``.
.. seealso:: :func:`scipy.linalg.solve_triangular`
"""
_util._assert_cupy_array(a, b)
if len(a.shape) != 2 or a.shape[0] != a.shape[1]:
raise ValueError('expected square matrix')
if len(a) != len(b):
raise ValueError('incompatible dimensions')
# Cast to float32 or float64
if a.dtype.char in 'fd':
dtype = a.dtype
else:
dtype = numpy.promote_types(a.dtype.char, 'f')
a = cupy.array(a, dtype=dtype, order='F', copy=False)
b = cupy.array(b, dtype=dtype, order='F', copy=(not overwrite_b))
if check_finite:
if a.dtype.kind == 'f' and not cupy.isfinite(a).all():
raise ValueError('array must not contain infs or NaNs')
if b.dtype.kind == 'f' and not cupy.isfinite(b).all():
raise ValueError('array must not contain infs or NaNs')
m, n = (b.size, 1) if b.ndim == 1 else b.shape
cublas_handle = device.get_cublas_handle()
if dtype == 'f':
trsm = cublas.strsm
elif dtype == 'd':
trsm = cublas.dtrsm
elif dtype == 'F':
trsm = cublas.ctrsm
else: # dtype == 'D'
trsm = cublas.ztrsm
one = numpy.array(1, dtype=dtype)
if lower:
uplo = cublas.CUBLAS_FILL_MODE_LOWER
else:
uplo = cublas.CUBLAS_FILL_MODE_UPPER
if trans == 'N':
trans = cublas.CUBLAS_OP_N
elif trans == 'T':
trans = cublas.CUBLAS_OP_T
elif trans == 'C':
trans = cublas.CUBLAS_OP_C
if unit_diagonal:
diag = cublas.CUBLAS_DIAG_UNIT
else:
diag = cublas.CUBLAS_DIAG_NON_UNIT
trsm(cublas_handle, cublas.CUBLAS_SIDE_LEFT, uplo, trans, diag, m, n,
one.ctypes.data, a.data.ptr, m, b.data.ptr, m)
return b
def _lanczos_fast(A, n, ncv):
cublas_handle = device.get_cublas_handle()
cublas_pointer_mode = _cublas.getPointerMode(cublas_handle)
if A.dtype.char == 'f':
dotc = _cublas.sdot
nrm2 = _cublas.snrm2
gemm = _cublas.sgemm
elif A.dtype.char == 'd':
dotc = _cublas.ddot
nrm2 = _cublas.dnrm2
gemm = _cublas.dgemm
elif A.dtype.char == 'F':
dotc = _cublas.cdotc
nrm2 = _cublas.scnrm2
gemm = _cublas.cgemm
elif A.dtype.char == 'D':
dotc = _cublas.zdotc
nrm2 = _cublas.dznrm2
gemm = _cublas.zgemm
else:
raise TypeError('invalid dtype ({})'.format(A.dtype))
cusparse_handle = None
if csr.isspmatrix_csr(A) and cusparse.check_availability('spmv'):
cusparse_handle = device.get_cusparse_handle()
spmv_op_a = _cusparse.CUSPARSE_OPERATION_NON_TRANSPOSE
spmv_alpha = numpy.array(1.0, A.dtype)
spmv_beta = numpy.array(0.0, A.dtype)
spmv_cuda_dtype = _dtype.to_cuda_dtype(A.dtype)
spmv_alg = _cusparse.CUSPARSE_MV_ALG_DEFAULT
v = cupy.empty((n, ), dtype=A.dtype)
uu = cupy.empty((ncv, ), dtype=A.dtype)
one = numpy.array(1.0, dtype=A.dtype)
zero = numpy.array(0.0, dtype=A.dtype)
mone = numpy.array(-1.0, dtype=A.dtype)
outer_A = A
def aux(A, V, u, alpha, beta, i_start, i_end):
assert A is outer_A
beta_eps = inversion_eps(A.dtype)
# Get ready for spmv if enabled
if cusparse_handle is not None:
# Note: I would like to reuse descriptors and working buffer
# on the next update, but I gave it up because it sometimes
# caused illegal memory access error.
spmv_desc_A = cusparse.SpMatDescriptor.create(A)
spmv_desc_v = cusparse.DnVecDescriptor.create(v)
spmv_desc_u = cusparse.DnVecDescriptor.create(u)
buff_size = _cusparse.spMV_bufferSize(
cusparse_handle, spmv_op_a, spmv_alpha.ctypes.data,
spmv_desc_A.desc, spmv_desc_v.desc, spmv_beta.ctypes.data,
spmv_desc_u.desc, spmv_cuda_dtype, spmv_alg)
spmv_buff = cupy.empty(buff_size, cupy.int8)
v[...] = V[i_start]
for i in range(i_start, i_end):
# Matrix-vector multiplication
if cusparse_handle is None:
u[...] = A @ v
else:
_cusparse.spMV(cusparse_handle, spmv_op_a,
spmv_alpha.ctypes.data, spmv_desc_A.desc,
spmv_desc_v.desc, spmv_beta.ctypes.data,
spmv_desc_u.desc, spmv_cuda_dtype, spmv_alg,
spmv_buff.data.ptr)
# Call dotc
_cublas.setPointerMode(cublas_handle,
_cublas.CUBLAS_POINTER_MODE_DEVICE)
try:
dotc(cublas_handle, n, v.data.ptr, 1, u.data.ptr, 1,
alpha.data.ptr + i * alpha.itemsize)
finally:
_cublas.setPointerMode(cublas_handle, cublas_pointer_mode)
# Orthogonalize
gemm(cublas_handle, _cublas.CUBLAS_OP_C, _cublas.CUBLAS_OP_N, 1,
i + 1, n, one.ctypes.data, u.data.ptr, n, V.data.ptr, n,
zero.ctypes.data, uu.data.ptr, 1)
gemm(cublas_handle, _cublas.CUBLAS_OP_N, _cublas.CUBLAS_OP_C, n, 1,
i + 1, mone.ctypes.data, V.data.ptr, n, uu.data.ptr, 1,
one.ctypes.data, u.data.ptr, n)
# Call nrm2
_cublas.setPointerMode(cublas_handle,
_cublas.CUBLAS_POINTER_MODE_DEVICE)
try:
nrm2(cublas_handle, n, u.data.ptr, 1,
beta.data.ptr + i * beta.itemsize)
finally:
_cublas.setPointerMode(cublas_handle, cublas_pointer_mode)
# Break here as the normalization below touches V[i+1]
if i >= i_end - 1:
break
if beta[i] < beta_eps:
V[i + 1:i_end, :] = 0
u[...] = 0
v[...] = 0
break
if i == i_start:
beta_eps *= beta[i] # scale eps to largest beta
# Normalize
_kernel_normalize(u, beta, i, n, v, V)
return aux
def _batched_inv(a):
assert (a.ndim >= 3)
util._assert_cupy_array(a)
util._assert_nd_squareness(a)
if a.dtype == cupy.float32:
getrf = cupy.cuda.cublas.sgetrfBatched
getri = cupy.cuda.cublas.sgetriBatched
elif a.dtype == cupy.float64:
getrf = cupy.cuda.cublas.dgetrfBatched
getri = cupy.cuda.cublas.dgetriBatched
elif a.dtype == cupy.complex64:
getrf = cupy.cuda.cublas.cgetrfBatched
getri = cupy.cuda.cublas.cgetriBatched
elif a.dtype == cupy.complex128:
getrf = cupy.cuda.cublas.zgetrfBatched
getri = cupy.cuda.cublas.zgetriBatched
else:
msg = ('dtype must be float32, float64, complex64 or complex128'
' (actual: {})'.format(a.dtype))
raise ValueError(msg)
if 0 in a.shape:
return cupy.empty_like(a)
a_shape = a.shape
# copy is necessary to present `a` to be overwritten.
a = a.copy().reshape(-1, a_shape[-2], a_shape[-1])
handle = device.get_cublas_handle()
batch_size = a.shape[0]
n = a.shape[1]
lda = n
step = n * lda * a.itemsize
start = a.data.ptr
stop = start + step * batch_size
a_array = cupy.arange(start, stop, step, dtype=cupy.uintp)
pivot_array = cupy.empty((batch_size, n), dtype=cupy.int32)
info_array = cupy.empty((batch_size, ), dtype=cupy.int32)
getrf(handle, n, a_array.data.ptr, lda, pivot_array.data.ptr,
info_array.data.ptr, batch_size)
err = False
err_detail = ''
for i in range(batch_size):
info = info_array[i]
if info < 0:
err = True
err_detail += ('\tmatrix[{}]: illegal value at {}-the parameter.'
'\n'.format(i, -info))
if info > 0:
err = True
err_detail += '\tmatrix[{}]: matrix is singular.\n'.format(i)
if err:
raise RuntimeError('matrix inversion failed at getrf.\n' + err_detail)
c = cupy.empty_like(a)
ldc = lda
step = n * ldc * c.itemsize
start = c.data.ptr
stop = start + step * batch_size
c_array = cupy.arange(start, stop, step, dtype=cupy.uintp)
getri(handle, n, a_array.data.ptr, lda, pivot_array.data.ptr,
c_array.data.ptr, ldc, info_array.data.ptr, batch_size)
for i in range(batch_size):
info = info_array[i]
if info > 0:
err = True
err_detail += '\tmatrix[{}]: matrix is singular.\n'.format(i)
if err:
raise RuntimeError('matrix inversion failed at getri.\n' + err_detail)
return c.reshape(a_shape)
def solve(a, b):
'''Solves a linear matrix equation.
It computes the exact solution of ``x`` in ``ax = b``,
where ``a`` is a square and full rank matrix.
Args:
a (cupy.ndarray): The matrix with dimension ``(M, M)``
b (cupy.ndarray): The vector with ``M`` elements, or
the matrix with dimension ``(M, K)``
Returns:
cupy.ndarray:
The vector with ``M`` elements, or the matrix with dimension
``(M, K)``.
.. seealso:: :func:`numpy.linalg.solve`
'''
# NOTE: Since cusolver in CUDA 8.0 does not support gesv,
# we manually solve a linear system with QR decomposition.
# For details, please see the following:
# https://docs.nvidia.com/cuda/cusolver/index.html#qr_examples
if not cuda.cusolver_enabled:
raise RuntimeError('Current cupy only supports cusolver in CUDA 8.0')
# TODO(Saito): Current implementation only accepts two-dimensional arrays
util._assert_cupy_array(a, b)
util._assert_rank2(a)
util._assert_nd_squareness(a)
if 2 < b.ndim:
raise linalg.LinAlgError('{}-dimensional array given. Array must be '
'one or two-dimensional'.format(b.ndim))
if len(a) != len(b):
raise linalg.LinAlgError('The number of rows of array a must be '
'the same as that of array b')
# Cast to float32 or float64
if a.dtype.char == 'f' or a.dtype.char == 'd':
dtype = a.dtype.char
else:
dtype = numpy.find_common_type((a.dtype.char, 'f'), ()).char
m, k = (b.size, 1) if b.ndim == 1 else b.shape
a = a.transpose().astype(dtype, order='C', copy=True)
b = b.transpose().astype(dtype, order='C', copy=True)
cusolver_handle = device.get_cusolver_handle()
cublas_handle = device.get_cublas_handle()
dev_info = cupy.empty(1, dtype=numpy.int32)
if dtype == 'f':
geqrf = cusolver.sgeqrf
geqrf_bufferSize = cusolver.sgeqrf_bufferSize
ormqr = cusolver.sormqr
trsm = cublas.strsm
else: # dtype == 'd'
geqrf = cusolver.dgeqrf
geqrf_bufferSize = cusolver.dgeqrf_bufferSize
ormqr = cusolver.dormqr
trsm = cublas.dtrsm
# 1. QR decomposition (A = Q * R)
buffersize = geqrf_bufferSize(cusolver_handle, m, m, a.data.ptr, m)
workspace = cupy.empty(buffersize, dtype=dtype)
tau = cupy.empty(m, dtype=dtype)
geqrf(cusolver_handle, m, m, a.data.ptr, m, tau.data.ptr,
workspace.data.ptr, buffersize, dev_info.data.ptr)
_check_status(dev_info)
# 2. ormqr (Q^T * B)
ormqr(cusolver_handle, cublas.CUBLAS_SIDE_LEFT, cublas.CUBLAS_OP_T, m, k,
m, a.data.ptr, m, tau.data.ptr, b.data.ptr, m, workspace.data.ptr,
buffersize, dev_info.data.ptr)
_check_status(dev_info)
# 3. trsm (X = R^{-1} * (Q^T * B))
trsm(cublas_handle, cublas.CUBLAS_SIDE_LEFT, cublas.CUBLAS_FILL_MODE_UPPER,
cublas.CUBLAS_OP_N, cublas.CUBLAS_DIAG_NON_UNIT, m, k, 1, a.data.ptr,
m, b.data.ptr, m)
return b.transpose()
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)``.
"""
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 syrk(trans, a, out=None, alpha=1.0, beta=0.0, lower=False):
"""Computes out := alpha*op1(a)*op2(a) + beta*out
op1(a) = a if trans is 'N', op2(a) = a.T if transa is 'N'
op1(a) = a.T if trans is 'T', op2(a) = a if transa is 'T'
lower specifies whether the upper or lower triangular
part of the array out is to be referenced
"""
assert a.ndim == 2
dtype = a.dtype.char
if dtype == 'f':
func = cublas.ssyrk
elif dtype == 'd':
func = cublas.dsyrk
elif dtype == 'F':
func = cublas.csyrk
elif dtype == 'D':
func = cublas.zsyrk
else:
raise TypeError('invalid dtype')
trans = _trans_to_cublas_op(trans)
if trans == cublas.CUBLAS_OP_N:
n, k = a.shape
else:
k, n = a.shape
if out is None:
out = cupy.zeros((n, n), dtype=dtype, order='F')
beta = 0.0
else:
assert out.ndim == 2
assert out.shape == (n, n)
assert out.dtype == dtype
if lower:
uplo = cublas.CUBLAS_FILL_MODE_LOWER
else:
uplo = cublas.CUBLAS_FILL_MODE_UPPER
alpha, alpha_ptr = _get_scalar_ptr(alpha, a.dtype)
beta, beta_ptr = _get_scalar_ptr(beta, a.dtype)
handle = device.get_cublas_handle()
orig_mode = cublas.getPointerMode(handle)
if isinstance(alpha, cupy.ndarray) or isinstance(beta, cupy.ndarray):
if not isinstance(alpha, cupy.ndarray):
alpha = cupy.array(alpha)
alpha_ptr = alpha.data.ptr
if not isinstance(beta, cupy.ndarray):
beta = cupy.array(beta)
beta_ptr = beta.data.ptr
cublas.setPointerMode(handle, cublas.CUBLAS_POINTER_MODE_DEVICE)
else:
cublas.setPointerMode(handle, cublas.CUBLAS_POINTER_MODE_HOST)
lda, trans = _decide_ld_and_trans(a, trans)
ldo, _ = _decide_ld_and_trans(out, trans)
if out._c_contiguous:
if not a._c_contiguous:
a = a.copy(order='C')
trans = 1 - trans
lda = a.shape[1]
try:
func(handle, 1 - uplo, trans, n, k,
alpha_ptr, a.data.ptr, lda,
beta_ptr, out.data.ptr, ldo)
finally:
cublas.setPointerMode(handle, orig_mode)
else:
if not a._f_contiguous:
a = a.copy(order='F')
lda = a.shape[0]
trans = 1 - trans
c = out
if not out._f_contiguous:
c = out.copy(order='F')
try:
func(handle, uplo, trans, n, k,
alpha_ptr, a.data.ptr, lda,
beta_ptr, out.data.ptr, ldo)
finally:
cublas.setPointerMode(handle, orig_mode)
if not out._f_contiguous:
out[...] = c
return out
def __init__(self, p, m, Nr, Nz, rmax, use_cuda=False ):
"""
Calculate the r (position) and nu (frequency) grid
on which the transform will operate.
Also store auxiliary data needed for the transform.
Parameters:
------------
p: int
Order of the Hankel transform
m: int
The azimuthal mode for which the Hankel transform is calculated
Nr, Nz: float
Number of points in the r direction and z direction
rmax: float
Edge of the box in which the Hankel transform is taken
(The function is assumed to be zero at that point.)
use_cuda: bool, optional
Whether to use the GPU for the Hankel transform
"""
# Register whether to use the GPU.
# If yes, initialize the corresponding cuda object
self.use_cuda = use_cuda
if (self.use_cuda==True) and (cuda_installed==False):
self.use_cuda = False
print('** Cuda not available for Hankel transform.')
print('** Performing the Hankel transform on the CPU.')
# Check that m has a valid value
if (m in [p-1, p, p+1]) == False:
raise ValueError('m must be either p-1, p or p+1')
# Register values of the arguments
self.p = p
self.m = m
self.Nr = Nr
self.rmax = rmax
self.Nz = Nz
# Calculate the zeros of the Bessel function
if m !=0:
# In this case, 0 is a zero of the Bessel function of order m.
# It turns out that it is needed to reconstruct the signal for p=0.
alphas = np.hstack( (np.array([0.]), jn_zeros(m, Nr-1)) )
else:
alphas = jn_zeros(m, Nr)
# Calculate the spectral grid
self.nu = 1./(2*np.pi*rmax) * alphas
# Calculate the spatial grid (Uniform grid with an half-cell offset)
self.r = (rmax*1./Nr) * ( np.arange(Nr) + 0.5 )
# Calculate and store the inverse matrix invM
# (imposed by the constraints on the DHT of Bessel modes)
# NB: When compared with the FBPIC article, all the matrices here
# are calculated in transposed form. This is done so as to use the
# `dot` and `gemm` functions, in the `transform` method.
self.invM = np.empty((Nr, Nr))
if p == m:
p_denom = p+1
else:
p_denom = p
denom = np.pi * rmax**2 * jn( p_denom, alphas)**2
num = jn( p, 2*np.pi* self.r[np.newaxis,:]*self.nu[:,np.newaxis] )
# Get the inverse matrix
if m!=0:
self.invM[1:, :] = num[1:, :] / denom[1:, np.newaxis]
# In this case, the functions are represented by Bessel functions
# *and* an additional mode (below) which satisfies the same
# algebric relations for curl/div/grad as the regular Bessel modes,
# with the value kperp=0.
# The normalization of this mode is arbitrary, and is chosen
# so that the condition number of invM is close to 1
if p==m-1:
self.invM[0, :] = self.r**(m-1) * 1./( np.pi * rmax**(m+1) )
else:
self.invM[0, :] = 0.
else :
self.invM[:, :] = num[:, :] / denom[:, np.newaxis]
# Calculate the matrix M by inverting invM
self.M = np.empty((Nr, Nr))
if m !=0 and p != m-1:
self.M[:, 1:] = np.linalg.pinv( self.invM[1:,:] )
self.M[:, 0] = 0.
else:
self.M = np.linalg.inv( self.invM )
# Copy the matrices to the GPU if needed
if self.use_cuda:
self.d_M = cupy.asarray( self.M )
self.d_invM = cupy.asarray( self.invM )
# Initialize buffer arrays to store the complex Nz x Nr grid
# as a real 2Nz x Nr grid, before performing the matrix product
# (This is because a matrix product of reals is faster than a matrix
# product of complexs, and the real-complex conversion is negligible.)
if not self.use_cuda:
# Initialize real buffer arrays on the CPU
zero_array = np.zeros((2*Nz, Nr), dtype=np.float64)
self.array_in = zero_array.copy()
self.array_out = zero_array.copy()
else:
# Initialize real buffer arrays on the GPU
zero_array = np.zeros((2*Nz, Nr), dtype=np.float64)
self.d_in = cupy.asarray( zero_array )
self.d_out = cupy.asarray( zero_array )
# Initialize cuBLAS
self.blas = device.get_cublas_handle()
# Set optimal number of CUDA threads per block
# for copy 2d real/complex (determined empirically)
copy_tpb = (8,32) if cuda_gpu_model == "V100" else (2,16)
# Initialize the threads per block and block per grid
self.dim_grid, self.dim_block = cuda_tpb_bpg_2d(Nz, Nr, *copy_tpb)
def geam(transa, transb, alpha, a, beta, b, out=None):
"""Computes alpha * op(a) + beta * op(b)
op(a) = a if transa is 'N', op(a) = a.T if transa is 'T',
op(a) = a.T.conj() if transa is 'H'.
op(b) = b if transb is 'N', op(b) = b.T if transb is 'T',
op(b) = b.T.conj() if transb is 'H'.
"""
assert a.ndim == b.ndim == 2
assert a.dtype == b.dtype
dtype = a.dtype.char
if dtype == 'f':
func = cublas.sgeam
elif dtype == 'd':
func = cublas.dgeam
elif dtype == 'F':
func = cublas.cgeam
elif dtype == 'D':
func = cublas.zgeam
else:
raise TypeError('invalid dtype')
transa = _trans_to_cublas_op(transa)
transb = _trans_to_cublas_op(transb)
if transa == cublas.CUBLAS_OP_N:
m, n = a.shape
else:
n, m = a.shape
if transb == cublas.CUBLAS_OP_N:
assert b.shape == (m, n)
else:
assert b.shape == (n, m)
if out is None:
out = cupy.empty((m, n), dtype=dtype, order='F')
else:
assert out.ndim == 2
assert out.shape == (m, n)
assert out.dtype == dtype
alpha, alpha_ptr = _get_scalar_ptr(alpha, a.dtype)
beta, beta_ptr = _get_scalar_ptr(beta, a.dtype)
handle = device.get_cublas_handle()
orig_mode = cublas.getPointerMode(handle)
if isinstance(alpha, cupy.ndarray) or isinstance(beta, cupy.ndarray):
if not isinstance(alpha, cupy.ndarray):
alpha = cupy.array(alpha)
alpha_ptr = alpha.data.ptr
if not isinstance(beta, cupy.ndarray):
beta = cupy.array(beta)
beta_ptr = beta.data.ptr
cublas.setPointerMode(handle, cublas.CUBLAS_POINTER_MODE_DEVICE)
else:
cublas.setPointerMode(handle, cublas.CUBLAS_POINTER_MODE_HOST)
lda, transa = _decide_ld_and_trans(a, transa)
ldb, transb = _decide_ld_and_trans(b, transb)
if not (lda is None or ldb is None):
if out._f_contiguous:
try:
func(handle, transa, transb, m, n, alpha_ptr, a.data.ptr,
lda, beta_ptr, b.data.ptr, ldb, out.data.ptr, m)
finally:
cublas.setPointerMode(handle, orig_mode)
return out
elif out._c_contiguous:
# Computes alpha * a.T + beta * b.T
try:
func(handle, 1-transa, 1-transb, n, m, alpha_ptr, a.data.ptr,
lda, beta_ptr, b.data.ptr, ldb, out.data.ptr, n)
finally:
cublas.setPointerMode(handle, orig_mode)
return out
a, lda = _change_order_if_necessary(a, lda)
b, ldb = _change_order_if_necessary(b, ldb)
c = out
if not out._f_contiguous:
c = out.copy(order='F')
try:
func(handle, transa, transb, m, n, alpha_ptr, a.data.ptr, lda,
beta_ptr, b.data.ptr, ldb, c.data.ptr, m)
finally:
cublas.setPointerMode(handle, orig_mode)
if not out._f_contiguous:
_core.elementwise_copy(c, out)
return out
def batched_gesv(a, b):
"""Solves multiple linear matrix equations using cublas<t>getr[fs]Batched().
Computes the solution to 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)``.
"""
_util._assert_cupy_array(a, b)
_util._assert_stacked_2d(a)
_util._assert_stacked_square(a)
# TODO(kataoka): Support broadcast
if not (
(a.ndim == b.ndim or a.ndim == b.ndim + 1)
and a.shape[:-1] == b.shape[:a.ndim - 1]
):
raise ValueError(
'a must have (..., M, M) shape and b must have (..., M) '
'or (..., M, K)')
dtype, out_dtype = _util.linalg_common_type(a, b)
if b.size == 0:
return cupy.empty(b.shape, out_dtype)
if dtype == 'f':
t = 's'
elif dtype == 'd':
t = 'd'
elif dtype == 'F':
t = 'c'
elif dtype == 'D':
t = 'z'
else:
raise TypeError('invalid dtype')
getrf = getattr(cublas, t + 'getrfBatched')
getrs = getattr(cublas, t + 'getrsBatched')
bs = numpy.prod(a.shape[:-2]) if a.ndim > 2 else 1
n = a.shape[-1]
nrhs = b.shape[-1] if a.ndim == b.ndim else 1
b_shape = b.shape
a_data_ptr = a.data.ptr
b_data_ptr = b.data.ptr
a = cupy.ascontiguousarray(a.reshape(bs, n, n).transpose(0, 2, 1),
dtype=dtype)
b = cupy.ascontiguousarray(b.reshape(bs, n, nrhs).transpose(0, 2, 1),
dtype=dtype)
if a.data.ptr == a_data_ptr:
a = a.copy()
if b.data.ptr == b_data_ptr:
b = b.copy()
if n > get_batched_gesv_limit():
warnings.warn('The matrix size ({}) exceeds the set limit ({})'.
format(n, get_batched_gesv_limit()))
handle = device.get_cublas_handle()
lda = n
a_step = lda * n * a.itemsize
a_array = cupy.arange(a.data.ptr, a.data.ptr + a_step * bs, a_step,
dtype=cupy.uintp)
ldb = n
b_step = ldb * nrhs * b.itemsize
b_array = cupy.arange(b.data.ptr, b.data.ptr + b_step * bs, b_step,
dtype=cupy.uintp)
pivot = cupy.empty((bs, n), dtype=numpy.int32)
dinfo = cupy.empty((bs,), dtype=numpy.int32)
info = numpy.empty((1,), dtype=numpy.int32)
# LU factorization (A = L * U)
getrf(handle, n, a_array.data.ptr, lda, pivot.data.ptr, dinfo.data.ptr, bs)
_util._check_cublas_info_array_if_synchronization_allowed(getrf, dinfo)
# Solves Ax = b
getrs(handle, cublas.CUBLAS_OP_N, n, nrhs, a_array.data.ptr, lda,
pivot.data.ptr, b_array.data.ptr, ldb, info.ctypes.data, bs)
if info[0] != 0:
msg = 'Error reported by {} in cuBLAS. '.format(getrs.__name__)
if info[0] < 0:
msg += 'The {}-th parameter had an illegal value.'.format(-info[0])
raise linalg.LinAlgError(msg)
return b.transpose(0, 2, 1).reshape(b_shape).astype(out_dtype, copy=False)
def gemv(transa, alpha, a, x, beta, y):
"""Computes y = alpha * op(a) @ x + beta * y
op(a) = a if transa is 'N', op(a) = a.T if transa is 'T',
op(a) = a.T.conj() if transa is 'H'.
Note: ''y'' will be updated.
"""
dtype = a.dtype.char
if dtype == 'f':
func = cublas.sgemv
elif dtype == 'd':
func = cublas.dgemv
elif dtype == 'F':
func = cublas.cgemv
elif dtype == 'D':
func = cublas.zgemv
else:
raise TypeError('invalid dtype')
assert a.ndim == 2
assert x.ndim == y.ndim == 1
assert a.dtype == x.dtype == y.dtype
m, n = a.shape
transa = _trans_to_cublas_op(transa)
if transa == cublas.CUBLAS_OP_N:
xlen, ylen = n, m
else:
xlen, ylen = m, n
assert x.shape[0] == xlen
assert y.shape[0] == ylen
alpha, alpha_ptr = _get_scalar_ptr(alpha, a.dtype)
beta, beta_ptr = _get_scalar_ptr(beta, a.dtype)
handle = device.get_cublas_handle()
orig_mode = cublas.getPointerMode(handle)
if isinstance(alpha, cupy.ndarray) or isinstance(beta, cupy.ndarray):
if not isinstance(alpha, cupy.ndarray):
alpha = cupy.array(alpha)
alpha_ptr = alpha.data.ptr
if not isinstance(beta, cupy.ndarray):
beta = cupy.array(beta)
beta_ptr = beta.data.ptr
cublas.setPointerMode(handle, cublas.CUBLAS_POINTER_MODE_DEVICE)
else:
cublas.setPointerMode(handle, cublas.CUBLAS_POINTER_MODE_HOST)
try:
if a._f_contiguous:
func(handle, transa, m, n, alpha_ptr, a.data.ptr, m, x.data.ptr, 1,
beta_ptr, y.data.ptr, 1)
elif a._c_contiguous and transa != cublas.CUBLAS_OP_C:
if transa == cublas.CUBLAS_OP_N:
transa = cublas.CUBLAS_OP_T
else:
transa = cublas.CUBLAS_OP_N
func(handle, transa, n, m, alpha_ptr, a.data.ptr, n, x.data.ptr, 1,
beta_ptr, y.data.ptr, 1)
else:
a = a.copy(order='F')
func(handle, transa, m, n, alpha_ptr, a.data.ptr, m, x.data.ptr, 1,
beta_ptr, y.data.ptr, 1)
finally:
cublas.setPointerMode(handle, orig_mode)