def _to_dense(self): num_cols = 0 rows = [] broadcasted_blocks = [ operator.to_dense() for operator in self.operators ] broadcasted_blocks = linear_operator_util.broadcast_matrix_batch_dims( broadcasted_blocks) for block in broadcasted_blocks: batch_row_shape = array_ops.shape(block)[:-1] zeros_to_pad_before_shape = array_ops.concat( [batch_row_shape, [num_cols]], axis=-1) zeros_to_pad_before = array_ops.zeros( shape=zeros_to_pad_before_shape, dtype=block.dtype) num_cols += array_ops.shape(block)[-1] zeros_to_pad_after_shape = array_ops.concat( [batch_row_shape, [self.domain_dimension_tensor() - num_cols]], axis=-1) zeros_to_pad_after = array_ops.zeros( shape=zeros_to_pad_after_shape, dtype=block.dtype) rows.append( array_ops.concat( [zeros_to_pad_before, block, zeros_to_pad_after], axis=-1)) mat = array_ops.concat(rows, axis=-2) tensorshape_util.set_shape(mat, tensor_shape.TensorShape(self.shape)) return mat
def _possibly_broadcast_batch_shape(self, x): """Return 'x', possibly after broadcasting the leading dimensions.""" # If we have no batch shape, our batch shape broadcasts with everything! if self._batch_shape_arg is None: return x # Static attempt: # If we determine that no broadcast is necessary, pass x through # If we need a broadcast, add to an array of zeros. # # special_shape is the shape that, when broadcast with x's shape, will give # the correct broadcast_shape. Note that # We have already verified the second to last dimension of tensor_shape.TensorShape(self.shape) # matches x's shape in assert_compatible_matrix_dimensions. # Also, the final dimension of 'x' can have any shape. # Therefore, the final two dimensions of special_shape are 1's. special_shape = self.batch_shape.concatenate([1, 1]) bshape = _ops.broadcast_static_shape(tensor_shape.TensorShape(x.shape), special_shape) if special_shape.is_fully_defined(): # bshape.is_fully_defined iff special_shape.is_fully_defined. if bshape == tensor_shape.TensorShape(x.shape): return x # Use the built in broadcasting of addition. zeros = array_ops.zeros(shape=special_shape, dtype=self.dtype) return x + zeros # Dynamic broadcast: # Always add to an array of zeros, rather than using a "cond", since a # cond would require copying data from GPU --> CPU. special_shape = array_ops.concat((self.batch_shape_tensor(), [1, 1]), 0) zeros = array_ops.zeros(shape=special_shape, dtype=self.dtype) return x + zeros
def _trace(self): # Get Tensor of all zeros of same shape as self.batch_shape. if self.batch_shape.is_fully_defined(): return array_ops.zeros(shape=self.batch_shape, dtype=self.dtype) else: return array_ops.zeros(shape=self.batch_shape_tensor(), dtype=self.dtype)
def _matmul(self, x, adjoint=False, adjoint_arg=False): if self._assert_proper_shapes: x = linalg.adjoint(x) if adjoint_arg else x aps = linear_operator_util.assert_compatible_matrix_dimensions( self, x) x = distribution_util.with_dependencies([aps], x) if self.is_square: # Note that adjoint has no effect since this matrix is self-adjoint. if adjoint_arg: output_shape = prefer_static.concat([ prefer_static.shape(x)[:-2], [prefer_static.shape(x)[-1], prefer_static.shape(x)[-2]] ], axis=0) else: output_shape = prefer_static.shape(x) return self._possibly_broadcast_batch_shape( array_ops.zeros(shape=output_shape, dtype=x.dtype)) x_shape = prefer_static.shape(x) n = self._num_columns if adjoint else self._num_rows m = x_shape[-2] if adjoint_arg else x_shape[-1] output_shape = prefer_static.concat([x_shape[:-2], [n, m]], axis=0) zeros = array_ops.zeros(shape=output_shape, dtype=x.dtype) return self._possibly_broadcast_batch_shape(zeros)
def _shape_tensor(self): # Avoid messy broadcasting if possible. if tensor_shape.TensorShape(self.shape).is_fully_defined(): return ops.convert_to_tensor( tensor_shape.TensorShape(self.shape).as_list(), dtype=dtypes.int32, name="shape") domain_dimension = sum(self._block_domain_dimension_tensors()) range_dimension = sum(self._block_range_dimension_tensors()) matrix_shape = array_ops.stack([domain_dimension, range_dimension]) # Dummy Tensor of zeros. Will never be materialized. zeros = array_ops.zeros(shape=self.operators[0].batch_shape_tensor()) for operator in self.operators[1:]: zeros = zeros + array_ops.zeros(shape=operator.batch_shape_tensor()) batch_shape = array_ops.shape(zeros) return array_ops.concat((batch_shape, matrix_shape), 0)
def _zeros_diag(self): """Returns the diagonal of this operator as all zeros.""" if tensor_shape.TensorShape(self.shape).is_fully_defined(): d_shape = self.batch_shape.concatenate([self._min_matrix_dim()]) else: d_shape = prefer_static.concat( [self.batch_shape_tensor(), [self._min_matrix_dim_tensor()]], axis=0) return array_ops.zeros(shape=d_shape, dtype=self.dtype)
def _shape_tensor(self): # Avoid messy broadcasting if possible. if tensor_shape.TensorShape(self.shape).is_fully_defined(): return ops.convert_to_tensor( tensor_shape.TensorShape(self.shape).as_list(), dtype=dtypes.int32, name="shape") # Don't check the matrix dimensions. That would add unnecessary Asserts to # the graph. Things will fail at runtime naturally if shapes are # incompatible. matrix_shape = array_ops.stack([ self.operators[0].range_dimension_tensor(), self.operators[-1].domain_dimension_tensor() ]) # Dummy Tensor of zeros. Will never be materialized. zeros = array_ops.zeros(shape=self.operators[0].batch_shape_tensor()) for operator in self.operators[1:]: zeros += array_ops.zeros(shape=operator.batch_shape_tensor()) batch_shape = array_ops.shape(zeros) return array_ops.concat((batch_shape, matrix_shape), 0)
def _to_dense(self): num_cols = 0 dense_rows = [] flat_broadcast_operators = linear_operator_util.broadcast_matrix_batch_dims( [op.to_dense() for row in self.operators for op in row]) # pylint: disable=g-complex-comprehension broadcast_operators = [ flat_broadcast_operators[i * (i + 1) // 2:(i + 1) * (i + 2) // 2] for i in range(len(self.operators))] for row_blocks in broadcast_operators: batch_row_shape = prefer_static.shape(row_blocks[0])[:-1] num_cols = num_cols + prefer_static.shape(row_blocks[-1])[-1] zeros_to_pad_after_shape = prefer_static.concat( [batch_row_shape, [self.domain_dimension_tensor() - num_cols]], axis=-1) zeros_to_pad_after = array_ops.zeros( shape=zeros_to_pad_after_shape, dtype=self.dtype) row_blocks.append(zeros_to_pad_after) dense_rows.append(prefer_static.concat(row_blocks, axis=-1)) mat = prefer_static.concat(dense_rows, axis=-2) tensorshape_util.set_shape(mat, tensor_shape.TensorShape(self.shape)) return mat
def _solve(self, rhs, adjoint=False, adjoint_arg=False): # Here we follow the same use of Roth's column lemma as in `matmul`, with # the key difference that we replace all `matmul` instances with `solve`. # This follows from the property that inv(A x B) = inv(A) x inv(B). # Below we document the shape manipulation for adjoint=False, # adjoint_arg=False, but the general case of different adjoints is still # handled. if adjoint_arg: rhs = linalg.adjoint(rhs) # Always add a batch dimension to enable broadcasting to work. batch_shape = self._compute_ones_matrix_shape() rhs = rhs + array_ops.zeros(batch_shape, dtype=rhs.dtype) # rhs has shape [B, R, C], where B represent some number of batch # dimensions, # R represents the number of rows, and C represents the number of columns. # In order to apply Roth's column lemma, we need to operate on a batch of # column vectors, so we reshape into a batch of column vectors. We put it # at the front to ensure that broadcasting between operators to the batch # dimensions B still works. output = _rotate_last_dim(rhs, rotate_right=True) # Also expand the shape to be [A, C, B, R]. The first dimension will be # used to accumulate dimensions from each operator matmul. output = output[_ops.newaxis, ...] # In this loop, A is going to refer to the value of the accumulated # dimension. A = 1 at the start, and will end up being self.range_dimension. # V will refer to the last dimension. V = R at the start, and will end up # being 1 in the end. for operator in self.operators[:-1]: # Reshape output from [A, C, B, V] to be # [A, C, B, V / op.domain_dimension, op.domain_dimension] if adjoint: operator_dimension = operator.range_dimension_tensor() else: operator_dimension = operator.domain_dimension_tensor() output = _unvec_by(output, operator_dimension) # We are computing (XA^-1^T) = (A^-1 X^T)^T. # output has [A, C, B, V / op.domain_dimension, op.domain_dimension], # which is being converted to: # [A, C, B, V / op.domain_dimension, op.range_dimension] output = _linalg.matrix_transpose(output) output = operator.solve(output, adjoint=adjoint, adjoint_arg=False) output = _linalg.matrix_transpose(output) # Rearrange it to [A * op.range_dimension, C, B, V / op.domain_dimension] output = _rotate_last_dim(output, rotate_right=False) output = _vec(output) output = _rotate_last_dim(output, rotate_right=True) # After the loop, we will have # A = self.range_dimension / op[-1].range_dimension # V = op[-1].domain_dimension # We convert that using matvec to get: # [A, C, B, op[-1].range_dimension] output = self.operators[-1].solvevec(output, adjoint=adjoint) # Rearrange shape to be [B1, ... Bn, self.range_dimension, C] output = _rotate_last_dim(output, rotate_right=False) output = _vec(output) output = _rotate_last_dim(output, rotate_right=False) if tensor_shape.TensorShape(rhs.shape).is_fully_defined(): column_dim = tensor_shape.TensorShape(rhs.shape)[-1] broadcast_batch_shape = common_shapes.broadcast_shape( tensor_shape.TensorShape(rhs.shape)[:-2], self.batch_shape) if adjoint: matrix_dimensions = [self.domain_dimension, column_dim] else: matrix_dimensions = [self.range_dimension, column_dim] tensorshape_util.set_shape( output, broadcast_batch_shape.concatenate(matrix_dimensions)) return output
def _matmul(self, x, adjoint=False, adjoint_arg=False): # Here we heavily rely on Roth's column Lemma [1]: # (A x B) * vec X = vec BXA^T, # where vec stacks all the columns of the matrix under each other. In our # case, x represents a batch of vec X (i.e. we think of x as a batch of # column vectors, rather than a matrix). Each member of the batch can be # reshaped to a matrix (hence we get a batch of matrices). # We can iteratively apply this lemma by noting that if B is a Kronecker # product, then we can apply the lemma again. # [1] W. E. Roth, "On direct product matrices," # Bulletin of the American Mathematical Society, vol. 40, pp. 461-468, # 1934 # Efficiency # Naively doing the Kronecker product, by calculating the dense matrix and # applying it will can take cubic time in the size of domain_dimension # (assuming a square matrix). The other issue is that calculating the dense # matrix can be prohibitively expensive, in that it can take a large amount # of memory. # # This implementation avoids this memory blow up by only computing matmuls # with the factors. In this way, we don't have to realize the dense matrix. # In terms of complexity, if we have Kronecker Factors of size: # (n1, n1), (n2, n2), (n3, n3), ... (nJ, nJ), with N = \prod n_i, and we # have as input a [N, M] matrix, the naive approach would take O(N^2 M). # With this approach (ignoring reshaping of tensors and transposes for now), # the time complexity can be O(M * (\sum n_i) * N). There is also the # benefit of batched multiplication (In this example, the batch size is # roughly M * N) so this can be much faster. However, not factored in are # the costs of the several transposing of tensors, which can affect cache # behavior. # Below we document the shape manipulation for adjoint=False, # adjoint_arg=False, but the general case of different adjoints is still # handled. if adjoint_arg: x = linalg.adjoint(x) # Always add a batch dimension to enable broadcasting to work. batch_shape = self._compute_ones_matrix_shape() x = x + array_ops.zeros(batch_shape, dtype=x.dtype) # x has shape [B, R, C], where B represent some number of batch dimensions, # R represents the number of rows, and C represents the number of columns. # In order to apply Roth's column lemma, we need to operate on a batch of # column vectors, so we reshape into a batch of column vectors. We put it # at the front to ensure that broadcasting between operators to the batch # dimensions B still works. output = _rotate_last_dim(x, rotate_right=True) # Also expand the shape to be [A, C, B, R]. The first dimension will be # used to accumulate dimensions from each operator matmul. output = output[_ops.newaxis, ...] # In this loop, A is going to refer to the value of the accumulated # dimension. A = 1 at the start, and will end up being self.range_dimension. # V will refer to the last dimension. V = R at the start, and will end up # being 1 in the end. for operator in self.operators[:-1]: # Reshape output from [A, C, B, V] to be # [A, C, B, V / op.domain_dimension, op.domain_dimension] if adjoint: operator_dimension = operator.range_dimension_tensor() else: operator_dimension = operator.domain_dimension_tensor() output = _unvec_by(output, operator_dimension) # We are computing (XA^T) = (AX^T)^T. # output has [A, C, B, V / op.domain_dimension, op.domain_dimension], # which is being converted to: # [A, C, B, V / op.domain_dimension, op.range_dimension] output = _linalg.matrix_transpose(output) output = operator.matmul(output, adjoint=adjoint, adjoint_arg=False) output = _linalg.matrix_transpose(output) # Rearrange it to [A * op.range_dimension, C, B, V / op.domain_dimension] output = _rotate_last_dim(output, rotate_right=False) output = _vec(output) output = _rotate_last_dim(output, rotate_right=True) # After the loop, we will have # A = self.range_dimension / op[-1].range_dimension # V = op[-1].domain_dimension # We convert that using matvec to get: # [A, C, B, op[-1].range_dimension] output = self.operators[-1].matvec(output, adjoint=adjoint) # Rearrange shape to be [B1, ... Bn, self.range_dimension, C] output = _rotate_last_dim(output, rotate_right=False) output = _vec(output) output = _rotate_last_dim(output, rotate_right=False) if tensor_shape.TensorShape(x.shape).is_fully_defined(): column_dim = tensor_shape.TensorShape(x.shape)[-1] broadcast_batch_shape = common_shapes.broadcast_shape( tensor_shape.TensorShape(x.shape)[:-2], self.batch_shape) if adjoint: matrix_dimensions = [self.domain_dimension, column_dim] else: matrix_dimensions = [self.range_dimension, column_dim] tensorshape_util.set_shape( output, broadcast_batch_shape.concatenate(matrix_dimensions)) return output
def _log_abs_determinant(self): # Orthogonal matrix -> log|Q| = 0. return array_ops.zeros(shape=self.batch_shape_tensor(), dtype=self.dtype)
def _log_abs_determinant(self): return array_ops.zeros(shape=self.batch_shape_tensor(), dtype=self.dtype)
def _determinant(self): if self.batch_shape.is_fully_defined(): return array_ops.zeros(shape=self.batch_shape, dtype=self.dtype) else: return array_ops.zeros(shape=self.batch_shape_tensor(), dtype=self.dtype)