def perform(self, node, inputs, outputs):
context = inputs[0][0].context
# Input matrix.
A = inputs[0]
l, n = A.shape
if l != n:
raise ValueError('A must be a square matrix')
lda = max(1, n)
# cusolver operates on F ordered matrices, but A is expected
# to be symmetric so it does not matter.
# We copy A if needed
if self.inplace:
L = A
else:
L = pygpu.array(A, copy=True)
# The output matrix will contain only the upper or lower
# triangular factorization of A. If L is C ordered (it
# probably is as it is the default in Theano) we just switch
# the fill mode parameter of cusolver
l_parameter = 0 if self.lower else 1
if L.flags['C_CONTIGUOUS']:
l_parameter = 1 - l_parameter
L_ptr = L.gpudata
with context:
workspace_size = cusolver.cusolverDnSpotrf_bufferSize(
context.cusolver_handle, l_parameter, n, L_ptr, lda)
workspace = pygpu.zeros(workspace_size,
dtype='float32',
context=context)
dev_info = pygpu.zeros((1, ), dtype='int32', context=context)
workspace_ptr = workspace.gpudata
dev_info_ptr = dev_info.gpudata
cusolver.cusolverDnSpotrf(context.cusolver_handle, l_parameter, n,
L_ptr, lda, workspace_ptr,
workspace_size, dev_info_ptr)
val_dev_info = np.asarray(dev_info)[0]
if val_dev_info > 0:
raise LinAlgError('Cholesky decomposition failed (is A SPD?)')
# cusolver leaves the elements in the matrix outside the considered
# upper or lower triangle unchanged, so we need to put zeros outside
# the triangle
if self.lower:
tril(L)
else:
triu(L)
outputs[0][0] = L
def perform(self, node, inputs, outputs):
context = inputs[0][0].context
# Input matrix.
A = inputs[0]
l, n = A.shape
if l != n:
raise ValueError('A must be a square matrix')
lda = max(1, n)
# cusolver operates on F ordered matrices, but A is expected
# to be symmetric so it does not matter.
# We copy A if needed
if self.inplace:
L = A
else:
L = pygpu.array(A, copy=True)
# The output matrix will contain only the upper or lower
# triangular factorization of A. If L is C ordered (it
# probably is as it is the default in Theano) we just switch
# the fill mode parameter of cusolver
l_parameter = 0 if self.lower else 1
if L.flags['C_CONTIGUOUS']:
l_parameter = 1 - l_parameter
L_ptr = L.gpudata
with context:
workspace_size = cusolver.cusolverDnSpotrf_bufferSize(
context.cusolver_handle, l_parameter, n, L_ptr, lda)
workspace = pygpu.zeros(workspace_size, dtype='float32',
context=context)
dev_info = pygpu.zeros((1,), dtype='int32', context=context)
workspace_ptr = workspace.gpudata
dev_info_ptr = dev_info.gpudata
cusolver.cusolverDnSpotrf(
context.cusolver_handle, l_parameter, n, L_ptr, lda, workspace_ptr,
workspace_size, dev_info_ptr)
val_dev_info = np.asarray(dev_info)[0]
if val_dev_info > 0:
raise LinAlgError('Cholesky decomposition failed (is A SPD?)')
# cusolver leaves the elements in the matrix outside the considered
# upper or lower triangle unchanged, so we need to put zeros outside
# the triangle
if self.lower:
tril(L)
else:
triu(L)
outputs[0][0] = L
def perform(self, node, inputs, outputs):
context = inputs[0][0].context
# Size of the matrices to invert.
z = outputs[0]
# Matrix.
A = inputs[0]
# Solution vectors.
b = inputs[1]
assert(len(A.shape) == 2)
assert(len(b.shape) == 2)
if self.trans in ['T', 'C']:
trans = 1
l, n = A.shape
k, m = b.shape
elif self.trans == 'N':
trans = 0
n, l = A.shape
k, m = b.shape
else:
raise ValueError('Invalid value for trans')
if l != n:
raise ValueError('A must be a square matrix')
if n != k:
raise ValueError('A and b must be aligned.')
lda = max(1, n)
ldb = max(1, k)
# We copy A and b as cusolver operates inplace
b = pygpu.array(b, copy=True, order='F')
if not self.inplace:
A = pygpu.array(A, copy=True)
A_ptr = A.gpudata
b_ptr = b.gpudata
# cusolver expects a F ordered matrix, but A is not explicitly
# converted between C and F order, instead we switch the
# "transpose" flag.
if A.flags['C_CONTIGUOUS']:
trans = 1 - trans
if self.A_structure == 'symmetric':
with context:
workspace_size = cusolver.cusolverDnSpotrf_bufferSize(
context.cusolver_handle, 0, n, A_ptr, lda)
workspace = pygpu.zeros(workspace_size, dtype='float32',
context=context)
dev_info = pygpu.zeros((1,), dtype='int32', context=context)
workspace_ptr = workspace.gpudata
dev_info_ptr = dev_info.gpudata
with context:
cusolver.cusolverDnSpotrf(
context.cusolver_handle, 0, n, A_ptr, lda, workspace_ptr,
workspace_size, dev_info_ptr)
self.check_dev_info(dev_info)
cusolverDnSpotrs(
context.cusolver_handle, 0, n, m, A_ptr, lda,
b_ptr, ldb, dev_info_ptr)
else:
# general case for A
with context:
workspace_size = cusolver.cusolverDnSgetrf_bufferSize(
context.cusolver_handle, n, n, A_ptr, lda)
workspace = pygpu.zeros(workspace_size, dtype='float32',
context=context)
pivots = pygpu.zeros(n, dtype='int32', context=context)
dev_info = pygpu.zeros((1,), dtype='int32', context=context)
workspace_ptr = workspace.gpudata
pivots_ptr = pivots.gpudata
dev_info_ptr = dev_info.gpudata
with context:
cusolver.cusolverDnSgetrf(
context.cusolver_handle, n, n, A_ptr, lda, workspace_ptr,
pivots_ptr, dev_info_ptr)
self.check_dev_info(dev_info)
cusolver.cusolverDnSgetrs(
context.cusolver_handle, trans, n, m, A_ptr, lda,
pivots_ptr, b_ptr, ldb, dev_info_ptr)
z[0] = b
def perform(self, node, inputs, outputs):
context = inputs[0][0].context
# Size of the matrices to invert.
z = outputs[0]
# Matrix.
A = inputs[0]
# Solution vectors.
b = inputs[1]
assert (len(A.shape) == 2)
assert (len(b.shape) == 2)
if self.trans in ['T', 'C']:
trans = 1
l, n = A.shape
k, m = b.shape
elif self.trans == 'N':
trans = 0
n, l = A.shape
k, m = b.shape
else:
raise ValueError('Invalid value for trans')
if l != n:
raise ValueError('A must be a square matrix')
if n != k:
raise ValueError('A and b must be aligned.')
lda = max(1, n)
ldb = max(1, k)
# We copy A and b as cusolver operates inplace
b = pygpu.array(b, copy=True, order='F')
if not self.inplace:
A = pygpu.array(A, copy=True)
A_ptr = A.gpudata
b_ptr = b.gpudata
# cusolver expects a F ordered matrix, but A is not explicitly
# converted between C and F order, instead we switch the
# "transpose" flag.
if A.flags['C_CONTIGUOUS']:
trans = 1 - trans
if self.A_structure == 'symmetric':
with context:
workspace_size = cusolver.cusolverDnSpotrf_bufferSize(
context.cusolver_handle, 0, n, A_ptr, lda)
workspace = pygpu.zeros(workspace_size,
dtype='float32',
context=context)
dev_info = pygpu.zeros((1, ), dtype='int32', context=context)
workspace_ptr = workspace.gpudata
dev_info_ptr = dev_info.gpudata
with context:
cusolver.cusolverDnSpotrf(context.cusolver_handle, 0, n, A_ptr,
lda, workspace_ptr, workspace_size,
dev_info_ptr)
self.check_dev_info(dev_info)
cusolverDnSpotrs(context.cusolver_handle, 0, n, m, A_ptr, lda,
b_ptr, ldb, dev_info_ptr)
else:
# general case for A
with context:
workspace_size = cusolver.cusolverDnSgetrf_bufferSize(
context.cusolver_handle, n, n, A_ptr, lda)
workspace = pygpu.zeros(workspace_size,
dtype='float32',
context=context)
pivots = pygpu.zeros(n, dtype='int32', context=context)
dev_info = pygpu.zeros((1, ), dtype='int32', context=context)
workspace_ptr = workspace.gpudata
pivots_ptr = pivots.gpudata
dev_info_ptr = dev_info.gpudata
with context:
cusolver.cusolverDnSgetrf(context.cusolver_handle, n, n, A_ptr,
lda, workspace_ptr, pivots_ptr,
dev_info_ptr)
self.check_dev_info(dev_info)
cusolver.cusolverDnSgetrs(context.cusolver_handle, trans, n, m,
A_ptr, lda, pivots_ptr, b_ptr, ldb,
dev_info_ptr)
z[0] = b