def test_cuda_start(self, mat, kernel, gram, dtype, order):
opt = dataclasses.replace(self.basic_opt,
use_cpu=False,
cpu_preconditioner=False)
rtol = self.rtol[dtype]
mat = fix_mat(mat, dtype=dtype, order=order, copy=True)
gpu_mat = move_tensor(mat, "cuda:0")
gram = fix_mat(gram, dtype=dtype, order=order, copy=True)
gpu_gram = move_tensor(gram, "cuda:0")
la = 1
prec = FalkonPreconditioner(la, kernel, opt)
prec.init(mat)
gpu_prec = FalkonPreconditioner(la, kernel, opt)
gpu_prec.init(gpu_mat)
np.testing.assert_allclose(prec.dT.numpy(),
gpu_prec.dT.cpu().numpy(),
rtol=rtol)
np.testing.assert_allclose(prec.dA.numpy(),
gpu_prec.dA.cpu().numpy(),
rtol=rtol)
np.testing.assert_allclose(prec.fC.numpy(),
gpu_prec.fC.cpu().numpy(),
rtol=rtol * 10)
assert gpu_prec.fC.device == gpu_mat.device, "Device changed unexpectedly"
assert_invariant_on_TT(gpu_prec, gpu_gram, tol=rtol)
assert_invariant_on_AT(prec, gram, la, tol=rtol)
assert_invariant_on_T(prec, gram, tol=rtol * 10)
assert_invariant_on_prec(prec, N, gram, la, tol=rtol * 10)
def test_fmmv_input_device(self, A, B, v, Ao, Adt, Bo, Bdt, vo, vdt,
kernel, expected_fmmv):
input_device = "cuda:0"
A = fix_mat(A, order=Ao, dtype=Adt, device=input_device)
B = fix_mat(B, order=Bo, dtype=Bdt, device=input_device)
v = fix_mat(v, order=vo, dtype=vdt, device=input_device)
opt = dataclasses.replace(self.basic_options, use_cpu=False)
rtol = choose_on_dtype(A.dtype)
# Test normal
_run_fmmv_test(kernel.mmv,
expected_fmmv, (A, B, v),
out=None,
rtol=rtol,
opt=opt)
# Test with out
out = torch.empty(A.shape[0],
v.shape[1],
dtype=A.dtype,
device=input_device)
_run_fmmv_test(kernel.mmv,
expected_fmmv, (A, B, v),
out=out,
rtol=rtol,
opt=opt)
def test_gpu_inputs_fail(self, A, B, v, kernel, expected_fmmv):
A = fix_mat(A, order="C", dtype=n32, device="cuda:0")
B = fix_mat(B, order="C", dtype=n32, device="cuda:0")
v = fix_mat(v, order="C", dtype=n32, device="cpu")
opt = dataclasses.replace(self.basic_options, use_cpu=False, max_gpu_mem=np.inf)
rtol = choose_on_dtype(A.dtype)
# Test normal
with pytest.raises(RuntimeError):
_run_fmmv_test(kernel.mmv, expected_fmmv, (A, B, v), out=None, rtol=rtol, opt=opt)
def test_gpu_inputs(self, A, B, v, kernel, expected_fmmv):
A = fix_mat(A, order="C", dtype=n32).cuda()
B = fix_mat(B, order="C", dtype=n32, device=A.device)
v = fix_mat(v, order="C", dtype=n32, device=A.device)
opt = dataclasses.replace(self.basic_options, use_cpu=False, max_gpu_mem=np.inf)
rtol = choose_on_dtype(A.dtype)
# Test normal
_run_fmmv_test(kernel.mmv, expected_fmmv, (A, B, v), out=None, rtol=rtol, opt=opt)
# Test with out
out = torch.empty(A.shape[0], v.shape[1], dtype=A.dtype, device=A.device)
_run_fmmv_test(kernel.mmv, expected_fmmv, (A, B, v), out=out, rtol=rtol, opt=opt)
def test_dfmmv(self, s_A, s_B, v, w, Adt, Bdt, vo, vdt, wo, wdt, kernel, s_e_dfmmv, cpu):
A = fix_sparse_mat(s_A[0], dtype=Adt)
B = fix_sparse_mat(s_B[0], dtype=Bdt)
v = fix_mat(v, order=vo, dtype=vdt)
w = fix_mat(w, order=wo, dtype=wdt)
opt = dataclasses.replace(self.basic_options, use_cpu=cpu)
rtol = choose_on_dtype(A.dtype)
# Test normal
_run_fmmv_test(kernel.dmmv, s_e_dfmmv, (A, B, v, w), out=None, rtol=rtol, opt=opt)
# Test with out
out = torch.empty(m, t, dtype=A.dtype)
_run_fmmv_test(kernel.dmmv, s_e_dfmmv, (A, B, v, w), out=out, rtol=rtol, opt=opt)
def test_trsm_wrapper(mat, arr, dtype, order, device, lower, transpose):
rtol = 1e-2 if dtype == np.float32 else 1e-11
n_mat = move_tensor(fix_mat(mat, dtype=dtype, order=order, copy=True), device=device)
n_arr = move_tensor(fix_mat(arr, dtype=dtype, order=order, copy=True), device=device)
expected = sclb.dtrsm(1e-2, mat, arr, side=0, lower=lower, trans_a=transpose, overwrite_b=0)
if device.startswith("cuda") and order == "C":
with pytest.raises(ValueError):
actual = trsm(n_arr, n_mat, alpha=1e-2, lower=lower, transpose=transpose)
else:
actual = trsm(n_arr, n_mat, alpha=1e-2, lower=lower, transpose=transpose)
np.testing.assert_allclose(expected, actual.cpu().numpy(), rtol=rtol)
def test_zero_lambda(self, mat, kernel, gram, cpu):
opt = dataclasses.replace(self.basic_opt,
use_cpu=cpu,
cpu_preconditioner=cpu)
mat = fix_mat(mat, dtype=np.float64, order="K", copy=True)
gram = fix_mat(gram, dtype=np.float64, order="K", copy=True)
la = 0
prec = FalkonPreconditioner(la, kernel, opt)
prec.init(mat)
assert_invariant_on_TT(prec, gram, tol=1e-10)
assert_invariant_on_AT(prec, gram, la, tol=1e-10)
assert_invariant_on_T(prec, gram, tol=1e-9)
assert_invariant_on_prec(prec, N, gram, la, tol=1e-8)
def test_mul(self, mat, upper, preserve_diag, order, device):
inpt1 = fix_mat(mat,
dtype=mat.dtype,
order=order,
copy=True,
numpy=True)
k = 1 if preserve_diag else 0
if upper:
tri_fn = partial(np.triu, k=k)
other_tri_fn = partial(np.tril, k=k - 1)
else:
tri_fn = partial(np.tril, k=-k)
other_tri_fn = partial(np.triu, k=-k + 1)
inpt1 = torch.from_numpy(inpt1)
inpt1_dev = create_same_stride(inpt1.shape, inpt1, inpt1.dtype, device)
inpt1_dev.copy_(inpt1)
mul_triang(inpt1_dev,
upper=upper,
preserve_diag=preserve_diag,
multiplier=10**6)
inpt1 = inpt1_dev.cpu().numpy()
assert np.mean(tri_fn(inpt1)) > 10**5
assert np.mean(other_tri_fn(inpt1)) < 1
def test_zero(self, mat, upper, preserve_diag, order, device):
inpt1 = fix_mat(mat,
dtype=mat.dtype,
order=order,
copy=True,
numpy=True)
inpt2 = inpt1.copy(order="K")
k = 1 if preserve_diag else 0
if upper:
tri_fn = partial(np.triu, k=k)
else:
tri_fn = partial(np.tril, k=-k)
inpt1 = torch.from_numpy(inpt1)
inpt1_dev = create_same_stride(inpt1.shape, inpt1, inpt1.dtype, device)
inpt1_dev.copy_(inpt1)
mul_triang(inpt1_dev,
upper=upper,
preserve_diag=preserve_diag,
multiplier=0)
inpt1 = inpt1_dev.cpu().numpy()
assert np.sum(tri_fn(inpt1)) == 0
if preserve_diag:
inpt2_dev = inpt1_dev
inpt2_dev.copy_(torch.from_numpy(inpt2))
zero_triang(inpt2_dev, upper=upper)
inpt2 = inpt2_dev.cpu().numpy()
np.testing.assert_allclose(inpt1, inpt2)
def test_up(self, mat, order, dtype, device):
mat = fix_mat(mat, order=order, dtype=dtype, numpy=True)
mat_up = mat.copy(order="K")
# Lower triangle of mat_up is 0
mat_up[np.tril_indices(self.t, -1)] = 0
# Create device matrix
mat_up = torch.from_numpy(mat_up)
mat_up_dev = move_tensor(mat_up, device)
copy_triang(mat_up_dev, upper=True)
mat_up = mat_up_dev.cpu().numpy()
assert np.sum(mat_up == 0) == 0
np.testing.assert_array_equal(np.triu(mat), np.triu(mat_up))
np.testing.assert_array_equal(np.tril(mat_up), np.triu(mat_up).T)
np.testing.assert_array_equal(np.diag(mat), np.diag(mat_up))
# Reset and try with `upper=False`
mat_up[np.tril_indices(self.t, -1)] = 0
mat_up_dev.copy_(torch.from_numpy(mat_up))
copy_triang(mat_up_dev, upper=False) # Only the diagonal will be set.
mat_up = mat_up_dev.cpu().numpy()
np.testing.assert_array_equal(np.diag(mat), np.diag(mat_up))
def test_low(self, mat, order, dtype, device):
mat = fix_mat(mat, order=order, dtype=dtype, numpy=True)
mat_low = mat.copy(order="K")
# Upper triangle of mat_low is 0
mat_low[np.triu_indices(self.t, 1)] = 0
# Create device matrix
mat_low = torch.from_numpy(mat_low)
mat_low_dev = move_tensor(mat_low, device)
# Run copy
copy_triang(mat_low_dev, upper=False)
# Make checks on CPU
mat_low = mat_low_dev.cpu().numpy()
assert np.sum(mat_low == 0) == 0
np.testing.assert_array_equal(np.tril(mat), np.tril(mat_low))
np.testing.assert_array_equal(np.triu(mat_low), np.tril(mat_low).T)
np.testing.assert_array_equal(np.diag(mat), np.diag(mat_low))
# Reset and try with `upper=True`
mat_low[np.triu_indices(self.t, 1)] = 0
mat_low_dev.copy_(torch.from_numpy(mat_low))
copy_triang(mat_low_dev, upper=True) # Only the diagonal will be set
mat_low = mat_low_dev.cpu().numpy()
np.testing.assert_array_equal(np.diag(mat), np.diag(mat_low))
def test_simple(self, mat, kernel, gram, cpu, dtype, order):
opt = dataclasses.replace(self.basic_opt,
use_cpu=cpu,
cpu_preconditioner=cpu)
rtol = self.rtol[dtype]
mat = fix_mat(mat, dtype=dtype, order=order, copy=True)
gram = fix_mat(gram, dtype=dtype, order=order, copy=True)
la = 100
prec = FalkonPreconditioner(la, kernel, opt)
prec.init(mat)
assert_invariant_on_TT(prec, gram, tol=rtol)
assert_invariant_on_AT(prec, gram, la, tol=rtol)
assert_invariant_on_T(prec, gram, tol=rtol * 10)
assert_invariant_on_prec(prec, N, gram, la, tol=rtol * 10)
def test_trsm(self, mat, vec, solution, alpha, dtype, order_v, order_A,
device):
mat = move_tensor(fix_mat(mat, dtype, order_A, copy=True, numpy=False),
device=device)
vec = move_tensor(fix_mat(vec, dtype, order_v, copy=True, numpy=False),
device=device)
sol_vec, lower, trans = solution
out = trsm(vec, mat, alpha, lower=int(lower), transpose=int(trans))
assert out.data_ptr() != vec.data_ptr(), "Vec was overwritten."
assert out.device == vec.device, "Output device is incorrect."
assert out.stride() == vec.stride(), "Stride was modified."
assert out.dtype == vec.dtype, "Dtype was modified."
np.testing.assert_allclose(sol_vec,
out.cpu().numpy(),
rtol=self.rtol[dtype])
def test_all_combos(self, mat, vec, order, device, upper, side):
exp_output = self.exp_vec_mul_triang(mat, vec, upper, side)
vec = fix_mat(vec,
order=order,
dtype=np.float64,
numpy=False,
device=device)
mat2 = fix_mat(mat,
order=order,
dtype=np.float64,
numpy=False,
device=device,
copy=True)
out = vec_mul_triang(mat2, upper=upper, side=side,
multipliers=vec).cpu().numpy()
np.testing.assert_allclose(exp_output.numpy(), out)
assert out.flags["%s_CONTIGUOUS" %
order] is True, "Output is not %s-contiguous" % (
order)
# Test with different vec orderings
vec = vec.reshape(1, -1)
mat2 = fix_mat(mat,
order=order,
dtype=np.float64,
numpy=False,
device=device,
copy=True)
out = vec_mul_triang(mat2, upper=upper, side=side,
multipliers=vec).cpu().numpy()
np.testing.assert_allclose(exp_output.numpy(),
out,
err_msg="Vec row ordering failed")
vec = vec.reshape(-1)
mat2 = fix_mat(mat,
order=order,
dtype=np.float64,
numpy=False,
device=device,
copy=True)
out = vec_mul_triang(mat2, upper=upper, side=side,
multipliers=vec).cpu().numpy()
np.testing.assert_allclose(exp_output.numpy(),
out,
err_msg="Vec 1D ordering failed")
def test_fmmv(self, s_A, s_B, v, Adt, Bdt, vo, vdt, kernel, s_expected_fmmv, cpu):
A = fix_sparse_mat(s_A[0], dtype=Adt)
B = fix_sparse_mat(s_B[0], dtype=Bdt)
v = fix_mat(v, dtype=vdt, order=vo, copy=True)
opt = dataclasses.replace(self.basic_options, use_cpu=cpu)
rtol = choose_on_dtype(A.dtype)
# Test normal
_run_fmmv_test(kernel.mmv, s_expected_fmmv, (A, B, v), out=None, rtol=rtol, opt=opt)
# Test with out
out = torch.empty(A.shape[0], v.shape[1], dtype=A.dtype)
_run_fmmv_test(kernel.mmv, s_expected_fmmv, (A, B, v), out=out, rtol=rtol, opt=opt)
def test_rect(self, rect, order, dtype):
from falkon.la_helpers.cuda_la_helpers import cuda_transpose
mat = fix_mat(rect, order=order, dtype=dtype, copy=True, numpy=True)
exp_mat_out = np.copy(mat.T, order=order)
mat = move_tensor(torch.from_numpy(mat), "cuda:0")
mat_out = move_tensor(torch.from_numpy(exp_mat_out), "cuda:0")
mat_out.fill_(0.0)
cuda_transpose(input=mat, output=mat_out)
mat_out = move_tensor(mat_out, "cpu").numpy()
assert mat_out.strides == exp_mat_out.strides
np.testing.assert_allclose(exp_mat_out, mat_out)
def test_up(self, mat, order, dtype):
mat = fix_mat(mat, order=order, dtype=dtype, numpy=True)
mat_up = mat.copy(order="K")
# Upper triangle of mat_low is 0
mat_up[np.tril_indices(self.t, -1)] = 0
copy_triang(mat_up, upper=True)
assert np.sum(mat_up == 0) == 0
np.testing.assert_array_equal(np.triu(mat), np.triu(mat_up))
np.testing.assert_array_equal(np.tril(mat_up), np.triu(mat_up).T)
np.testing.assert_array_equal(np.diag(mat), np.diag(mat_up))
# Reset and try with `upper=False`
mat_up[np.tril_indices(self.t, -1)] = 0
copy_triang(mat_up, upper=False) # Only the diagonal will be set.
np.testing.assert_array_equal(np.diag(mat), np.diag(mat_up))
def test_lower(self, mat, exp_lower, clean, overwrite, order, dtype):
mat = fix_mat(mat, order=order, dtype=dtype, copy=False, numpy=True)
inpt = mat.copy(order="K")
our_chol = potrf(inpt, upper=False, clean=clean, overwrite=overwrite)
if overwrite:
assert inpt.ctypes.data == our_chol.ctypes.data, "Overwriting failed"
if clean:
np.testing.assert_allclose(exp_lower,
our_chol,
rtol=self.rtol[dtype])
assert np.triu(our_chol, 1).sum() == 0
else:
np.testing.assert_allclose(exp_lower,
np.tril(our_chol),
rtol=self.rtol[dtype])
np.testing.assert_allclose(np.triu(mat, 1), np.triu(our_chol, 1))
def test_cpu_gpu_equality(mat, kernel, gram):
la = 12.3
mat = fix_mat(mat, dtype=np.float64, order="F", copy=True)
opt = FalkonOptions(compute_arch_speed=False,
use_cpu=False,
cpu_preconditioner=False)
prec_gpu = FalkonPreconditioner(la, kernel, opt)
prec_gpu.init(mat)
opt = dataclasses.replace(opt, use_cpu=True, cpu_preconditioner=True)
prec_cpu = FalkonPreconditioner(la, kernel, opt)
prec_cpu.init(mat)
np.testing.assert_allclose(prec_cpu.fC,
prec_gpu.fC,
rtol=1e-10,
atol=1e-10)
np.testing.assert_allclose(prec_cpu.dA, prec_gpu.dA, rtol=1e-10)
np.testing.assert_allclose(prec_cpu.dT, prec_gpu.dT, rtol=1e-10)
def test_upper(self, mat, vec, order):
mat = fix_mat(mat, order=order, dtype=mat.dtype, numpy=True, copy=True)
out = vec_mul_triang(mat.copy(order="K"),
upper=True,
side=0,
multipliers=vec)
exp = np.array([[0, 0, 0], [2, 2, 4], [6, 6, 4]], dtype=np.float32)
np.testing.assert_allclose(exp, out)
assert out.flags["%s_CONTIGUOUS" %
order] is True, "Output is not %s-contiguous" % (
order)
out = vec_mul_triang(mat.copy(order="K"),
upper=True,
side=1,
multipliers=vec)
exp = np.array([[0, 1, 0.5], [2, 2, 2], [6, 6, 4]], dtype=np.float32)
np.testing.assert_allclose(exp, out)
assert out.flags["%s_CONTIGUOUS" %
order] is True, "Output is not %s-contiguous" % (
order)
def test_zero(self, mat, upper, preserve_diag, order):
inpt1 = fix_mat(mat,
dtype=mat.dtype,
order=order,
copy=True,
numpy=True)
inpt2 = inpt1.copy(order="K")
k = 1 if preserve_diag else 0
if upper:
tri_fn = partial(np.triu, k=k)
else:
tri_fn = partial(np.tril, k=-k)
mul_triang(inpt1,
upper=upper,
preserve_diag=preserve_diag,
multiplier=0)
assert np.sum(tri_fn(inpt1)) == 0
if preserve_diag:
zero_triang(inpt2, upper=upper)
np.testing.assert_allclose(inpt1, inpt2)
def convert(dtype, order=None, sparse=False):
if sparse:
return s_B[0].to(dtype=numpy_to_torch_type(dtype))
return fix_mat(B, dtype=dtype, order=order)
def convert(dtype, order):
return fix_mat(w, dtype=dtype, order=order)
def getter(order, dtype, device="cpu"):
return fix_mat(matrix,
dtype=dtype,
order=order,
copy=True,
device=device)
def getter(order, dtype):
return fix_mat(matrix, dtype=dtype, order=order, copy=True)