cavis/libnd4j/include/ops/declarable/helpers/cpu/solve.cpp

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Shugeo solve linear (#191) * linear equations systems solve op. Initial commit. Signed-off-by: shugeo <sgazeos@gmail.com> * Fixed compiling issues. Signed-off-by: shugeo <sgazeos@gmail.com> * Linear equations systems solve. The next stage commit. Signed-off-by: shugeo <sgazeos@gmail.com> * Added test for linear equations systems solve operation. Signed-off-by: shugeo <sgazeos@gmail.com> * Added additional test and fixed lower matrix retrievance. * Implementation for solve of the systems of linear equations." Signed-off-by: shugeo <sgazeos@gmail.com> * Refactored permutation generation. Signed-off-by: shugeo <sgazeos@gmail.com> * Added restore for permutations batched with cuda helper for solve op. Signed-off-by: shugeo <sgazeos@gmail.com> * Finished cuda implementation for solve op helpers. Signed-off-by: shugeo <sgazeos@gmail.com> * Refactored cpu helpers for solve op. Signed-off-by: shugeo <sgazeos@gmail.com> * Fix gtest output on Windows * Fixed issue with permutation matrix for cuda implementation. Signed-off-by: shugeo <sgazeos@gmail.com> * Fixed issue with permutation matrix for cpu implementation. Signed-off-by: shugeo <sgazeos@gmail.com> * Eliminated waste comments. Signed-off-by: shugeo <sgazeos@gmail.com> * LinearSolve added * Mapping added * Javadoc added * Refactored implementation of triangular_solve helpers and tests for solve matrix equations generally. Signed-off-by: shugeo <sgazeos@gmail.com> * Added a test for solve op. Signed-off-by: shugeo <sgazeos@gmail.com> * Solve test added * Fix for TF import Co-authored-by: Serhii Shepel <9946053+sshepel@users.noreply.github.com> Co-authored-by: raver119 <raver119@gmail.com> Co-authored-by: Alexander Stoyakin <alexander.stoyakin@gmail.com>
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/*******************************************************************************
* Copyright (c) 2020 Konduit, K.K.
*
* This program and the accompanying materials are made available under the
* terms of the Apache License, Version 2.0 which is available at
* https://www.apache.org/licenses/LICENSE-2.0.
*
* Unless required by applicable law or agreed to in writing, software
* distributed under the License is distributed on an "AS IS" BASIS, WITHOUT
* WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. See the
* License for the specific language governing permissions and limitations
* under the License.
*
* SPDX-License-Identifier: Apache-2.0
******************************************************************************/
//
// @author GS <sgazeos@gmail.com>
//
#include <op_boilerplate.h>
#include <NDArray.h>
#include <NDArrayFactory.h>
#include <execution/Threads.h>
#include <helpers/MmulHelper.h>
#include "../triangular_solve.h"
#include "../lup.h"
#include "../solve.h"
namespace nd4j {
namespace ops {
namespace helpers {
// --------------------------------------------------------------------------------------------------------------------------------------- //
template <typename T>
static void adjointMatrix_(nd4j::LaunchContext* context, NDArray const* input, NDArray* output) {
auto inputPart = input->allTensorsAlongDimension({-2, -1});
auto outputPart = output->allTensorsAlongDimension({-2, -1});
auto rows = input->sizeAt(-2);
Shugeo solve linear (#191) * linear equations systems solve op. Initial commit. Signed-off-by: shugeo <sgazeos@gmail.com> * Fixed compiling issues. Signed-off-by: shugeo <sgazeos@gmail.com> * Linear equations systems solve. The next stage commit. Signed-off-by: shugeo <sgazeos@gmail.com> * Added test for linear equations systems solve operation. Signed-off-by: shugeo <sgazeos@gmail.com> * Added additional test and fixed lower matrix retrievance. * Implementation for solve of the systems of linear equations." Signed-off-by: shugeo <sgazeos@gmail.com> * Refactored permutation generation. Signed-off-by: shugeo <sgazeos@gmail.com> * Added restore for permutations batched with cuda helper for solve op. Signed-off-by: shugeo <sgazeos@gmail.com> * Finished cuda implementation for solve op helpers. Signed-off-by: shugeo <sgazeos@gmail.com> * Refactored cpu helpers for solve op. Signed-off-by: shugeo <sgazeos@gmail.com> * Fix gtest output on Windows * Fixed issue with permutation matrix for cuda implementation. Signed-off-by: shugeo <sgazeos@gmail.com> * Fixed issue with permutation matrix for cpu implementation. Signed-off-by: shugeo <sgazeos@gmail.com> * Eliminated waste comments. Signed-off-by: shugeo <sgazeos@gmail.com> * LinearSolve added * Mapping added * Javadoc added * Refactored implementation of triangular_solve helpers and tests for solve matrix equations generally. Signed-off-by: shugeo <sgazeos@gmail.com> * Added a test for solve op. Signed-off-by: shugeo <sgazeos@gmail.com> * Solve test added * Fix for TF import Co-authored-by: Serhii Shepel <9946053+sshepel@users.noreply.github.com> Co-authored-by: raver119 <raver119@gmail.com> Co-authored-by: Alexander Stoyakin <alexander.stoyakin@gmail.com>
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output->assign(input);
Shugeo solve linear (#191) * linear equations systems solve op. Initial commit. Signed-off-by: shugeo <sgazeos@gmail.com> * Fixed compiling issues. Signed-off-by: shugeo <sgazeos@gmail.com> * Linear equations systems solve. The next stage commit. Signed-off-by: shugeo <sgazeos@gmail.com> * Added test for linear equations systems solve operation. Signed-off-by: shugeo <sgazeos@gmail.com> * Added additional test and fixed lower matrix retrievance. * Implementation for solve of the systems of linear equations." Signed-off-by: shugeo <sgazeos@gmail.com> * Refactored permutation generation. Signed-off-by: shugeo <sgazeos@gmail.com> * Added restore for permutations batched with cuda helper for solve op. Signed-off-by: shugeo <sgazeos@gmail.com> * Finished cuda implementation for solve op helpers. Signed-off-by: shugeo <sgazeos@gmail.com> * Refactored cpu helpers for solve op. Signed-off-by: shugeo <sgazeos@gmail.com> * Fix gtest output on Windows * Fixed issue with permutation matrix for cuda implementation. Signed-off-by: shugeo <sgazeos@gmail.com> * Fixed issue with permutation matrix for cpu implementation. Signed-off-by: shugeo <sgazeos@gmail.com> * Eliminated waste comments. Signed-off-by: shugeo <sgazeos@gmail.com> * LinearSolve added * Mapping added * Javadoc added * Refactored implementation of triangular_solve helpers and tests for solve matrix equations generally. Signed-off-by: shugeo <sgazeos@gmail.com> * Added a test for solve op. Signed-off-by: shugeo <sgazeos@gmail.com> * Solve test added * Fix for TF import Co-authored-by: Serhii Shepel <9946053+sshepel@users.noreply.github.com> Co-authored-by: raver119 <raver119@gmail.com> Co-authored-by: Alexander Stoyakin <alexander.stoyakin@gmail.com>
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auto batchLoop = PRAGMA_THREADS_FOR {
for (auto batch = start; batch < stop; batch++) {
for (Nd4jLong r = 0; r < rows; r++) {
for (Nd4jLong c = 0; c < r; c++) {
Shugeo solve linear (#191) * linear equations systems solve op. Initial commit. Signed-off-by: shugeo <sgazeos@gmail.com> * Fixed compiling issues. Signed-off-by: shugeo <sgazeos@gmail.com> * Linear equations systems solve. The next stage commit. Signed-off-by: shugeo <sgazeos@gmail.com> * Added test for linear equations systems solve operation. Signed-off-by: shugeo <sgazeos@gmail.com> * Added additional test and fixed lower matrix retrievance. * Implementation for solve of the systems of linear equations." Signed-off-by: shugeo <sgazeos@gmail.com> * Refactored permutation generation. Signed-off-by: shugeo <sgazeos@gmail.com> * Added restore for permutations batched with cuda helper for solve op. Signed-off-by: shugeo <sgazeos@gmail.com> * Finished cuda implementation for solve op helpers. Signed-off-by: shugeo <sgazeos@gmail.com> * Refactored cpu helpers for solve op. Signed-off-by: shugeo <sgazeos@gmail.com> * Fix gtest output on Windows * Fixed issue with permutation matrix for cuda implementation. Signed-off-by: shugeo <sgazeos@gmail.com> * Fixed issue with permutation matrix for cpu implementation. Signed-off-by: shugeo <sgazeos@gmail.com> * Eliminated waste comments. Signed-off-by: shugeo <sgazeos@gmail.com> * LinearSolve added * Mapping added * Javadoc added * Refactored implementation of triangular_solve helpers and tests for solve matrix equations generally. Signed-off-by: shugeo <sgazeos@gmail.com> * Added a test for solve op. Signed-off-by: shugeo <sgazeos@gmail.com> * Solve test added * Fix for TF import Co-authored-by: Serhii Shepel <9946053+sshepel@users.noreply.github.com> Co-authored-by: raver119 <raver119@gmail.com> Co-authored-by: Alexander Stoyakin <alexander.stoyakin@gmail.com>
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math::nd4j_swap(outputPart[batch]->t<T>(r, c) , outputPart[batch]->t<T>(c, r));
}
}
}
};
samediff::Threads::parallel_tad(batchLoop, 0, inputPart.size(), 1);
}
// --------------------------------------------------------------------------------------------------------------------------------------- //
template <typename T>
static int solveFunctor_(nd4j::LaunchContext * context, NDArray* leftInput, NDArray* rightInput, bool const adjoint, NDArray* output) {
// stage 1: LU decomposition batched
auto leftOutput = leftInput->ulike();
auto permuShape = rightInput->getShapeAsVector(); permuShape.pop_back();
auto permutations = NDArrayFactory::create<int>('c', permuShape, context);
helpers::lu(context, leftInput, &leftOutput, &permutations);
auto P = leftInput->ulike(); //permutations batched matrix
P.nullify(); // to fill up matricies with zeros
auto PPart = P.allTensorsAlongDimension({-2,-1});
auto permutationsPart = permutations.allTensorsAlongDimension({-1});
for (auto batch = 0; batch < permutationsPart.size(); ++batch) {
for (Nd4jLong row = 0; row < PPart[batch]->rows(); ++row) {
Shugeo solve linear (#191) * linear equations systems solve op. Initial commit. Signed-off-by: shugeo <sgazeos@gmail.com> * Fixed compiling issues. Signed-off-by: shugeo <sgazeos@gmail.com> * Linear equations systems solve. The next stage commit. Signed-off-by: shugeo <sgazeos@gmail.com> * Added test for linear equations systems solve operation. Signed-off-by: shugeo <sgazeos@gmail.com> * Added additional test and fixed lower matrix retrievance. * Implementation for solve of the systems of linear equations." Signed-off-by: shugeo <sgazeos@gmail.com> * Refactored permutation generation. Signed-off-by: shugeo <sgazeos@gmail.com> * Added restore for permutations batched with cuda helper for solve op. Signed-off-by: shugeo <sgazeos@gmail.com> * Finished cuda implementation for solve op helpers. Signed-off-by: shugeo <sgazeos@gmail.com> * Refactored cpu helpers for solve op. Signed-off-by: shugeo <sgazeos@gmail.com> * Fix gtest output on Windows * Fixed issue with permutation matrix for cuda implementation. Signed-off-by: shugeo <sgazeos@gmail.com> * Fixed issue with permutation matrix for cpu implementation. Signed-off-by: shugeo <sgazeos@gmail.com> * Eliminated waste comments. Signed-off-by: shugeo <sgazeos@gmail.com> * LinearSolve added * Mapping added * Javadoc added * Refactored implementation of triangular_solve helpers and tests for solve matrix equations generally. Signed-off-by: shugeo <sgazeos@gmail.com> * Added a test for solve op. Signed-off-by: shugeo <sgazeos@gmail.com> * Solve test added * Fix for TF import Co-authored-by: Serhii Shepel <9946053+sshepel@users.noreply.github.com> Co-authored-by: raver119 <raver119@gmail.com> Co-authored-by: Alexander Stoyakin <alexander.stoyakin@gmail.com>
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PPart[batch]->t<T>(row, permutationsPart[batch]->t<int>(row)) = T(1.f);
}
}
auto leftLower = leftOutput.dup();
auto rightOutput = rightInput->ulike();
auto rightPermuted = rightOutput.ulike();
MmulHelper::matmul(&P, rightInput, &rightPermuted, 0, 0);
ResultSet leftLowerPart = leftLower.allTensorsAlongDimension({-2, -1});
for (auto i = 0; i < leftLowerPart.size(); i++) {
for (Nd4jLong r = 0; r < leftLowerPart[i]->rows(); r++)
Shugeo solve linear (#191) * linear equations systems solve op. Initial commit. Signed-off-by: shugeo <sgazeos@gmail.com> * Fixed compiling issues. Signed-off-by: shugeo <sgazeos@gmail.com> * Linear equations systems solve. The next stage commit. Signed-off-by: shugeo <sgazeos@gmail.com> * Added test for linear equations systems solve operation. Signed-off-by: shugeo <sgazeos@gmail.com> * Added additional test and fixed lower matrix retrievance. * Implementation for solve of the systems of linear equations." Signed-off-by: shugeo <sgazeos@gmail.com> * Refactored permutation generation. Signed-off-by: shugeo <sgazeos@gmail.com> * Added restore for permutations batched with cuda helper for solve op. Signed-off-by: shugeo <sgazeos@gmail.com> * Finished cuda implementation for solve op helpers. Signed-off-by: shugeo <sgazeos@gmail.com> * Refactored cpu helpers for solve op. Signed-off-by: shugeo <sgazeos@gmail.com> * Fix gtest output on Windows * Fixed issue with permutation matrix for cuda implementation. Signed-off-by: shugeo <sgazeos@gmail.com> * Fixed issue with permutation matrix for cpu implementation. Signed-off-by: shugeo <sgazeos@gmail.com> * Eliminated waste comments. Signed-off-by: shugeo <sgazeos@gmail.com> * LinearSolve added * Mapping added * Javadoc added * Refactored implementation of triangular_solve helpers and tests for solve matrix equations generally. Signed-off-by: shugeo <sgazeos@gmail.com> * Added a test for solve op. Signed-off-by: shugeo <sgazeos@gmail.com> * Solve test added * Fix for TF import Co-authored-by: Serhii Shepel <9946053+sshepel@users.noreply.github.com> Co-authored-by: raver119 <raver119@gmail.com> Co-authored-by: Alexander Stoyakin <alexander.stoyakin@gmail.com>
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leftLowerPart[i]->t<T>(r,r) = (T)1.f;
}
// stage 2: triangularSolveFunctor for Lower with given b
helpers::triangularSolveFunctor(context, &leftLower, &rightPermuted, true, false, &rightOutput);
// stage 3: triangularSolveFunctor for Upper with output of previous stage
helpers::triangularSolveFunctor(context, &leftOutput, &rightOutput, false, false, output);
return Status::OK();
}
// --------------------------------------------------------------------------------------------------------------------------------------- //
int solveFunctor(nd4j::LaunchContext * context, NDArray* leftInput, NDArray* rightInput, bool const adjoint, NDArray* output) {
BUILD_SINGLE_SELECTOR(leftInput->dataType(), return solveFunctor_, (context, leftInput, rightInput, adjoint, output), FLOAT_TYPES);
}
// --------------------------------------------------------------------------------------------------------------------------------------- //
void adjointMatrix(nd4j::LaunchContext* context, NDArray const* input, NDArray* output) {
BUILD_SINGLE_SELECTOR(input->dataType(), adjointMatrix_, (context, input, output), FLOAT_TYPES);
}
// --------------------------------------------------------------------------------------------------------------------------------------- //
}
}
}