cavis/libnd4j/include/ops/declarable/generic/linalg/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
******************************************************************************/
//
// Created by GS <sgazeos@gmail.com> at 01/22/2020
//
#include <system/op_boilerplate.h>
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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#if NOT_EXCLUDED(OP_solve)
#include <ops/declarable/CustomOperations.h>
#include <ops/declarable/helpers/solve.h>
namespace sd {
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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namespace ops {
CUSTOM_OP_IMPL(solve, 2, 1, false, 0, 0) {
auto a = INPUT_VARIABLE(0);
auto b = INPUT_VARIABLE(1);
auto z = OUTPUT_VARIABLE(0);
bool useAdjoint = false;
if (block.numB() > 0) {
useAdjoint = B_ARG(0);
}
Shugeo solve ls (#203) * lstsq op. Initial commit. Signed-off-by: shugeo <sgazeos@gmail.com> * Least squares linear problem solve op (lstsq). Cpu draft implementation. Signed-off-by: shugeo <sgazeos@gmail.com> * Fixed shape routine and tests. Signed-off-by: shugeo <sgazeos@gmail.com> * Added test for lstsq op. Signed-off-by: shugeo <sgazeos@gmail.com> * Rectification for lstsq op implementation. Signed-off-by: shugeo <sgazeos@gmail.com> * Corrected test to avoid numerical inconsistensy. Signed-off-by: shugeo <sgazeos@gmail.com> * Added prints for check computing. Signed-off-by: shugeo <sgazeos@gmail.com> * Corrected tests to use evalueate facility instead. Signed-off-by: shugeo <sgazeos@gmail.com> * CPU implementation of MatrixSolveLs op and tests. Signed-off-by: shugeo <sgazeos@gmail.com> * Added cuda implementation for helpers with lstsq op. Signed-off-by: shugeo <sgazeos@gmail.com> * Refactored tests for lstsq op. Signed-off-by: shugeo <sgazeos@gmail.com> * Added processing for empty inputs. Signed-off-by: shugeo <sgazeos@gmail.com> * Merged tests. Signed-off-by: shugeo <sgazeos@gmail.com> * Refactored lstsq op for fast case. Signed-off-by: shugeo <sgazeos@gmail.com> * Fixed test. Signed-off-by: shugeo <sgazeos@gmail.com> * Refactored lstsq op. Signed-off-by: shugeo <sgazeos@gmail.com> * Fixed some issues with solve. Signed-off-by: shugeo <sgazeos@gmail.com> * Fixed lstsq op to avoid erros. Signed-off-by: shugeo <sgazeos@gmail.com> * Added kernel for giagonal factor Signed-off-by: shugeo <sgazeos@gmail.com> * lstsq wrapper and triangular_solve fixed * Added proper processing empty inputs and test. Signed-off-by: shugeo <sgazeos@gmail.com> * SequenceMask test * Build fixed * Added proper processing of empty inputs with solve op. Signed-off-by: shugeo <sgazeos@gmail.com> * Mapping added * Added check of input shapes with solve op. Signed-off-by: shugeo <sgazeos@gmail.com> * Added a couple of tests for lstsq op and minor changes with cuda helper for one.' Signed-off-by: shugeo <sgazeos@gmail.com> * Tests on * Refactored test for lstsq op. Signed-off-by: shugeo <sgazeos@gmail.com> * Fixed test * Added another approach for lstsq op aka solve_ls. Signed-off-by: shugeo <sgazeos@gmail.com> * Finished cpu part for solve_ls op helpers. * Added helper for low triangular matrix inversion. Signed-off-by: shugeo <sgazeos@gmail.com> * Refactored alternate solve_ls cpu implementation. Signed-off-by: shugeo <sgazeos@gmail.com> * Removed alternate approach for solve_ls op. Added multithreading with matrix inversion. Signed-off-by: shugeo <sgazeos@gmail.com> * Assert fixed * Refactored multithreading for inverse matricies. Signed-off-by: shugeo <sgazeos@gmail.com> Co-authored-by: Alexander Stoyakin <alexander.stoyakin@gmail.com>
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REQUIRE_TRUE(shape::shapeEquals(a->rankOf() - 2, a->shapeInfo(), b->rankOf() - 2, b->shapeInfo()), 0, "solve: Input shapes should be alike.");
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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REQUIRE_TRUE(a->rankOf() >=2, 0, "solve: The rank of input left tensor should not be less than 2, but %i is given", a->rankOf());
REQUIRE_TRUE(b->rankOf() >=2, 0, "solve: The rank of input right tensor should not be less than 2, but %i is given", b->rankOf());
REQUIRE_TRUE(a->sizeAt(-1) == a->sizeAt(-2), 0, "solve: The last two dimmensions should be equal, but %i and %i are given", a->sizeAt(-1), a->sizeAt(-2));
REQUIRE_TRUE(a->sizeAt(-1) == b->sizeAt(-2), 0, "solve: The last dimmension of left part should be equal to prelast of right part, but %i and %i are given", a->sizeAt(-1), b->sizeAt(-2));
Shugeo solve ls (#203) * lstsq op. Initial commit. Signed-off-by: shugeo <sgazeos@gmail.com> * Least squares linear problem solve op (lstsq). Cpu draft implementation. Signed-off-by: shugeo <sgazeos@gmail.com> * Fixed shape routine and tests. Signed-off-by: shugeo <sgazeos@gmail.com> * Added test for lstsq op. Signed-off-by: shugeo <sgazeos@gmail.com> * Rectification for lstsq op implementation. Signed-off-by: shugeo <sgazeos@gmail.com> * Corrected test to avoid numerical inconsistensy. Signed-off-by: shugeo <sgazeos@gmail.com> * Added prints for check computing. Signed-off-by: shugeo <sgazeos@gmail.com> * Corrected tests to use evalueate facility instead. Signed-off-by: shugeo <sgazeos@gmail.com> * CPU implementation of MatrixSolveLs op and tests. Signed-off-by: shugeo <sgazeos@gmail.com> * Added cuda implementation for helpers with lstsq op. Signed-off-by: shugeo <sgazeos@gmail.com> * Refactored tests for lstsq op. Signed-off-by: shugeo <sgazeos@gmail.com> * Added processing for empty inputs. Signed-off-by: shugeo <sgazeos@gmail.com> * Merged tests. Signed-off-by: shugeo <sgazeos@gmail.com> * Refactored lstsq op for fast case. Signed-off-by: shugeo <sgazeos@gmail.com> * Fixed test. Signed-off-by: shugeo <sgazeos@gmail.com> * Refactored lstsq op. Signed-off-by: shugeo <sgazeos@gmail.com> * Fixed some issues with solve. Signed-off-by: shugeo <sgazeos@gmail.com> * Fixed lstsq op to avoid erros. Signed-off-by: shugeo <sgazeos@gmail.com> * Added kernel for giagonal factor Signed-off-by: shugeo <sgazeos@gmail.com> * lstsq wrapper and triangular_solve fixed * Added proper processing empty inputs and test. Signed-off-by: shugeo <sgazeos@gmail.com> * SequenceMask test * Build fixed * Added proper processing of empty inputs with solve op. Signed-off-by: shugeo <sgazeos@gmail.com> * Mapping added * Added check of input shapes with solve op. Signed-off-by: shugeo <sgazeos@gmail.com> * Added a couple of tests for lstsq op and minor changes with cuda helper for one.' Signed-off-by: shugeo <sgazeos@gmail.com> * Tests on * Refactored test for lstsq op. Signed-off-by: shugeo <sgazeos@gmail.com> * Fixed test * Added another approach for lstsq op aka solve_ls. Signed-off-by: shugeo <sgazeos@gmail.com> * Finished cpu part for solve_ls op helpers. * Added helper for low triangular matrix inversion. Signed-off-by: shugeo <sgazeos@gmail.com> * Refactored alternate solve_ls cpu implementation. Signed-off-by: shugeo <sgazeos@gmail.com> * Removed alternate approach for solve_ls op. Added multithreading with matrix inversion. Signed-off-by: shugeo <sgazeos@gmail.com> * Assert fixed * Refactored multithreading for inverse matricies. Signed-off-by: shugeo <sgazeos@gmail.com> Co-authored-by: Alexander Stoyakin <alexander.stoyakin@gmail.com>
2020-02-28 09:37:26 +01:00
if (a->isEmpty() || b->isEmpty() || z->isEmpty())
return Status::OK();
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>
2020-02-04 06:59:11 +01:00
auto input = a;
if (useAdjoint) {
auto adjointA = a->ulike();
helpers::adjointMatrix(block.launchContext(), a, &adjointA);
input = new NDArray(adjointA); //.detach();
};
auto res = helpers::solveFunctor(block.launchContext(), input, b, useAdjoint, z);
if (input != a)
delete input;
return Status::OK();
}
DECLARE_SHAPE_FN(solve) {
auto in0 = inputShape->at(1);
auto in1 = inputShape->at(1);
auto luShape = ShapeBuilders::copyShapeInfoAndType(in1, in0, true, block.workspace());
return SHAPELIST(CONSTANT(luShape));
}
DECLARE_TYPES(solve) {
getOpDescriptor()
->setAllowedInputTypes({ALL_FLOATS})
->setAllowedOutputTypes({ALL_FLOATS})
->setSameMode(false);
}
}
}
#endif