Shugeo cuda docs1 (#249)
* Comments axis shifts. * Fixed LUP solver usage. Added helpers doc. * Switch off OMP for roll and lup. Fixed omp usage for ClipByGlobalNorm. * Switch off omp for ClipByGlobalNorm to reduce omp ambigiousness.master
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b582e69e3b
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c9f8a904ad
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@ -50,13 +50,13 @@ namespace helpers {
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int n = inputMatrix->rows();
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int n = inputMatrix->rows();
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invertedMatrix->assign(0.f);
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invertedMatrix->assign(0.f);
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PRAGMA_OMP_PARALLEL_FOR_IF(n > Environment::getInstance()->elementwiseThreshold())
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// PRAGMA_OMP_PARALLEL_FOR_IF(n > Environment::getInstance()->elementwiseThreshold())
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for (int i = 0; i < n; i++)
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for (int i = 0; i < n; i++)
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invertedMatrix->p(i, i, 1.0f);
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invertedMatrix->p(i, i, 1.0f);
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if (inputMatrix->isIdentityMatrix()) return;
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if (inputMatrix->isIdentityMatrix()) return;
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PRAGMA_OMP_PARALLEL_FOR_IF(n > Environment::getInstance()->elementwiseThreshold())
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//PRAGMA_OMP_PARALLEL_FOR_IF(n > Environment::getInstance()->elementwiseThreshold())
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for (int i = 1; i < n; i++)
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for (int i = 1; i < n; i++)
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invertedMatrix->t<T>(i, i - 1) = -inputMatrix->t<T>(i, i - 1);
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invertedMatrix->t<T>(i, i - 1) = -inputMatrix->t<T>(i, i - 1);
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@ -83,11 +83,11 @@ namespace helpers {
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return;
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return;
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}
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}
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PRAGMA_OMP_PARALLEL_FOR_IF(n > Environment::getInstance()->elementwiseThreshold())
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//PRAGMA_OMP_PARALLEL_FOR_IF(n > Environment::getInstance()->elementwiseThreshold())
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for (int i = 0; i < n; i++)
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for (int i = 0; i < n; i++)
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invertedMatrix->t<T>(i, i) /= inputMatrix->t<T>(i, i);
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invertedMatrix->t<T>(i, i) /= inputMatrix->t<T>(i, i);
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PRAGMA_OMP_PARALLEL_FOR_IF(n > Environment::getInstance()->elementwiseThreshold())
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//PRAGMA_OMP_PARALLEL_FOR_IF(n > Environment::getInstance()->elementwiseThreshold())
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for (int i = 0; i < n - 1; i++)
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for (int i = 0; i < n - 1; i++)
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invertedMatrix->t<T>(i, i + 1) -= (inputMatrix->t<T>(i, i + 1) * invertedMatrix->t<T>(i + 1, i + 1) / inputMatrix->t<T>(i, i));
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invertedMatrix->t<T>(i, i + 1) -= (inputMatrix->t<T>(i, i + 1) * invertedMatrix->t<T>(i + 1, i + 1) / inputMatrix->t<T>(i, i));
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@ -124,7 +124,7 @@ namespace helpers {
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for(int i = 0; i < rowNum; i++ ) {
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for(int i = 0; i < rowNum; i++ ) {
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pivotValue = T(0.0);
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pivotValue = T(0.0);
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pivot = -1;
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pivot = -1;
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PRAGMA_OMP_PARALLEL_FOR //_ARGS(firstprivate(pivot,pivotValue))
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//PRAGMA_OMP_PARALLEL_FOR //_ARGS(firstprivate(pivot,pivotValue))
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for(int rowCounter = i; rowCounter < rowNum; rowCounter++ ) {
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for(int rowCounter = i; rowCounter < rowNum; rowCounter++ ) {
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if (nd4j::math::nd4j_abs(compoundMatrix.t<T>(rowCounter, i)) > pivotValue) {
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if (nd4j::math::nd4j_abs(compoundMatrix.t<T>(rowCounter, i)) > pivotValue) {
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pivotValue = nd4j::math::nd4j_abs(compoundMatrix.t<T>(rowCounter, i));
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pivotValue = nd4j::math::nd4j_abs(compoundMatrix.t<T>(rowCounter, i));
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@ -140,7 +140,7 @@ namespace helpers {
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for( int j = i + 1; j < rowNum; j++ ) {
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for( int j = i + 1; j < rowNum; j++ ) {
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compoundMatrix.t<T>(j, i) /= compoundMatrix.t<T>(i, i);
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compoundMatrix.t<T>(j, i) /= compoundMatrix.t<T>(i, i);
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PRAGMA_OMP_PARALLEL_FOR
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//PRAGMA_OMP_PARALLEL_FOR
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for( int k = i + 1; k < rowNum; k++ ) {
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for( int k = i + 1; k < rowNum; k++ ) {
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compoundMatrix.t<T>(j, k) -= compoundMatrix.t<T>(j, i) * compoundMatrix.t<T>(i, k);
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compoundMatrix.t<T>(j, k) -= compoundMatrix.t<T>(j, i) * compoundMatrix.t<T>(i, k);
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}
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}
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@ -43,7 +43,7 @@ namespace helpers {
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int remainShift = fullLen % actualShift;
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int remainShift = fullLen % actualShift;
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// stage 1) swap last actualShift elements with first ones.
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// stage 1) swap last actualShift elements with first ones.
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PRAGMA_OMP_PARALLEL_FOR_IF(actualShift > Environment::getInstance()->elementwiseThreshold())
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//PRAGMA_OMP_PARALLEL_FOR //_IF(actualShift > Environment::getInstance()->elementwiseThreshold())
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for (int e = 0; e < actualShift; ++e) {
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for (int e = 0; e < actualShift; ++e) {
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int sourceIndex = fullLen - actualShift + e;
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int sourceIndex = fullLen - actualShift + e;
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@ -56,7 +56,7 @@ namespace helpers {
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}
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}
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// stage 2) swap swapped actualShift elements with rest remainShiftCount times.
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// stage 2) swap swapped actualShift elements with rest remainShiftCount times.
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PRAGMA_OMP_PARALLEL_FOR_IF(shiftCount > Environment::getInstance()->tadThreshold())
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//PRAGMA_OMP_PARALLEL_FOR //_IF(shiftCount > Environment::getInstance()->tadThreshold())
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for (int count = 1; count < shiftCount; ++count) {
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for (int count = 1; count < shiftCount; ++count) {
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for (int e = 0; e < actualShift; ++e) {
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for (int e = 0; e < actualShift; ++e) {
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int destinationIndex = fullLen - (count + 1) * actualShift + e;
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int destinationIndex = fullLen - (count + 1) * actualShift + e;
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@ -91,7 +91,7 @@ namespace helpers {
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output->assign(input);
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output->assign(input);
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auto source = output; //input;
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auto source = output; //input;
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for (auto i = 0; i < axes.size(); i++) {
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for (size_t i = 0; i < axes.size(); i++) {
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int axe = axes[i];
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int axe = axes[i];
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if (axe == source->rankOf() - 1) {// last dimension
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if (axe == source->rankOf() - 1) {// last dimension
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std::unique_ptr<ResultSet> listOfTensors(source->allTensorsAlongDimension({axe}));
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std::unique_ptr<ResultSet> listOfTensors(source->allTensorsAlongDimension({axe}));
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@ -115,7 +115,7 @@ namespace helpers {
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std::unique_ptr<ResultSet> listOfTensors(source->allTensorsAlongDimension({dims}));
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std::unique_ptr<ResultSet> listOfTensors(source->allTensorsAlongDimension({dims}));
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std::unique_ptr<ResultSet> listOfOutTensors(output->allTensorsAlongDimension({dims}));
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std::unique_ptr<ResultSet> listOfOutTensors(output->allTensorsAlongDimension({dims}));
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//
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int fullLen = listOfTensors->size();
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int fullLen = listOfTensors->size();
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int sizeAt = input->sizeAt(axe);
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int sizeAt = input->sizeAt(axe);
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@ -957,26 +957,27 @@ void clipByNorm(nd4j::LaunchContext * context, NDArray& input, NDArray& output,
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template <typename T>
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template <typename T>
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static void clipByGlobalNorm_(std::vector<NDArray*> const& inputs, double clipNorm, nd4j::memory::Workspace* workspace, std::vector<NDArray*>& outputs, bool isInplace) {
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static void clipByGlobalNorm_(std::vector<NDArray*> const& inputs, double clipNorm, nd4j::memory::Workspace* workspace, std::vector<NDArray*>& outputs, bool isInplace) {
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NDArray globalNorm = NDArrayFactory::create<T>(0, inputs[0]->getContext()); //sqrt(sum([l2norm(t)**2 for t in t_list]))
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T globalNorm = 0; //NDArrayFactory::create<T>(0, inputs[0]->getContext()); //sqrt(sum([l2norm(t)**2 for t in t_list]))
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PRAGMA_OMP_PARALLEL_FOR
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// PRAGMA_OMP_PARALLEL_FOR_SIMD_REDUCTION(sumT : globalNorm)
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for (size_t i = 0; i < inputs.size(); i++) {
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for (size_t i = 0; i < inputs.size(); i++) {
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auto input = inputs[i];
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auto input = inputs[i];
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auto l2norm = input->reduceNumber(reduce::Norm2);
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auto l2norm = input->reduceNumber(reduce::Norm2);
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globalNorm += l2norm * l2norm;
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globalNorm += l2norm.t<T>(0) * l2norm.t<T>(0);
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}
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}
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globalNorm.applyTransform(transform::Sqrt, nullptr, nullptr);// = nd4j::math::nd4j_sqrt(globalNorm);
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//globalNorm.applyTransform(transform::Sqrt, nullptr, nullptr);// = nd4j::math::nd4j_sqrt(globalNorm);
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outputs[inputs.size()]->p(0, globalNorm);
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auto normS = nd4j::math::nd4j_sqrt<T,T>(globalNorm);
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outputs[inputs.size()]->p(0, normS);
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const T factor = clipNorm / globalNorm.e<T>(0);
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const T factor = clipNorm / normS;
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PRAGMA_OMP_PARALLEL_FOR
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// PRAGMA_OMP_PARALLEL_FOR
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for (size_t e = 0; e < inputs.size(); e++) {
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for (size_t e = 0; e < inputs.size(); e++) {
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// all-reduce
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// all-reduce
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auto input = inputs[e];
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auto input = inputs[e];
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auto output = outputs[e];
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auto output = outputs[e];
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if (globalNorm.e<double>(0) <= clipNorm) {
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if (normS <= clipNorm) {
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output->assign(input);
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output->assign(input);
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}
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}
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else {
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else {
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@ -27,11 +27,11 @@ namespace helpers {
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void adjustAxis(Nd4jLong rank, NDArray* axisVector, std::vector<int>& output) {
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void adjustAxis(Nd4jLong rank, NDArray* axisVector, std::vector<int>& output) {
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output.resize(axisVector->lengthOf());
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output.resize(axisVector->lengthOf());
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axisVector->tickReadDevice();
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axisVector->tickReadDevice(); // mark input as read on device
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axisVector->syncToHost();
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axisVector->syncToHost(); // sync to host
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for (int e = 0; e < axisVector->lengthOf(); e++) {
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for (int e = 0; e < axisVector->lengthOf(); e++) {
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auto ca = axisVector->e<int>(e);
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auto ca = axisVector->e<int>(e);
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if (ca < 0)
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if (ca < 0) // shift values on rank for negative vals
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ca += rank;
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ca += rank;
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output[e] = ca;
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output[e] = ca;
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void adjustAxis(Nd4jLong rank, std::vector<int> &axisVector) {
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void adjustAxis(Nd4jLong rank, std::vector<int> &axisVector) {
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for (int e = 0; e < axisVector.size(); e++) {
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for (int e = 0; e < axisVector.size(); e++) {
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auto a = axisVector[e];
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auto a = axisVector[e];
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if (a < 0)
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if (a < 0) // shift vals on rank for negative vals
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axisVector[e] = a + rank;
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axisVector[e] = a + rank;
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}
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}
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}
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}
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@ -31,29 +31,9 @@
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namespace nd4j {
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namespace nd4j {
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namespace ops {
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namespace ops {
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namespace helpers {
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namespace helpers {
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// template <typename T>
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// static __device__ void swapRows_(T* matrix, Nd4jLong* shape, int theFirst, int theSecond, Nd4jLong N) {
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// ------------------------------------------------------------------------------------------------------------------ //
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// if (theFirst != theSecond) {
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// invert the second diagonal for lower diagonal matrix
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// auto start = threadIdx.x + blockIdx.x * blockDim.x;
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// auto step = blockDim.x * gridDim.x;
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// for (auto i = start; i < N; i += step) {
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// Nd4jLong iCoord1[] = {theFirst, i};
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// Nd4jLong iCoord2[] = {theSecond, i};
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// auto iIndex1 = shape::getOffset(0, shape::shapeOf(shape), shape::stride(shape), iCoord1, 2);
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// auto iIndex2 = shape::getOffset(0, shape::shapeOf(shape), shape::stride(shape), iCoord2, 2);
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// //atomicExch(&matrix[iIndex1], matrix[iIndex2]);
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// T e0 = matrix[iIndex1];
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// T e1 = matrix[iIndex2];
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// matrix[iIndex1] = e0;
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// matrix[iIndex2] = e1;
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// }
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// }
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// }
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// BUILD_SINGLE_TEMPLATE(template void swapRows_, (NDArray* matrix, int theFirst, int theSecond), FLOAT_TYPES);
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//
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// void swapRows(NDArray* matrix, int theFirst, int theSecond) {
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// BUILD_SINGLE_SELECTOR(matrix->dataType(), swapRows_, (matrix, theFirst, theSecond), FLOAT_TYPES);
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// }
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template<typename T>
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template<typename T>
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static __global__ void
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static __global__ void
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invertKernelLow(void *invertedBuf, Nd4jLong *invertedShape, void *inputBuf, Nd4jLong *inputShape, Nd4jLong n) {
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invertKernelLow(void *invertedBuf, Nd4jLong *invertedShape, void *inputBuf, Nd4jLong *inputShape, Nd4jLong n) {
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auto dxIndex = shape::getOffset(0, shape::shapeOf(inputShape), shape::stride(inputShape), posX, 2);
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auto dxIndex = shape::getOffset(0, shape::shapeOf(inputShape), shape::stride(inputShape), posX, 2);
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auto dyIndex = shape::getOffset(0, shape::shapeOf(inputShape), shape::stride(inputShape), posY, 2);
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auto dyIndex = shape::getOffset(0, shape::shapeOf(inputShape), shape::stride(inputShape), posY, 2);
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auto zIndex = shape::getOffset(0, shape::shapeOf(invertedShape), shape::stride(invertedShape), pos, 2);
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auto zIndex = shape::getOffset(0, shape::shapeOf(invertedShape), shape::stride(invertedShape), pos, 2);
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// invert lower triangular matrix
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inverted[zIndex] = -input[xIndex] / (input[dxIndex] * input[dyIndex]);
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inverted[zIndex] = -input[xIndex] / (input[dxIndex] * input[dyIndex]);
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// math::atomics::nd4j_atomicAdd(&inverted[zIndex], - input[xIndex] * inverted[iIndex] / input[dIndex]);
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// math::atomics::nd4j_atomicAdd(&inverted[zIndex], - input[xIndex] * inverted[iIndex] / input[dIndex]);
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}
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}
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}
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}
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// ------------------------------------------------------------------------------------------------------------------ //
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// invert diagonal vals to upper diagonal matrix
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template<typename T>
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template<typename T>
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static __global__ void
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static __global__ void
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upvertKernel(void *invertedBuf, Nd4jLong *invertedShape, void *inputBuf, Nd4jLong *inputShape, Nd4jLong n) {
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upvertKernel(void *invertedBuf, Nd4jLong *invertedShape, void *inputBuf, Nd4jLong *inputShape, Nd4jLong n) {
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auto xIndex = shape::getOffset(0, shape::shapeOf(inputShape), shape::stride(inputShape), pos, 2);
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auto xIndex = shape::getOffset(0, shape::shapeOf(inputShape), shape::stride(inputShape), pos, 2);
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auto zIndex = shape::getOffset(0, shape::shapeOf(invertedShape), shape::stride(invertedShape), pos, 2);
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auto zIndex = shape::getOffset(0, shape::shapeOf(invertedShape), shape::stride(invertedShape), pos, 2);
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// math::atomics::nd4j_atomicDiv(&inverted[zIndex], input[xIndex]);
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// math::atomics::nd4j_atomicDiv(&inverted[zIndex], input[xIndex]);
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// invert diagonal elements
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inverted[zIndex] /= input[xIndex];
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inverted[zIndex] /= input[xIndex];
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}
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}
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}
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}
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// ------------------------------------------------------------------------------------------------------------------ //
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// invert upper second diagonal
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template<typename T>
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template<typename T>
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static __global__ void
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static __global__ void
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upvertKernelUp(void *invertedBuf, Nd4jLong *invertedShape, void *inputBuf, Nd4jLong *inputShape, Nd4jLong n) {
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upvertKernelUp(void *invertedBuf, Nd4jLong *invertedShape, void *inputBuf, Nd4jLong *inputShape, Nd4jLong n) {
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for (int i = start; i < n - 1; i += step) {
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for (int i = start; i < n - 1; i += step) {
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Nd4jLong pos[] = {i, i + 1};
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Nd4jLong pos[] = {i, i + 1};
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//Nd4jLong posY[] = {i, i};
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Nd4jLong posX[] = {i + 1, i + 1};
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Nd4jLong posX[] = {i + 1, i + 1};
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auto xIndex = shape::getOffset(0, inputShapeOf, shape::stride(inputShape), pos, 2);
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auto xIndex = shape::getOffset(0, inputShapeOf, shape::stride(inputShape), pos, 2);
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// auto yIndex = shape::getOffset(0, shape::shapeOf(inputShape), shape::stride(inputShape), posY, 2);
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// auto yIndex = shape::getOffset(0, shape::shapeOf(inputShape), shape::stride(inputShape), pos, 2);
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auto iIndex = shape::getOffset(0, invertedShapeOf, invertedStride, posX, 2);
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auto iIndex = shape::getOffset(0, invertedShapeOf, invertedStride, posX, 2);
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auto zIndex = shape::getOffset(0, invertedShapeOf, invertedStride, pos, 2);
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auto zIndex = shape::getOffset(0, invertedShapeOf, invertedStride, pos, 2);
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// invert upper matrix
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math::atomics::nd4j_atomicAdd(&inverted[zIndex], -input[xIndex] * inverted[iIndex]); // / input[yIndex]);
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math::atomics::nd4j_atomicAdd(&inverted[zIndex], -input[xIndex] * inverted[iIndex]); // / input[yIndex]);
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//inputMatrix->t<T>(i, i + 1) * invertedMatrix->t<T>(i + 1, i + 1) / inputMatrix->t<T>(i, i)
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//inputMatrix->t<T>(i, i + 1) * invertedMatrix->t<T>(i + 1, i + 1) / inputMatrix->t<T>(i, i)
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}
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}
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}
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}
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// ------------------------------------------------------------------------------------------------------------------ //
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template<typename T>
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template<typename T>
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static __global__ void
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static __global__ void
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invertLowKernel(void *invertedBuf, Nd4jLong *invertedShape, void *inputBuf, Nd4jLong *inputShape, Nd4jLong n) {
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invertLowKernel(void *invertedBuf, Nd4jLong *invertedShape, void *inputBuf, Nd4jLong *inputShape, Nd4jLong n) {
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auto dIndex = shape::getOffset(0, shape::shapeOf(inputShape), shape::stride(inputShape), posD, 2);
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auto dIndex = shape::getOffset(0, shape::shapeOf(inputShape), shape::stride(inputShape), posD, 2);
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auto zIndex = shape::getOffset(0, shape::shapeOf(invertedShape), shape::stride(invertedShape), posZ,
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auto zIndex = shape::getOffset(0, shape::shapeOf(invertedShape), shape::stride(invertedShape), posZ,
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2);
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2);
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// invert non-diagonal elements
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math::atomics::nd4j_atomicAdd(&inverted[zIndex], -inverted[yIndex] * input[xIndex] / input[dIndex]);
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math::atomics::nd4j_atomicAdd(&inverted[zIndex], -inverted[yIndex] * input[xIndex] / input[dIndex]);
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}
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}
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}
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}
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}
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}
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||||||
|
|
||||||
|
// ------------------------------------------------------------------------------------------------------------------ //
|
||||||
|
// Invertion of upper triangular matrix non-diagonal elements when main and second diagonals already processed
|
||||||
template<typename T>
|
template<typename T>
|
||||||
static __global__ void
|
static __global__ void
|
||||||
invertUpKernel(void *invertedBuf, Nd4jLong *invertedShape, void *inputBuf, Nd4jLong *inputShape, Nd4jLong n) {
|
invertUpKernel(void *invertedBuf, Nd4jLong *invertedShape, void *inputBuf, Nd4jLong *inputShape, Nd4jLong n) {
|
||||||
|
@ -183,18 +170,20 @@ namespace helpers {
|
||||||
Nd4jLong posZ[] = {i, j};
|
Nd4jLong posZ[] = {i, j};
|
||||||
Nd4jLong posY[] = {k, j};
|
Nd4jLong posY[] = {k, j};
|
||||||
Nd4jLong posX[] = {i, k};
|
Nd4jLong posX[] = {i, k};
|
||||||
// Nd4jLong posD[] = {i, i};
|
// inversion with Joardan Gauss transformation
|
||||||
|
|
||||||
auto xIndex = shape::getOffset(0, inputShapeOf, inputStrideOf, posX, 2);
|
auto xIndex = shape::getOffset(0, inputShapeOf, inputStrideOf, posX, 2);
|
||||||
auto yIndex = shape::getOffset(0, invertedShapeOf, invertedStrideOf, posY, 2);
|
auto yIndex = shape::getOffset(0, invertedShapeOf, invertedStrideOf, posY, 2);
|
||||||
// auto dIndex = shape::getOffset(0, shape::shapeOf(inputShape), shape::stride(inputShape), posD, 2);
|
|
||||||
auto zIndex = shape::getOffset(0, invertedShapeOf, invertedStrideOf, posZ, 2);
|
auto zIndex = shape::getOffset(0, invertedShapeOf, invertedStrideOf, posZ, 2);
|
||||||
math::atomics::nd4j_atomicAdd(&inverted[zIndex], -inverted[yIndex] * input[xIndex]);// / input[dIndex]);
|
// invert upper non-diagonal elements
|
||||||
// printf("(%d, %d) inverted[%lld] = %lf (-inverted[%lld] * input[%lld]\n", blockIdx.x, threadIdx.x, zIndex, inverted[zIndex], yIndex, xIndex);
|
math::atomics::nd4j_atomicAdd(&inverted[zIndex], -inverted[yIndex] * input[xIndex]);
|
||||||
}
|
}
|
||||||
}
|
}
|
||||||
}
|
}
|
||||||
|
|
||||||
|
// ------------------------------------------------------------------------------------------------------------------ //
|
||||||
|
// procedure to invert lower-triangular matrix.
|
||||||
|
// In current case lower triangular matrix has main diagonal with general values
|
||||||
|
//
|
||||||
template<typename T>
|
template<typename T>
|
||||||
static void invertLowerMatrix_(LaunchContext *context, NDArray *inputMatrix, NDArray *invertedMatrix) {
|
static void invertLowerMatrix_(LaunchContext *context, NDArray *inputMatrix, NDArray *invertedMatrix) {
|
||||||
int n = inputMatrix->rows();
|
int n = inputMatrix->rows();
|
||||||
|
@ -204,20 +193,26 @@ namespace helpers {
|
||||||
|
|
||||||
auto stream = context->getCudaStream();
|
auto stream = context->getCudaStream();
|
||||||
|
|
||||||
|
// invert lower matrix
|
||||||
// invert main diagonal
|
// invert main diagonal
|
||||||
upvertKernel<T><<<1, n, 512, *stream>>>(invertedMatrix->specialBuffer(), invertedMatrix->specialShapeInfo(), inputMatrix->specialBuffer(), inputMatrix->specialShapeInfo(), n);
|
upvertKernel<T><<<1, n, 512, *stream>>>(invertedMatrix->specialBuffer(), invertedMatrix->specialShapeInfo(), inputMatrix->specialBuffer(), inputMatrix->specialShapeInfo(), n);
|
||||||
// invert the second diagonal
|
// invert the second diagonal
|
||||||
invertKernelLow<T><<<1, n, 512, *stream>>>(invertedMatrix->specialBuffer(), invertedMatrix->specialShapeInfo(), inputMatrix->specialBuffer(), inputMatrix->specialShapeInfo(), n);
|
invertKernelLow<T><<<1, n, 512, *stream>>>(invertedMatrix->specialBuffer(), invertedMatrix->specialShapeInfo(), inputMatrix->specialBuffer(), inputMatrix->specialShapeInfo(), n);
|
||||||
// invertKernelLow<T><<<1, n, 128, *stream>>>(invertedMatrix->specialBuffer(), invertedMatrix->specialShapeInfo(), inputMatrix->specialBuffer(), inputMatrix->specialShapeInfo(), n);
|
// invert non-diagonal elements
|
||||||
invertLowKernel<T><<<n, n, 512, *stream>>>(invertedMatrix->specialBuffer(), invertedMatrix->specialShapeInfo(), inputMatrix->specialBuffer(), inputMatrix->specialShapeInfo(), n);
|
invertLowKernel<T><<<n, n, 512, *stream>>>(invertedMatrix->specialBuffer(), invertedMatrix->specialShapeInfo(), inputMatrix->specialBuffer(), inputMatrix->specialShapeInfo(), n);
|
||||||
}
|
}
|
||||||
|
|
||||||
|
// ------------------------------------------------------------------------------------------------------------------ //
|
||||||
|
// caller for invert lower matrix routine
|
||||||
void invertLowerMatrix(LaunchContext *context, NDArray *inputMatrix, NDArray *invertedMatrix) {
|
void invertLowerMatrix(LaunchContext *context, NDArray *inputMatrix, NDArray *invertedMatrix) {
|
||||||
NDArray::prepareSpecialUse({invertedMatrix}, {inputMatrix});
|
NDArray::prepareSpecialUse({invertedMatrix}, {inputMatrix});
|
||||||
BUILD_SINGLE_SELECTOR(inputMatrix->dataType(), invertLowerMatrix_, (context, inputMatrix, invertedMatrix), FLOAT_NATIVE);
|
BUILD_SINGLE_SELECTOR(inputMatrix->dataType(), invertLowerMatrix_, (context, inputMatrix, invertedMatrix), FLOAT_NATIVE);
|
||||||
NDArray::registerSpecialUse({invertedMatrix}, {inputMatrix});
|
NDArray::registerSpecialUse({invertedMatrix}, {inputMatrix});
|
||||||
}
|
}
|
||||||
|
|
||||||
|
// ------------------------------------------------------------------------------------------------------------------ //
|
||||||
|
// procedure to invert upper-triangular matrix.
|
||||||
|
// In current case upper triangular matrix has main diagonal with all ones on it.
|
||||||
template<typename T>
|
template<typename T>
|
||||||
static void invertUpperMatrix_(LaunchContext *context, NDArray* inputMatrix, NDArray* invertedMatrix) {
|
static void invertUpperMatrix_(LaunchContext *context, NDArray* inputMatrix, NDArray* invertedMatrix) {
|
||||||
int n = inputMatrix->rows();
|
int n = inputMatrix->rows();
|
||||||
|
@ -227,103 +222,60 @@ namespace helpers {
|
||||||
return;
|
return;
|
||||||
}
|
}
|
||||||
|
|
||||||
//upvertKernel<T><<<1, n, 128, *stream>>>(invertedMatrix->specialBuffer(), invertedMatrix->specialShapeInfo(), inputMatrix->specialBuffer(), inputMatrix->specialShapeInfo(), n);
|
// invert upper matrix
|
||||||
|
// invert the second diagonal
|
||||||
upvertKernelUp<T><<<1, n, 512, *stream >>>(invertedMatrix->specialBuffer(), invertedMatrix->specialShapeInfo(),
|
upvertKernelUp<T><<<1, n, 512, *stream >>>(invertedMatrix->specialBuffer(), invertedMatrix->specialShapeInfo(),
|
||||||
inputMatrix->specialBuffer(), inputMatrix->specialShapeInfo(), n);
|
inputMatrix->specialBuffer(), inputMatrix->specialShapeInfo(), n);
|
||||||
invertedMatrix->tickWriteDevice();
|
|
||||||
invertedMatrix->printIndexedBuffer("Step1 UP inversion");
|
// invert other elements
|
||||||
invertUpKernel<T><<<n, n, 512, *stream >>>(invertedMatrix->specialBuffer(), invertedMatrix->specialShapeInfo(),inputMatrix->specialBuffer(), inputMatrix->specialShapeInfo(), n);
|
invertUpKernel<T><<<n, n, 512, *stream >>>(invertedMatrix->specialBuffer(), invertedMatrix->specialShapeInfo(),inputMatrix->specialBuffer(), inputMatrix->specialShapeInfo(), n);
|
||||||
}
|
}
|
||||||
|
|
||||||
|
// ------------------------------------------------------------------------------------------------------------------ //
|
||||||
|
// invertion of upper triangular matrix - runner routine
|
||||||
void invertUpperMatrix(LaunchContext *context, NDArray *inputMatrix, NDArray *invertedMatrix) {
|
void invertUpperMatrix(LaunchContext *context, NDArray *inputMatrix, NDArray *invertedMatrix) {
|
||||||
NDArray::prepareSpecialUse({invertedMatrix}, {inputMatrix});
|
NDArray::prepareSpecialUse({invertedMatrix}, {inputMatrix});
|
||||||
BUILD_SINGLE_SELECTOR(invertedMatrix->dataType(), invertUpperMatrix_, (context, inputMatrix, invertedMatrix), FLOAT_NATIVE);
|
BUILD_SINGLE_SELECTOR(invertedMatrix->dataType(), invertUpperMatrix_, (context, inputMatrix, invertedMatrix), FLOAT_NATIVE);
|
||||||
NDArray::prepareSpecialUse({invertedMatrix}, {inputMatrix});
|
NDArray::prepareSpecialUse({invertedMatrix}, {inputMatrix});
|
||||||
}
|
}
|
||||||
|
|
||||||
// template <typename T>
|
// ------------------------------------------------------------------------------------------------------------------ //
|
||||||
// static __global__ void lupKernel(T* compound, Nd4jLong* compoundShape, T* permutation, Nd4jLong* permutationShape, Nd4jLong rowNum) {
|
// determinant kernel - accumulation product of all values on the main diagonal
|
||||||
// int swapCount = 0;
|
|
||||||
// for(int i = blockIdx.x; i < rowNum; i += gridDim.x ) {
|
|
||||||
// auto pivotValue = T(0.0);
|
|
||||||
// auto pivot = -1;
|
|
||||||
//
|
|
||||||
// for(int rowCounter = i; rowCounter < rowNum; rowCounter++ ) {
|
|
||||||
// Nd4jLong rowCoord[] = {rowCounter, i};
|
|
||||||
// auto rowPos = shape::getOffset(0, shape::shapeOf(compoundShape), shape::stride(compoundShape), rowCoord, 2);
|
|
||||||
// if(nd4j::math::nd4j_abs(compound[rowPos]) > pivotValue ) {
|
|
||||||
// pivotValue = nd4j::math::nd4j_abs(compound[rowPos]);
|
|
||||||
// pivot = rowCounter;
|
|
||||||
// }
|
|
||||||
// }
|
|
||||||
//
|
|
||||||
// if( pivotValue != T(0.0) ) {
|
|
||||||
// swapRows_<T>(compound, compoundShape, pivot, i, rowNum);
|
|
||||||
// swapRows_<T>(permutation, permutationShape, pivot, i, rowNum);
|
|
||||||
// if (pivot != i)
|
|
||||||
// swapCount++;
|
|
||||||
//
|
|
||||||
// for( int j = i + 1; j < rowNum; j++ ) {
|
|
||||||
// Nd4jLong posJIbuf[] = {j, i};
|
|
||||||
// Nd4jLong posIIbuf[] = {i, i};
|
|
||||||
// auto posJI = shape::getOffset(0, shape::shapeOf(compoundShape), shape::stride(compoundShape), posJIbuf, 2);
|
|
||||||
// auto posII = shape::getOffset(0, shape::shapeOf(compoundShape), shape::stride(compoundShape), posIIbuf, 2);
|
|
||||||
//
|
|
||||||
// compound[posJI] /= compound[posII];
|
|
||||||
// for( int k = i + 1; k < rowNum; k++ ) {
|
|
||||||
// Nd4jLong posJKbuf[] = {j, k};
|
|
||||||
// Nd4jLong posIKbuf[] = {i, k};
|
|
||||||
// auto posJK = shape::getOffset(0, shape::shapeOf(compoundShape), shape::stride(compoundShape), posJKbuf, 2);
|
|
||||||
// auto posIK = shape::getOffset(0, shape::shapeOf(compoundShape), shape::stride(compoundShape), posIKbuf, 2);
|
|
||||||
// T arg = compound[posJI] * compound[posIK];
|
|
||||||
// compound[posJK] -= arg;
|
|
||||||
// }
|
|
||||||
// }
|
|
||||||
// }
|
|
||||||
// }
|
|
||||||
// }
|
|
||||||
|
|
||||||
// template <typename T, typename F>
|
|
||||||
template<typename T>
|
template<typename T>
|
||||||
static __global__ void determinantKernel(T *compound, T *result, Nd4jLong len) {
|
static __global__ void determinantKernel(T *compound, T *result, Nd4jLong len) {
|
||||||
//F tempRes = result[0];
|
|
||||||
|
|
||||||
auto start = blockIdx.x * blockDim.x + threadIdx.x;
|
auto start = blockIdx.x * blockDim.x + threadIdx.x;
|
||||||
auto step = blockDim.x * gridDim.x;
|
auto step = blockDim.x * gridDim.x;
|
||||||
for (auto i = start; i < len; i += step) {
|
for (auto i = start; i < len; i += step) {
|
||||||
auto pos = i * len + i; //shape::getOffset(0, shape::shapeOf(shape), shape::stride(shape), di, 2);
|
auto pos = i * len + i; //shape::getOffset(0, shape::shapeOf(shape), shape::stride(shape), di, 2);
|
||||||
|
// multiply all diagonal elements
|
||||||
math::atomics::nd4j_atomicMul(&result[0], compound[pos]);
|
math::atomics::nd4j_atomicMul(&result[0], compound[pos]);
|
||||||
}
|
}
|
||||||
}
|
}
|
||||||
|
|
||||||
|
// ------------------------------------------------------------------------------------------------------------------ //
|
||||||
|
// determinant logarithm - accumulation sum of all logarithm values on the main diagonal. All in logarithic values
|
||||||
|
// should be positive
|
||||||
template<typename T>
|
template<typename T>
|
||||||
static __global__ void determinantLogKernel(T *compound, T *result, Nd4jLong len) {
|
static __global__ void determinantLogKernel(T *compound, T *result, Nd4jLong len) {
|
||||||
// F tempRes = (F)result[0];
|
|
||||||
|
|
||||||
auto start = blockIdx.x * blockDim.x + threadIdx.x;
|
auto start = blockIdx.x * blockDim.x + threadIdx.x;
|
||||||
auto step = blockDim.x * gridDim.x;
|
auto step = blockDim.x * gridDim.x;
|
||||||
for (auto i = start; i < len; i += step) {
|
for (auto i = start; i < len; i += step) {
|
||||||
auto pos = i * len + i; //shape::getOffset(0, shape::shapeOf(shape), shape::stride(shape), di, 2);
|
auto pos = i * len + i; //shape::getOffset(0, shape::shapeOf(shape), shape::stride(shape), di, 2);
|
||||||
|
// sum logs of all diagonal elements
|
||||||
math::atomics::nd4j_atomicAdd(result, math::nd4j_log<T,T>(math::nd4j_abs(compound[pos])));
|
math::atomics::nd4j_atomicAdd(result, math::nd4j_log<T,T>(math::nd4j_abs(compound[pos])));
|
||||||
}
|
}
|
||||||
// __syncthreads();
|
|
||||||
//
|
|
||||||
// if (threadIdx.x == 0) {
|
|
||||||
// result[0] = (T)math::nd4j_log<F,F>(math::nd4j_abs(tempRes));
|
|
||||||
// }
|
|
||||||
}
|
}
|
||||||
|
|
||||||
|
// ------------------------------------------------------------------------------------------------------------------ //
|
||||||
|
// kernel to copy matrix with given shape to compound tensor with given pos
|
||||||
|
// output - a N-D tensor buffer with rank not less than 2, input - 2D square n x n matrix with n = rowLen
|
||||||
template<typename T, typename F>
|
template<typename T, typename F>
|
||||||
static __global__ void
|
static __global__ void
|
||||||
fillMatrix(void *output, Nd4jLong *outShape, void *input, Nd4jLong *inputShape, Nd4jLong pos, Nd4jLong rowLen) {
|
fillMatrix(void *output, Nd4jLong *outShape, void *input, Nd4jLong *inputShape, Nd4jLong pos, Nd4jLong rowLen) {
|
||||||
__shared__
|
__shared__ F *matrix;
|
||||||
F *matrix;
|
__shared__ T *inputBuf;
|
||||||
__shared__
|
__shared__ Nd4jLong inputLen;
|
||||||
T *inputBuf;
|
__shared__ Nd4jLong n2;
|
||||||
__shared__
|
|
||||||
Nd4jLong inputLen;
|
|
||||||
__shared__
|
|
||||||
Nd4jLong n2;
|
|
||||||
|
|
||||||
if (threadIdx.x == 0) {
|
if (threadIdx.x == 0) {
|
||||||
matrix = reinterpret_cast<F*>(output);
|
matrix = reinterpret_cast<F*>(output);
|
||||||
|
@ -332,6 +284,7 @@ namespace helpers {
|
||||||
n2 = rowLen * rowLen;
|
n2 = rowLen * rowLen;
|
||||||
}
|
}
|
||||||
__syncthreads();
|
__syncthreads();
|
||||||
|
|
||||||
auto start = blockIdx.x * blockDim.x + threadIdx.x;
|
auto start = blockIdx.x * blockDim.x + threadIdx.x;
|
||||||
auto step = blockDim.x * gridDim.x;
|
auto step = blockDim.x * gridDim.x;
|
||||||
|
|
||||||
|
@ -341,10 +294,11 @@ namespace helpers {
|
||||||
}
|
}
|
||||||
}
|
}
|
||||||
|
|
||||||
|
// ------------------------------------------------------------------------------------------------------------------ //
|
||||||
|
// same as above, but without type conversion
|
||||||
template<typename T>
|
template<typename T>
|
||||||
static __global__ void
|
static __global__ void
|
||||||
returnMatrix(void *output, Nd4jLong *outputShape, void *input, Nd4jLong *inputShape, Nd4jLong pos,
|
returnMatrix(void *output, Nd4jLong *outputShape, void *input, Nd4jLong *inputShape, Nd4jLong pos, Nd4jLong rowLen) {
|
||||||
Nd4jLong rowLen) {
|
|
||||||
__shared__ T* matrix;
|
__shared__ T* matrix;
|
||||||
__shared__ T* outputBuf;
|
__shared__ T* outputBuf;
|
||||||
__shared__ Nd4jLong outputLen;
|
__shared__ Nd4jLong outputLen;
|
||||||
|
@ -362,10 +316,12 @@ namespace helpers {
|
||||||
|
|
||||||
for (int k = pos + start, j = start; j < n2; k += step, j += step) {
|
for (int k = pos + start, j = start; j < n2; k += step, j += step) {
|
||||||
auto zIndex = shape::getIndexOffset(k, outputShape, outputLen);
|
auto zIndex = shape::getIndexOffset(k, outputShape, outputLen);
|
||||||
outputBuf[zIndex] = (T) matrix[j];
|
outputBuf[zIndex] = matrix[j];
|
||||||
}
|
}
|
||||||
}
|
}
|
||||||
|
|
||||||
|
// ------------------------------------------------------------------------------------------------------------------ //
|
||||||
|
// fill up permutaion matrix kernel. Permutation matrix filled with zeros and ones
|
||||||
template<typename F>
|
template<typename F>
|
||||||
static __global__ void fillUpPermutation(void *output, Nd4jLong *shape, int *source, int rowNum) {
|
static __global__ void fillUpPermutation(void *output, Nd4jLong *shape, int *source, int rowNum) {
|
||||||
F *permutation = reinterpret_cast<F *>(output);
|
F *permutation = reinterpret_cast<F *>(output);
|
||||||
|
@ -380,37 +336,43 @@ namespace helpers {
|
||||||
}
|
}
|
||||||
}
|
}
|
||||||
|
|
||||||
|
// ------------------------------------------------------------------------------------------------------------------ //
|
||||||
|
// LUP decomposition runner - using CUBLAS SOLVER
|
||||||
|
// if permutation is given, then using LUP decomposition, LU decomposition otherwise
|
||||||
|
// L - lower triangular, U - upper triangular, P - permutation matricies
|
||||||
|
// PA = LU
|
||||||
|
//
|
||||||
|
// input - A matrix nxn
|
||||||
|
// compound - C matrix L + U - I, or main diagonal and lower - L matrix, from the 2nd diagonal - U matrix
|
||||||
template<typename T>
|
template<typename T>
|
||||||
static void lup_(LaunchContext *context, NDArray *input, NDArray *compound, NDArray *permutation) {
|
static void lup_(LaunchContext *context, NDArray *input, NDArray *compound, NDArray *permutation) {
|
||||||
auto stream = context->getCudaStream();
|
auto stream = context->getCudaStream();
|
||||||
auto n = input->rows();
|
auto n = input->rows();
|
||||||
cusolverDnHandle_t cusolverH = nullptr;
|
cusolverDnHandle_t cusolverH = nullptr;
|
||||||
|
// create solver handle
|
||||||
cusolverStatus_t status = cusolverDnCreate(&cusolverH);
|
cusolverStatus_t status = cusolverDnCreate(&cusolverH);
|
||||||
if (CUSOLVER_STATUS_SUCCESS != status) {
|
if (CUSOLVER_STATUS_SUCCESS != status) {
|
||||||
throw cuda_exception::build("Cannot create cuSolver handle", status);
|
throw cuda_exception::build("Cannot create cuSolver handle", status);
|
||||||
}
|
}
|
||||||
|
// set solver stream
|
||||||
status = cusolverDnSetStream(cusolverH, *stream);
|
status = cusolverDnSetStream(cusolverH, *stream);
|
||||||
if (CUSOLVER_STATUS_SUCCESS != status) {
|
if (CUSOLVER_STATUS_SUCCESS != status) {
|
||||||
throw cuda_exception::build("Cannot set up stream for cuda solver", status);
|
throw cuda_exception::build("Cannot set up stream for cuda solver", status);
|
||||||
}
|
}
|
||||||
int lwork = 0;
|
int lwork = 0;
|
||||||
int *d_info = nullptr;
|
int *d_info = nullptr;
|
||||||
|
// allocate memory for permutation vector
|
||||||
auto err = cudaMalloc((void **) &d_info, sizeof(int));
|
auto err = cudaMalloc((void **) &d_info, sizeof(int));
|
||||||
if (err) {
|
if (err) {
|
||||||
throw cuda_exception::build("helpers::lup_: Cannot allocate memory for solver info buffer", err);
|
throw cuda_exception::build("helpers::lup_: Cannot allocate memory for solver info buffer", err);
|
||||||
}
|
}
|
||||||
|
|
||||||
DataType dtype = input->dataType();
|
DataType dtype = input->dataType();
|
||||||
switch (dtype) {
|
switch (dtype) { // there are two implementations with cublas for LUP decomposition - double and float
|
||||||
|
|
||||||
case DataType::DOUBLE: {
|
case DataType::DOUBLE: {
|
||||||
double *d_work = nullptr;
|
double *d_work = nullptr;
|
||||||
err = cudaMalloc((void **) &d_work, sizeof(float) * lwork);
|
// compute internal buffer size
|
||||||
if (err) {
|
|
||||||
throw cuda_exception::build("helpers::lup_: Cannot allocate memory for solver data buffer",
|
|
||||||
err);
|
|
||||||
}
|
|
||||||
double *matrix = reinterpret_cast<double *>(input->specialBuffer());
|
double *matrix = reinterpret_cast<double *>(input->specialBuffer());
|
||||||
status = cusolverDnDgetrf_bufferSize(
|
status = cusolverDnDgetrf_bufferSize(
|
||||||
cusolverH,
|
cusolverH,
|
||||||
|
@ -422,6 +384,13 @@ namespace helpers {
|
||||||
if (CUSOLVER_STATUS_SUCCESS != status) {
|
if (CUSOLVER_STATUS_SUCCESS != status) {
|
||||||
throw cuda_exception::build("helpers::lup_: Cannot create cuSolver handle", status);
|
throw cuda_exception::build("helpers::lup_: Cannot create cuSolver handle", status);
|
||||||
}
|
}
|
||||||
|
|
||||||
|
err = cudaMalloc((void **) &d_work, sizeof(float) * lwork);
|
||||||
|
if (err) {
|
||||||
|
throw cuda_exception::build("helpers::lup_: Cannot allocate memory for solver data buffer",
|
||||||
|
err);
|
||||||
|
}
|
||||||
|
|
||||||
if (permutation == nullptr)
|
if (permutation == nullptr)
|
||||||
status = cusolverDnDgetrf(
|
status = cusolverDnDgetrf(
|
||||||
cusolverH,
|
cusolverH,
|
||||||
|
@ -458,11 +427,6 @@ namespace helpers {
|
||||||
case DataType::FLOAT32: {
|
case DataType::FLOAT32: {
|
||||||
float *matrix = reinterpret_cast<float*>(input->specialBuffer());
|
float *matrix = reinterpret_cast<float*>(input->specialBuffer());
|
||||||
float *d_work = nullptr;
|
float *d_work = nullptr;
|
||||||
err = cudaMalloc((void **) &d_work, sizeof(float) * lwork);
|
|
||||||
if (err) {
|
|
||||||
throw cuda_exception::build("helpers::lup_: Cannot allocate memory for solver data buffer",
|
|
||||||
err);
|
|
||||||
}
|
|
||||||
|
|
||||||
status = cusolverDnSgetrf_bufferSize(
|
status = cusolverDnSgetrf_bufferSize(
|
||||||
cusolverH,
|
cusolverH,
|
||||||
|
@ -475,6 +439,12 @@ namespace helpers {
|
||||||
throw cuda_exception::build("helpers::lup_: Cannot create cuSolver handle", status);
|
throw cuda_exception::build("helpers::lup_: Cannot create cuSolver handle", status);
|
||||||
}
|
}
|
||||||
|
|
||||||
|
err = cudaMalloc((void **) &d_work, sizeof(float) * lwork);
|
||||||
|
if (err) {
|
||||||
|
throw cuda_exception::build("helpers::lup_: Cannot allocate memory for solver data buffer",
|
||||||
|
err);
|
||||||
|
}
|
||||||
|
|
||||||
if (permutation == nullptr)
|
if (permutation == nullptr)
|
||||||
status = cusolverDnSgetrf(
|
status = cusolverDnSgetrf(
|
||||||
cusolverH,
|
cusolverH,
|
||||||
|
@ -520,9 +490,11 @@ namespace helpers {
|
||||||
// NDArray::registerSpecialUse({input}, {input});
|
// NDArray::registerSpecialUse({input}, {input});
|
||||||
input->tickWriteDevice();
|
input->tickWriteDevice();
|
||||||
}
|
}
|
||||||
|
// ------------------------------------------------------------------------------------------------------------------ //
|
||||||
|
|
||||||
BUILD_SINGLE_TEMPLATE(template void lup_,(LaunchContext * context, NDArray * input, NDArray * output, NDArray * permutation), FLOAT_NATIVE);
|
BUILD_SINGLE_TEMPLATE(template void lup_,(LaunchContext * context, NDArray * input, NDArray * output, NDArray * permutation), FLOAT_NATIVE);
|
||||||
|
|
||||||
|
// ------------------------------------------------------------------------------------------------------------------ //
|
||||||
template<typename T>
|
template<typename T>
|
||||||
static int determinant_(nd4j::LaunchContext *context, NDArray *input, NDArray *output) {
|
static int determinant_(nd4j::LaunchContext *context, NDArray *input, NDArray *output) {
|
||||||
Nd4jLong n = input->sizeAt(-1);
|
Nd4jLong n = input->sizeAt(-1);
|
||||||
|
|
Loading…
Reference in New Issue