/******************************************************************************* * Copyright (c) 2015-2018 Skymind, Inc. * * 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 raver119@gmail.com // #include #include #include #include #include #include //#include #include #include namespace nd4j { namespace ops { namespace helpers { // ------------------------------------------------------------------------------------------------------------------ // // invert the second diagonal for lower diagonal matrix template static __global__ void invertKernelLow(void *invertedBuf, Nd4jLong *invertedShape, void *inputBuf, Nd4jLong *inputShape, Nd4jLong n) { T* inverted = reinterpret_cast(invertedBuf); T* input = reinterpret_cast(inputBuf); auto start = threadIdx.x + blockIdx.x * blockDim.x; auto step = blockDim.x * gridDim.x; for (int i = start + 1; i < n; i += step) { Nd4jLong pos[] = {i, i - 1}; Nd4jLong posX[] = {i, i}; Nd4jLong posY[] = {i - 1, i - 1}; auto xIndex = shape::getOffset(inputShape, pos); auto dxIndex = shape::getOffset(inputShape, posX); auto dyIndex = shape::getOffset(inputShape, posY); auto zIndex = shape::getOffset(invertedShape, pos); // invert lower triangular matrix inverted[zIndex] = -input[xIndex] / (input[dxIndex] * input[dyIndex]); // math::atomics::nd4j_atomicAdd(&inverted[zIndex], - input[xIndex] * inverted[iIndex] / input[dIndex]); } } // ------------------------------------------------------------------------------------------------------------------ // // invert diagonal vals to upper diagonal matrix template static __global__ void upvertKernel(void *invertedBuf, Nd4jLong *invertedShape, void *inputBuf, Nd4jLong *inputShape, Nd4jLong n) { T *inverted = reinterpret_cast(invertedBuf); T *input = reinterpret_cast(inputBuf); auto start = threadIdx.x + blockIdx.x * blockDim.x; auto step = blockDim.x * gridDim.x; for (int i = start; i < n; i += step) { Nd4jLong pos[] = {i, i}; auto xIndex = shape::getOffset(inputShape, pos); auto zIndex = shape::getOffset(invertedShape, pos); // math::atomics::nd4j_atomicDiv(&inverted[zIndex], input[xIndex]); // invert diagonal elements inverted[zIndex] /= input[xIndex]; } } // ------------------------------------------------------------------------------------------------------------------ // // invert upper second diagonal template static __global__ void upvertKernelUp(void *invertedBuf, Nd4jLong *invertedShape, void *inputBuf, Nd4jLong *inputShape, Nd4jLong n) { __shared__ T* inverted; __shared__ T* input; if (threadIdx.x == 0) { inverted = reinterpret_cast(invertedBuf); input = reinterpret_cast(inputBuf); } __syncthreads(); auto start = threadIdx.x + blockIdx.x * blockDim.x; auto step = blockDim.x * gridDim.x; for (int i = start; i < n - 1; i += step) { Nd4jLong pos[] = {i, i + 1}; Nd4jLong posX[] = {i + 1, i + 1}; auto xIndex = shape::getOffset(inputShape, pos); auto iIndex = shape::getOffset(invertedShape, posX); auto zIndex = shape::getOffset(invertedShape, pos); // invert upper matrix math::atomics::nd4j_atomicAdd(&inverted[zIndex], -input[xIndex] * inverted[iIndex]); // / input[yIndex]); //inputMatrix->t(i, i + 1) * invertedMatrix->t(i + 1, i + 1) / inputMatrix->t(i, i) } } // ------------------------------------------------------------------------------------------------------------------ // template static __global__ void invertLowKernel(void *invertedBuf, Nd4jLong *invertedShape, void *inputBuf, Nd4jLong *inputShape, Nd4jLong n) { T *inverted = reinterpret_cast(invertedBuf); T *input = reinterpret_cast(inputBuf); if (threadIdx.x == 0) { inverted = reinterpret_cast(invertedBuf); input = reinterpret_cast(inputBuf); } __syncthreads(); auto tid = blockIdx.x * blockDim.x + threadIdx.x; auto step = gridDim.x * blockDim.x; for (int i = tid + 2; i < n; i += step) { for (int j = i - 2; j >= 0; --j) for (int k = 0; k < i; k++) { Nd4jLong posZ[] = {i, j}; Nd4jLong posY[] = {k, j}; Nd4jLong posX[] = {i, k}; Nd4jLong posD[] = {i, i}; auto xIndex = shape::getOffset(inputShape, posX); auto yIndex = shape::getOffset(invertedShape, posY); auto dIndex = shape::getOffset(inputShape, posD); auto zIndex = shape::getOffset(invertedShape, posZ); // invert non-diagonal elements math::atomics::nd4j_atomicAdd(&inverted[zIndex], -inverted[yIndex] * input[xIndex] / input[dIndex]); } } } // ------------------------------------------------------------------------------------------------------------------ // // Invertion of upper triangular matrix non-diagonal elements when main and second diagonals already processed template static __global__ void invertUpKernel(void *invertedBuf, Nd4jLong *invertedShape, void *inputBuf, Nd4jLong *inputShape, Nd4jLong n) { __shared__ T* inverted; __shared__ T* input; if (threadIdx.x == 0) { inverted = reinterpret_cast(invertedBuf);; input = reinterpret_cast(inputBuf); } __syncthreads(); auto tid = blockIdx.x * blockDim.x + threadIdx.x; auto step = blockDim.x * gridDim.x; for (int i = (int)n - tid - 2; i >= 0; i -= step) { for (int j = i + 2; j < (int)n; j++) for (int k = i; k < (int)n; k++) { Nd4jLong posZ[] = {i, j}; Nd4jLong posY[] = {k, j}; Nd4jLong posX[] = {i, k}; // inversion with Joardan Gauss transformation auto xIndex = shape::getOffset(inputShape, posX); auto yIndex = shape::getOffset(invertedShape, posY); auto zIndex = shape::getOffset(invertedShape, posZ); // invert upper non-diagonal elements 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 static void invertLowerMatrix_(LaunchContext *context, NDArray *inputMatrix, NDArray *invertedMatrix) { int n = inputMatrix->rows(); invertedMatrix->setIdentity(); if (inputMatrix->isIdentityMatrix()) return; auto stream = context->getCudaStream(); // invert lower matrix // invert main diagonal upvertKernel<<<1, n, 512, *stream>>>(invertedMatrix->specialBuffer(), invertedMatrix->specialShapeInfo(), inputMatrix->specialBuffer(), inputMatrix->specialShapeInfo(), n); // invert the second diagonal invertKernelLow<<<1, n, 512, *stream>>>(invertedMatrix->specialBuffer(), invertedMatrix->specialShapeInfo(), inputMatrix->specialBuffer(), inputMatrix->specialShapeInfo(), n); // invert non-diagonal elements invertLowKernel<<>>(invertedMatrix->specialBuffer(), invertedMatrix->specialShapeInfo(), inputMatrix->specialBuffer(), inputMatrix->specialShapeInfo(), n); } // ------------------------------------------------------------------------------------------------------------------ // // caller for invert lower matrix routine void invertLowerMatrix(LaunchContext *context, NDArray *inputMatrix, NDArray *invertedMatrix) { NDArray::prepareSpecialUse({invertedMatrix}, {inputMatrix}); BUILD_SINGLE_SELECTOR(inputMatrix->dataType(), invertLowerMatrix_, (context, inputMatrix, invertedMatrix), FLOAT_NATIVE); 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 static void invertUpperMatrix_(LaunchContext *context, NDArray* inputMatrix, NDArray* invertedMatrix) { int n = inputMatrix->rows(); invertedMatrix->setIdentity(); auto stream = context->getCudaStream(); if (inputMatrix->isIdentityMatrix()) { // the inverse for I is I return; } // invert upper matrix // invert the second diagonal upvertKernelUp<<<1, n, 512, *stream >>>(invertedMatrix->specialBuffer(), invertedMatrix->specialShapeInfo(), inputMatrix->specialBuffer(), inputMatrix->specialShapeInfo(), n); // invert other elements invertUpKernel<<>>(invertedMatrix->specialBuffer(), invertedMatrix->specialShapeInfo(),inputMatrix->specialBuffer(), inputMatrix->specialShapeInfo(), n); } // ------------------------------------------------------------------------------------------------------------------ // // invertion of upper triangular matrix - runner routine void invertUpperMatrix(LaunchContext *context, NDArray *inputMatrix, NDArray *invertedMatrix) { NDArray::prepareSpecialUse({invertedMatrix}, {inputMatrix}); BUILD_SINGLE_SELECTOR(invertedMatrix->dataType(), invertUpperMatrix_, (context, inputMatrix, invertedMatrix), FLOAT_NATIVE); NDArray::prepareSpecialUse({invertedMatrix}, {inputMatrix}); } // ------------------------------------------------------------------------------------------------------------------ // // determinant kernel - accumulation product of all values on the main diagonal template static __global__ void determinantKernel(T *compound, T *result, Nd4jLong len) { auto start = blockIdx.x * blockDim.x + threadIdx.x; auto step = blockDim.x * gridDim.x; for (auto i = start; i < len; i += step) { 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]); } } // ------------------------------------------------------------------------------------------------------------------ // // determinant logarithm - accumulation sum of all logarithm values on the main diagonal. All in logarithic values // should be positive template static __global__ void determinantLogKernel(T *compound, T *result, Nd4jLong len) { auto start = blockIdx.x * blockDim.x + threadIdx.x; auto step = blockDim.x * gridDim.x; for (auto i = start; i < len; i += step) { 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(math::nd4j_abs(compound[pos]))); } } // ------------------------------------------------------------------------------------------------------------------ // // 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 static __global__ void fillMatrix(void *output, Nd4jLong *outShape, void *input, Nd4jLong *inputShape, Nd4jLong pos, Nd4jLong rowLen) { __shared__ F *matrix; __shared__ T *inputBuf; __shared__ Nd4jLong inputLen; __shared__ Nd4jLong n2; if (threadIdx.x == 0) { matrix = reinterpret_cast(output); inputBuf = reinterpret_cast(input); inputLen = shape::length(inputShape); n2 = rowLen * rowLen; } __syncthreads(); auto start = blockIdx.x * blockDim.x + threadIdx.x; auto step = blockDim.x * gridDim.x; for (int k = pos + start, j = start; j < n2; k += step, j += step) { auto xIndex = shape::getIndexOffset(k, inputShape); matrix[j] = (F) inputBuf[xIndex]; } } // ------------------------------------------------------------------------------------------------------------------ // // same as above, but without type conversion template static __global__ void returnMatrix(void *output, Nd4jLong *outputShape, void *input, Nd4jLong *inputShape, Nd4jLong pos, Nd4jLong rowLen) { __shared__ T* matrix; __shared__ T* outputBuf; __shared__ Nd4jLong outputLen; __shared__ Nd4jLong n2; if (threadIdx.x == 0) { matrix = reinterpret_cast(input); outputBuf = reinterpret_cast(output); outputLen = shape::length(inputShape); n2 = rowLen * rowLen; } __syncthreads(); auto start = blockIdx.x * blockDim.x + threadIdx.x; auto step = blockDim.x * gridDim.x; for (int k = pos + start, j = start; j < n2; k += step, j += step) { auto zIndex = shape::getIndexOffset(k, outputShape); outputBuf[zIndex] = matrix[j]; } } // ------------------------------------------------------------------------------------------------------------------ // // fill up permutaion matrix kernel. Permutation matrix filled with zeros and ones template static __global__ void fillUpPermutation(void *output, Nd4jLong *shape, int *source, int rowNum) { F *permutation = reinterpret_cast(output); auto start = blockIdx.x * blockDim.x + threadIdx.x; auto step = blockDim.x * gridDim.x; for (auto i = start; i < rowNum; i += step) { int val = source[i] - 1; Nd4jLong posF[] = {i, val}; auto pos = shape::getOffset(shape, posF); permutation[pos] = F(1.f); } } // ------------------------------------------------------------------------------------------------------------------ // // 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 static void lup_(LaunchContext *context, NDArray *input, NDArray *compound, NDArray *permutation) { auto stream = context->getCudaStream(); auto n = input->rows(); cusolverDnHandle_t cusolverH = nullptr; // create solver handle cusolverStatus_t status = cusolverDnCreate(&cusolverH); if (CUSOLVER_STATUS_SUCCESS != status) { throw cuda_exception::build("Cannot create cuSolver handle", status); } // set solver stream status = cusolverDnSetStream(cusolverH, *stream); if (CUSOLVER_STATUS_SUCCESS != status) { throw cuda_exception::build("Cannot set up stream for cuda solver", status); } int lwork = 0; int *d_info = nullptr; // allocate memory for permutation vector auto err = cudaMalloc((void **) &d_info, sizeof(int)); if (err) { throw cuda_exception::build("helpers::lup_: Cannot allocate memory for solver info buffer", err); } DataType dtype = input->dataType(); switch (dtype) { // there are two implementations with cublas for LUP decomposition - double and float case DataType::DOUBLE: { double *d_work = nullptr; // compute internal buffer size double *matrix = reinterpret_cast(input->specialBuffer()); status = cusolverDnDgetrf_bufferSize( cusolverH, n, n, matrix, n, &lwork); if (CUSOLVER_STATUS_SUCCESS != 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) { status = cusolverDnDgetrf( cusolverH, n, n, matrix, n, d_work, nullptr, d_info); if (status != CUSOLVER_STATUS_SUCCESS) { throw cuda_exception::build("helpers::lup_: LU factorization is failed due ", status); } } else { NDArray permutVector('c', {n}, nd4j::DataType::INT32, context); int* permutationBuf = permutVector.dataBuffer()->specialAsT(); status = cusolverDnDgetrf( cusolverH, n, n, matrix, n, d_work, permutationBuf, d_info); if (status != CUSOLVER_STATUS_SUCCESS) { throw cuda_exception::build("helpers::lup_: LU factorization is failed due ", status); } if (permutation->rankOf() == 2) { fillUpPermutation <<< n, n, 1024, *stream >>> (permutation->specialBuffer(), permutation->specialShapeInfo(), permutationBuf, n); } else { permutVector.tickWriteDevice(); input->tickWriteDevice(); compound->assign(input); permutation->assign(permutVector); } } err = cudaFree(d_work); if (err) { throw cuda_exception::build("helpers::lup_: Cannot deallocate memory for solver data buffer", err); } } break; case DataType::FLOAT32: { float *matrix = reinterpret_cast(input->specialBuffer()); float *d_work = nullptr; status = cusolverDnSgetrf_bufferSize( cusolverH, n, n, matrix, n, &lwork); if (CUSOLVER_STATUS_SUCCESS != 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) status = cusolverDnSgetrf( cusolverH, n, n, matrix, n, d_work, nullptr, d_info); else { NDArray permutVector('c', {n}, DataType::INT32, context); int *permutationBuf = reinterpret_cast(permutVector.specialBuffer()); status = cusolverDnSgetrf( cusolverH, n, n, matrix, n, d_work, permutationBuf, d_info); if (permutation->rankOf() == 2) { fillUpPermutation <<< n, n, 128, *stream >>> (permutation->specialBuffer(), permutation->specialShapeInfo(), permutationBuf, n); permutation->tickWriteDevice(); } else { input->tickWriteDevice(); compound->assign(input); permutation->assign(permutVector); } } err = cudaFree(d_work); if (err) { throw cuda_exception::build("helpers::lup_: Cannot deallocate memory for solver data buffer", err); } } } if (CUSOLVER_STATUS_SUCCESS != status) { throw cuda_exception::build("helpers::lup_: Cannot make LU decomposition", status); } err = cudaFree(d_info); if (err) { throw cuda_exception::build("helpers::lup_: Cannot deallocate memory for solver info buffer", err); } cusolverDnDestroy(cusolverH); // NDArray::registerSpecialUse({input}, {input}); input->tickWriteDevice(); } // ------------------------------------------------------------------------------------------------------------------ // BUILD_DOUBLE_TEMPLATE(template void lup_,(LaunchContext * context, NDArray * input, NDArray * output, NDArray * permutation), FLOAT_NATIVE, INDEXING_TYPES); template static __device__ void swapRows(T* matrix, Nd4jLong* shape, Nd4jLong theFirst, Nd4jLong theSecond, Nd4jLong n) { if (theFirst != theSecond) { for (auto i = 0; i < n; i++) { Nd4jLong theFirstPos[] = {theFirst, i}; Nd4jLong theSecondPos[] = {theSecond, i}; auto theFirstIndex = shape::getOffset(shape, theFirstPos, 0); auto theSecondIndex = shape::getOffset(shape, theSecondPos, 0); math::nd4j_swap(matrix[theFirstIndex], matrix[theSecondIndex]); } } } template static __device__ void processColumns(Nd4jLong currentRow, Nd4jLong rowNum, T* compoundBuf, Nd4jLong* compoundShape) { Nd4jLong xDiag[] = {currentRow, currentRow}; auto diagIndex = shape::getOffset(compoundShape, xDiag, 0); for (auto j = currentRow + 1; j < rowNum; j++) { Nd4jLong xRow[] = {j, currentRow}; auto rowIndex = shape::getOffset(compoundShape, xRow, 0); compoundBuf[rowIndex] /= compoundBuf[diagIndex]; //output->t(i, i); for (auto k = currentRow + 1; k < rowNum; k++) { Nd4jLong yRow[] = {j, k}; Nd4jLong yCol[] = {currentRow, k}; auto rowIndexY = shape::getOffset(compoundShape, yRow, 0); auto colIndex = shape::getOffset(compoundShape, yCol, 0); compoundBuf[rowIndexY] -= compoundBuf[rowIndex] * compoundBuf[colIndex]; } } } template __device__ Nd4jLong argmaxCol(Nd4jLong column, T* compoundBuffer, Nd4jLong* compoundShape) { auto rowNum = shape::sizeAt(compoundShape, 0); Nd4jLong xInitial[] = {column, column}; auto xInitialIndex = shape::getOffset(compoundShape, xInitial, 0); auto maxValue = T(0); //nd4j::math::nd4j_abs(compoundBuffer[xInitialIndex]); auto result = -1LL; for (auto rowCounter = column; rowCounter < rowNum; rowCounter++) { Nd4jLong xPos[] = {rowCounter, column}; auto xIndex = shape::getOffset(compoundShape, xPos, 0); if (nd4j::math::nd4j_abs(compoundBuffer[xIndex]) > maxValue) { maxValue = nd4j::math::nd4j_max(maxValue, nd4j::math::nd4j_abs(compoundBuffer[xIndex])); result = rowCounter; } } return result; } template static __device__ int luNN(T* matrix, Nd4jLong* shape, I* permutation, Nd4jLong* permuShape, Nd4jLong n) { for (auto i = 0; i < n - 1; i++) { auto pivotIndex = argmaxCol(i, matrix, shape); if (pivotIndex < 0) { return -1;//throw std::runtime_error("helpers::luNN_: input matrix is singular."); } math::nd4j_swap(permutation[shape::getIndexOffset(i, permuShape)], permutation[shape::getIndexOffset(pivotIndex, permuShape)]); swapRows(matrix, shape, (Nd4jLong)i, pivotIndex, n); processColumns(i, n, matrix, shape); } return 0; } template static __global__ void luBatchedKernel(T* outputBuf, Nd4jLong* outputShape, I* permutations, Nd4jLong* permuShape, Nd4jLong* outputTadShape, Nd4jLong* outputTadOffsets, Nd4jLong* permuTadShape, Nd4jLong* permuTadOffsets, Nd4jLong batchNum) { auto start = blockIdx.x * blockDim.x + threadIdx.x; auto step = blockDim.x * gridDim.x; for (auto b = start; b < batchNum; b += step) { T* matrix = outputBuf + outputTadOffsets[b]; I* permutation = permutations + permuTadOffsets[b]; if (0 != luNN(matrix, outputTadShape, permutation, permuTadShape, shape::length(permuTadShape))) break; } } template static void lu_(LaunchContext * context, NDArray* input, NDArray* output, NDArray* permutationVectors) { auto n = input->sizeAt(-1); auto stream = context->getCudaStream(); auto iota = NDArrayFactory::create('c', {n}); iota.linspace(0); iota.syncToDevice(); output->assign(input); // fill up output tensor with zeros output->tickWriteDevice(); permutationVectors->applyTrueBroadcast(nd4j::BroadcastOpsTuple::Assign(), &iota, permutationVectors, true, nullptr); permutationVectors->tickWriteDevice(); auto tads = ConstantTadHelper::getInstance()->tadForDimensions(output->shapeInfo(), {-2, -1}); auto permutaionTads = ConstantTadHelper::getInstance()->tadForDimensions(output->shapeInfo(), {-1}); auto batchNum = tads.numberOfTads(); luBatchedKernel<<>>(reinterpret_cast(output->platformBuffer()), output->specialShapeInfo(), reinterpret_cast(permutationVectors->platformBuffer()), permutationVectors->specialShapeInfo(), tads.specialShapeInfo(), tads.specialOffsets(), permutaionTads.specialShapeInfo(), permutaionTads.specialOffsets(), batchNum); } void lu(LaunchContext* context, NDArray* input, NDArray* output, NDArray* permutations) { NDArray::prepareSpecialUse({output, permutations}, {input}); BUILD_DOUBLE_SELECTOR(input->dataType(), permutations->dataType(), lu_, (context, input, output, permutations), FLOAT_NATIVE, INDEXING_TYPES); NDArray::registerSpecialUse({output, permutations}, {input}); } // ------------------------------------------------------------------------------------------------------------------ // template static int determinant_(nd4j::LaunchContext *context, NDArray *input, NDArray *output) { Nd4jLong n = input->sizeAt(-1); Nd4jLong n2 = n * n; std::vector dims(); auto packX = ConstantTadHelper::getInstance()->tadForDimensions(input->getShapeInfo(), {input->rankOf() - 2, input->rankOf() - 1}); //auto packZ = ConstantTadHelper::getInstance()->tadForDimensions(output->shapeInfo(), {output->rankOf() - 1}); // DataType dtype = input->dataType(); // if (dtype != DataType::DOUBLE) // dtype = DataType::FLOAT32; auto matrix = NDArrayFactory::create(input->ordering(), {n, n}, DataTypeUtils::fromT(), context); //, block.getWorkspace()); auto det = NDArrayFactory::create(1); auto stream = context->getCudaStream(); NDArray::prepareSpecialUse({output}, {input}); dim3 launchDims(256, 256, 1024); output->assign(1.f); for (int e = 0; e < output->lengthOf(); e++) { Nd4jLong pos = e * n2; // if (matrix.dataType() == input->dataType()) fillMatrix<<>>(matrix.specialBuffer(), matrix.specialShapeInfo(), input->specialBuffer(), input->specialShapeInfo(), pos, n); // else // fillMatrix<<>>(matrix.specialBuffer(), matrix.specialShapeInfo(), input->specialBuffer(), input->specialShapeInfo(), pos, n); lup_(context, &matrix, nullptr, nullptr); // else // lup_(context, &matrix, nullptr, nullptr); auto offset = shape::getIndexOffset(e, output->shapeInfo()); auto inputBuf = reinterpret_cast(matrix.specialBuffer()); auto outputBuf = reinterpret_cast(output->specialBuffer()) + offset; // if (matrix.dataType() == input->dataType()) determinantKernel << < launchDims.x, launchDims.y, launchDims.z, *stream >> > (inputBuf, outputBuf, n); // else // determinantKernel<<>> (inputBuf, outputBuf, n); } NDArray::registerSpecialUse({output}, {input}); return Status::OK(); } int determinant(nd4j::LaunchContext *context, NDArray *input, NDArray *output) { NDArray::prepareSpecialUse({output}, {input}); BUILD_SINGLE_SELECTOR(input->dataType(), return determinant_, (context, input, output), FLOAT_NATIVE); NDArray::registerSpecialUse({output}, {input}); } template int logAbsDeterminant_(LaunchContext *context, NDArray *input, NDArray *output) { Nd4jLong n = input->sizeAt(-1); Nd4jLong n2 = n * n; std::vector dims(); auto packX = ConstantTadHelper::getInstance()->tadForDimensions(input->getShapeInfo(), {input->rankOf() - 2, input->rankOf() - 1}); //auto packZ = ConstantTadHelper::getInstance()->tadForDimensions(output->shapeInfo(), {output->rankOf() - 1}); DataType dtype = input->dataType(); if (dtype != DataType::DOUBLE) dtype = DataType::FLOAT32; auto matrix = NDArrayFactory::create(input->ordering(), {n, n}, dtype, context); //, block.getWorkspace()); auto det = NDArrayFactory::create(1); auto stream = context->getCudaStream(); NDArray::prepareSpecialUse({output}, {input}); dim3 launchDims(256, 256, 1024); output->assign(0.f); for (int e = 0; e < output->lengthOf(); e++) { Nd4jLong pos = e * n2; // if (matrix.dataType() == input->dataType()) fillMatrix<<>>(matrix.specialBuffer(), matrix.specialShapeInfo(), input->specialBuffer(), input->specialShapeInfo(), pos, n); // else // fillMatrix<<>>(matrix.specialBuffer(), matrix.specialShapeInfo(), input->specialBuffer(), input->specialShapeInfo(), pos, n); // if (matrix.dataType() == input->dataType()) lup_(context, &matrix, nullptr, nullptr); // else // lup_(context, &matrix, nullptr, nullptr); auto offset = shape::getIndexOffset(e, output->shapeInfo()); auto inputBuf = reinterpret_cast(matrix.specialBuffer()); auto outputBuf = reinterpret_cast(output->specialBuffer()) + offset; // if (matrix.dataType() == input->dataType()) determinantLogKernel<<>>(inputBuf, outputBuf, n); // else // determinantLogKernel<<>> (inputBuf, outputBuf, n); } NDArray::registerSpecialUse({output}, {input}); return Status::OK(); return ND4J_STATUS_OK; } int logAbsDeterminant(nd4j::LaunchContext *context, NDArray *input, NDArray *output) { NDArray::prepareSpecialUse({output}, {input}); BUILD_SINGLE_SELECTOR(input->dataType(), return logAbsDeterminant_, (context, input, output), FLOAT_NATIVE); NDArray::registerSpecialUse({output}, {input}); } template static __global__ void fillLowerUpperKernel(void *lowerBuf, Nd4jLong *lowerShape, void *upperBuf, Nd4jLong *upperShape, void *matrixBuf, Nd4jLong *matrixShape, Nd4jLong n) { __shared__ T *lowerMatrix; __shared__ T *upperMatrix; __shared__ T *matrix; if (threadIdx.x == 0) { lowerMatrix = reinterpret_cast(lowerBuf); upperMatrix = reinterpret_cast(upperBuf); matrix = reinterpret_cast(matrixBuf); } __syncthreads(); for (int k = blockIdx.x; k < n; k += gridDim.x) { // and then put all values under main diagonal on to it for (int j = threadIdx.x; j < n; j += blockDim.x) { Nd4jLong posX[] = {k, j}; Nd4jLong posD[] = {j, j}; auto xPos = shape::getOffset(lowerShape, posX); auto yPos = shape::getOffset(upperShape, posX); auto iPos = shape::getOffset(matrixShape, posX); auto dPos = shape::getOffset(matrixShape, posD); if (k >= j) lowerMatrix[xPos] = matrix[iPos];//(k, j); else upperMatrix[yPos] = matrix[iPos]; //k, j); } } } template static int inverse_(nd4j::LaunchContext *context, NDArray *input, NDArray *output) { auto n = input->sizeAt(-1); auto n2 = n * n; auto dtype = DataTypeUtils::fromT(); //input->dataType(); // if (dtype != DataType::DOUBLE) // dtype = DataType::FLOAT32; NDArray matrix = NDArrayFactory::create('c', {n, n}, dtype, context); NDArray upper = NDArrayFactory::create('c', {n, n}, dtype, context); NDArray lower = NDArrayFactory::create('c', {n, n}, dtype, context); NDArray compound = NDArrayFactory::create('c', {n, n}, dtype, context); NDArray permutation = NDArrayFactory::create('c', {n, n}, dtype, context); auto packX = nd4j::ConstantTadHelper::getInstance()->tadForDimensions(input->getShapeInfo(), {input->rankOf() - 2, input->rankOf() - 1}); auto packZ = nd4j::ConstantTadHelper::getInstance()->tadForDimensions(output->getShapeInfo(), {output->rankOf() - 2, output->rankOf() - 1}); auto stream = context->getCudaStream(); for (auto i = 0LL; i < packX.numberOfTads(); i++) { fillMatrix<<<1, n2, 1024, *stream>>>(matrix.specialBuffer(), matrix.specialShapeInfo(), input->specialBuffer(), input->specialShapeInfo(), i * n2, n); matrix.tickWriteDevice(); //compound.assign(matrix); // if (matrix.dataType() == input->dataType()) lup_(context, &matrix, nullptr, nullptr); fillLowerUpperKernel<<>>(lower.specialBuffer(), lower.specialShapeInfo(), upper.specialBuffer(), upper.specialShapeInfo(), matrix.specialBuffer(), matrix.specialShapeInfo(), n); lower.tickWriteDevice(); upper.tickWriteDevice(); // lower.printIndexedBuffer("LOWER"); // upper.printIndexedBuffer("UPPER"); matrix.assign(0); invertUpperMatrix(context, &upper, &matrix); // U^{-1} matrix.tickWriteDevice(); // matrix.printIndexedBuffer("Upper Inverted"); compound.assign(0); invertLowerMatrix(context, &lower, &compound); // L{-1} compound.tickWriteDevice(); // compound.printIndexedBuffer("Lower Inverted"); // matrix.tickWriteDevice(); // compound.tickWriteDevice(); nd4j::MmulHelper::mmul(&matrix, &compound, &upper, 1.0, 0.0); upper.tickWriteDevice(); // upper.printIndexedBuffer("Full inverted"); returnMatrix <<<1, n2, 1024, *stream>>>(output->specialBuffer(), output->specialShapeInfo(), upper.specialBuffer(), upper.specialShapeInfo(), i * n2, n); } return Status::OK(); } int inverse(nd4j::LaunchContext *context, NDArray *input, NDArray *output) { NDArray::prepareSpecialUse({output}, {input}); BUILD_SINGLE_SELECTOR(input->dataType(), return inverse_, (context, input, output), FLOAT_NATIVE); NDArray::registerSpecialUse({output}, {input}); } bool checkCholeskyInput(nd4j::LaunchContext *context, NDArray const *input) { return true; } template __global__ void fillBatchKernel(F **dArrayBatch, F *buf, Nd4jLong *offsets, Nd4jLong batchSize) { auto start = blockIdx.x * blockDim.x + threadIdx.x; auto step = blockDim.x * gridDim.x; for (auto i = start; i < batchSize; i += step) { dArrayBatch[i] = buf + offsets[i]; } } template __global__ void adjustResultsKernel(F *dArray, Nd4jLong *shape, Nd4jLong *offsets, Nd4jLong batchSize, Nd4jLong n) { //auto i = blockIdx.x * blockDim.x + threadIdx.x; Nd4jLong *shapeOf = shape::shapeOf(shape); Nd4jLong *strideOf = shape::stride(shape); for (auto i = blockIdx.x; i < batchSize; i += gridDim.x) { auto current = dArray + offsets[i]; for (auto r = threadIdx.x; r < n; r += blockDim.x) { for (auto c = r + 1; c < n; c++) { Nd4jLong posRC[] = {r, c}; auto pos = r * n + c; //shape::getOffset(0, shapeOf, strideOf, posRC, 2); current[pos] = 0.; } } } } template int cholesky__(LaunchContext *context, NDArray *input, NDArray *output, bool inplace) { if (!inplace) output->assign(input); std::unique_ptr tempOutput(output->dup()); cusolverDnHandle_t handle = nullptr; auto n = input->sizeAt(-1); auto n2 = n * n; NDArray::prepareSpecialUse({output}, {input}); auto status = cusolverDnCreate(&handle); if (CUSOLVER_STATUS_SUCCESS != status) { throw cuda_exception::build("helpers::cholesky_: Cannot create solver handle", status); } F **dArrayBatch = nullptr; auto packX = nd4j::ConstantTadHelper::getInstance()->tadForDimensions(tempOutput->getShapeInfo(), {tempOutput->rankOf() - 2, tempOutput->rankOf() - 1}); const Nd4jLong batchSize = packX.numberOfTads(); int *dInfoArray = nullptr; auto err = cudaMalloc((void **) &dArrayBatch, sizeof(F *) * batchSize); if (err) { throw cuda_exception::build("helpers::cholesky_: Cannot allocate memory for solver batch data buffer", err); } err = cudaMalloc((void **) &dInfoArray, sizeof(int) * batchSize); if (err) { throw cuda_exception::build("helpers::cholesky_: Cannot allocate memory for solver errors buffer", err); } auto stream = context->getCudaStream(); fillBatchKernel << < 1, batchSize, 128, *stream >> > (dArrayBatch, reinterpret_cast(tempOutput->specialBuffer()), packX.specialOffsets(), batchSize); status = cusolverDnSetStream(handle, *stream); if (CUSOLVER_STATUS_SUCCESS != status) { throw cuda_exception::build("helpers::cholesky_: Cannot set stream to solver handle", status); } const cublasFillMode_t uplo = CUBLAS_FILL_MODE_UPPER; if (input->dataType() == DataType::DOUBLE) status = cusolverDnDpotrfBatched( handle, uplo, n, (double **) dArrayBatch, n, dInfoArray, batchSize); else status = cusolverDnSpotrfBatched( handle, uplo, n, (float **) dArrayBatch, n, dInfoArray, batchSize); if (CUSOLVER_STATUS_SUCCESS != status) { throw cuda_exception::build("helpers::cholesky_: Cholesky factorization failed for batch", status); } adjustResultsKernel << < batchSize, n2, 128, *stream >> > (reinterpret_cast(tempOutput->specialBuffer()), packX.specialShapeInfo(), packX.specialOffsets(), batchSize, n); err = cudaFree(dArrayBatch); if (err) { throw cuda_exception::build("helpers::cholesky_: Cannot deallocate memory for solver batch data buffer", err); } err = cudaFree(dInfoArray); if (err) { throw cuda_exception::build("helpers::cholesky_: Cannot allocate memory for solver errors buffer", err); } if (!inplace) output->assign(tempOutput.get()); else input->assign(tempOutput.get()); NDArray::registerSpecialUse({output}, {input}); return Status::OK(); } // template int cholesky_(LaunchContext *context, NDArray *input, NDArray *output, bool inplace) { NDArray::prepareSpecialUse({output}, {input}); if (input->dataType() == DataType::DOUBLE) cholesky__(context, input, output, inplace); else if (input->dataType() == DataType::FLOAT32) cholesky__(context, input, output, inplace); else { std::unique_ptr tempOutput( NDArrayFactory::create_('c', input->getShapeAsVector(), DataType::FLOAT32, context)); tempOutput->assign(input); cholesky__(context, tempOutput.get(), tempOutput.get(), true); output->assign(tempOutput.get()); } NDArray::registerSpecialUse({output}, {input}); return Status::OK(); } int cholesky(nd4j::LaunchContext *context, NDArray *input, NDArray *output, bool inplace) { // BUILD_SINGLE_SELECTOR(input->dataType(), return cholesky_, (context, input, output, inplace), FLOAT_TYPES); return cholesky_(context, input, output, inplace); } // BUILD_SINGLE_TEMPLATE(template int cholesky_, (LaunchContext* context, NDArray* input, NDArray* output, bool inplace), FLOAT_TYPES); BUILD_SINGLE_TEMPLATE(template int inverse_, (nd4j::LaunchContext * context, NDArray * input, NDArray * output), FLOAT_NATIVE); template __global__ void logDetKernel(T *inputBuf, Nd4jLong *inputShape, Nd4jLong batchNum, Nd4jLong *tadShape, Nd4jLong *tadOffsets, T *outputBuf, Nd4jLong *outputShape) { __shared__ int n; if (threadIdx.x == 0) { n = shape::sizeAt(inputShape, -1); // * shape::sizeAt(inputShape, -1); } __syncthreads(); T *output = outputBuf; T *input = inputBuf; for (auto i = blockIdx.x; i < batchNum; i += gridDim.x) { T *current = input + tadOffsets[i]; auto zIndex = shape::getIndexOffset(i, outputShape); for (auto e = threadIdx.x; e < n; e += blockDim.x) { Nd4jLong diag[] = {e, e}; auto xIndex = shape::getOffset(tadShape, diag); math::atomics::nd4j_atomicAdd(&output[zIndex],math::nd4j_log(current[xIndex] * current[xIndex])); } } } template int logdetFunctor_(nd4j::LaunchContext *context, NDArray *input, NDArray *output) { NDArray::prepareSpecialUse({output}, {input}); auto n2 = input->sizeAt(-1) * input->sizeAt(-2); auto stream = context->getCudaStream(); NDArray tempOutput(*input); cholesky(context, input, &tempOutput, false); auto outputBuf = output->dataBuffer()->specialAsT(); //reinterpret_cast(output->specialBuffer()); // + e * n2; // + e * n2; auto inputBuf = tempOutput.dataBuffer()->specialAsT(); //reinterpret_cast(tempOutput->specialBuffer()); output->nullify(); auto packX = nd4j::ConstantTadHelper::getInstance()->tadForDimensions(tempOutput.getShapeInfo(), {tempOutput.rankOf() - 2, tempOutput.rankOf() - 1}); logDetKernel <<<128, 512, 256, *stream>>>(inputBuf, tempOutput.specialShapeInfo(), packX.numberOfTads(), packX.specialShapeInfo(), packX.specialOffsets(), outputBuf, output->specialShapeInfo()); output->tickWriteDevice(); NDArray::registerSpecialUse({output}, {input}); return Status::OK(); } int logdetFunctor(nd4j::LaunchContext *context, NDArray *input, NDArray *output) { BUILD_SINGLE_SELECTOR(output->dataType(), return logdetFunctor_, (context, input, output), FLOAT_NATIVE); } /* * lup - batched input, batched outputs * */ int lup(LaunchContext *context, NDArray *input, NDArray *compound, NDArray *permutation) { BUILD_DOUBLE_SELECTOR(input->dataType(), permutation->dataType(), lup_,(context, input, compound, permutation), FLOAT_NATIVE, INDEXING_TYPES); return Status::OK(); } // BUILD_SINGLE_TEMPLATE(template int logdetFunctor_, // (nd4j::LaunchContext * context, NDArray * input, NDArray * output), FLOAT_NATIVE); } } }