/******************************************************************************* * 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 George A. Shulinok // #include #include #include namespace nd4j { namespace ops { namespace helpers { template static __global__ void matrixMinorKernel(T* outBuffer, Nd4jLong* outShape, T* inBuffer, Nd4jLong* inShape, Nd4jLong column, Nd4jLong rows, Nd4jLong columns) { // auto tid = threadIdx.x + blockDim.x * blockIdx.x; // auto step = blockDim.x * gridDim.x; // if (threadIdx.x == 0) { // for (auto i = tid; i < column; i += step) { // Nd4jLong diagPos[] = {i, i}; // auto zIndex = shape::getOffset(outShape, diagPos); // outBuffer[zIndex] = T(1.f); // } // } // __syncthreads(); for (auto i = blockIdx.x; i < rows; i += gridDim.x) for (auto j = threadIdx.x; j < columns; j += blockDim.x) { Nd4jLong pos[] = {i,j}; auto zIndex = shape::getOffset(outShape, pos); auto xIndex = shape::getOffset(inShape, pos); if (i < column || j < column) { outBuffer[zIndex] = i != j?T(0.f):T(1.f); } else outBuffer[zIndex] = inBuffer[xIndex]; //m.t(i,j) = in.t(i,j); } } template NDArray matrixMinor(LaunchContext* context, NDArray& in, Nd4jLong col) { NDArray m = in.ulike(); m.setIdentity(); m({col, m.rows(), col, m.columns()}).assign(in({col, m.rows(), col, m.columns()})); // auto stream = context->getCudaStream(); // matrixMinorKernel<<<128, 128, 256, *stream>>>(m.dataBuffer()->specialAsT(), m.specialShapeInfo(), // matrixMinorKernel<<<128, 128, 256, *stream>>>(m.dataBuffer()->specialAsT(), m.specialShapeInfo(), // reinterpret_cast(in.specialBuffer()), in.specialShapeInfo(), col, in.rows(), in.columns()); // m.tickWriteDevice(); return m; } /* m = I - v v^T */ template static __global__ void vmulKernel(T* resBuf, Nd4jLong* resShape, T const* vBuff, Nd4jLong const* vShape, Nd4jLong n) { for (auto i = blockIdx.x; i < n; i += gridDim.x) for (auto j = threadIdx.x; j < n; j += blockDim.x) { Nd4jLong posR[] = {i, j}; auto indexR = shape::getOffset(resShape, posR); auto indexX = shape::getIndexOffset(i, vShape); auto indexY = shape::getIndexOffset(j, vShape); resBuf[indexR] = T(-2.f) * vBuff[indexX] * vBuff[indexY] + (i != j?T(0.f):T(1.f)); } } template NDArray vmul(LaunchContext* context, NDArray const& v, int n) { NDArray res('c', {n,n}, v.dataType(), context); // x = matrix_new(n, n); auto stream = context->getCudaStream(); vmulKernel<<<128, 128, 128, *stream>>>(res.dataBuffer()->specialAsT(), res.specialShapeInfo(), reinterpret_cast(v.getSpecialBuffer()), v.getSpecialShapeInfo(), n); return res; } template static bool diagonalIsPositive(NDArray* matrix, Nd4jLong k) { T hVal; Nd4jLong pos[] = {k, k}; auto shift = shape::getOffset(matrix->shapeInfo(), pos); cudaMemcpy(&hVal, matrix->specialBuffer(), sizeof(T), cudaMemcpyDeviceToHost); return hVal > T(0.f); } template void qrSingle(LaunchContext* context, NDArray* matrix, NDArray* Q, NDArray* R, bool const fullMatricies) { Nd4jLong M = matrix->sizeAt(0); Nd4jLong N = matrix->sizeAt(1); auto resQ = fullMatricies?Q->ulike():NDArrayFactory::create(matrix->ordering(), {M,M}, Q->getContext()); auto resR = fullMatricies?R->ulike():matrix->ulike(); std::vector q(M); NDArray z = *matrix; NDArray e('c', {M}, DataTypeUtils::fromT()); // two internal buffers and scalar for squared norm for (auto k = 0; k < N && k < M - 1; k++) { // loop for columns, but not further then row number e.nullify(); z = matrixMinor(context, z, k); // minor computing for current column with given matrix z (initally is a input matrix) auto currentColumn = z({0, 0, k, k + 1}); // retrieve k column from z to x buffer auto norm = currentColumn.reduceAlongDimension(reduce::Norm2, {0}); if (diagonalIsPositive(matrix, k)) //matrix->t(k,k) > T(0.f)) // negate on positive matrix diagonal element norm.applyTransform(transform::Neg, norm); // *= -1.f;//-norm.t(0); e.p(k, norm); // e - is filled by 0 vector except diagonal element (filled by 1) e += currentColumn; // e[i] = x[i] + a * e[i] for each i from 0 to n - 1 auto normE = e.reduceAlongDimension(reduce::Norm2, {0}); e /= normE; q[k] = vmul(context, e, M); auto qQ = z.ulike(); MmulHelper::matmul(&q[k], &z, &qQ, false, false); z = std::move(qQ); } resQ.assign(q[0]); // // MmulHelper::matmul(&q[0], matrix, &resR, false, false); for (int i = 1; i < N && i < M - 1; i++) { auto tempResQ = resQ; MmulHelper::matmul(&q[i], &resQ, &tempResQ, false, false); resQ = std::move(tempResQ); } MmulHelper::matmul(&resQ, matrix, &resR, false, false); // resR *= -1.f; resQ.transposei(); if (fullMatricies) { Q->assign(resQ); R->assign(resR); } else { Q->assign(resQ({0, 0, 0, N})); R->assign(resR({0, N, 0, 0})); } } template void qr_(LaunchContext* context, NDArray* input, NDArray* outputQ, NDArray* outputR, bool const fullMatricies) { Nd4jLong lastDim = input->rankOf() - 1; Nd4jLong preLastDim = input->rankOf() - 2; NDArray::prepareSpecialUse({outputQ, outputR}, {input}); ResultSet listOutQ(outputQ->allTensorsAlongDimension({(int)preLastDim, (int)lastDim})); ResultSet listOutR(outputR->allTensorsAlongDimension({(int)preLastDim, (int)lastDim})); ResultSet listInput(input->allTensorsAlongDimension({(int)preLastDim, (int)lastDim})); auto start = 0; auto stop = listInput.size(); auto increment = 1; for (auto batch = start; batch < stop; batch += increment) { //qr here qrSingle(context, listInput.at(batch), listOutQ.at(batch), listOutR.at(batch), fullMatricies); } NDArray::registerSpecialUse({outputQ, outputR}, {input}); } void qr(nd4j::LaunchContext* context, NDArray* input, NDArray* outputQ, NDArray* outputR, bool const fullMatricies) { BUILD_SINGLE_SELECTOR(input->dataType(), qr_, (context, input, outputQ, outputR, fullMatricies), FLOAT_TYPES); } } } }