/* ******************************************************************************
*
*
* 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.
*
* See the NOTICE file distributed with this work for additional
* information regarding copyright ownership.
* 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 <ops/declarable/helpers/top_k.h>
#include <helpers/MmulHelper.h>
#include <array/NDArrayFactory.h>
#include <graph/Status.h>
#include <helpers/ConstantTadHelper.h>
#include <helpers/ShapeUtils.h>
//#include <ops/declarable/generic/helpers/BroadcastHelper.h>
#include <cusolverDn.h>
#include <exceptions/cuda_exception.h>
namespace sd {
namespace ops {
namespace helpers {
// ------------------------------------------------------------------------------------------------------------------ //
// invert the second diagonal for lower diagonal matrix
template<typename T>
static __global__ void
invertKernelLow(void *invertedBuf, const Nd4jLong *invertedShape, const void *inputBuf, const Nd4jLong *inputShape, Nd4jLong n) {
auto inverted = reinterpret_cast<T *>(invertedBuf);
auto input = reinterpret_cast<const T*>(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<typename T>
static __global__ void
upvertKernel(void *invertedBuf, const Nd4jLong *invertedShape, const void *inputBuf, const Nd4jLong *inputShape, Nd4jLong n) {
auto inverted = reinterpret_cast<T *>(invertedBuf);
auto input = reinterpret_cast<const T *>(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);
// invert diagonal elements
inverted[zIndex] /= input[xIndex];
}
}
// ------------------------------------------------------------------------------------------------------------------ //
// invert upper second diagonal
template<typename T>
static __global__ void
upvertKernelUp(void *invertedBuf, const Nd4jLong *invertedShape, const void *inputBuf, const Nd4jLong *inputShape, Nd4jLong n) {
__shared__ T* inverted;
__shared__ const T* input;
if (threadIdx.x == 0) {
inverted = reinterpret_cast<T *>(invertedBuf);
input = reinterpret_cast<const T *>(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<T>(i, i + 1) * invertedMatrix->t<T>(i + 1, i + 1) / inputMatrix->t<T>(i, i)
}
}
// ------------------------------------------------------------------------------------------------------------------ //
template<typename T>
static __global__ void
invertLowKernel(void *invertedBuf, const Nd4jLong *invertedShape, const void *inputBuf, const Nd4jLong *inputShape, Nd4jLong n) {
auto input = reinterpret_cast<const T *>(inputBuf);
auto inverted = reinterpret_cast<T *>(invertedBuf);
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<typename T>
static __global__ void
invertUpKernel(
void *invertedBuf, const Nd4jLong *invertedShape,
const void *inputBuf, const Nd4jLong *inputShape,
Nd4jLong n) {
auto inverted = reinterpret_cast<T *>(invertedBuf);;
auto input = reinterpret_cast<const T *>(inputBuf);
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<typename T>
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<T><<<1, n, 512, *stream>>>(invertedMatrix->specialBuffer(), invertedMatrix->specialShapeInfo(), inputMatrix->specialBuffer(), inputMatrix->specialShapeInfo(), n);
// invert the second diagonal
invertKernelLow<T><<<1, n, 512, *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);
}
// ------------------------------------------------------------------------------------------------------------------ //
// 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<typename T>
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<T><<<1, n, 512, *stream >>>(invertedMatrix->specialBuffer(), invertedMatrix->specialShapeInfo(),
inputMatrix->specialBuffer(), inputMatrix->specialShapeInfo(), n);
// invert other elements
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) {
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<typename T>
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<typename T>
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<T,T>(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<typename T, typename F>
static __global__ void
fillMatrix(void *output, const Nd4jLong *outShape, const void *input, const Nd4jLong *inputShape, Nd4jLong pos, Nd4jLong rowLen) {
__shared__ F *matrix;
__shared__ const T *inputBuf;
__shared__ Nd4jLong inputLen;
__shared__ Nd4jLong n2;
if (threadIdx.x == 0) {
matrix = reinterpret_cast<F*>(output);
inputBuf = reinterpret_cast<const T*>(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<typename T>
static __global__ void
returnMatrix(void *output, const Nd4jLong *outputShape, const void *input, const Nd4jLong *inputShape, Nd4jLong pos, Nd4jLong rowLen) {
__shared__ Nd4jLong outputLen;
__shared__ Nd4jLong n2;
auto matrix = reinterpret_cast<const T *>(input);
auto outputBuf = reinterpret_cast<T *>(output);
if (threadIdx.x == 0) {
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<typename F>
static __global__ void fillUpPermutation(void *output, const Nd4jLong *shape, int *source, int rowNum) {
F *permutation = reinterpret_cast<F *>(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<typename T, typename I>
static void lup_(LaunchContext *context, NDArray *input, NDArray *compound, NDArray *permutation) {
auto stream = context->getCudaStream();
auto n = input->rows();
std::lock_guard<std::mutex> lock(*LaunchContext::deviceMutex());
cusolverDnHandle_t* cusolverH = (cusolverDnHandle_t*)context->getCusolverHandle(); //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<double *>(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}, sd::DataType::INT32, context);
int* permutationBuf = permutVector.dataBuffer()->specialAsT<int>();
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<double> <<< 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<float*>(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<int *>(permutVector.specialBuffer());
status = cusolverDnSgetrf(
*cusolverH,
n,
n,
matrix,
n,
d_work,
permutationBuf,
d_info);
if (permutation->rankOf() == 2) {
fillUpPermutation<I> <<< 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 <typename T>
static __device__ void swapRows(T* matrix, const 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 <typename T>
static __device__ void processColumns(Nd4jLong currentRow, Nd4jLong rowNum, T* compoundBuf, const 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<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 <typename T>
__device__ Nd4jLong argmaxCol(Nd4jLong column, T* compoundBuffer, const Nd4jLong* compoundShape) {
auto rowNum = shape::sizeAt(compoundShape, 0);
Nd4jLong xInitial[] = {column, column};
auto xInitialIndex = shape::getOffset(compoundShape, xInitial, 0);
auto maxValue = T(0); //sd::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 (sd::math::nd4j_abs(compoundBuffer[xIndex]) > maxValue) {
maxValue = sd::math::nd4j_max(maxValue, sd::math::nd4j_abs(compoundBuffer[xIndex]));
result = rowCounter;
}
}
return result;
}
template <typename T, typename I>
static __device__ int luNN(T* matrix, const Nd4jLong* shape, I* permutation, const 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 <typename T, typename I>
static __global__ void luBatchedKernel(
T* outputBuf, const Nd4jLong* outputShape,
I* permutations, const Nd4jLong* permuShape,
const Nd4jLong* outputTadShape, const Nd4jLong* outputTadOffsets,
const Nd4jLong* permuTadShape, const 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 <typename T, typename I>
static void lu_(LaunchContext * context, NDArray* input, NDArray* output, NDArray* permutationVectors) {
auto n = input->sizeAt(-1);
auto stream = context->getCudaStream();
NDArray iota('c', {n}, permutationVectors->dataType(), context);// = NDArrayFactory::create(); // <int>('c', {n});
iota.linspace(0); iota.syncToDevice();
output->assign(input); // fill up output tensor with zeros
// output->tickWriteDevice();
permutationVectors->applyTrueBroadcast(sd::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<T,I><<<batchNum, 256, 1024, *stream>>>(reinterpret_cast<T*>(output->platformBuffer()),
output->specialShapeInfo(), reinterpret_cast<I*>(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<typename T>
static int determinant_(sd::LaunchContext *context, NDArray *input, NDArray *output) {
Nd4jLong n = input->sizeAt(-1);
Nd4jLong n2 = n * n;
std::vector<int> dims();
auto packX = ConstantTadHelper::getInstance().tadForDimensions(input->shapeInfo(), {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<T>(), context); //, block.getWorkspace());
auto det = NDArrayFactory::create<T>(1, context);
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<T, T><<<launchDims.x, launchDims.y, launchDims.z, *stream>>>(matrix.specialBuffer(), matrix.specialShapeInfo(), input->specialBuffer(), input->specialShapeInfo(), pos, n);
// else
// fillMatrix<T, float><<<launchDims.x, launchDims.y, launchDims.z, *stream>>>(matrix.specialBuffer(), matrix.specialShapeInfo(), input->specialBuffer(), input->special(), pos, n);
lup_<T, int>(context, &matrix, nullptr, nullptr);
// else
// lup_<float>(context, &matrix, nullptr, nullptr);
auto offset = shape::getIndexOffset(e, output->shapeInfo());
auto inputBuf = reinterpret_cast<T *>(matrix.specialBuffer());
auto outputBuf = reinterpret_cast<T *>(output->specialBuffer()) + offset;
// if (matrix.dataType() == input->dataType())
determinantKernel<T><<< launchDims.x, launchDims.y, launchDims.z, *stream>>>(inputBuf, outputBuf, n);
// else
// determinantKernel<T, float><<<launchDims.x, launchDims.y, launchDims.z, *stream >>> (inputBuf, outputBuf, n);
}
NDArray::registerSpecialUse({output}, {input});
return Status::OK();
}
int determinant(sd::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<typename T>
int logAbsDeterminant_(LaunchContext *context, NDArray *input, NDArray *output) {
Nd4jLong n = input->sizeAt(-1);
Nd4jLong n2 = n * n;
std::vector<int> dims();
auto packX = ConstantTadHelper::getInstance().tadForDimensions(input->shapeInfo(), {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<T>(1, context);
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<T, T><<<launchDims.x, launchDims.y, launchDims.z, *stream>>>(matrix.specialBuffer(), matrix.specialShapeInfo(), input->specialBuffer(), input->specialShapeInfo(), pos, n);
// else
// fillMatrix<T, float><<<launchDims.x, launchDims.y, launchDims.z, *stream>>>(matrix.specialBuffer(), matrix.specialShapeInfo(), input->specialBuffer(), input->special(), pos, n);
// if (matrix.dataType() == input->dataType())
lup_<T, int>(context, &matrix, nullptr, nullptr);
// else
// lup_<float>(context, &matrix, nullptr, nullptr);
auto offset = shape::getIndexOffset(e, output->shapeInfo());
auto inputBuf = reinterpret_cast<T *>(matrix.specialBuffer());
auto outputBuf = reinterpret_cast<T *>(output->specialBuffer()) + offset;
// if (matrix.dataType() == input->dataType())
determinantLogKernel<T><<<launchDims.x, launchDims.y, launchDims.z, *stream>>>(inputBuf, outputBuf, n);
// else
// determinantLogKernel<T, float><<<launchDims.x, launchDims.y, launchDims.z, *stream >>> (inputBuf, outputBuf, n);
}
NDArray::registerSpecialUse({output}, {input});
return Status::OK();
return ND4J_STATUS_OK;
}
int logAbsDeterminant(sd::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<typename T>
static __global__ void
fillLowerUpperKernel(
void *lowerBuf, const Nd4jLong *lowerShape,
void *upperBuf, const Nd4jLong *upperShape,
void *matrixBuf, const Nd4jLong *matrixShape,
Nd4jLong n) {
__shared__ T *lowerMatrix;
__shared__ T *upperMatrix;
__shared__ T *matrix;
if (threadIdx.x == 0) {
lowerMatrix = reinterpret_cast<T *>(lowerBuf);
upperMatrix = reinterpret_cast<T *>(upperBuf);
matrix = reinterpret_cast<T *>(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<typename T>
static int inverse_(sd::LaunchContext *context, NDArray *input, NDArray *output) {
auto n = input->sizeAt(-1);
auto n2 = n * n;
auto dtype = DataTypeUtils::fromT<T>(); //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 = sd::ConstantTadHelper::getInstance().tadForDimensions(input->shapeInfo(),
{input->rankOf() - 2,
input->rankOf() - 1});
auto packZ = sd::ConstantTadHelper::getInstance().tadForDimensions(output->shapeInfo(),
{output->rankOf() - 2,
output->rankOf() - 1});
auto stream = context->getCudaStream();
for (auto i = 0LL; i < packX.numberOfTads(); i++) {
fillMatrix<T, T><<<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_<T, int>(context, &matrix, nullptr, nullptr);
fillLowerUpperKernel<T><<<n, n, 1024, *stream>>>(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();
sd::MmulHelper::mmul(&matrix, &compound, &upper, 1.0, 0.0);
upper.tickWriteDevice();
// upper.printIndexedBuffer("Full inverted");
returnMatrix<T><<<1, n2, 1024, *stream>>>(output->specialBuffer(), output->specialShapeInfo(), upper.specialBuffer(), upper.specialShapeInfo(), i * n2, n);
}
return Status::OK();
}
int inverse(sd::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(sd::LaunchContext *context, NDArray const *input) {
return true;
}
template<typename F>
__global__ void fillBatchKernel(F **dArrayBatch, F *buf, const 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<typename F>
__global__ void
adjustResultsKernel(F *dArray, const Nd4jLong *shape, const 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<typename F>
int cholesky__(LaunchContext *context, NDArray *input, NDArray *output, bool inplace) {
if (!inplace)
output->assign(input);
auto 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 = sd::ConstantTadHelper::getInstance().tadForDimensions(tempOutput.shapeInfo(),
{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<F><<<1, batchSize, 128, *stream>>>(dArrayBatch, reinterpret_cast<F *>(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<F><<<batchSize, n2, 128, *stream>>>(reinterpret_cast<F *>(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);
else
input->assign(tempOutput);
NDArray::registerSpecialUse({output}, {input});
return Status::OK();
}
// template <typename T>
int cholesky_(LaunchContext *context, NDArray *input, NDArray *output, bool inplace) {
NDArray::prepareSpecialUse({output}, {input});
if (input->dataType() == DataType::DOUBLE)
cholesky__<double>(context, input, output, inplace);
else if (input->dataType() == DataType::FLOAT32)
cholesky__<float>(context, input, output, inplace);
else {
std::unique_ptr<NDArray> tempOutput(
NDArrayFactory::create_('c', input->getShapeAsVector(), DataType::FLOAT32, context));
tempOutput->assign(input);
cholesky__<float>(context, tempOutput.get(), tempOutput.get(), true);
output->assign(tempOutput.get());
}
NDArray::registerSpecialUse({output}, {input});
return Status::OK();
}
int cholesky(sd::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_, (sd::LaunchContext * context, NDArray * input, NDArray * output),
FLOAT_NATIVE);
template<typename T>
__global__ void logDetKernel(
const T *inputBuf, const Nd4jLong *inputShape,
Nd4jLong batchNum,
const Nd4jLong *tadShape, const Nd4jLong *tadOffsets,
T *outputBuf, const Nd4jLong *outputShape) {
__shared__ int n;
if (threadIdx.x == 0) {
n = shape::sizeAt(inputShape, -1); // * shape::sizeAt(inputShape, -1);
}
__syncthreads();
auto output = outputBuf;
auto input = inputBuf;
for (auto i = blockIdx.x; i < batchNum; i += gridDim.x) {
auto 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<T, T>(current[xIndex] * current[xIndex]));
}
}
}
template<typename T>
int logdetFunctor_(sd::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<T>(); //reinterpret_cast<T*>(output->specialBuffer()); // + e * n2; // + e * n2;
auto inputBuf = tempOutput.dataBuffer()->specialAsT<T>(); //reinterpret_cast<T*>(tempOutput.specialBuffer());
output->nullify();
auto packX = sd::ConstantTadHelper::getInstance().tadForDimensions(tempOutput.shapeInfo(),
{tempOutput.rankOf() - 2,
tempOutput.rankOf() - 1});
logDetKernel<T><<<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(sd::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_,
// (sd::LaunchContext * context, NDArray * input, NDArray * output), FLOAT_NATIVE);
}
}
}