cavis/libnd4j/include/ops/declarable/helpers/cuda/triangular_solve.cu

/*******************************************************************************
 * Copyright (c) 2020 Konduit, K.K.
 *
 * This program and the accompanying materials are made available under the
 * terms of the Apache License, Version 2.0 which is available at
 * https://www.apache.org/licenses/LICENSE-2.0.
 *
 * Unless required by applicable law or agreed to in writing, software
 * distributed under the License is distributed on an "AS IS" BASIS, WITHOUT
 * WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. See the
 * License for the specific language governing permissions and limitations
 * under the License.
 *
 * SPDX-License-Identifier: Apache-2.0
 ******************************************************************************/

//
//  @author GS <sgazeos@gmail.com>
//

#include <system/op_boilerplate.h>
#include <array/NDArray.h>
#include <execution/Threads.h>
#include <helpers/ConstantTadHelper.h>
#include "../triangular_solve.h"

namespace sd {
    namespace ops {
        namespace helpers {
            /*
             * lower triangular process for system of linear equations
             * x_1 = b_1/a_1,1
             * x_2 = (b_2 - a_2,1 * x_1) / a_2,2
             * x_3 = (b_3 - a_3,1 * x_1 - a_3,2 * x_2) / a_3,3
             * ...
             * x_M = (b_M - a_M,1 * x_1 - ... a_M,M-1 * x_M-1)/ a_M,M
             *
             * output == x
             * a == leftInput
             * b == rightInput
             *
             * */
            template <typename T>
            static _CUDA_HD void lowerTriangularSolve(T const* leftInput, Nd4jLong const* leftInputShape,
                                                        T const* rightInput, Nd4jLong const* rightInputShape,
                                                        bool const unitOnDiag, T* output, const Nd4jLong* outputShape,
                                                        Nd4jLong rows, Nd4jLong cols) {

                for (auto r = 0; r < rows; r++) {
                    for (auto j = 0; j < cols; j++) {
                        Nd4jLong posY[] = {r, j};
                        Nd4jLong posX[] = {r, r};
                        auto xIndex = shape::getOffset(leftInputShape, posX, 0);
                        auto yIndex = shape::getOffset(rightInputShape, posY, 0);
                        auto zIndex = shape::getOffset(outputShape, posY, 0);

                        auto sum = rightInput[yIndex];
                        for (auto c = 0; c < r; c++) {
                            Nd4jLong posZ[] = {c, j};
                            Nd4jLong pos[] = {r, c};
                            auto xcIndex = shape::getOffset(leftInputShape, pos, 0);
                            auto zcIndex = shape::getOffset(outputShape, posZ, 0);
                            sum -= leftInput[xcIndex] * output[zcIndex];
                        }
                        output[zIndex] = unitOnDiag?sum:sum / leftInput[xIndex];
                    }
                }
            }

            /*
             * upper triangular process for system of linear equations
             * x_M = b_M/a_M,M
             * x_M-1 = (b_M-1 - a_M-1,M-2 * x_M) / a_M-1,M-1
             * x_M-2 = (b_M-2 - a_M-2,M-3 * x_M-2 - a_M-2,M-1 * x_M) / a_3,3
             * ...
             * x_1 = (b_1 - a_1,2 * x_2 - ... a_1,M * x_M)/ a_1,1
             *
             * output == x
             * a == leftInput
             * b == rightInput
             *
             * */

            template <typename T>
            static _CUDA_HD void upperTriangularSolve(T const* leftInput, Nd4jLong const* leftInputShape,
                    T const* rightInput, Nd4jLong const* rightInputShape, bool const unitOnDiag, T* output,
                    const Nd4jLong* outputShape, Nd4jLong rows, Nd4jLong cols) {

                for (auto r = rows; r > 0; r--) {
                    for (auto j = 0; j < cols; j++) {
                        Nd4jLong posY[] = {r - 1, j};
                        Nd4jLong posX[] = {r - 1, r - 1};
                        auto xIndex = shape::getOffset(leftInputShape, posX, 0);
                        auto yIndex = shape::getOffset(rightInputShape, posY, 0);
                        auto zIndex = shape::getOffset(outputShape, posY, 0);
                        auto sum = rightInput[yIndex];
                        for (auto c = r; c < rows; c++) {
                            Nd4jLong posZ[] = {c, j};
                            Nd4jLong pos[] = {r - 1, c};
                            auto zcIndex = shape::getOffset(outputShape, posZ, 0);
                            auto xcIndex = shape::getOffset(leftInputShape, pos, 0);
                            sum -= leftInput[xcIndex] * output[zcIndex];
                        }
                        output[zIndex] = unitOnDiag?sum:sum / leftInput[xIndex];
                    }
                }
            }

            template <typename T>
            static __global__ void triangularSolveKernel(T const* leftInput, Nd4jLong const* leftPartShape,
                    T const* rightInput, Nd4jLong const* rightPartShape, bool const lower, bool const unitsOnDiag, T* output,
                    const Nd4jLong* outputShape, const Nd4jLong* tadLeftShape, const Nd4jLong* tadLeftOffset, const Nd4jLong* tadRightShape,
                    const Nd4jLong* tadRightOffset, const Nd4jLong* tadOutputShape, const Nd4jLong* tadOutputOffset, Nd4jLong batchNum) {

                __shared__ Nd4jLong rows;
                __shared__ Nd4jLong cols;

                if (threadIdx.x == 0) {
                    rows = shape::sizeAt(leftPartShape, -2);
                    cols = shape::sizeAt(rightPartShape, -1);
                }
                __syncthreads();

                auto start = blockIdx.x * blockDim.x + threadIdx.x;
                auto stop = batchNum;
                auto increment = blockDim.x * gridDim.x;

                for (auto i = start; i < stop; i += increment) {
                    auto pLeftPart = leftInput + tadLeftOffset[i];
                    auto pRightPart = rightInput + tadRightOffset[i];
                    auto pOutputPart = output + tadOutputOffset[i];
                    if (lower) {
                        lowerTriangularSolve<T>(pLeftPart, tadLeftShape, pRightPart, tadRightShape, unitsOnDiag, pOutputPart, tadOutputShape, rows, cols);
                    } else {
                        upperTriangularSolve<T>(pLeftPart, tadLeftShape, pRightPart, tadRightShape, unitsOnDiag, pOutputPart, tadOutputShape, rows, cols);
                    }
                }
            }

            template <typename T>
            static int triangularSolveFunctor_(sd::LaunchContext * context, NDArray* leftInput, NDArray* rightInput,
                    bool lower, bool unitsOnDiag, NDArray* output) {
                NDArray::prepareSpecialUse({output}, {leftInput, rightInput});
                auto leftTads = ConstantTadHelper::getInstance()->tadForDimensions(leftInput->shapeInfo(), {-2, -1});
                auto rightTads = ConstantTadHelper::getInstance()->tadForDimensions(rightInput->shapeInfo(), {-2, -1});
                auto outputTads = ConstantTadHelper::getInstance()->tadForDimensions(output->shapeInfo(), {-2, -1});

                auto stream = context->getCudaStream();
                T const* leftBuf = reinterpret_cast<T const*>(leftInput->specialBuffer());
                T const* rightBuf = reinterpret_cast<T const*>(rightInput->specialBuffer());
                T* outputBuf = reinterpret_cast<T*>(output->specialBuffer());
                triangularSolveKernel<T><<<128, 128, 256, *stream>>>(leftBuf, leftInput->specialShapeInfo(),
                        rightBuf, rightInput->specialShapeInfo(), lower, unitsOnDiag, outputBuf, output->specialShapeInfo(),
                        leftTads.specialShapeInfo(), leftTads.specialOffsets(), rightTads.specialShapeInfo(),
                        rightTads.specialOffsets(), outputTads.specialShapeInfo(), outputTads.specialOffsets(),
                        leftTads.numberOfTads());

                NDArray::registerSpecialUse({output}, {leftInput, rightInput});

                return Status::OK();

            }

            ///  triangularSolve2D - 2D implementation of triangularSolveFunctor
            /// \tparam T - type of NDArray output
            /// \param context - launch context pointer
            /// \param leftInput  - T matrix of equation Tx = b
            /// \param rightInput  - b vector of equation Tx = b
            /// \param lower - lower or upper triangular matrix
            /// \param unitsOnDiag - solve for case when only units (1.0) on diagonal is assumed
            /// \param output - output vector (x on equation Tx = b)
            ///
            template <typename T>
            void triangularSolve2D(sd::LaunchContext* context, const NDArray& leftInput, const NDArray& rightInput, bool const lower, bool const unitsOnDiag, NDArray& output) {

                triangularSolveFunctor_<T>(context, const_cast<NDArray*>(&leftInput), const_cast<NDArray*>(&rightInput), lower, unitsOnDiag, &output);

                // leftInput.syncToHost(); rightInput.syncToHost(); output.syncToHost();
                // T const* pLeftPart = (T const*)leftInput.getBuffer();
                // T const* pRightPart = (T const*)rightInput.getBuffer();
                // T* pOutputPart = (T*)output.buffer();
                // auto rows = leftInput.rows();
                // auto cols = leftInput.columns();
                // if (lower) {
                //     lowerTriangularSolve<T>(pLeftPart, leftInput.shapeInfo(), pRightPart, rightInput.shapeInfo(), unitsOnDiag, pOutputPart, output.shapeInfo(), rows, cols);
                // } else {
                //     upperTriangularSolve<T>(pLeftPart, leftInput.shapeInfo(), pRightPart, rightInput.shapeInfo(), unitsOnDiag, pOutputPart, output.shapeInfo(), rows, cols);
                // }
                // output.syncToDevice();
            }
            BUILD_SINGLE_TEMPLATE(template void triangularSolve2D, (sd::LaunchContext* context, NDArray const& leftInput, NDArray const& rightInput, bool const lower, bool const unitsOnDiag, NDArray& output), FLOAT_TYPES);
//            template void triangularSolve2D<float>(sd::LaunchContext* context, NDArray const& leftInput, NDArray const& rightInput, bool const lower, bool const unitsOnDiag, NDArray& output);
//            template void triangularSolve2D<bfloat16>(sd::LaunchContext* context, NDArray const& leftInput, NDArray const& rightInput, bool const lower, bool const unitsOnDiag, NDArray& output);
//            template void triangularSolve2D<float16>(sd::LaunchContext* context, NDArray const& leftInput, NDArray const& rightInput, bool const lower, bool const unitsOnDiag, NDArray& output);
//            template void triangularSolve2D<double>(sd::LaunchContext* context, NDArray const& leftInput, NDArray const& rightInput, bool const lower, bool const unitsOnDiag, NDArray& output);

            int triangularSolveFunctor(sd::LaunchContext * context, NDArray* leftInput, NDArray* rightInput, bool lower, bool unitsOnDiag, NDArray* output) {
                BUILD_SINGLE_SELECTOR(leftInput->dataType(), return triangularSolveFunctor_, (context, leftInput, rightInput, lower, unitsOnDiag, output), FLOAT_NATIVE);
            }

            template <typename T>
            static __global__ void upperAdjointKernel(T const* input, T* output,
                    Nd4jLong batchSize, Nd4jLong rows, Nd4jLong columns,
                    Nd4jLong const* inputTads, Nd4jLong const* inputOffsets, Nd4jLong const* outputTads, Nd4jLong const* outputOffsets) {

                for (auto b = blockIdx.x; b < batchSize; b += gridDim.x) {
                    auto inputPart = input + inputOffsets[b];
                    auto outputPart = output + outputOffsets[b];
                    for (auto r = threadIdx.x; r < rows; r += blockDim.x) {
                        for (auto c = threadIdx.y; c <= r; c += blockDim.y) {
                            Nd4jLong zPos[] = {r, c};
                            Nd4jLong xPos[] = {c, r};
                            auto zIndex = shape::getOffset(outputTads, zPos);
                            auto xIndex = shape::getOffset(inputTads, xPos);
                            outputPart[zIndex] = inputPart[xIndex];
                        }
                    }
                }

            }

            template <typename T>
            static __global__ void lowerAdjointKernel(T const* input, T* output,
                         Nd4jLong batchSize, Nd4jLong rows, Nd4jLong columns,
                         Nd4jLong const* inputTads, Nd4jLong const* inputOffsets, Nd4jLong const* outputTads, Nd4jLong const* outputOffsets) {

                for (auto b = blockIdx.x; b < batchSize; b += gridDim.x) {
                    auto inputPart = input + inputOffsets[b];
                    auto outputPart = output + outputOffsets[b];
                    for (auto r = threadIdx.x; r < rows; r += blockDim.x) {
                        for (auto c = r + threadIdx.y; c < columns; c += blockDim.y) {
                            Nd4jLong zPos[] = {r, c};
                            Nd4jLong xPos[] = {c, r};
                            auto zIndex = shape::getOffset(outputTads, zPos);
                            auto xIndex = shape::getOffset(inputTads, xPos);
                            outputPart[zIndex] = inputPart[xIndex];
                        }
                    }
                }
            }

            template <typename T>
            static void adjointTriangularMatrix_(sd::LaunchContext* context, NDArray const* input, bool const lower,
                    NDArray* output) {

                auto inputTads = ConstantTadHelper::getInstance()->tadForDimensions(input->shapeInfo(), {-2, -1});
                auto outputTads = ConstantTadHelper::getInstance()->tadForDimensions(output->shapeInfo(), {-2, -1});
                auto stream = context->getCudaStream();
                auto inputBuf = reinterpret_cast<T const*>(input->specialBuffer());
                auto outputBuf = reinterpret_cast<T*>(output->specialBuffer());
                auto rows = input->sizeAt(-2);
                auto columns = input->sizeAt(-1);

                if (lower) {
                    lowerAdjointKernel<T><<<128, 256, 256, *stream>>>(inputBuf, outputBuf, outputTads.numberOfTads(), rows, columns, inputTads.specialShapeInfo(), inputTads.specialOffsets(), outputTads.specialShapeInfo(), outputTads.specialOffsets());
                } else {
                    upperAdjointKernel<T><<<128, 256, 256, *stream>>>(inputBuf, outputBuf, outputTads.numberOfTads(), rows, columns, inputTads.specialShapeInfo(), inputTads.specialOffsets(), outputTads.specialShapeInfo(), outputTads.specialOffsets());
                }
            }

            void adjointMatrix(sd::LaunchContext* context, NDArray const* input, bool const lower, NDArray* output) {
                BUILD_SINGLE_SELECTOR(input->dataType(), adjointTriangularMatrix_, (context, input, lower, output), FLOAT_NATIVE);
            }

/*
            //////////////////////////////////////////////////////////////////////////
            template <typename T>
            void triangularSolve2D(sd::LaunchContext* context, NDArray const& A, NDArray const& b, bool const lower, bool const unitsOnDiag, NDArray& x) {

                if(A.rankOf() != 2)
                    throw std::runtime_error("triangularSolve2D: input matrix A must be 2D !");

                int temp;

                const bool isBvector = b.isCommonVector(temp);
                const bool isXvector = x.isCommonVector(temp);

                if(A.sizeAt(0) != (isBvector ? b.lengthOf() : b.sizeAt(0)))
                    throw std::runtime_error("triangularSolve2D: A and b must have the same number of rows !");

                if(A.sizeAt(1) != (isXvector ? x.lengthOf() : x.sizeAt(0)))
                    throw std::runtime_error("triangularSolve2D: columns number of array A must be equal to rows number of array x !");

                if(isBvector) {

                    if(lower) {

                        for (int i = 0; i < A.sizeAt(0); ++i) {
                            T sum = b.t<T>(i);
                            for (int j = 0; j < i; ++j)
                                sum -= A.t<T>(i,j) * x.t<T>(j);
                            x.r<T>(i) = unitsOnDiag ? sum : sum / A.t<T>(i,i);
                        }
                    }
                    else {

                        for (int i = A.sizeAt(0) - 1; i >= 0; --i) {
                            T sum = b.t<T>(i);
                            for (int j = i + 1; j < A.sizeAt(1); ++j)
                                sum -= A.t<T>(i,j) * x.t<T>(j);
                            x.r<T>(i) = unitsOnDiag ? sum : sum / A.t<T>(i,i);
                        }
                    }
                }
                else {

                    if(lower) {

                        for (int bCol = 0; bCol < b.sizeAt(1); ++bCol) {
                            for (int i = 0; i < A.sizeAt(0); ++i) {
                                T sum = b.t<T>(i, bCol);
                                for (int j = 0; j < i; ++j)
                                    sum -= A.t<T>(i,j) * x.t<T>(j, bCol);
                                x.r<T>(i, bCol) = unitsOnDiag ? sum : sum / A.t<T>(i,i);
                           }
                        }
                    }
                    else {

                        for (int bCol = 0; bCol < b.sizeAt(1); ++bCol) {
                            for (int i = A.sizeAt(0) - 1; i >= 0; --i) {
                                T sum = b.t<T>(i, bCol);
                                for (int j = i + 1; j < A.sizeAt(1); ++j)
                                    sum -= A.t<T>(i,j) * x.t<T>(j, bCol);
                                x.r<T>(i, bCol) = unitsOnDiag ? sum : sum / A.t<T>(i,i);
                            }
                        }
                    }
                }
            }
            BUILD_SINGLE_TEMPLATE(template void triangularSolve2D, (sd::LaunchContext* context, NDArray const& leftInput, NDArray const& rightInput, bool const lower, bool const unitsOnDiag, NDArray& output), FLOAT_TYPES);
*/


}
}
}