* - start working on implementation of sqrtm op Signed-off-by: Yurii <iuriish@yahoo.com> * - improving householder procedure Signed-off-by: Yurii <iuriish@yahoo.com> * - further polishing householder stuff Signed-off-by: Yurii <iuriish@yahoo.com> * - polishing hh pivoting qr procedure Signed-off-by: Yurii <iuriish@yahoo.com> * - polishing BiDiagonalUp procedure Signed-off-by: Yurii <iuriish@yahoo.com> * - polishing householder sequence class Signed-off-by: Yurii <iuriish@yahoo.com> * - polishing jacobi svd class Signed-off-by: Yurii <iuriish@yahoo.com> * - polishing svd stuff 1 Signed-off-by: Yurii <iuriish@yahoo.com> * - polishing svd stuff 2 Signed-off-by: Yurii <iuriish@yahoo.com> * - implementation and testing class which performs Hessenberg decomposition of square matrix Signed-off-by: Yurii <iuriish@yahoo.com> * - add static method to JacobiSVD class which makes the continuous Givens rotation generation algorithm Signed-off-by: Yurii <iuriish@yahoo.com> * - implementation and testing auxiliary methods of Schur decomp class Signed-off-by: Yurii <iuriish@yahoo.com> * some references here and there Signed-off-by: raver119 <raver119@gmail.com> * - trying figure out difference between eigen and our Schur alg Signed-off-by: Yurii <iuriish@yahoo.com> * - testing fixing bugs in Schur decomposition op Signed-off-by: Yurii <iuriish@yahoo.com> * - start to implement class which performs calculation of eigen values and vectors Signed-off-by: Yurii <iuriish@yahoo.com> * - add to EigenValsAndVecs method which calculates complex eigen vectors Signed-off-by: Yurii <iuriish@yahoo.com> * - testing and fixing bugs in EigenValsAndVecs class Signed-off-by: Yurii <iuriish@yahoo.com> * - implementation and testing triangularSolver class Signed-off-by: Yurii <iuriish@yahoo.com> * Added a 2D routine for triangular systems solve. Signed-off-by: shugeo <sgazeos@gmail.com> * Refactored triangularSolve2D routine and tests. Signed-off-by: shugeo <sgazeos@gmail.com> * Refactored another test for triangularSolve2D. Signed-off-by: shugeo <sgazeos@gmail.com> * Refactored test for triangularSolve for vector-bar case. Signed-off-by: shugeo <sgazeos@gmail.com> * Refactored triangularSolve2D routine and tests. Signed-off-by: shugeo <sgazeos@gmail.com> * - implementation of FullPivLU class Signed-off-by: Yurii <iuriish@yahoo.com> * - fix bugs in FullPivLU::solve method Signed-off-by: Yurii <iuriish@yahoo.com> * - correct permutation vector in FullPivLU::solve Signed-off-by: Yurii <iuriish@yahoo.com> * - correct include headers Signed-off-by: Yurii <iuriish@yahoo.com> * - implementation of Sqrtm class Signed-off-by: Yurii <iuriish@yahoo.com> * - testing and fixing bugs in Sqrtm class Signed-off-by: Yurii <iuriish@yahoo.com> * - include sqrtm classes to cuda folder, investigate in what places synchronization doesn't work Signed-off-by: Yurii <iuriish@yahoo.com> * Added implementation for cuda triangularSolve2D and also refactored triangularSolve2D for cpu. Signed-off-by: shugeo <sgazeos@gmail.com> * Eliminated waste implementations. Signed-off-by: shugeo <sgazeos@gmail.com> * - make offset calculation faster in t<> methods Signed-off-by: Yurii <iuriish@yahoo.com> * - rename refference T& NDArray::t<> method Signed-off-by: Yurii <iuriish@yahoo.com> * - further work on cuda sqrtm Signed-off-by: Yurii <iuriish@yahoo.com> * - provide correct synchronization to device in Sqrtm class Signed-off-by: Yurii <iuriish@yahoo.com> * - add tests for sqrtm op Signed-off-by: Yurii <iuriish@yahoo.com> * - correct fails which appeared while testing on jenkins Signed-off-by: Yurii <iuriish@yahoo.com> * - trying to find out mistake in svd::deflation method Signed-off-by: Yurii <iuriish@yahoo.com> * Revert "- trying to find out mistake in svd::deflation method" This reverts commit 19d37baddbc509028e4bc67bc932fe7449becdb6. * Revert "- trying to find out mistake in svd::deflation method" This reverts commit 19d37baddbc509028e4bc67bc932fe7449becdb6. Signed-off-by: Yurii <iuriish@yahoo.com> * - change call semantic of r<> and t<> methods Signed-off-by: Yurii <iuriish@yahoo.com> * - ged rid of ambiguity in * operator overloads for windows buikd Signed-off-by: Yurii <iuriish@yahoo.com> * - get rid of ambiguity in * operator overloads for windows build 2 Signed-off-by: Yurii <iuriish@yahoo.com> * - get rid of ambiguity in * operator overloads for windows build 3 Signed-off-by: Yurii <iuriish@yahoo.com> * - resolve conflicts with master Signed-off-by: Yurii <iuriish@yahoo.com> * cmakelists updated Signed-off-by: raver119@gmail.com <raver119@gmail.com> * - minor fix in merge cpu helper - make use of reference getter Signed-off-by: Yurii <iuriish@yahoo.com> Co-authored-by: raver119 <raver119@gmail.com> Co-authored-by: shugeo <sgazeos@gmail.com>
119 lines
3.9 KiB
C++
119 lines
3.9 KiB
C++
/*******************************************************************************
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* Copyright (c) 2015-2018 Skymind, Inc.
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*
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* This program and the accompanying materials are made available under the
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* terms of the Apache License, Version 2.0 which is available at
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* https://www.apache.org/licenses/LICENSE-2.0.
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*
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* Unless required by applicable law or agreed to in writing, software
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* distributed under the License is distributed on an "AS IS" BASIS, WITHOUT
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* WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. See the
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* License for the specific language governing permissions and limitations
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* under the License.
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*
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* SPDX-License-Identifier: Apache-2.0
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******************************************************************************/
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//
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// @author Yurii Shyrma (iuriish@yahoo.com), created on 20.01.2018
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//
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#include <system/op_boilerplate.h>
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#if NOT_EXCLUDED(OP_svd)
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#include <ops/declarable/CustomOperations.h>
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#include <ops/declarable/helpers/svd.h>
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namespace sd {
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namespace ops {
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CUSTOM_OP_IMPL(svd, 1, 1, false, 0, 3) {
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auto x = INPUT_VARIABLE(0);
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const int rank = x->rankOf();
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REQUIRE_TRUE(rank >= 2 , 0, "SVD OP: the rank of input array must be >=2, but got %i instead!", rank);
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bool fullUV = (bool)INT_ARG(0);
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const bool calcUV = (bool)INT_ARG(1);
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if(calcUV == false)
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fullUV = false;
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const int switchNum = INT_ARG(2);
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// #ifndef __CUDABLAS__
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helpers::svd(block.launchContext(), x, {OUTPUT_VARIABLE(0), calcUV ? OUTPUT_VARIABLE(1) : nullptr, calcUV ? OUTPUT_VARIABLE(2) : nullptr}, fullUV, calcUV, switchNum);
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// #endif
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return Status::OK();;
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}
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DECLARE_TYPES(svd) {
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getOpDescriptor()
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->setAllowedInputTypes(0, {DataType::FLOAT32, DataType ::DOUBLE, DataType::HALF})
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->setSameMode(true);
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}
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DECLARE_SHAPE_FN(svd) {
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auto inShapeInfo = inputShape->at(0);
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bool fullUV = (bool)INT_ARG(0);
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bool calcUV = (bool)INT_ARG(1);
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const int rank = inShapeInfo[0];
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REQUIRE_TRUE(rank >= 2 , 0, "SVD OP: the rank of input array must be >=2, but got %i instead!", rank);
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const int diagSize = inShapeInfo[rank] < inShapeInfo[rank-1] ? inShapeInfo[rank] : inShapeInfo[rank-1];
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Nd4jLong* sShapeInfo(nullptr);
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if(rank == 2) {
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ALLOCATE(sShapeInfo, block.getWorkspace(), shape::shapeInfoLength(1), Nd4jLong);
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sShapeInfo[0] = 1;
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sShapeInfo[1] = diagSize;
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}
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else {
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ALLOCATE(sShapeInfo, block.getWorkspace(), shape::shapeInfoLength(rank-1), Nd4jLong);
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sShapeInfo[0] = rank - 1;
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for(int i=1; i <= rank-2; ++i)
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sShapeInfo[i] = inShapeInfo[i];
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sShapeInfo[rank-1] = diagSize;
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}
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ShapeUtils::updateStridesAndType(sShapeInfo, inShapeInfo, shape::order(inShapeInfo));
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if(calcUV){
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Nd4jLong *uShapeInfo(nullptr), *vShapeInfo(nullptr);
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COPY_SHAPE(inShapeInfo, uShapeInfo);
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COPY_SHAPE(inShapeInfo, vShapeInfo);
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if(fullUV) {
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uShapeInfo[rank] = uShapeInfo[rank-1];
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vShapeInfo[rank-1] = vShapeInfo[rank];
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}
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else {
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uShapeInfo[rank] = diagSize;
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vShapeInfo[rank-1] = vShapeInfo[rank];
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vShapeInfo[rank] = diagSize;
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}
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shape::updateStrides(uShapeInfo, shape::order(inShapeInfo));
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shape::updateStrides(vShapeInfo, shape::order(inShapeInfo));
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auto result = SHAPELIST(ConstantShapeHelper::getInstance()->createShapeInfo(ShapeDescriptor(sShapeInfo)), ConstantShapeHelper::getInstance()->createShapeInfo(ShapeDescriptor(uShapeInfo)), ConstantShapeHelper::getInstance()->createShapeInfo(ShapeDescriptor(vShapeInfo)));
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RELEASE(sShapeInfo, block.workspace());
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RELEASE(uShapeInfo, block.workspace());
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RELEASE(vShapeInfo, block.workspace());
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return result;
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}
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return SHAPELIST(ConstantShapeHelper::getInstance()->createFromExisting(sShapeInfo, block.workspace()));
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}
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}
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}
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#endif |