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

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/*******************************************************************************
* 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 <ops/declarable/helpers/top_k.h>
#include <MmulHelper.h>
#include <NDArrayFactory.h>
#include <Status.h>
#include <ConstantTadHelper.h>
#include <ShapeUtils.h>
#include <cusolverDn.h>
#include <cuda_exception.h>
namespace nd4j {
namespace ops {
namespace helpers {
nd4j::LaunchContext* defaultContext = nd4j::LaunchContext::defaultContext();
// template <typename T>
// static __device__ void swapRows_(T* matrix, Nd4jLong* shape, int theFirst, int theSecond, Nd4jLong N) {
// if (theFirst != theSecond) {
// auto start = threadIdx.x + blockIdx.x * blockDim.x;
// auto step = blockDim.x * gridDim.x;
// for (auto i = start; i < N; i += step) {
// Nd4jLong iCoord1[] = {theFirst, i};
// Nd4jLong iCoord2[] = {theSecond, i};
// auto iIndex1 = shape::getOffset(0, shape::shapeOf(shape), shape::stride(shape), iCoord1, 2);
// auto iIndex2 = shape::getOffset(0, shape::shapeOf(shape), shape::stride(shape), iCoord2, 2);
// //atomicExch(&matrix[iIndex1], matrix[iIndex2]);
// T e0 = matrix[iIndex1];
// T e1 = matrix[iIndex2];
// matrix[iIndex1] = e0;
// matrix[iIndex2] = e1;
// }
// }
// }
// BUILD_SINGLE_TEMPLATE(template void swapRows_, (NDArray* matrix, int theFirst, int theSecond), FLOAT_TYPES);
//
// void swapRows(NDArray* matrix, int theFirst, int theSecond) {
// BUILD_SINGLE_SELECTOR(matrix->dataType(), swapRows_, (matrix, theFirst, theSecond), FLOAT_TYPES);
// }
template<typename T>
static __global__ void
invertKernelLow(void *invertedBuf, Nd4jLong *invertedShape, void *inputBuf, Nd4jLong *inputShape, Nd4jLong n) {
T *inverted = reinterpret_cast<T *>(invertedBuf);
T *input = reinterpret_cast<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(0, shape::shapeOf(inputShape), shape::stride(inputShape), pos, 2);
auto dxIndex = shape::getOffset(0, shape::shapeOf(inputShape), shape::stride(inputShape), posX, 2);
auto dyIndex = shape::getOffset(0, shape::shapeOf(inputShape), shape::stride(inputShape), posY, 2);
auto zIndex = shape::getOffset(0, shape::shapeOf(invertedShape), shape::stride(invertedShape), pos, 2);
inverted[zIndex] = -input[xIndex] / (input[dxIndex] * input[dyIndex]);
// math::atomics::nd4j_atomicAdd(&inverted[zIndex], - input[xIndex] * inverted[iIndex] / input[dIndex]);
}
}
template<typename T>
static __global__ void
upvertKernel(void *invertedBuf, Nd4jLong *invertedShape, void *inputBuf, Nd4jLong *inputShape, Nd4jLong n) {
T *inverted = reinterpret_cast<T *>(invertedBuf);
T *input = reinterpret_cast<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(0, shape::shapeOf(inputShape), shape::stride(inputShape), pos, 2);
auto zIndex = shape::getOffset(0, shape::shapeOf(invertedShape), shape::stride(invertedShape), pos, 2);
// math::atomics::nd4j_atomicDiv(&inverted[zIndex], input[xIndex]);
inverted[zIndex] /= input[xIndex];
}
}
template<typename T>
static __global__ void
upvertKernelUp(void *invertedBuf, Nd4jLong *invertedShape, void *inputBuf, Nd4jLong *inputShape, Nd4jLong n) {
__shared__ T* inverted;
__shared__ T* input;
__shared__ Nd4jLong* inputStride;
__shared__ Nd4jLong* invertedStride;
__shared__ Nd4jLong* invertedShapeOf;
__shared__ Nd4jLong* inputShapeOf;
if (threadIdx.x == 0) {
inverted = reinterpret_cast<T *>(invertedBuf);
input = reinterpret_cast<T *>(inputBuf);
inputStride = shape::stride(inputShape);
invertedStride = shape::stride(invertedShape);
invertedShapeOf = shape::shapeOf(invertedShape);
inputShapeOf = shape::shapeOf(inputShape);
}
__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 posY[] = {i, i};
Nd4jLong posX[] = {i + 1, i + 1};
auto xIndex = shape::getOffset(0, inputShapeOf, shape::stride(inputShape), pos, 2);
// auto yIndex = shape::getOffset(0, shape::shapeOf(inputShape), shape::stride(inputShape), posY, 2);
// auto yIndex = shape::getOffset(0, shape::shapeOf(inputShape), shape::stride(inputShape), pos, 2);
auto iIndex = shape::getOffset(0, invertedShapeOf, invertedStride, posX, 2);
auto zIndex = shape::getOffset(0, invertedShapeOf, invertedStride, pos, 2);
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, Nd4jLong *invertedShape, void *inputBuf, Nd4jLong *inputShape, Nd4jLong n) {
T *inverted = reinterpret_cast<T *>(invertedBuf);
T *input = reinterpret_cast<T *>(inputBuf);
for (int i = blockIdx.x + 2; i < n; i += gridDim.x) {
for (int j = i - 2; j >= 0; --j)
for (int k = threadIdx.x; k < i; k += blockDim.x) {
Nd4jLong posZ[] = {i, j};
Nd4jLong posY[] = {k, j};
Nd4jLong posX[] = {i, k};
Nd4jLong posD[] = {i, i};
auto xIndex = shape::getOffset(0, shape::shapeOf(inputShape), shape::stride(inputShape), posX, 2);
auto yIndex = shape::getOffset(0, shape::shapeOf(invertedShape), shape::stride(invertedShape), posY,
2);
auto dIndex = shape::getOffset(0, shape::shapeOf(inputShape), shape::stride(inputShape), posD, 2);
auto zIndex = shape::getOffset(0, shape::shapeOf(invertedShape), shape::stride(invertedShape), posZ,
2);
math::atomics::nd4j_atomicAdd(&inverted[zIndex], -inverted[yIndex] * input[xIndex] / input[dIndex]);
}
}
}
template<typename T>
static __global__ void
invertUpKernel(void *invertedBuf, Nd4jLong *invertedShape, void *inputBuf, Nd4jLong *inputShape, Nd4jLong n) {
__shared__ T* inverted;
__shared__ T* input;
__shared__ Nd4jLong* inputShapeOf;
__shared__ Nd4jLong* invertedShapeOf;
__shared__ Nd4jLong* invertedStrideOf;
__shared__ Nd4jLong* inputStrideOf;
if (threadIdx.x == 0) {
inverted = reinterpret_cast<T *>(invertedBuf);;
input = reinterpret_cast<T *>(inputBuf);
inputShapeOf = shape::shapeOf(inputShape);
invertedShapeOf = shape::shapeOf(invertedShape);
inputStrideOf = shape::stride(inputShape);
invertedStrideOf = shape::stride(invertedShape);
}
__syncthreads();
for (int i = (int)n - blockIdx.x - 2; i >= 0; i -= gridDim.x) {
for (int j = i + 2; j < (int)n; j++)
for (int k = i + threadIdx.x; k < (int)n; k += blockDim.x) {
Nd4jLong posZ[] = {i, j};
Nd4jLong posY[] = {k, j};
Nd4jLong posX[] = {i, k};
// Nd4jLong posD[] = {i, i};
auto xIndex = shape::getOffset(0, inputShapeOf, inputStrideOf, posX, 2);
auto yIndex = shape::getOffset(0, invertedShapeOf, invertedStrideOf, posY, 2);
// auto dIndex = shape::getOffset(0, shape::shapeOf(inputShape), shape::stride(inputShape), posD, 2);
auto zIndex = shape::getOffset(0, invertedShapeOf, invertedStrideOf, posZ, 2);
math::atomics::nd4j_atomicAdd(&inverted[zIndex], -inverted[yIndex] * input[xIndex]);// / input[dIndex]);
// printf("(%d, %d) inverted[%lld] = %lf (-inverted[%lld] * input[%lld]\n", blockIdx.x, threadIdx.x, zIndex, inverted[zIndex], yIndex, xIndex);
}
}
}
template<typename T>
static void invertLowerMatrix_(NDArray *inputMatrix, NDArray *invertedMatrix) {
int n = inputMatrix->rows();
invertedMatrix->setIdentity();
if (inputMatrix->isIdentityMatrix()) return;
auto stream = defaultContext->getCudaStream();
// 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);
// invertKernelLow<T><<<1, n, 128, *stream>>>(invertedMatrix->specialBuffer(), invertedMatrix->specialShapeInfo(), inputMatrix->specialBuffer(), inputMatrix->specialShapeInfo(), n);
invertLowKernel<T><<< n, n, 512, *stream >> >
(invertedMatrix->specialBuffer(), invertedMatrix->specialShapeInfo(), inputMatrix->specialBuffer(), inputMatrix->specialShapeInfo(), n);
}
void invertLowerMatrix(NDArray *inputMatrix, NDArray *invertedMatrix) {
NDArray::prepareSpecialUse({invertedMatrix}, {inputMatrix});
BUILD_SINGLE_SELECTOR(inputMatrix->dataType(), invertLowerMatrix_, (inputMatrix, invertedMatrix), FLOAT_NATIVE);
NDArray::registerSpecialUse({invertedMatrix}, {inputMatrix});
}
template<typename T>
static void invertUpperMatrix_(NDArray* inputMatrix, NDArray* invertedMatrix) {
int n = inputMatrix->rows();
invertedMatrix->setIdentity();
auto stream = defaultContext->getCudaStream();
if (inputMatrix->isIdentityMatrix()) { // the inverse for I is I
return;
}
//upvertKernel<T><<<1, n, 128, *stream>>>(invertedMatrix->specialBuffer(), invertedMatrix->specialShapeInfo(), inputMatrix->specialBuffer(), inputMatrix->specialShapeInfo(), n);
upvertKernelUp<T><<<1, n, 512, *stream >>>(invertedMatrix->specialBuffer(), invertedMatrix->specialShapeInfo(),
inputMatrix->specialBuffer(), inputMatrix->specialShapeInfo(), n);
invertedMatrix->tickWriteDevice();
invertedMatrix->printIndexedBuffer("Step1 UP inversion");
invertUpKernel<T><<<n, n, 512, *stream >>>(invertedMatrix->specialBuffer(), invertedMatrix->specialShapeInfo(),
inputMatrix->specialBuffer(), inputMatrix->specialShapeInfo(), n);
}
void invertUpperMatrix(NDArray *inputMatrix, NDArray *invertedMatrix) {
NDArray::prepareSpecialUse({invertedMatrix}, {inputMatrix});
BUILD_SINGLE_SELECTOR(invertedMatrix->dataType(), invertUpperMatrix_, (inputMatrix, invertedMatrix), FLOAT_NATIVE);
NDArray::prepareSpecialUse({invertedMatrix}, {inputMatrix});
}
// template <typename T>
// static __global__ void lupKernel(T* compound, Nd4jLong* compoundShape, T* permutation, Nd4jLong* permutationShape, Nd4jLong rowNum) {
// int swapCount = 0;
// for(int i = blockIdx.x; i < rowNum; i += gridDim.x ) {
// auto pivotValue = T(0.0);
// auto pivot = -1;
//
// for(int rowCounter = i; rowCounter < rowNum; rowCounter++ ) {
// Nd4jLong rowCoord[] = {rowCounter, i};
// auto rowPos = shape::getOffset(0, shape::shapeOf(compoundShape), shape::stride(compoundShape), rowCoord, 2);
// if(nd4j::math::nd4j_abs(compound[rowPos]) > pivotValue ) {
// pivotValue = nd4j::math::nd4j_abs(compound[rowPos]);
// pivot = rowCounter;
// }
// }
//
// if( pivotValue != T(0.0) ) {
// swapRows_<T>(compound, compoundShape, pivot, i, rowNum);
// swapRows_<T>(permutation, permutationShape, pivot, i, rowNum);
// if (pivot != i)
// swapCount++;
//
// for( int j = i + 1; j < rowNum; j++ ) {
// Nd4jLong posJIbuf[] = {j, i};
// Nd4jLong posIIbuf[] = {i, i};
// auto posJI = shape::getOffset(0, shape::shapeOf(compoundShape), shape::stride(compoundShape), posJIbuf, 2);
// auto posII = shape::getOffset(0, shape::shapeOf(compoundShape), shape::stride(compoundShape), posIIbuf, 2);
//
// compound[posJI] /= compound[posII];
// for( int k = i + 1; k < rowNum; k++ ) {
// Nd4jLong posJKbuf[] = {j, k};
// Nd4jLong posIKbuf[] = {i, k};
// auto posJK = shape::getOffset(0, shape::shapeOf(compoundShape), shape::stride(compoundShape), posJKbuf, 2);
// auto posIK = shape::getOffset(0, shape::shapeOf(compoundShape), shape::stride(compoundShape), posIKbuf, 2);
// T arg = compound[posJI] * compound[posIK];
// compound[posJK] -= arg;
// }
// }
// }
// }
// }
// template <typename T, typename F>
template<typename T>
static __global__ void determinantKernel(T *compound, T *result, Nd4jLong len) {
//F tempRes = result[0];
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);
math::atomics::nd4j_atomicMul(&result[0], compound[pos]);
}
}
template<typename T>
static __global__ void determinantLogKernel(T *compound, T *result, Nd4jLong len) {
// F tempRes = (F)result[0];
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);
math::atomics::nd4j_atomicAdd(result, math::nd4j_log<T,T>(math::nd4j_abs(compound[pos])));
}
// __syncthreads();
//
// if (threadIdx.x == 0) {
// result[0] = (T)math::nd4j_log<F,F>(math::nd4j_abs(tempRes));
// }
}
template<typename T, typename F>
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<F *>(output);
inputBuf = reinterpret_cast<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, inputLen);
matrix[j] = (F) inputBuf[xIndex];
}
}
template<typename T>
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<T *>(input);
outputBuf = reinterpret_cast<T *>(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, outputLen);
outputBuf[zIndex] = (T) matrix[j];
}
}
template<typename F>
static __global__ void fillUpPermutation(void *output, 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(0, shape::shapeOf(shape), shape::stride(shape), posF, 2);
permutation[pos] = F(1.f);
}
}
template<typename T>
static void lup_(LaunchContext *context, NDArray *input, NDArray *compound, NDArray *permutation) {
auto stream = context->getCudaStream();
auto n = input->rows();
cusolverDnHandle_t cusolverH = nullptr;
cusolverStatus_t status = cusolverDnCreate(&cusolverH);
defaultContext = context;
if (CUSOLVER_STATUS_SUCCESS != status) {
throw cuda_exception::build("Cannot create cuSolver handle", status);
}
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;
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) {
case DataType::DOUBLE: {
double *d_work = nullptr;
err = cudaMalloc((void **) &d_work, sizeof(float) * lwork);
if (err) {
throw cuda_exception::build("helpers::lup_: Cannot allocate memory for solver data buffer",
err);
}
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);
}
if (permutation == nullptr)
status = cusolverDnDgetrf(
cusolverH,
n,
n,
matrix,
n,
d_work,
nullptr,
d_info);
else {
NDArray permutVector('c', {n}, nd4j::DataType::INT32, context);
int *permutationBuf = reinterpret_cast<int *>(permutVector.specialBuffer());
status = cusolverDnDgetrf(
cusolverH,
n,
n,
matrix,
n,
d_work,
permutationBuf,
d_info);
fillUpPermutation<double> << < n, n, 1024, *stream >> >
(permutation->specialBuffer(), permutation->specialShapeInfo(), permutationBuf, n);
permutation->tickWriteDevice();
}
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;
err = cudaMalloc((void **) &d_work, sizeof(float) * lwork);
if (err) {
throw cuda_exception::build("helpers::lup_: Cannot allocate memory for solver data buffer",
err);
}
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);
}
if (permutation == nullptr)
status = cusolverDnSgetrf(
cusolverH,
n,
n,
matrix,
n,
d_work,
nullptr,
d_info);
else {
NDArray permutVector('c', {n}, nd4j::DataType::INT32, context);
int *permutationBuf = reinterpret_cast<int *>(permutVector.specialBuffer());
status = cusolverDnSgetrf(
cusolverH,
n,
n,
matrix,
n,
d_work,
permutationBuf,
d_info);
fillUpPermutation<T> <<< n, n, 128, *stream >> >
(permutation->specialBuffer(), permutation->specialShapeInfo(), permutationBuf, n);
permutation->tickWriteDevice();
}
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_SINGLE_TEMPLATE(template void lup_,
(LaunchContext * context, NDArray * input, NDArray * output, NDArray * permutation),
FLOAT_NATIVE);
template<typename T>
static int determinant_(nd4j::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->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;
defaultContext = context;
auto matrix = NDArrayFactory::create(input->ordering(), {n, n}, DataTypeUtils::fromT<T>(),
defaultContext); //, block.getWorkspace());
auto det = NDArrayFactory::create<T>(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<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->specialShapeInfo(), pos, n);
// if (matrix.dataType() == input->dataType())
lup_<T>(context, &matrix, nullptr, nullptr);
// else
// lup_<float>(context, &matrix, nullptr, nullptr);
auto offset = shape::getIndexOffset(e, output->shapeInfo(), output->lengthOf());
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(nd4j::LaunchContext *context, NDArray *input, NDArray *output) {
defaultContext = context;
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) {
defaultContext = context;
Nd4jLong n = input->sizeAt(-1);
Nd4jLong n2 = n * n;
std::vector<int> 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,
defaultContext); //, block.getWorkspace());
auto det = NDArrayFactory::create<T>(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<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->specialShapeInfo(), pos, n);
// if (matrix.dataType() == input->dataType())
lup_<T>(context, &matrix, nullptr, nullptr);
// else
// lup_<float>(context, &matrix, nullptr, nullptr);
auto offset = shape::getIndexOffset(e, output->shapeInfo(), output->lengthOf());
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(nd4j::LaunchContext *context, NDArray *input, NDArray *output) {
defaultContext = context;
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, Nd4jLong *lowerShape, void *upperBuf, Nd4jLong *upperShape,
void *matrixBuf, Nd4jLong *matrixShape, Nd4jLong n) {
__shared__
Nd4jLong *xShapeOf;
__shared__
Nd4jLong *yShapeOf;
__shared__
Nd4jLong *zShapeOf;
__shared__
Nd4jLong *xStrideOf;
__shared__
Nd4jLong *yStrideOf;
__shared__
Nd4jLong *zStrideOf;
__shared__
T *lowerMatrix;
__shared__
T *upperMatrix;
__shared__
T *matrix;
if (threadIdx.x == 0) {
xShapeOf = shape::shapeOf(lowerShape);
xStrideOf = shape::stride(lowerShape);
yShapeOf = shape::shapeOf(upperShape);
yStrideOf = shape::stride(upperShape);
zShapeOf = shape::shapeOf(matrixShape);
zStrideOf = shape::stride(matrixShape);
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(0, xShapeOf, xStrideOf, posX, 2);
auto yPos = shape::getOffset(0, yShapeOf, yStrideOf, posX, 2);
auto iPos = shape::getOffset(0, zShapeOf, zStrideOf, posX, 2);
auto dPos = shape::getOffset(0, zShapeOf, zStrideOf, posD, 2);
if (k >= j)
lowerMatrix[xPos] = matrix[iPos];//(k, j);
else
upperMatrix[yPos] = matrix[iPos]; //k, j);
}
}
}
template<typename T>
static int inverse_(nd4j::LaunchContext *context, NDArray *input, NDArray *output) {
defaultContext = context;
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, defaultContext);
NDArray upper = NDArrayFactory::create('c', {n, n}, dtype, defaultContext);
NDArray lower = NDArrayFactory::create('c', {n, n}, dtype, defaultContext);
NDArray compound = NDArrayFactory::create('c', {n, n}, dtype, defaultContext);
NDArray permutation = NDArrayFactory::create('c', {n, n}, dtype, defaultContext);
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<T, T> << < 1, n2, 1024, *stream >> >
(matrix.specialBuffer(), matrix.specialShapeInfo(), input->specialBuffer(), input->specialShapeInfo(),
i * n2, n);
matrix.tickWriteDevice();
compound.assign(matrix);
lup_<T>(context, &compound, nullptr, nullptr);
fillLowerUpperKernel<T> << < n, n, 1024, *stream >> >
(lower.specialBuffer(), lower.specialShapeInfo(), upper.specialBuffer(), upper.specialShapeInfo(), compound.specialBuffer(), compound.specialShapeInfo(), n);
matrix.assign(0);
invertUpperMatrix(&upper, &matrix); // U^{-1}
matrix.tickWriteDevice();
// matrix.printIndexedBuffer("Upper Inverted");
compound.assign(0);
invertLowerMatrix(&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<T> << < 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) {
defaultContext = context;
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<typename F>
__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<typename F>
__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<typename F>
int cholesky__(LaunchContext *context, NDArray *input, NDArray *output, bool inplace) {
if (!inplace)
output->assign(input);
defaultContext = context;
std::unique_ptr<NDArray> 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<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.get());
else
input->assign(tempOutput.get());
NDArray::registerSpecialUse({output}, {input});
return Status::OK();
}
// template <typename T>
int cholesky_(LaunchContext *context, NDArray *input, NDArray *output, bool inplace) {
defaultContext = context;
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,
defaultContext));
tempOutput->assign(input);
cholesky__<float>(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);
defaultContext = context;
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<typename T>
__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;
Nd4jLong *shapeOf = shape::shapeOf(tadShape);
Nd4jLong *strideOf = shape::stride(tadShape);
for (auto i = blockIdx.x; i < batchNum; i += gridDim.x) {
T *current = input + tadOffsets[i];
auto zIndex = shape::getIndexOffset(i, outputShape, batchNum);
for (auto e = threadIdx.x; e < n; e += blockDim.x) {
Nd4jLong diag[] = {e, e};
auto xIndex = shape::getOffset(0, shapeOf, strideOf, diag, 2);
math::atomics::nd4j_atomicAdd(&output[zIndex],
math::nd4j_log<T, T>(current[xIndex] * current[xIndex]));
}
}
}
template<typename T>
int logdetFunctor_(nd4j::LaunchContext *context, NDArray *input, NDArray *output) {
defaultContext = context;
NDArray::prepareSpecialUse({output}, {input});
auto n2 = input->sizeAt(-1) * input->sizeAt(-2);
auto stream = context->getCudaStream();
std::unique_ptr<NDArray> tempOutput(input->dup());
// auto inputs = tempOutput->allTensorsAlongDimension({input->rankOf() - 2, input->rankOf() - 1});
// for (Nd4jLong e = 0; e < packX.numberOfTads(); e++) {
// auto subArray = inputs->at(e);
// cholesky(context, subArray, subArray, true);
// }
// delete inputs;
cholesky(context, input, tempOutput.get(), false);
tempOutput->syncToHost();
tempOutput->printIndexedBuffer("Cholesky res!!!");
auto outputBuf = reinterpret_cast<T*>(output->specialBuffer()); // + e * n2; // + e * n2;
auto inputBuf = reinterpret_cast<T*>(tempOutput->specialBuffer());
output->assign(0);
output->syncToDevice();
auto packX = nd4j::ConstantTadHelper::getInstance()->tadForDimensions(tempOutput->getShapeInfo(),
{input->rankOf() - 2,
input->rankOf() - 1});
logDetKernel<T> << < packX.numberOfTads(), n2, 128, *stream >> >
(inputBuf, tempOutput->specialShapeInfo(), packX.numberOfTads(), packX.specialShapeInfo(), packX.specialOffsets(), outputBuf, output->specialShapeInfo());
// }
NDArray::registerSpecialUse({output}, {input});
//delete tempOutput;
return Status::OK();
}
int logdetFunctor(nd4j::LaunchContext *context, NDArray *input, NDArray *output) {
defaultContext = context;
BUILD_SINGLE_SELECTOR(output->dataType(), logdetFunctor_, (context, input, output), FLOAT_NATIVE);
}
BUILD_SINGLE_TEMPLATE(template int logdetFunctor_,
(nd4j::LaunchContext * context, NDArray * input, NDArray * output), FLOAT_NATIVE);
}
}
}