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BatchLinearAlgebra.cu
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BatchLinearAlgebra.cu
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#include <ATen/Context.h>
#include <ATen/cuda/CUDAContext.h>
#include <ATen/Dispatch.h>
#include <ATen/NativeFunctions.h>
#include <ATen/cuda/PinnedMemoryAllocator.h>
#include <ATen/cuda/CUDAApplyUtils.cuh>
#include <ATen/native/LinearAlgebraUtils.h>
#include <ATen/native/cuda/MiscUtils.h>
#include <THC/THC.h> // for USE_MAGMA
#ifdef USE_MAGMA
#include <magma.h>
#include <magma_types.h>
#endif
namespace at {
namespace native {
#ifdef USE_MAGMA
template<class scalar_t>
void magmaGesv(
magma_int_t n, magma_int_t nrhs, scalar_t* dA, magma_int_t ldda,
magma_int_t* ipiv, scalar_t* dB, magma_int_t lddb, magma_int_t* info) {
AT_ERROR("gesv only takes float or double Tensors");
}
template<class scalar_t>
void magmaGesvBatched(
magma_int_t n, magma_int_t nrhs, scalar_t** dA_array, magma_int_t ldda,
magma_int_t** dipiv_array, scalar_t** dB_array, magma_int_t lddb,
magma_int_t* dinfo_array, magma_int_t batch_count, const MAGMAQueue& magma_queue) {
AT_ERROR("gesv only takes float or double Tensors");
}
template<class scalar_t>
void magmaGetrfBatched(
magma_int_t m, magma_int_t n, scalar_t** dA_array, magma_int_t ldda,
magma_int_t** ipiv_array, magma_int_t* info_array, magma_int_t batchsize,
const MAGMAQueue& magma_queue) {
AT_ERROR("getrf only takes float or double Tensors");
}
template<class scalar_t>
void magmaGetriBatched(
magma_int_t n, scalar_t** dA_array, magma_int_t ldda,
magma_int_t** ipiv_array, scalar_t** dinvA_array, magma_int_t lddia,
magma_int_t* info_array, magma_int_t batchsize, const MAGMAQueue& magma_queue) {
AT_ERROR("getri only takes float or double Tensors");
}
template<class scalar_t>
void magmaCholeskySolve(
magma_uplo_t uplo, magma_int_t n, magma_int_t nrhs, scalar_t* dA, magma_int_t ldda,
scalar_t* dB, magma_int_t lddb, magma_int_t* info) {
AT_ERROR("cholesky_solve only takes float or double Tensors");
}
template<class scalar_t>
void magmaCholeskySolveBatched(
magma_uplo_t uplo, magma_int_t n, magma_int_t nrhs, scalar_t** dA_array, magma_int_t ldda,
scalar_t** dB_array, magma_int_t lddb, magma_int_t& info, magma_int_t batchsize, const MAGMAQueue& magma_queue) {
AT_ERROR("cholesky_solve only takes float or double Tensors");
}
template<class scalar_t>
void magmaCholesky(
magma_uplo_t uplo, magma_int_t n, scalar_t* dA,
magma_int_t ldda, magma_int_t* info) {
AT_ERROR("cholesky only takes float or double Tensors");
}
template<class scalar_t>
void magmaCholeskyBatched(
magma_uplo_t uplo, magma_int_t n, scalar_t** dA_array, magma_int_t ldda,
magma_int_t* info_array, magma_int_t batchsize, const MAGMAQueue& magma_queue) {
AT_ERROR("cholesky only takes float or double Tensors");
}
template<>
void magmaGesvBatched<double>(
magma_int_t n, magma_int_t nrhs, double** dA_array, magma_int_t ldda,
magma_int_t** dipiv_array, double** dB_array, magma_int_t lddb,
magma_int_t* dinfo_array, magma_int_t batch_count, const MAGMAQueue& magma_queue) {
magma_dgesv_batched(n, nrhs, dA_array, ldda, dipiv_array, dB_array, lddb, dinfo_array, batch_count, magma_queue.get_queue());
}
template<>
void magmaGesvBatched<float>(
magma_int_t n, magma_int_t nrhs, float** dA_array, magma_int_t ldda,
magma_int_t** dipiv_array, float** dB_array, magma_int_t lddb,
magma_int_t* dinfo_array, magma_int_t batch_count, const MAGMAQueue& magma_queue) {
magma_sgesv_batched(n, nrhs, dA_array, ldda, dipiv_array, dB_array, lddb, dinfo_array, batch_count, magma_queue.get_queue());
}
template<>
void magmaGesv<double>(
magma_int_t n, magma_int_t nrhs, double* dA, magma_int_t ldda,
magma_int_t* ipiv, double* dB, magma_int_t lddb, magma_int_t* info) {
magma_dgesv_gpu(n, nrhs, dA, ldda, ipiv, dB, lddb, info);
}
template<>
void magmaGesv<float>(
magma_int_t n, magma_int_t nrhs, float* dA, magma_int_t ldda,
magma_int_t* ipiv, float* dB, magma_int_t lddb, magma_int_t* info) {
magma_sgesv_gpu(n, nrhs, dA, ldda, ipiv, dB, lddb, info);
}
template<>
void magmaGetrfBatched<double>(
magma_int_t m, magma_int_t n, double** dA_array, magma_int_t ldda,
magma_int_t** ipiv_array, magma_int_t* info_array, magma_int_t batchsize,
const MAGMAQueue& magma_queue) {
magma_dgetrf_batched(m, n, dA_array, ldda, ipiv_array, info_array, batchsize, magma_queue.get_queue());
}
template<>
void magmaGetrfBatched<float>(
magma_int_t m, magma_int_t n, float** dA_array, magma_int_t ldda,
magma_int_t** ipiv_array, magma_int_t* info_array, magma_int_t batchsize,
const MAGMAQueue& magma_queue) {
magma_sgetrf_batched(m, n, dA_array, ldda, ipiv_array, info_array, batchsize, magma_queue.get_queue());
}
template<>
void magmaGetriBatched<double>(
magma_int_t n, double** dA_array, magma_int_t ldda,
magma_int_t** ipiv_array, double** dinvA_array, magma_int_t lddia,
magma_int_t* info_array, magma_int_t batchsize, const MAGMAQueue& magma_queue) {
magma_dgetri_outofplace_batched(n, dA_array, ldda, ipiv_array, dinvA_array, lddia, info_array, batchsize, magma_queue.get_queue());
}
template<>
void magmaGetriBatched<float>(
magma_int_t n, float** dA_array, magma_int_t ldda,
magma_int_t** ipiv_array, float** dinvA_array, magma_int_t lddia,
magma_int_t* info_array, magma_int_t batchsize, const MAGMAQueue& magma_queue) {
magma_sgetri_outofplace_batched(n, dA_array, ldda, ipiv_array, dinvA_array, lddia, info_array, batchsize, magma_queue.get_queue());
}
template<>
void magmaCholeskySolve<double>(
magma_uplo_t uplo, magma_int_t n, magma_int_t nrhs, double* dA, magma_int_t ldda,
double* dB, magma_int_t lddb, magma_int_t* info) {
magma_dpotrs_gpu(uplo, n, nrhs, dA, ldda, dB, lddb, info);
}
template<>
void magmaCholeskySolve<float>(
magma_uplo_t uplo, magma_int_t n, magma_int_t nrhs, float* dA, magma_int_t ldda,
float* dB, magma_int_t lddb, magma_int_t* info) {
magma_spotrs_gpu(uplo, n, nrhs, dA, ldda, dB, lddb, info);
}
template<>
void magmaCholeskySolveBatched<double>(
magma_uplo_t uplo, magma_int_t n, magma_int_t nrhs, double** dA_array, magma_int_t ldda,
double** dB_array, magma_int_t lddb, magma_int_t& info, magma_int_t batchsize, const MAGMAQueue& magma_queue) {
info = magma_dpotrs_batched(uplo, n, nrhs, dA_array, ldda, dB_array, lddb, batchsize, magma_queue.get_queue());
}
template<>
void magmaCholeskySolveBatched<float>(
magma_uplo_t uplo, magma_int_t n, magma_int_t nrhs, float** dA_array, magma_int_t ldda,
float** dB_array, magma_int_t lddb, magma_int_t& info, magma_int_t batchsize, const MAGMAQueue& magma_queue) {
info = magma_spotrs_batched(uplo, n, nrhs, dA_array, ldda, dB_array, lddb, batchsize, magma_queue.get_queue());
}
template<>
void magmaCholesky<double>(
magma_uplo_t uplo, magma_int_t n, double* dA,
magma_int_t ldda, magma_int_t* info) {
magma_dpotrf_gpu(uplo, n, dA, ldda, info);
}
template<>
void magmaCholesky<float>(
magma_uplo_t uplo, magma_int_t n, float* dA,
magma_int_t ldda, magma_int_t* info) {
magma_spotrf_gpu(uplo, n, dA, ldda, info);
}
template<>
void magmaCholeskyBatched<double>(
magma_uplo_t uplo, magma_int_t n, double** dA_array, magma_int_t ldda,
magma_int_t* info_array, magma_int_t batchsize, const MAGMAQueue& magma_queue) {
magma_dpotrf_batched(uplo, n, dA_array, ldda, info_array, batchsize, magma_queue.get_queue());
}
template<>
void magmaCholeskyBatched<float>(
magma_uplo_t uplo, magma_int_t n, float** dA_array, magma_int_t ldda,
magma_int_t* info_array, magma_int_t batchsize, const MAGMAQueue& magma_queue) {
magma_spotrf_batched(uplo, n, dA_array, ldda, info_array, batchsize, magma_queue.get_queue());
}
#endif
#define ALLOCATE_ARRAY(name, type, size, dummy_tensor) \
auto storage_##name = pin_memory<type>(size, dummy_tensor); \
name = static_cast<type*>(storage_##name.data());
// ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~ gesv ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
template <typename scalar_t>
static void apply_gesv(Tensor& b, Tensor& A, std::vector<int64_t>& infos) {
#ifndef USE_MAGMA
AT_ERROR("gesv: MAGMA library not found in "
"compilation. Please rebuild with MAGMA.");
#else
auto A_data = A.data<scalar_t>();
auto b_data = b.data<scalar_t>();
magma_int_t n = magma_int_cast(A.size(-2), "A.size(-2)");
magma_int_t nrhs = magma_int_cast(b.size(-1), "b.size(-1)");
if (b.dim() == 2) {
auto ipiv = at::empty({n}, at::kInt);
magma_int_t info = 0;
magmaGesv<scalar_t>(n, nrhs, A_data, n, ipiv.data<magma_int_t>(),
b_data, n, &info);
infos[0] = info;
} else {
auto A_mat_stride = matrixStride(A);
auto b_mat_stride = matrixStride(b);
magma_int_t batch_size = magma_int_cast(batchCount(A), "batchCount");
magma_int_t* info_array;
magma_int_t* ipiv_data;
magma_int_t** ipiv_array;
scalar_t** A_array;
scalar_t** b_array;
ALLOCATE_ARRAY(info_array, magma_int_t, batch_size, b);
ALLOCATE_ARRAY(ipiv_data, magma_int_t, batch_size * n, b);
ALLOCATE_ARRAY(ipiv_array, magma_int_t*, batch_size, b);
ALLOCATE_ARRAY(A_array, scalar_t*, batch_size, b);
ALLOCATE_ARRAY(b_array, scalar_t*, batch_size, b);
// Set up the created arrays
for (int64_t i = 0; i < batch_size; i++) {
A_array[i] = &A_data[i * A_mat_stride];
b_array[i] = &b_data[i * b_mat_stride];
ipiv_array[i] = &ipiv_data[i * n];
}
MAGMAQueue magma_queue(b.get_device());
magmaGesvBatched<scalar_t>(
n, nrhs, A_array, n, ipiv_array, b_array, n,
info_array, batch_size, magma_queue);
for (int64_t i = 0; i < batch_size; i++) {
infos[i] = info_array[i];
}
}
#endif
}
std::tuple<Tensor, Tensor> _gesv_helper_cuda(const Tensor& self, const Tensor& A) {
auto self_working_copy = cloneBatchedColumnMajor(self);
auto A_working_copy = cloneBatchedColumnMajor(A);
std::vector<int64_t> infos(batchCount(self), 0);
AT_DISPATCH_FLOATING_TYPES(self.type(), "gesv", [&]{
apply_gesv<scalar_t>(self_working_copy, A_working_copy, infos);
});
if (self.dim() > 2) {
batchCheckErrors(infos, "gesv");
} else {
singleCheckErrors(infos[0], "gesv");
}
return std::tuple<Tensor, Tensor>(self_working_copy, A_working_copy);
}
// ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~ inverse ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
template <typename scalar_t>
static void apply_inverse(Tensor &self, Tensor &self_inv, std::vector<int64_t>& infos) {
#ifndef USE_MAGMA
AT_ERROR("inverse: MAGMA library not found in "
"compilation. Please rebuild with MAGMA.");
#else
auto self_data = self.data<scalar_t>();
auto self_mat_stride = matrixStride(self);
auto self_inv_data = self_inv.data<scalar_t>();
auto self_inv_mat_stride = matrixStride(self_inv);
magma_int_t batch_size = magma_int_cast(batchCount(self), "batchCount");
magma_int_t n = magma_int_cast(self.size(-2), "self.size(-2)");
magma_int_t* info_array;
magma_int_t* ipiv_data;
magma_int_t** ipiv_array;
scalar_t** self_array;
scalar_t** self_inv_array;
ALLOCATE_ARRAY(info_array, magma_int_t, batch_size, self);
ALLOCATE_ARRAY(ipiv_data, magma_int_t, batch_size * n, self);
ALLOCATE_ARRAY(ipiv_array, magma_int_t*, batch_size, self);
ALLOCATE_ARRAY(self_array, scalar_t*, batch_size, self);
ALLOCATE_ARRAY(self_inv_array, scalar_t*, batch_size, self_inv);
// Set up the created arrays
for (int64_t i = 0; i < batch_size; i++) {
self_array[i] = &self_data[i * self_mat_stride];
self_inv_array[i] = &self_inv_data[i * self_inv_mat_stride];
ipiv_array[i] = &ipiv_data[i * n];
}
MAGMAQueue magma_queue(self.get_device());
magmaGetrfBatched<scalar_t>(
n, n, self_array, n, ipiv_array, info_array,
batch_size, magma_queue);
magmaGetriBatched<scalar_t>(
n, self_array, n, ipiv_array, self_inv_array,
n, info_array, batch_size, magma_queue);
for (int64_t i = 0; i < batch_size; i++) {
infos[i] = info_array[i];
}
#endif
}
// Because this is out-of-place inverse, the predefined macros will
// not work
Tensor _inverse_helper_cuda(const Tensor& self) {
std::vector<int64_t> infos(batchCount(self), 0);
auto self_working_copy = cloneBatchedColumnMajor(self);
auto self_inv_working_copy = cloneBatchedColumnMajor(self);
AT_DISPATCH_FLOATING_TYPES(self.type(), "inverse", [&]{
apply_inverse<scalar_t>(
self_working_copy, self_inv_working_copy, infos);
});
batchCheckErrors(infos, "inverse");
return self_inv_working_copy;
}
// ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~ cholesky_solve ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
template <typename scalar_t>
static void apply_cholesky_solve(Tensor& b, Tensor& A, bool upper, int64_t& info) {
#ifndef USE_MAGMA
AT_ERROR("cholesky_solve: MAGMA library not found in "
"compilation. Please rebuild with MAGMA.");
#else
magma_uplo_t uplo = upper ? MagmaUpper : MagmaLower;
auto A_data = A.data<scalar_t>();
auto b_data = b.data<scalar_t>();
magma_int_t n = magma_int_cast(A.size(-2), "A.size(-2)");
magma_int_t nrhs = magma_int_cast(b.size(-1), "b.size(-1)");
int info_tmp;
if (b.dim() == 2) {
magmaCholeskySolve<scalar_t>(uplo, n, nrhs, A_data, n,
b_data, n, &info_tmp);
info = info_tmp;
} else {
auto A_mat_stride = matrixStride(A);
auto b_mat_stride = matrixStride(b);
magma_int_t batch_size = magma_int_cast(batchCount(A), "batchCount");
scalar_t** A_array;
scalar_t** b_array;
ALLOCATE_ARRAY(A_array, scalar_t*, batch_size, b);
ALLOCATE_ARRAY(b_array, scalar_t*, batch_size, b);
// Set up the created arrays
for (int64_t i = 0; i < batch_size; i++) {
A_array[i] = &A_data[i * A_mat_stride];
b_array[i] = &b_data[i * b_mat_stride];
}
MAGMAQueue magma_queue(b.get_device());
magmaCholeskySolveBatched<scalar_t>(
uplo, n, nrhs, A_array, n, b_array, n,
info_tmp, batch_size, magma_queue);
info = info_tmp;
}
#endif
}
Tensor _cholesky_solve_helper_cuda(const Tensor& self, const Tensor& A, bool upper) {
int64_t info = 0;
auto self_working_copy = cloneBatchedColumnMajor(self);
auto A_working_copy = cloneBatchedColumnMajor(A);
AT_DISPATCH_FLOATING_TYPES(self.type(), "cholesky_solve", [&]{
apply_cholesky_solve<scalar_t>(self_working_copy, A_working_copy, upper, info);
});
AT_CHECK(info == 0, "MAGMA cholesky_solve : invalid argument: ", -info);
return self_working_copy;
}
// ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~ cholesky ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
template <typename scalar_t>
static void apply_cholesky(Tensor& self, bool upper, std::vector<int64_t>& infos) {
#ifndef USE_MAGMA
AT_ERROR("cholesky: MAGMA library not found in "
"compilation. Please rebuild with MAGMA.");
#else
magma_uplo_t uplo = upper ? MagmaUpper : MagmaLower;
auto self_data = self.data<scalar_t>();
magma_int_t n = magma_int_cast(self.size(-2), "self.size(-2)");
if (self.dim() == 2) {
magma_int_t info = 0;
magmaCholesky<scalar_t>(uplo, n, self_data, n, &info);
infos[0] = info;
} else {
auto self_mat_stride = matrixStride(self);
magma_int_t batch_size = magma_int_cast(batchCount(self), "batchCount");
magma_int_t* info_array;
scalar_t** self_array;
ALLOCATE_ARRAY(info_array, magma_int_t, batch_size, self);
ALLOCATE_ARRAY(self_array, scalar_t*, batch_size, self);
// Set up the created arrays
for (int64_t i = 0; i < batch_size; i++) {
self_array[i] = &self_data[i * self_mat_stride];
}
MAGMAQueue magma_queue(self.get_device());
magmaCholeskyBatched<scalar_t>(
uplo, n, self_array, n, info_array,
batch_size, magma_queue);
for (int64_t i = 0; i < batch_size; i++) {
infos[i] = info_array[i];
}
}
#endif
}
Tensor _cholesky_helper_cuda(const Tensor& self, bool upper) {
std::vector<int64_t> infos(batchCount(self), 0);
Tensor self_working_copy;
if (upper) {
self_working_copy = cloneBatchedColumnMajor(self.transpose(-1, -2));
} else {
self_working_copy = cloneBatchedColumnMajor(self);
}
AT_DISPATCH_FLOATING_TYPES(self.type(), "cholesky", [&]{
apply_cholesky<scalar_t>(self_working_copy, false, infos);
});
if (self.dim() > 2) {
batchCheckErrors(infos, "cholesky");
} else {
singleCheckErrors(infos[0], "cholesky");
}
if (upper) {
return self_working_copy.transpose(-1, -2);
} else {
return self_working_copy;
}
}
template <typename scalar_t, bool upper>
__global__
void triu_tril_kernel(
scalar_t* result, scalar_t* self, int64_t k, int64_t N,
int64_t res_batch_stride, int64_t res_row_stride, int64_t res_col_stride,
int64_t self_batch_stride, int64_t self_row_stride, int64_t self_col_stride, int64_t self_ncol) {
int64_t linear_idx = blockIdx.x * blockDim.x + threadIdx.x;
if (linear_idx >= N) {
return;
}
int64_t self_batch_idx = blockIdx.y;
int64_t row = linear_idx / self_ncol;
int64_t col = linear_idx % self_ncol;
bool mask = upper ? (col - row >= k) : (col - row <= k);
// Now compute the offset for the self and result tensor
int64_t res_offset = self_batch_idx * res_batch_stride + row * res_row_stride + col * res_col_stride;
int64_t self_offset = self_batch_idx * self_batch_stride + row * self_row_stride + col * self_col_stride;
result[res_offset] = mask ? self[self_offset] : scalar_t(0);
}
template <bool upper>
Tensor& triu_tril_cuda_template(Tensor& result, const Tensor& self, int64_t k, const char* name) {
int64_t n_batches = batchCount(self), mat_size = self.size(-1) * self.size(-2),
res_batch_stride = result.dim() > 2 ? result.stride(-3) : 1,
res_row_stride = result.stride(-2), res_col_stride = result.stride(-1),
self_batch_stride = self.dim() > 2 ? self.stride(-3) : 1,
self_row_stride = self.stride(-2), self_col_stride = self.stride(-1);
dim3 dim_block = cuda::getApplyBlock();
dim3 dim_grid((mat_size + dim_block.x - 1) / dim_block.x, n_batches);
AT_DISPATCH_ALL_TYPES_AND_HALF(self.type(), name, [&]{
triu_tril_kernel<scalar_t, upper>
<<<dim_grid, dim_block, 0, at::cuda::getCurrentCUDAStream()>>>(
result.data<scalar_t>(), self.data<scalar_t>(), k, mat_size,
res_batch_stride, res_row_stride, res_col_stride,
self_batch_stride, self_row_stride, self_col_stride, self.size(-1));
});
AT_CUDA_CHECK(cudaGetLastError());
return result;
}
Tensor& tril_cuda_(Tensor &self, int64_t k) {
if (!checkTrilTriuBatchContiguous(self)) self = self.contiguous();
return tril_cuda_out(self, self, k);
}
Tensor& tril_cuda_out(Tensor &result, const Tensor& self, int64_t k) {
if (result.sizes() != self.sizes()) {
result.resize_as_(self);
}
if (self.numel() == 0) {
return result;
}
Tensor self_c = checkTrilTriuBatchContiguous(self) ? self : self.contiguous();
return triu_tril_cuda_template<false>(result, self_c, k, "tril");
}
Tensor& triu_cuda_(Tensor &self, int64_t k) {
if (!checkTrilTriuBatchContiguous(self)) self = self.contiguous();
return triu_cuda_out(self, self, k);
}
Tensor& triu_cuda_out(Tensor &result, const Tensor& self, int64_t k) {
if (result.sizes() != self.sizes()) {
result.resize_as_(self);
}
if (self.numel() == 0) {
return result;
}
Tensor self_c = checkTrilTriuBatchContiguous(self) ? self : self.contiguous();
return triu_tril_cuda_template<true>(result, self_c, k, "triu");
}
}} // namespace at::native
#undef ALLOCATE_ARRAY