| """ |
| CompiledEigh: torch.compile(fullgraph=True) drop-in for torch.linalg.eigh. |
| |
| Eliminates all graph breaks, device-host syncs, and dynamic allocation. |
| Output contract matches torch.linalg.eigh: |
| eigenvalues: [*, n] real, ascending |
| eigenvectors: [*, n, n] orthonormal columns |
| |
| Author: AbstractPhil / GeoLIP project |
| """ |
|
|
| import math |
| import torch |
| import torch.nn as nn |
| from torch import Tensor |
| from typing import Tuple, Optional |
|
|
|
|
| |
| |
| |
|
|
| DEFAULT_MAX_NEWTON: int = 8 |
| DEFAULT_MAX_JACOBI_SWEEPS: int = 10 |
| JACOBI_THRESHOLD: int = 16 |
|
|
|
|
| |
| |
| |
|
|
| def eigh_2x2(a: Tensor, b: Tensor, c: Tensor, eps: float = 1e-30 |
| ) -> Tuple[Tensor, Tensor, Tensor, Tensor]: |
| """ |
| Closed-form eigendecomposition of batched 2x2 symmetric matrices. |
| Returns: (lambda1, lambda2, cos_theta, sin_theta), lambda1 <= lambda2. |
| """ |
| trace = a + c |
| diff = a - c |
| two_b = 2.0 * b |
| hyp = torch.sqrt(diff * diff + two_b * two_b + eps) |
|
|
| lambda1 = 0.5 * (trace - hyp) |
| lambda2 = 0.5 * (trace + hyp) |
|
|
| vx = two_b |
| vy = lambda2 - a |
| norm_v = torch.sqrt(vx * vx + vy * vy + eps) |
| cos_theta = vy / norm_v |
| sin_theta = vx / norm_v |
|
|
| return lambda1, lambda2, cos_theta, sin_theta |
|
|
|
|
| |
| |
| |
|
|
| def orthogonalize_ns(V: Tensor, n_iter: int = 2) -> Tensor: |
| """ |
| Re-orthogonalize columns of V via Newton-Schulz iteration. |
| |
| Computes V @ (V^T V)^{-1/2} using the coupled iteration: |
| X_0 = I, Y_0 = V^T V |
| X_{k+1} = 0.5 * X_k @ (3I - Y_k) |
| Y_{k+1} = 0.5 * (3I - Y_k) @ Y_k |
| |
| X converges to (V^T V)^{-1/2}, Y converges to I. |
| Cubically convergent when V^T V β I. |
| |
| Convergence from ||V^T V - I|| = Ξ΅: |
| 1 iteration: error β O(Ρ²) β 1e-6 from 1e-3 |
| 2 iterations: error β O(Ξ΅β΄) β 1e-12 from 1e-3 |
| |
| All ops are bmm β fully compiled, no sequential column processing. |
| |
| V: [B, n, n] (square, columns are approximate eigenvectors) |
| Returns: [B, n, n] with orthonormal columns |
| """ |
| B, n, m = V.shape |
| I_n = torch.eye(m, device=V.device, dtype=V.dtype).unsqueeze(0).expand(B, -1, -1) |
|
|
| |
| Y = torch.bmm(V.transpose(-2, -1), V) |
| X = I_n.clone() |
|
|
| for _ in range(n_iter): |
| T = 3.0 * I_n - Y |
| X = 0.5 * torch.bmm(X, T) |
| Y = 0.5 * torch.bmm(T, Y) |
|
|
| return torch.bmm(V, X) |
|
|
|
|
| |
| |
| |
|
|
| class HouseholderTridiagonalizer(nn.Module): |
| """ |
| Reduces batched symmetric A to tridiagonal T = Q^T A Q via |
| Householder reflections. Fixed loop bounds, compilable. |
| """ |
|
|
| def __init__(self, max_n: int, eps: float = 1e-30): |
| super().__init__() |
| self.max_n = max_n |
| self.eps = eps |
|
|
| def forward(self, A: Tensor, d: Tensor, e: Tensor, |
| reflectors: Tensor) -> None: |
| B, n, _ = A.shape |
| eps = self.eps |
|
|
| for k in range(n - 2): |
| tail_len = n - k - 1 |
| x = A[:, k + 1:, k].clone() |
|
|
| sigma = torch.sqrt((x * x).sum(dim=-1, keepdim=True) + eps) |
| sign_x0 = torch.where(x[:, 0:1] >= 0, |
| torch.ones_like(sigma), |
| -torch.ones_like(sigma)) |
| alpha = -sign_x0 * sigma |
|
|
| v = x.clone() |
| v[:, 0:1] = v[:, 0:1] - alpha |
| v_norm = torch.sqrt((v * v).sum(dim=-1, keepdim=True) + eps) |
| v = v / v_norm |
|
|
| reflectors[k, :, :tail_len] = v |
| if tail_len < n: |
| reflectors[k, :, tail_len:] = 0.0 |
|
|
| sub_A = A[:, k + 1:, k + 1:] |
| v_col = v.unsqueeze(-1) |
|
|
| p = torch.bmm(sub_A, v_col).squeeze(-1) |
| vtp = (v * p).sum(dim=-1, keepdim=True) |
| q = p - vtp * v |
|
|
| q_col = q.unsqueeze(-1) |
| q_row = q.unsqueeze(-2) |
| v_row = v.unsqueeze(-2) |
|
|
| A[:, k + 1:, k + 1:] -= 2.0 * (v_col @ q_row + q_col @ v_row) |
| A[:, k, k + 1] = alpha.squeeze(-1) |
| A[:, k + 1, k] = alpha.squeeze(-1) |
|
|
| for i in range(n): |
| d[:, i] = A[:, i, i] |
| for i in range(n - 1): |
| e[:, i] = A[:, i, i + 1] |
|
|
|
|
| |
| |
| |
|
|
| class SecularNewtonSolver(nn.Module): |
|
|
| def __init__(self, max_newton: int = DEFAULT_MAX_NEWTON, |
| eps: float = 1e-30, tol: float = 1e-7): |
| super().__init__() |
| self.max_newton = max_newton |
| self.eps = eps |
| self.tol = tol |
|
|
| def forward(self, delta: Tensor, z_sq: Tensor, |
| rho: Tensor, mask: Tensor) -> Tensor: |
| B, m = delta.shape |
| eps = self.eps |
| tol = self.tol |
|
|
| z_sq_sum = (z_sq * mask).sum(dim=-1, keepdim=True) |
| rho_abs = rho.abs().unsqueeze(-1) |
| upper_bound = delta[:, -1:] + z_sq_sum * rho_abs + 1.0 |
|
|
| lo = delta + eps |
| hi = torch.cat([delta[:, 1:], upper_bound], dim=-1) - eps |
| lam = 0.5 * (lo + hi) |
| rho_exp = rho.unsqueeze(-1) |
|
|
| for _step in range(self.max_newton): |
| delta_exp = delta.unsqueeze(-1) |
| lam_exp = lam.unsqueeze(-2) |
| denom = delta_exp - lam_exp |
|
|
| denom_safe = torch.where( |
| denom.abs() < eps, |
| torch.full_like(denom, eps) * denom.sign().clamp(min=0.5), |
| denom |
| ) |
|
|
| z_sq_exp = z_sq.unsqueeze(-1) |
| mask_exp = mask.unsqueeze(-1) |
| masked_z = z_sq_exp * mask_exp |
|
|
| terms = masked_z / denom_safe |
| f = 1.0 + rho_exp * terms.sum(dim=-2) |
| f_prime = rho_exp * (masked_z / (denom_safe * denom_safe)).sum(dim=-2) |
|
|
| f_prime_safe = torch.where( |
| f_prime.abs() < eps, |
| torch.full_like(f_prime, eps), |
| f_prime |
| ) |
| delta_lam = -f / f_prime_safe |
| lam_new = torch.clamp(lam + delta_lam, lo, hi) |
|
|
| f_pos = f > 0 |
| lo = torch.where(f_pos & mask.bool(), lam, lo) |
| hi = torch.where(~f_pos & mask.bool(), lam, hi) |
|
|
| converged = (f.abs() < tol) | ~mask.bool() |
| lam = torch.where(converged, lam, lam_new) |
|
|
| return lam |
|
|
|
|
| |
| |
| |
|
|
| def secular_eigenvectors(delta: Tensor, lam: Tensor, z: Tensor, |
| mask: Tensor, eps: float = 1e-30) -> Tensor: |
| delta_exp = delta.unsqueeze(-1) |
| lam_exp = lam.unsqueeze(-2) |
| denom = delta_exp - lam_exp |
|
|
| denom_safe = torch.where( |
| denom.abs() < eps, |
| torch.full_like(denom, eps) * denom.sign().clamp(min=0.5), |
| denom |
| ) |
|
|
| z_exp = z.unsqueeze(-1) |
| mask_exp = mask.unsqueeze(-1) |
| V = (z_exp * mask_exp) / denom_safe |
| col_norms = torch.sqrt((V * V).sum(dim=-2, keepdim=True) + eps) |
| V = V / col_norms |
| return V |
|
|
|
|
| |
| |
| |
|
|
| class TensorTreeDC(nn.Module): |
|
|
| def __init__(self, max_n: int, |
| max_newton: int = DEFAULT_MAX_NEWTON, |
| eps: float = 1e-30, tol: float = 1e-7): |
| super().__init__() |
| self.padded_n = 1 << math.ceil(math.log2(max(max_n, 2))) |
| self.depth = int(math.log2(self.padded_n)) |
| self.max_n = max_n |
| self.eps = eps |
| self.secular_solver = SecularNewtonSolver( |
| max_newton=max_newton, eps=eps, tol=tol |
| ) |
|
|
| def forward(self, d: Tensor, e: Tensor) -> Tuple[Tensor, Tensor]: |
| B, n = d.shape |
| pn = self.padded_n |
| eps = self.eps |
| device = d.device |
| dtype = d.dtype |
|
|
| if n < pn: |
| d_max = d.abs().max(dim=-1, keepdim=True).values + 1.0 |
| pad_diag = d_max + torch.arange(1, pn - n + 1, device=device, dtype=dtype).unsqueeze(0) |
| d_padded = torch.cat([d, pad_diag], dim=-1) |
| e_padded = torch.zeros(B, pn - 1, device=device, dtype=dtype) |
| e_padded[:, :n - 1] = e |
| else: |
| d_padded = d.clone() |
| e_padded = e.clone() |
|
|
| |
| coupling_rho = [] |
| current_d = d_padded.clone() |
| current_e = e_padded.clone() |
|
|
| for level in range(self.depth): |
| num_sub = 2 ** level |
| sub_size = pn // num_sub |
| half = sub_size // 2 |
|
|
| cd = current_d.reshape(B, num_sub, sub_size) |
| ce = current_e.reshape(B, num_sub, sub_size - 1) |
|
|
| rho = ce[:, :, half - 1].clone() |
| coupling_rho.append(rho) |
|
|
| cd[:, :, half - 1] = cd[:, :, half - 1] - rho.abs() |
| cd[:, :, half] = cd[:, :, half] - rho.abs() |
| ce[:, :, half - 1] = 0.0 |
|
|
| left_d = cd[:, :, :half].reshape(B, num_sub * half) |
| right_d = cd[:, :, half:].reshape(B, num_sub * half) |
| current_d = torch.stack([left_d.reshape(B, num_sub, half), |
| right_d.reshape(B, num_sub, half)], |
| dim=2).reshape(B, pn) |
|
|
| left_e = ce[:, :, :half - 1].reshape(B, num_sub, half - 1) |
| right_e = ce[:, :, half:].reshape(B, num_sub, half - 1) |
| current_e = torch.stack([left_e, right_e], dim=2).reshape( |
| B, num_sub * 2 * (half - 1)) |
| expected_e_len = pn - 1 |
| if current_e.shape[-1] < expected_e_len: |
| current_e = torch.nn.functional.pad( |
| current_e, (0, expected_e_len - current_e.shape[-1])) |
|
|
| |
| base_evals = current_d |
| V_current = torch.ones(B, pn, 1, 1, device=device, dtype=dtype) |
|
|
| |
| current_evals = base_evals |
|
|
| for level in range(self.depth - 1, -1, -1): |
| num_sub = 2 ** level |
| sub_size = pn // num_sub |
| half = sub_size // 2 |
| child_size = half |
|
|
| evals_grouped = current_evals.reshape(B, num_sub, 2, child_size) |
| left_evals = evals_grouped[:, :, 0, :] |
| right_evals = evals_grouped[:, :, 1, :] |
| delta = torch.cat([left_evals, right_evals], dim=-1) |
|
|
| V_grouped = V_current.reshape(B, num_sub, 2, child_size, child_size) |
| V_left = V_grouped[:, :, 0, :, :] |
| V_right = V_grouped[:, :, 1, :, :] |
|
|
| z_left = V_left[:, :, -1, :] |
| z_right = V_right[:, :, 0, :] |
| z_cat = torch.cat([z_left, z_right], dim=-1) |
|
|
| delta_sorted, sort_idx = delta.sort(dim=-1) |
| z_sorted = z_cat.gather(-1, sort_idx) |
|
|
| rho = coupling_rho[level] |
| mask = torch.ones(B, num_sub, sub_size, device=device, dtype=dtype) |
|
|
| gaps = (delta_sorted[:, :, 1:] - delta_sorted[:, :, :-1]).abs() |
| degenerate = gaps < (eps * 100) |
| avg = 0.5 * (delta_sorted[:, :, :-1] + delta_sorted[:, :, 1:]) |
|
|
| delta_defl = delta_sorted.clone() |
| delta_defl[:, :, :-1] = torch.where(degenerate, avg, delta_sorted[:, :, :-1]) |
| delta_defl[:, :, 1:] = torch.where(degenerate, avg, delta_sorted[:, :, 1:]) |
|
|
| z_defl = z_sorted.clone() |
| defl_kill = torch.ones_like(z_sorted) |
| defl_kill[:, :, 1:] = torch.where( |
| degenerate, torch.zeros_like(gaps), torch.ones_like(gaps)) |
| z_defl = z_defl * defl_kill |
|
|
| z_sq = z_defl * z_defl |
| Bns = B * num_sub |
| new_evals_flat = self.secular_solver( |
| delta_defl.reshape(Bns, sub_size), |
| z_sq.reshape(Bns, sub_size), |
| rho.reshape(Bns), |
| mask.reshape(Bns, sub_size), |
| ) |
| new_evals = new_evals_flat.reshape(B, num_sub, sub_size) |
|
|
| V_secular_flat = secular_eigenvectors( |
| delta_defl.reshape(Bns, sub_size), |
| new_evals_flat, |
| z_defl.reshape(Bns, sub_size), |
| mask.reshape(Bns, sub_size), |
| eps=eps |
| ) |
| V_secular = V_secular_flat.reshape(B, num_sub, sub_size, sub_size) |
|
|
| inv_sort = sort_idx.argsort(dim=-1) |
| inv_exp = inv_sort.unsqueeze(-1).expand_as(V_secular) |
| V_unsorted = V_secular.gather(-2, inv_exp) |
|
|
| V_block = torch.zeros(B, num_sub, sub_size, sub_size, |
| device=device, dtype=dtype) |
| V_block[:, :, :half, :half] = V_left |
| V_block[:, :, half:, half:] = V_right |
|
|
| V_merged = torch.bmm( |
| V_block.reshape(Bns, sub_size, sub_size), |
| V_unsorted.reshape(Bns, sub_size, sub_size) |
| ).reshape(B, num_sub, sub_size, sub_size) |
|
|
| current_evals = new_evals.reshape(B, pn) |
| V_current = V_merged |
|
|
| eigenvalues = current_evals |
| eigenvectors = V_current.squeeze(1) |
|
|
| sorted_evals, sort_perm = eigenvalues.sort(dim=-1) |
| sort_exp = sort_perm.unsqueeze(-2).expand_as(eigenvectors) |
| sorted_evecs = eigenvectors.gather(-1, sort_exp) |
|
|
| if n < pn: |
| sorted_evals = sorted_evals[:, :n] |
| sorted_evecs = sorted_evecs[:, :n, :n] |
|
|
| return sorted_evals, sorted_evecs |
|
|
|
|
| |
| |
| |
|
|
| class JacobiEigh(nn.Module): |
| """ |
| Jacobi eigenvalue algorithm for small symmetric matrices. |
| Fixed sweep count, fully vectorized, zero branches. |
| |
| COMPILE FIX: Pair indices stored as plain Python lists (not tensors). |
| Dynamo sees these as constants β no SymInt issues. |
| """ |
|
|
| def __init__(self, max_n: int, |
| max_sweeps: int = DEFAULT_MAX_JACOBI_SWEEPS, |
| eps: float = 1e-30): |
| super().__init__() |
| self.max_n = max_n |
| self.max_sweeps = max_sweeps |
| self.eps = eps |
|
|
| |
| |
| pairs = [] |
| for p in range(max_n): |
| for q in range(p + 1, max_n): |
| pairs.append((p, q)) |
| self._pairs_p: list[int] = [p for p, q in pairs] |
| self._pairs_q: list[int] = [q for p, q in pairs] |
| self._n_pairs: int = len(pairs) |
|
|
| def forward(self, A: Tensor) -> Tuple[Tensor, Tensor]: |
| """ |
| A: [B, n, n] symmetric |
| Returns: (eigenvalues [B, n] ascending, eigenvectors [B, n, n]) |
| """ |
| B, n, _ = A.shape |
| eps = self.eps |
|
|
| W = A.clone() |
| V = torch.eye(n, device=A.device, dtype=A.dtype).unsqueeze(0).expand(B, -1, -1).clone() |
|
|
| for _sweep in range(self.max_sweeps): |
| for idx in range(self._n_pairs): |
| |
| p: int = self._pairs_p[idx] |
| q: int = self._pairs_q[idx] |
|
|
| app = W[:, p, p] |
| aqq = W[:, q, q] |
| apq = W[:, p, q] |
|
|
| |
| two_apq = 2.0 * apq |
| diff = aqq - app |
|
|
| |
| abs_two_apq = two_apq.abs().clamp(min=eps) |
| sign_two_apq = torch.where(two_apq >= 0, |
| torch.ones_like(two_apq), |
| -torch.ones_like(two_apq)) |
| tau = diff / (abs_two_apq * sign_two_apq) |
|
|
| tau_sign = torch.where(tau >= 0, |
| torch.ones_like(tau), |
| -torch.ones_like(tau)) |
| t = tau_sign / (tau.abs() + torch.sqrt(1.0 + tau * tau)) |
|
|
| |
| skip = (apq.abs() < eps).float() |
| t = t * (1.0 - skip) |
|
|
| c = 1.0 / torch.sqrt(1.0 + t * t) |
| s = t * c |
|
|
| |
| Wp = W[:, :, p].clone() |
| Wq = W[:, :, q].clone() |
| c_col = c.unsqueeze(-1) |
| s_col = s.unsqueeze(-1) |
| W[:, :, p] = c_col * Wp - s_col * Wq |
| W[:, :, q] = s_col * Wp + c_col * Wq |
|
|
| |
| Wp = W[:, p, :].clone() |
| Wq = W[:, q, :].clone() |
| W[:, p, :] = c_col * Wp - s_col * Wq |
| W[:, q, :] = s_col * Wp + c_col * Wq |
|
|
| |
| W[:, p, q] = 0.0 |
| W[:, q, p] = 0.0 |
| W[:, p, p] = app - t * apq |
| W[:, q, q] = aqq + t * apq |
|
|
| |
| Vp = V[:, :, p].clone() |
| Vq = V[:, :, q].clone() |
| V[:, :, p] = c_col * Vp - s_col * Vq |
| V[:, :, q] = s_col * Vp + c_col * Vq |
|
|
| |
| |
| V = orthogonalize_ns(V, n_iter=2) |
|
|
| |
| eigenvalues = torch.diagonal(W, dim1=-2, dim2=-1) |
| sorted_evals, sort_perm = eigenvalues.sort(dim=-1) |
| sort_exp = sort_perm.unsqueeze(-2).expand_as(V) |
| sorted_evecs = V.gather(-1, sort_exp) |
|
|
| return sorted_evals, sorted_evecs |
|
|
|
|
| |
| |
| |
|
|
| class HouseholderBackAccumulate(nn.Module): |
|
|
| def __init__(self, max_n: int, eps: float = 1e-30): |
| super().__init__() |
| self.max_n = max_n |
| self.eps = eps |
|
|
| def forward(self, reflectors: Tensor, Z: Tensor, n: int) -> Tensor: |
| V = Z.clone() |
| for k in range(n - 3, -1, -1): |
| tail_len = n - k - 1 |
| v = reflectors[k, :, :tail_len] |
| v_col = v.unsqueeze(-1) |
| V_sub = V[:, k + 1:, :] |
| vtV = torch.bmm(v_col.transpose(-2, -1), V_sub) |
| V[:, k + 1:, :] = V_sub - 2.0 * v_col @ vtV |
| return V |
|
|
|
|
| |
| |
| |
|
|
| class EighValidator(nn.Module): |
|
|
| def forward(self, A: Tensor, eigenvalues: Tensor, |
| eigenvectors: Tensor) -> Tuple[Tensor, Tensor, Tensor]: |
| B, n, _ = A.shape |
| AV = torch.bmm(A, eigenvectors) |
| VL = eigenvectors * eigenvalues.unsqueeze(-2) |
| residual = AV - VL |
| A_norm = torch.linalg.norm(A.reshape(B, -1), dim=-1).clamp(min=1e-30) |
| residual_norm = torch.linalg.norm(residual.reshape(B, -1), dim=-1) / A_norm |
|
|
| VtV = torch.bmm(eigenvectors.transpose(-2, -1), eigenvectors) |
| I = torch.eye(n, device=A.device, dtype=A.dtype).unsqueeze(0) |
| orth_err = torch.linalg.norm((VtV - I).reshape(B, -1), dim=-1) |
|
|
| return residual_norm, orth_err, residual_norm.max() |
|
|
|
|
| |
| |
| |
|
|
| class CompiledEigh(nn.Module): |
| """ |
| Drop-in replacement for torch.linalg.eigh. |
| |
| Usage: |
| solver = CompiledEigh(max_n=6) |
| solver = torch.compile(solver, fullgraph=True) |
| eigenvalues, eigenvectors = solver(A) |
| """ |
|
|
| def __init__(self, max_n: int, |
| use_jacobi: Optional[bool] = None, |
| max_newton: int = DEFAULT_MAX_NEWTON, |
| max_jacobi_sweeps: int = DEFAULT_MAX_JACOBI_SWEEPS, |
| eps: float = 1e-30, tol: float = 1e-7): |
| super().__init__() |
| self.max_n = max_n |
| self.eps = eps |
|
|
| if use_jacobi is None: |
| use_jacobi = (max_n <= JACOBI_THRESHOLD) |
| self.use_jacobi = use_jacobi |
|
|
| if use_jacobi: |
| self.jacobi = JacobiEigh( |
| max_n=max_n, max_sweeps=max_jacobi_sweeps, eps=eps) |
| else: |
| self.tridiag = HouseholderTridiagonalizer(max_n=max_n, eps=eps) |
| self.dc = TensorTreeDC( |
| max_n=max_n, max_newton=max_newton, eps=eps, tol=tol) |
| self.back_accum = HouseholderBackAccumulate(max_n=max_n, eps=eps) |
|
|
| self.validator = EighValidator() |
|
|
| def forward(self, A: Tensor, validate: bool = False |
| ) -> Tuple[Tensor, Tensor]: |
| B, n, _ = A.shape |
|
|
| if self.use_jacobi: |
| eigenvalues, eigenvectors = self.jacobi(A) |
| else: |
| A_work = A.clone() |
| d = torch.empty(B, n, device=A.device, dtype=A.dtype) |
| e = torch.empty(B, n - 1, device=A.device, dtype=A.dtype) |
| reflectors = torch.zeros(max(n - 2, 1), B, n, |
| device=A.device, dtype=A.dtype) |
| self.tridiag(A_work, d, e, reflectors) |
| eigenvalues, Z = self.dc(d, e) |
| eigenvectors = self.back_accum(reflectors, Z, n) |
| |
| eigenvectors = orthogonalize_ns(eigenvectors, n_iter=2) |
|
|
| if validate: |
| res_norm, orth_err, max_err = self.validator(A, eigenvalues, eigenvectors) |
| print(f"[CompiledEigh] max residual: {max_err.item():.2e}, " |
| f"mean orth err: {orth_err.mean().item():.2e}") |
|
|
| return eigenvalues, eigenvectors |
|
|
|
|
| |
| |
| |
|
|
| _cached_solvers = {} |
|
|
| def compiled_eigh(A: Tensor, validate: bool = False) -> Tuple[Tensor, Tensor]: |
| B, n, _ = A.shape |
| key = (n, A.device, A.dtype) |
| if key not in _cached_solvers: |
| _cached_solvers[key] = CompiledEigh(max_n=n).to(A.device) |
| return _cached_solvers[key](A, validate=validate) |
|
|
|
|
| """ |
| CompiledEigh β Colab GPU Benchmark v3 |
| Fixes: |
| v2: Jacobi pairs as plain Python lists (Dynamo compile fix), sweeps 6β10 |
| v3: Replaced Gram-Schmidt with Newton-Schulz orthogonalization (all-bmm), |
| disabled TF32 to ensure fp32 precision on Blackwell |
| """ |
|
|
| import torch |
| import time |
| import gc |
| import sys |
|
|
| |
| |
| torch.backends.cuda.matmul.allow_tf32 = False |
| torch.backends.cudnn.allow_tf32 = False |
| torch.set_float32_matmul_precision('highest') |
|
|
|
|
| def sync(): |
| if torch.cuda.is_available(): |
| torch.cuda.synchronize() |
|
|
|
|
| def gpu_timer(fn, warmup=10, repeats=200): |
| for _ in range(warmup): |
| fn() |
| sync() |
| start = time.perf_counter() |
| for _ in range(repeats): |
| fn() |
| sync() |
| return (time.perf_counter() - start) / repeats |
|
|
|
|
| def make_symmetric_batch(B, n, device, dtype=torch.float32): |
| R = torch.randn(B, n, n, device=device, dtype=dtype) |
| return (R + R.transpose(-2, -1)) / 2.0 |
|
|
|
|
| def make_cm_like_batch(B, n, device, dtype=torch.float32): |
| points = torch.randn(B, n, n, device=device, dtype=dtype) |
| points = points / (points.norm(dim=-1, keepdim=True) + 1e-8) |
| return torch.bmm(points, points.transpose(-2, -1)) * 0.3 |
|
|
|
|
| def fmt_time(seconds): |
| if seconds < 1e-3: |
| return f"{seconds*1e6:.1f} us" |
| elif seconds < 1.0: |
| return f"{seconds*1e3:.2f} ms" |
| return f"{seconds:.3f} s" |
|
|
|
|
| |
|
|
| def test_ns_diagnostic(device): |
| """Verify Newton-Schulz orthogonalization works on GPU independently.""" |
| print("\n" + "=" * 70) |
| print(" TEST 0: NEWTON-SCHULZ DIAGNOSTIC") |
| print("=" * 70) |
|
|
| for n in [5, 6, 8]: |
| B = 1024 |
| |
| Q, _ = torch.linalg.qr(torch.randn(B, n, n, device=device)) |
| |
| noise = torch.randn(B, n, n, device=device) * 1e-3 |
| V_dirty = Q + noise |
|
|
| I_n = torch.eye(n, device=device).unsqueeze(0) |
|
|
| |
| VtV_before = torch.bmm(V_dirty.transpose(-2, -1), V_dirty) |
| orth_before = torch.linalg.norm((VtV_before - I_n).reshape(B, -1), dim=-1).max().item() |
|
|
| |
| V_clean = orthogonalize_ns(V_dirty, n_iter=2) |
| VtV_after = torch.bmm(V_clean.transpose(-2, -1), V_clean) |
| orth_after = torch.linalg.norm((VtV_after - I_n).reshape(B, -1), dim=-1).max().item() |
|
|
| |
| V_clean3 = orthogonalize_ns(V_dirty, n_iter=3) |
| VtV_after3 = torch.bmm(V_clean3.transpose(-2, -1), V_clean3) |
| orth_after3 = torch.linalg.norm((VtV_after3 - I_n).reshape(B, -1), dim=-1).max().item() |
|
|
| print(f" n={n}: before={orth_before:.2e} " |
| f"after(2iter)={orth_after:.2e} " |
| f"after(3iter)={orth_after3:.2e}") |
|
|
| |
| print(f"\n --- With actual Jacobi output ---") |
| for n in [5, 6]: |
| B = 2048 |
| A = make_symmetric_batch(B, n, device) |
| solver = JacobiEigh(max_n=n, max_sweeps=10).to(device) |
|
|
| |
| W = A.clone() |
| V = torch.eye(n, device=device).unsqueeze(0).expand(B, -1, -1).clone() |
| for _sweep in range(solver.max_sweeps): |
| for idx in range(solver._n_pairs): |
| p, q = solver._pairs_p[idx], solver._pairs_q[idx] |
| app, aqq, apq = W[:, p, p], W[:, q, q], W[:, p, q] |
| two_apq = 2.0 * apq |
| diff = aqq - app |
| abs_2apq = two_apq.abs().clamp(min=1e-30) |
| sign_2apq = torch.where(two_apq >= 0, |
| torch.ones_like(two_apq), -torch.ones_like(two_apq)) |
| tau = diff / (abs_2apq * sign_2apq) |
| tau_sign = torch.where(tau >= 0, |
| torch.ones_like(tau), -torch.ones_like(tau)) |
| t = tau_sign / (tau.abs() + torch.sqrt(1.0 + tau * tau)) |
| skip = (apq.abs() < 1e-30).float() |
| t = t * (1.0 - skip) |
| c = 1.0 / torch.sqrt(1.0 + t * t) |
| s = t * c |
| c_col, s_col = c.unsqueeze(-1), s.unsqueeze(-1) |
| Wp = W[:, :, p].clone(); Wq = W[:, :, q].clone() |
| W[:, :, p] = c_col * Wp - s_col * Wq |
| W[:, :, q] = s_col * Wp + c_col * Wq |
| Wp = W[:, p, :].clone(); Wq = W[:, q, :].clone() |
| W[:, p, :] = c_col * Wp - s_col * Wq |
| W[:, q, :] = s_col * Wp + c_col * Wq |
| W[:, p, q] = 0.0; W[:, q, p] = 0.0 |
| W[:, p, p] = app - t * apq |
| W[:, q, q] = aqq + t * apq |
| Vp = V[:, :, p].clone(); Vq = V[:, :, q].clone() |
| V[:, :, p] = c_col * Vp - s_col * Vq |
| V[:, :, q] = s_col * Vp + c_col * Vq |
|
|
| I_n = torch.eye(n, device=device).unsqueeze(0) |
| VtV = torch.bmm(V.transpose(-2, -1), V) |
| orth_raw = torch.linalg.norm((VtV - I_n).reshape(B, -1), dim=-1).max().item() |
|
|
| V_ns = orthogonalize_ns(V, n_iter=2) |
| VtV_ns = torch.bmm(V_ns.transpose(-2, -1), V_ns) |
| orth_ns = torch.linalg.norm((VtV_ns - I_n).reshape(B, -1), dim=-1).max().item() |
|
|
| print(f" Jacobi raw n={n}: orth={orth_raw:.2e} after NS(2)={orth_ns:.2e}") |
|
|
|
|
| |
|
|
| def test_accuracy(device): |
| print("\n" + "=" * 70) |
| print(" TEST 1: ACCURACY vs torch.linalg.eigh") |
| print("=" * 70) |
|
|
| validator = EighValidator() |
| configs = [ |
| (3, 4096, "3x3 small"), |
| (5, 4096, "5x5 CM matrix size"), |
| (6, 4096, "6x6 pentachoron bordered"), |
| (8, 2048, "8x8 padded CM"), |
| (12, 1024, "12x12 medium"), |
| (16, 512, "16x16 Jacobi boundary"), |
| ] |
|
|
| all_pass = True |
| for n, B, label in configs: |
| A = make_symmetric_batch(B, n, device) |
| ref_vals, ref_vecs = torch.linalg.eigh(A) |
|
|
| solver = CompiledEigh(max_n=n).to(device) |
| our_vals, our_vecs = solver(A) |
|
|
| val_err = (our_vals - ref_vals).abs().max().item() |
| val_mean = (our_vals - ref_vals).abs().mean().item() |
|
|
| dots = torch.bmm(ref_vecs.transpose(-2, -1), our_vecs) |
| alignment = dots.abs().max(dim=-1).values.min().item() |
|
|
| res_norm, orth_err, max_res = validator(A, our_vals, our_vecs) |
| max_orth = orth_err.max().item() |
|
|
| |
| ok = val_err < 1e-3 and alignment > 0.999 and max_orth < 1e-4 |
| if not ok: |
| all_pass = False |
|
|
| print(f"\n [{'PASS' if ok else 'FAIL'}] {label} (n={n}, B={B})") |
| print(f" eigenvalue err max={val_err:.2e} mean={val_mean:.2e}") |
| print(f" eigvec alignment min={alignment:.8f}") |
| print(f" residual norm max={max_res.item():.2e}") |
| print(f" orthogonality max={max_orth:.2e}") |
|
|
| print(f"\n --- CM-like spectral distribution ---") |
| for n in [5, 6]: |
| A = make_cm_like_batch(2048, n, device) |
| ref_vals, _ = torch.linalg.eigh(A) |
| solver = CompiledEigh(max_n=n).to(device) |
| our_vals, our_vecs = solver(A) |
| val_err = (our_vals - ref_vals).abs().max().item() |
| res_norm, orth_err, max_res = validator(A, our_vals, our_vecs) |
| print(f" CM-like n={n}: val_err={val_err:.2e} " |
| f"res={max_res.item():.2e} orth={orth_err.max().item():.2e}") |
|
|
| return all_pass |
|
|
|
|
| |
|
|
| def test_compile(device): |
| print("\n" + "=" * 70) |
| print(" TEST 2: torch.compile(fullgraph=True)") |
| print("=" * 70) |
|
|
| results = {} |
| for n, B, label in [(5, 1024, "5x5"), (6, 1024, "6x6"), (8, 512, "8x8")]: |
| A = make_symmetric_batch(B, n, device) |
| solver = CompiledEigh(max_n=n).to(device) |
|
|
| try: |
| compiled_solver = torch.compile(solver, fullgraph=True) |
| vals, vecs = compiled_solver(A) |
| sync() |
| ref_vals, _ = torch.linalg.eigh(A) |
| err = (vals - ref_vals).abs().max().item() |
| results[label] = ("PASS", err) |
| print(f" [{label}] fullgraph=True SUCCESS (val_err={err:.2e})") |
| except Exception as e: |
| results[label] = ("FAIL", str(e)[:200]) |
| print(f" [{label}] COMPILE FAILED: {str(e)[:200]}") |
|
|
| return all(v[0] == "PASS" for v in results.values()) |
|
|
|
|
| |
|
|
| def test_benchmark(device): |
| print("\n" + "=" * 70) |
| print(" TEST 3: GPU THROUGHPUT BENCHMARK") |
| print("=" * 70) |
| print(f" Device: {torch.cuda.get_device_name(0)}") |
| print(f" Timing: 10 warmup + 200 repeats\n") |
|
|
| configs = [ |
| (5, 1024, "CM 5x5 B=1024"), |
| (5, 4096, "CM 5x5 B=4096"), |
| (5, 8192, "CM 5x5 B=8192"), |
| (6, 1024, "CM 6x6 B=1024"), |
| (6, 4096, "CM 6x6 B=4096"), |
| (6, 8192, "CM 6x6 B=8192"), |
| (8, 2048, "8x8 B=2048"), |
| (16, 1024, "16x16 B=1024"), |
| ] |
|
|
| print(f" {'Config':<22} {'eigh ref':>10} {'ours eager':>12} " |
| f"{'ours compiled':>14} {'vs ref':>8}") |
| print(f" {'-'*22} {'-'*10} {'-'*12} {'-'*14} {'-'*8}") |
|
|
| for n, B, label in configs: |
| A = make_symmetric_batch(B, n, device) |
|
|
| ref_time = gpu_timer(lambda: torch.linalg.eigh(A)) |
|
|
| solver = CompiledEigh(max_n=n).to(device) |
| eager_time = gpu_timer(lambda: solver(A)) |
|
|
| try: |
| compiled_solver = torch.compile(solver, fullgraph=True) |
| for _ in range(5): |
| compiled_solver(A) |
| sync() |
| compiled_time = gpu_timer(lambda: compiled_solver(A)) |
| compiled_str = fmt_time(compiled_time) |
| speedup = ref_time / compiled_time |
| speedup_str = f"{speedup:.2f}x" |
| except Exception: |
| compiled_str = "FAIL" |
| speedup_str = "N/A" |
|
|
| print(f" {label:<22} {fmt_time(ref_time):>10} " |
| f"{fmt_time(eager_time):>12} {compiled_str:>14} {speedup_str:>8}") |
|
|
| print(f"\n --- High batch stress test ---") |
| for n in [5, 6]: |
| for B in [16384, 32768]: |
| try: |
| A = make_symmetric_batch(B, n, device) |
| solver = CompiledEigh(max_n=n).to(device) |
| compiled_solver = torch.compile(solver, fullgraph=True) |
| for _ in range(3): |
| compiled_solver(A) |
| sync() |
| t = gpu_timer(lambda: compiled_solver(A), warmup=5, repeats=100) |
| ref_t = gpu_timer(lambda: torch.linalg.eigh(A), warmup=5, repeats=100) |
| print(f" n={n} B={B}: compiled={fmt_time(t)} ref={fmt_time(ref_t)} " |
| f"ratio={ref_t/t:.2f}x throughput={B/t:.0f}/sec") |
| except RuntimeError as e: |
| if "out of memory" in str(e).lower(): |
| print(f" n={n} B={B}: OOM") |
| torch.cuda.empty_cache() |
| else: |
| raise |
|
|
|
|
| |
|
|
| def test_autograd(device): |
| print("\n" + "=" * 70) |
| print(" TEST 4: AUTOGRAD BACKWARD") |
| print("=" * 70) |
|
|
| for n, B in [(5, 512), (6, 512)]: |
| A_ref = make_symmetric_batch(B, n, device).requires_grad_(True) |
| vals_ref, vecs_ref = torch.linalg.eigh(A_ref) |
| (vals_ref.sum() + (vecs_ref ** 2).sum()).backward() |
| grad_ref = A_ref.grad.clone() |
|
|
| |
| A_e = A_ref.detach().clone().requires_grad_(True) |
| solver = CompiledEigh(max_n=n).to(device) |
| try: |
| vals_e, vecs_e = solver(A_e) |
| (vals_e.sum() + (vecs_e ** 2).sum()).backward() |
| err_e = (A_e.grad - grad_ref).abs().max().item() |
| rel_e = err_e / (grad_ref.abs().max().item() + 1e-30) |
| print(f" [{'PASS' if rel_e < 0.1 else 'WARN'}] n={n} eager backward: " |
| f"grad_err={err_e:.2e} rel={rel_e:.2e}") |
| except Exception as e: |
| print(f" [FAIL] n={n} eager backward: {e}") |
|
|
| |
| A_c = A_ref.detach().clone().requires_grad_(True) |
| try: |
| compiled_solver = torch.compile(solver) |
| vals_c, vecs_c = compiled_solver(A_c) |
| (vals_c.sum() + (vecs_c ** 2).sum()).backward() |
| err_c = (A_c.grad - grad_ref).abs().max().item() |
| rel_c = err_c / (grad_ref.abs().max().item() + 1e-30) |
| print(f" [{'PASS' if rel_c < 0.1 else 'WARN'}] n={n} compiled backward: " |
| f"grad_err={err_c:.2e} rel={rel_c:.2e}") |
| except Exception as e: |
| print(f" [INFO] n={n} compiled backward: {str(e)[:150]}") |
| print(f" (forward fullgraph is the main win)") |
|
|
|
|
| |
|
|
| def test_vram(device): |
| print("\n" + "=" * 70) |
| print(" TEST 5: VRAM USAGE") |
| print("=" * 70) |
|
|
| for n, B in [(5, 4096), (6, 4096), (6, 8192), (5, 8192)]: |
| torch.cuda.empty_cache() |
| gc.collect() |
| torch.cuda.reset_peak_memory_stats() |
| base_mem = torch.cuda.memory_allocated() |
|
|
| A = make_symmetric_batch(B, n, device) |
| solver = CompiledEigh(max_n=n).to(device) |
| vals, vecs = solver(A) |
|
|
| peak_mem = torch.cuda.max_memory_allocated() |
| delta_mb = (peak_mem - base_mem) / (1024 ** 2) |
| print(f" n={n} B={B}: peak delta = {delta_mb:.1f} MB") |
|
|
| del A, solver, vals, vecs |
| torch.cuda.empty_cache() |
| gc.collect() |
|
|
|
|
| |
|
|
| def main(): |
| print("=" * 70) |
| print(" CompiledEigh v3 β GPU Benchmark Suite") |
| print("=" * 70) |
|
|
| if not torch.cuda.is_available(): |
| print("\n No CUDA. Run on Colab with A100/H100.") |
| sys.exit(1) |
|
|
| device = torch.device('cuda') |
| print(f"\n GPU: {torch.cuda.get_device_name(0)}") |
| print(f" CUDA: {torch.version.cuda}") |
| print(f" PyTorch: {torch.__version__}") |
| mem_gb = torch.cuda.get_device_properties(0).total_memory / (1024**3) |
| print(f" VRAM: {mem_gb:.1f} GB") |
| print(f" TF32 matmul: {torch.backends.cuda.matmul.allow_tf32}") |
| print(f" float32 precision: {torch.get_float32_matmul_precision()}") |
|
|
| test_ns_diagnostic(device) |
| acc_ok = test_accuracy(device) |
| compile_ok = test_compile(device) |
| test_benchmark(device) |
| test_autograd(device) |
| test_vram(device) |
|
|
| print("\n" + "=" * 70) |
| print(" SUMMARY") |
| print("=" * 70) |
| print(f" Accuracy: {'PASS' if acc_ok else 'FAIL'}") |
| print(f" Compile: {'PASS' if compile_ok else 'FAIL'}") |
| print("=" * 70) |
|
|
|
|
| if __name__ == '__main__': |
| main() |