| | import numpy as _numpy |
| |
|
| | import cupy as _cupy |
| | from cupy_backends.cuda.libs import cublas as _cublas |
| | from cupy.cuda import device as _device |
| |
|
| |
|
| | def gesv(a, b): |
| | """Solve a linear matrix equation using cusolverDn<t>getr[fs](). |
| | |
| | Computes the solution to a system of linear equation ``ax = b``. |
| | |
| | Args: |
| | a (cupy.ndarray): The matrix with dimension ``(M, M)``. |
| | b (cupy.ndarray): The matrix with dimension ``(M)`` or ``(M, K)``. |
| | |
| | Returns: |
| | cupy.ndarray: |
| | The matrix with dimension ``(M)`` or ``(M, K)``. |
| | |
| | Note: ``a`` and ``b`` will be overwritten. |
| | """ |
| | from cupy_backends.cuda.libs import cusolver as _cusolver |
| |
|
| | if a.ndim != 2: |
| | raise ValueError('a.ndim must be 2 (actual: {})'.format(a.ndim)) |
| | if b.ndim not in (1, 2): |
| | raise ValueError('b.ndim must be 1 or 2 (actual: {})'.format(b.ndim)) |
| | if a.shape[0] != a.shape[1]: |
| | raise ValueError('a must be a square matrix.') |
| | if a.shape[0] != b.shape[0]: |
| | raise ValueError('shape mismatch (a: {}, b: {}).'. |
| | format(a.shape, b.shape)) |
| | if a.dtype != b.dtype: |
| | raise TypeError('dtype mismatch (a: {}, b: {})'. |
| | format(a.dtype, b.dtype)) |
| | dtype = a.dtype |
| | if dtype == 'f': |
| | t = 's' |
| | elif dtype == 'd': |
| | t = 'd' |
| | elif dtype == 'F': |
| | t = 'c' |
| | elif dtype == 'D': |
| | t = 'z' |
| | else: |
| | raise TypeError('unsupported dtype (actual:{})'.format(a.dtype)) |
| | helper = getattr(_cusolver, t + 'getrf_bufferSize') |
| | getrf = getattr(_cusolver, t + 'getrf') |
| | getrs = getattr(_cusolver, t + 'getrs') |
| |
|
| | n = b.shape[0] |
| | nrhs = b.shape[1] if b.ndim == 2 else 1 |
| | if a._f_contiguous: |
| | trans = _cublas.CUBLAS_OP_N |
| | elif a._c_contiguous: |
| | trans = _cublas.CUBLAS_OP_T |
| | else: |
| | raise ValueError('a must be F-contiguous or C-contiguous.') |
| | if not b._f_contiguous: |
| | raise ValueError('b must be F-contiguous.') |
| |
|
| | handle = _device.get_cusolver_handle() |
| | dipiv = _cupy.empty(n, dtype=_numpy.int32) |
| | dinfo = _cupy.empty(1, dtype=_numpy.int32) |
| | lwork = helper(handle, n, n, a.data.ptr, n) |
| | dwork = _cupy.empty(lwork, dtype=a.dtype) |
| | |
| | getrf(handle, n, n, a.data.ptr, n, dwork.data.ptr, dipiv.data.ptr, |
| | dinfo.data.ptr) |
| | _cupy.linalg._util._check_cusolver_dev_info_if_synchronization_allowed( |
| | getrf, dinfo) |
| | |
| | getrs(handle, trans, n, nrhs, a.data.ptr, n, |
| | dipiv.data.ptr, b.data.ptr, n, dinfo.data.ptr) |
| | _cupy.linalg._util._check_cusolver_dev_info_if_synchronization_allowed( |
| | getrs, dinfo) |
| |
|
| |
|
| | def gels(a, b): |
| | """Solves over/well/under-determined linear systems. |
| | |
| | Computes least-square solution to equation ``ax = b` by QR factorization |
| | using cusolverDn<t>geqrf(). |
| | |
| | Args: |
| | a (cupy.ndarray): The matrix with dimension ``(M, N)``. |
| | b (cupy.ndarray): The matrix with dimension ``(M)`` or ``(M, K)``. |
| | |
| | Returns: |
| | cupy.ndarray: |
| | The matrix with dimension ``(N)`` or ``(N, K)``. |
| | """ |
| | from cupy_backends.cuda.libs import cusolver as _cusolver |
| |
|
| | if a.ndim != 2: |
| | raise ValueError('a.ndim must be 2 (actual: {})'.format(a.ndim)) |
| | if b.ndim == 1: |
| | nrhs = 1 |
| | elif b.ndim == 2: |
| | nrhs = b.shape[1] |
| | else: |
| | raise ValueError('b.ndim must be 1 or 2 (actual: {})'.format(b.ndim)) |
| | if a.shape[0] != b.shape[0]: |
| | raise ValueError('shape mismatch (a: {}, b: {}).'. |
| | format(a.shape, b.shape)) |
| | if a.dtype != b.dtype: |
| | raise ValueError('dtype mismatch (a: {}, b: {}).'. |
| | format(a.dtype, b.dtype)) |
| |
|
| | dtype = a.dtype |
| | if dtype == 'f': |
| | t = 's' |
| | elif dtype == 'd': |
| | t = 'd' |
| | elif dtype == 'F': |
| | t = 'c' |
| | elif dtype == 'D': |
| | t = 'z' |
| | else: |
| | raise ValueError('unsupported dtype (actual: {})'.format(dtype)) |
| |
|
| | geqrf_helper = getattr(_cusolver, t + 'geqrf_bufferSize') |
| | geqrf = getattr(_cusolver, t + 'geqrf') |
| | trsm = getattr(_cublas, t + 'trsm') |
| | if t in 'sd': |
| | ormqr_helper = getattr(_cusolver, t + 'ormqr_bufferSize') |
| | ormqr = getattr(_cusolver, t + 'ormqr') |
| | else: |
| | ormqr_helper = getattr(_cusolver, t + 'unmqr_bufferSize') |
| | ormqr = getattr(_cusolver, t + 'unmqr') |
| |
|
| | no_trans = _cublas.CUBLAS_OP_N |
| | if dtype.char in 'fd': |
| | trans = _cublas.CUBLAS_OP_T |
| | else: |
| | trans = _cublas.CUBLAS_OP_C |
| |
|
| | m, n = a.shape |
| | mn_min = min(m, n) |
| | dev_info = _cupy.empty(1, dtype=_numpy.int32) |
| | tau = _cupy.empty(mn_min, dtype=dtype) |
| | cusolver_handle = _device.get_cusolver_handle() |
| | cublas_handle = _device.get_cublas_handle() |
| | one = _numpy.array(1.0, dtype=dtype) |
| |
|
| | if m >= n: |
| | a = a.copy(order='F') |
| | b = b.copy(order='F') |
| |
|
| | |
| | ws_size = geqrf_helper(cusolver_handle, m, n, a.data.ptr, m) |
| | workspace = _cupy.empty(ws_size, dtype=dtype) |
| | geqrf(cusolver_handle, m, n, a.data.ptr, m, tau.data.ptr, |
| | workspace.data.ptr, ws_size, dev_info.data.ptr) |
| | _cupy.linalg._util._check_cusolver_dev_info_if_synchronization_allowed( |
| | geqrf, dev_info) |
| |
|
| | |
| | ws_size = ormqr_helper( |
| | cusolver_handle, _cublas.CUBLAS_SIDE_LEFT, trans, m, nrhs, mn_min, |
| | a.data.ptr, m, tau.data.ptr, b.data.ptr, m) |
| | workspace = _cupy.empty(ws_size, dtype=dtype) |
| | ormqr(cusolver_handle, _cublas.CUBLAS_SIDE_LEFT, trans, m, nrhs, |
| | mn_min, a.data.ptr, m, tau.data.ptr, b.data.ptr, m, |
| | workspace.data.ptr, ws_size, dev_info.data.ptr) |
| | _cupy.linalg._util._check_cusolver_dev_info_if_synchronization_allowed( |
| | ormqr, dev_info) |
| |
|
| | |
| | trsm(cublas_handle, _cublas.CUBLAS_SIDE_LEFT, |
| | _cublas.CUBLAS_FILL_MODE_UPPER, no_trans, |
| | _cublas.CUBLAS_DIAG_NON_UNIT, mn_min, nrhs, |
| | one.ctypes.data, a.data.ptr, m, b.data.ptr, m) |
| |
|
| | return b[:n] |
| |
|
| | else: |
| | a = a.conj().T.copy(order='F') |
| | bb = b |
| | out_shape = (n,) if b.ndim == 1 else (n, nrhs) |
| | b = _cupy.zeros(out_shape, dtype=dtype, order='F') |
| | b[:m] = bb |
| |
|
| | |
| | ws_size = geqrf_helper(cusolver_handle, n, m, a.data.ptr, n) |
| | workspace = _cupy.empty(ws_size, dtype=dtype) |
| | geqrf(cusolver_handle, n, m, a.data.ptr, n, tau.data.ptr, |
| | workspace.data.ptr, ws_size, dev_info.data.ptr) |
| | _cupy.linalg._util._check_cusolver_dev_info_if_synchronization_allowed( |
| | geqrf, dev_info) |
| |
|
| | |
| | trsm(cublas_handle, _cublas.CUBLAS_SIDE_LEFT, |
| | _cublas.CUBLAS_FILL_MODE_UPPER, trans, |
| | _cublas.CUBLAS_DIAG_NON_UNIT, m, nrhs, |
| | one.ctypes.data, a.data.ptr, n, b.data.ptr, n) |
| |
|
| | |
| | ws_size = ormqr_helper( |
| | cusolver_handle, _cublas.CUBLAS_SIDE_LEFT, no_trans, n, nrhs, |
| | mn_min, a.data.ptr, n, tau.data.ptr, b.data.ptr, n) |
| | workspace = _cupy.empty(ws_size, dtype=dtype) |
| | ormqr(cusolver_handle, _cublas.CUBLAS_SIDE_LEFT, no_trans, n, nrhs, |
| | mn_min, a.data.ptr, n, tau.data.ptr, b.data.ptr, n, |
| | workspace.data.ptr, ws_size, dev_info.data.ptr) |
| | _cupy.linalg._util._check_cusolver_dev_info_if_synchronization_allowed( |
| | ormqr, dev_info) |
| |
|
| | return b |
| |
|
| |
|
| | def _batched_posv(a, b): |
| | from cupy_backends.cuda.libs import cusolver as _cusolver |
| | import cupyx.cusolver |
| |
|
| | if not cupyx.cusolver.check_availability('potrsBatched'): |
| | raise RuntimeError('potrsBatched is not available') |
| |
|
| | dtype = _numpy.promote_types(a.dtype, b.dtype) |
| | dtype = _numpy.promote_types(dtype, 'f') |
| |
|
| | if dtype == 'f': |
| | potrfBatched = _cusolver.spotrfBatched |
| | potrsBatched = _cusolver.spotrsBatched |
| | elif dtype == 'd': |
| | potrfBatched = _cusolver.dpotrfBatched |
| | potrsBatched = _cusolver.dpotrsBatched |
| | elif dtype == 'F': |
| | potrfBatched = _cusolver.cpotrfBatched |
| | potrsBatched = _cusolver.cpotrsBatched |
| | elif dtype == 'D': |
| | potrfBatched = _cusolver.zpotrfBatched |
| | potrsBatched = _cusolver.zpotrsBatched |
| | else: |
| | msg = ('dtype must be float32, float64, complex64 or complex128' |
| | ' (actual: {})'.format(a.dtype)) |
| | raise ValueError(msg) |
| |
|
| | a = a.astype(dtype, order='C', copy=True) |
| | ap = _cupy._core._mat_ptrs(a) |
| | lda, n = a.shape[-2:] |
| | batch_size = int(_numpy.prod(a.shape[:-2])) |
| |
|
| | handle = _device.get_cusolver_handle() |
| | uplo = _cublas.CUBLAS_FILL_MODE_LOWER |
| | dev_info = _cupy.empty(batch_size, dtype=_numpy.int32) |
| |
|
| | |
| | potrfBatched(handle, uplo, n, ap.data.ptr, lda, dev_info.data.ptr, |
| | batch_size) |
| | _cupy.linalg._util._check_cusolver_dev_info_if_synchronization_allowed( |
| | potrfBatched, dev_info) |
| |
|
| | b_shape = b.shape |
| | b = b.conj().reshape(batch_size, n, -1).astype(dtype, order='C', copy=True) |
| | bp = _cupy._core._mat_ptrs(b) |
| | ldb, nrhs = b.shape[-2:] |
| | dev_info = _cupy.empty(1, dtype=_numpy.int32) |
| |
|
| | |
| | |
| | potrsBatched(handle, uplo, n, nrhs, ap.data.ptr, lda, bp.data.ptr, ldb, |
| | dev_info.data.ptr, batch_size) |
| | _cupy.linalg._util._check_cusolver_dev_info_if_synchronization_allowed( |
| | potrsBatched, dev_info) |
| |
|
| | |
| | return b.conj().reshape(b_shape) |
| |
|
| |
|
| | def posv(a, b): |
| | """Solve the linear equations A x = b via Cholesky factorization of A, |
| | where A is a real symmetric or complex Hermitian positive-definite matrix. |
| | |
| | If matrix ``A`` is not positive definite, Cholesky factorization fails |
| | and it raises an error. |
| | |
| | Note: For batch input, NRHS > 1 is not currently supported. |
| | |
| | Args: |
| | a (cupy.ndarray): Array of real symmetric or complex hermitian |
| | matrices with dimension (..., N, N). |
| | b (cupy.ndarray): right-hand side (..., N) or (..., N, NRHS). |
| | Returns: |
| | x (cupy.ndarray): The solution (shape matches b). |
| | """ |
| | from cupy_backends.cuda.libs import cusolver as _cusolver |
| |
|
| | _util = _cupy.linalg._util |
| | _util._assert_cupy_array(a, b) |
| | _util._assert_stacked_2d(a) |
| | _util._assert_stacked_square(a) |
| |
|
| | if a.ndim > 2: |
| | return _batched_posv(a, b) |
| |
|
| | dtype = _numpy.promote_types(a.dtype, b.dtype) |
| | dtype = _numpy.promote_types(dtype, 'f') |
| |
|
| | if dtype == 'f': |
| | potrf = _cusolver.spotrf |
| | potrf_bufferSize = _cusolver.spotrf_bufferSize |
| | potrs = _cusolver.spotrs |
| | elif dtype == 'd': |
| | potrf = _cusolver.dpotrf |
| | potrf_bufferSize = _cusolver.dpotrf_bufferSize |
| | potrs = _cusolver.dpotrs |
| | elif dtype == 'F': |
| | potrf = _cusolver.cpotrf |
| | potrf_bufferSize = _cusolver.cpotrf_bufferSize |
| | potrs = _cusolver.cpotrs |
| | elif dtype == 'D': |
| | potrf = _cusolver.zpotrf |
| | potrf_bufferSize = _cusolver.zpotrf_bufferSize |
| | potrs = _cusolver.zpotrs |
| | else: |
| | msg = ('dtype must be float32, float64, complex64 or complex128' |
| | ' (actual: {})'.format(a.dtype)) |
| | raise ValueError(msg) |
| |
|
| | a = a.astype(dtype, order='F', copy=True) |
| | lda, n = a.shape |
| |
|
| | handle = _device.get_cusolver_handle() |
| | uplo = _cublas.CUBLAS_FILL_MODE_LOWER |
| | dev_info = _cupy.empty(1, dtype=_numpy.int32) |
| |
|
| | worksize = potrf_bufferSize(handle, uplo, n, a.data.ptr, lda) |
| | workspace = _cupy.empty(worksize, dtype=dtype) |
| |
|
| | |
| | potrf(handle, uplo, n, a.data.ptr, lda, workspace.data.ptr, |
| | worksize, dev_info.data.ptr) |
| | _cupy.linalg._util._check_cusolver_dev_info_if_synchronization_allowed( |
| | potrf, dev_info) |
| |
|
| | b_shape = b.shape |
| | b = b.reshape(n, -1).astype(dtype, order='F', copy=True) |
| | ldb, nrhs = b.shape |
| |
|
| | |
| | potrs(handle, uplo, n, nrhs, a.data.ptr, lda, b.data.ptr, ldb, |
| | dev_info.data.ptr) |
| | _cupy.linalg._util._check_cusolver_dev_info_if_synchronization_allowed( |
| | potrs, dev_info) |
| |
|
| | return _cupy.ascontiguousarray(b.reshape(b_shape)) |
| |
|