data/varipeps/utils/extensions/svd_ffi.cpp

#include "svd_ffi.h"
#include "nanobind/nanobind.h"
#include "xla/ffi/api/ffi.h"

namespace nb = nanobind;

using lapack_int = int;

namespace ffi = xla::ffi;

XLA_FFI_REGISTER_ENUM_ATTR_DECODING(UVtMode);

template <ffi::DataType dtype>
static ffi::Error SvdOnlyUVtImpl(
    ffi::Buffer<dtype> x,
    ffi::ResultBuffer<dtype> x_out,
    ffi::ResultBuffer<ffi::ToReal(dtype)> s,
    ffi::ResultBuffer<dtype> u_or_vt,
    ffi::ResultBuffer<ffi::DataType::S32> info,
    UVtMode mode) {

  using MachineType = ffi::NativeType<dtype>;
  using RealType = ffi::NativeType<ffi::ToReal(dtype)>;
  using FnSig = std::conditional_t<ffi::IsComplexType<dtype>(),
                                   void(char const* jobz,
                                        lapack_int const* m, lapack_int const* n,
                                        MachineType* A, lapack_int const* lda,
                                        RealType* S,
                                        MachineType* U, lapack_int const* ldu,
                                        MachineType* VT, lapack_int const* ldvt,
                                        MachineType* work, lapack_int const* lwork,
                                        RealType* rwork,
                                        lapack_int* iwork,
                                        lapack_int* info
                                        ),
                                   void(char const* jobz,
                                        lapack_int const* m, lapack_int const* n,
                                        MachineType* A, lapack_int const* lda,
                                        RealType* S,
                                        MachineType* U, lapack_int const* ldu,
                                        MachineType* VT, lapack_int const* ldvt,
                                        MachineType* work, lapack_int const* lwork,
                                        lapack_int* iwork,
                                        lapack_int* info
                                        )>;

  FnSig* fn = nullptr;

  try {
    PyGILState_STATE state = PyGILState_Ensure();

    nb::module_ cython_lapack = nb::module_::import_("scipy.linalg.cython_lapack");

    nb::dict lapack_capi = cython_lapack.attr("__pyx_capi__");

    auto get_lapack_ptr = [&](const char* name) {
      return nb::cast<nb::capsule>(lapack_capi[name]).data();
    };

    if constexpr (dtype == ffi::DataType::F32) {
      fn = reinterpret_cast<FnSig*>(get_lapack_ptr("sgesdd"));
    }
    if constexpr (dtype == ffi::DataType::F64) {
      fn = reinterpret_cast<FnSig*>(get_lapack_ptr("dgesdd"));
    }
    if constexpr (dtype == ffi::DataType::C64) {
      fn = reinterpret_cast<FnSig*>(get_lapack_ptr("cgesdd"));
    }
    if constexpr (dtype == ffi::DataType::C128) {
      fn = reinterpret_cast<FnSig*>(get_lapack_ptr("zgesdd"));
    }

    PyGILState_Release(state);
  } catch (const nb::python_error &e) {
    std::cerr << e.what() << std::endl;
    throw;
  }

  const auto lapack_int_max = std::numeric_limits<lapack_int>::max();

  const ffi::Span<const int64_t> dims = x.dimensions();
  if (dims.size() != 2) {
    return ffi::Error(ffi::ErrorCode::kInvalidArgument, "Only 2d arrays supported as input.");
  }
  const int64_t x_rows = dims.front();
  const int64_t x_cols = dims.back();

  if (mode == UVtMode::computeOnlyU && x_rows > x_cols) [[unlikely]] {
    return ffi::Error(ffi::ErrorCode::kInvalidArgument, "Only matrices with M <= N supported.");
  } else if (mode == UVtMode::computeOnlyVt && x_rows < x_cols) [[unlikely]] {
    return ffi::Error(ffi::ErrorCode::kInvalidArgument, "Only matrices with M >= N supported.");
  }

  if (x_rows > lapack_int_max || x_cols > lapack_int_max) [[unlikely]] {
    return ffi::Error(ffi::ErrorCode::kOutOfRange, "Dimension of input out of range for lapack integer.");
  }
  
  const lapack_int x_rows_lapack = static_cast<lapack_int>(x_rows);
  const lapack_int x_cols_lapack = static_cast<lapack_int>(x_cols);

  auto* x_out_data = x_out->typed_data();
  auto* s_data = s->typed_data();
  auto* u_or_vt_data = u_or_vt->typed_data();
  auto* info_data = info->typed_data();

  MachineType* u_data;
  MachineType* vt_data;
  if ((mode == UVtMode::computeOnlyU || mode == UVtMode::computePartialUandVt) && x_rows < x_cols) {
    u_data = u_or_vt_data;
    vt_data = nullptr;
  } else {
    u_data = nullptr;
    vt_data = u_or_vt_data;
  }

  if (x.typed_data() != x_out_data) {
    std::copy_n(x.typed_data(), x.element_count(), x_out_data);
  }

  ffi::NativeType<dtype> work_size = {};
  lapack_int lwork = -1;
  const char jobz = 'O';
  lapack_int ldu;
  lapack_int ldvt;
  if ((mode == UVtMode::computeOnlyU || mode == UVtMode::computePartialUandVt) && x_rows < x_cols) {
    ldu = x_rows_lapack;
    ldvt = 1;
  } else {
    ldu = 1;
    ldvt = x_cols_lapack;
  }

  if constexpr (ffi::IsComplexType<dtype>()) {
    fn(&jobz, &x_rows_lapack, &x_cols_lapack, nullptr,
       &x_rows_lapack, nullptr, nullptr,
       &ldu, nullptr, &ldvt, &work_size,
       &lwork, nullptr, nullptr, info_data
       );
  } else {
    fn(&jobz, &x_rows_lapack, &x_cols_lapack, nullptr,
       &x_rows_lapack, nullptr, nullptr,
       &ldu, nullptr, &ldvt,
       &work_size, &lwork, nullptr, info_data
       );
  }

  if (*info_data != 0) {
    return ffi::Error::Success();
    // return ffi::Error(ffi::ErrorCode::kInternal, "Non zero info returned by lapack.");
  }

  if (std::real(work_size) > lapack_int_max) [[unlikely]] {
    return ffi::Error(ffi::ErrorCode::kOutOfRange, "Workspace size out of range for lapack integer.");
  }
  lwork = static_cast<lapack_int>(std::real(work_size));

  const auto min_dim = std::min(x_rows, x_cols);
  const auto max_dim = std::max(x_rows, x_cols);
  
  auto work = std::unique_ptr<ffi::NativeType<dtype>[]>(new ffi::NativeType<dtype>[lwork]);

  auto iwork = std::unique_ptr<lapack_int[]>(new lapack_int[8*min_dim]);

  std::unique_ptr<ffi::NativeType<ffi::ToReal(dtype)>[]> rwork;
  if constexpr (ffi::IsComplexType<dtype>()) {
    const auto rwork_size = std::max(5 * min_dim * min_dim + 5 * min_dim,
                                     2 * max_dim * min_dim + 2 * min_dim * min_dim + min_dim);
    rwork = std::unique_ptr<ffi::NativeType<ffi::ToReal(dtype)>[]>(new ffi::NativeType<ffi::ToReal(dtype)>[rwork_size]);
  }

  if constexpr (ffi::IsComplexType<dtype>()) {
    fn(&jobz, &x_rows_lapack, &x_cols_lapack, x_out_data,
       &x_rows_lapack, s_data, u_data,
       &ldu, vt_data, &ldvt, work.get(),
       &lwork, rwork.get(), iwork.get(), info_data
       );
  } else {
    fn(&jobz, &x_rows_lapack, &x_cols_lapack, x_out_data,
       &x_rows_lapack, s_data, u_data,
       &ldu, vt_data, &ldvt,
       work.get(), &lwork, iwork.get(), info_data
       );
  }

  // if (*info_data != 0) {
  //   return ffi::Error(ffi::ErrorCode::kInternal, "Non zero info returned by lapack.");
  // }

  return ffi::Error::Success();
}

template <ffi::DataType dtype>
static ffi::Error SvdOnlyUVtQRImpl(
    ffi::Buffer<dtype> x,
    ffi::ResultBuffer<dtype> x_out,
    ffi::ResultBuffer<ffi::ToReal(dtype)> s,
    ffi::ResultBuffer<dtype> u_or_vt,
    ffi::ResultBuffer<ffi::DataType::S32> info,
    UVtMode mode) {

  using MachineType = ffi::NativeType<dtype>;
  using RealType = ffi::NativeType<ffi::ToReal(dtype)>;
  using FnSig = std::conditional_t<ffi::IsComplexType<dtype>(),
                                   void(char const* jobu, char const* jobvt,
                                        lapack_int const* m, lapack_int const* n,
                                        MachineType* A, lapack_int const* lda,
                                        RealType* S,
                                        MachineType* U, lapack_int const* ldu,
                                        MachineType* VT, lapack_int const* ldvt,
                                        MachineType* work, lapack_int const* lwork,
                                        RealType* rwork,
                                        lapack_int* info
                                        ),
                                   void(char const* jobu, char const* jobvt,
                                        lapack_int const* m, lapack_int const* n,
                                        MachineType* A, lapack_int const* lda,
                                        RealType* S,
                                        MachineType* U, lapack_int const* ldu,
                                        MachineType* VT, lapack_int const* ldvt,
                                        MachineType* work, lapack_int const* lwork,
                                        lapack_int* info
                                        )>;

  FnSig* fn = nullptr;

  try {
    PyGILState_STATE state = PyGILState_Ensure();
    
    nb::module_ cython_lapack = nb::module_::import_("scipy.linalg.cython_lapack");

    nb::dict lapack_capi = cython_lapack.attr("__pyx_capi__");

    auto get_lapack_ptr = [&](const char* name) {
      return nb::cast<nb::capsule>(lapack_capi[name]).data();
    };

    if constexpr (dtype == ffi::DataType::F32) {
      fn = reinterpret_cast<FnSig*>(get_lapack_ptr("sgesvd"));
    }
    if constexpr (dtype == ffi::DataType::F64) {
      fn = reinterpret_cast<FnSig*>(get_lapack_ptr("dgesvd"));
    }
    if constexpr (dtype == ffi::DataType::C64) {
      fn = reinterpret_cast<FnSig*>(get_lapack_ptr("cgesvd"));
    }
    if constexpr (dtype == ffi::DataType::C128) {
      fn = reinterpret_cast<FnSig*>(get_lapack_ptr("zgesvd"));
    }

    PyGILState_Release(state);
  } catch (const nb::python_error &e) {
    std::cerr << e.what() << std::endl;
    throw;
  }

  const auto lapack_int_max = std::numeric_limits<lapack_int>::max();

  const ffi::Span<const int64_t> dims = x.dimensions();
  if (dims.size() != 2) {
    return ffi::Error(ffi::ErrorCode::kInvalidArgument, "Only 2d arrays supported as input.");
  }
  const int64_t x_rows = dims.front();
  const int64_t x_cols = dims.back();

  if (mode == UVtMode::computeOnlyU && x_rows > x_cols) [[unlikely]] {
    return ffi::Error(ffi::ErrorCode::kInvalidArgument, "Only matrices with M <= N supported.");
  } else if (mode == UVtMode::computeOnlyVt && x_rows < x_cols) [[unlikely]] {
    return ffi::Error(ffi::ErrorCode::kInvalidArgument, "Only matrices with M >= N supported.");
  }

  if (x_rows > lapack_int_max || x_cols > lapack_int_max) [[unlikely]] {
    return ffi::Error(ffi::ErrorCode::kOutOfRange, "Dimension of input out of range for lapack integer.");
  }

  const lapack_int x_rows_lapack = static_cast<lapack_int>(x_rows);
  const lapack_int x_cols_lapack = static_cast<lapack_int>(x_cols);

  auto* x_out_data = x_out->typed_data();
  auto* s_data = s->typed_data();
  auto* u_or_vt_data = u_or_vt->typed_data();
  auto* info_data = info->typed_data();

  MachineType* u_data;
  MachineType* vt_data;

  if (x.typed_data() != x_out_data) {
    std::copy_n(x.typed_data(), x.element_count(), x_out_data);
  }

  ffi::NativeType<dtype> work_size = {};
  lapack_int lwork = -1;

  char jobu;
  char jobvt;
  lapack_int ldu;
  lapack_int ldvt;
  if (mode == UVtMode::computeOnlyU) {
    jobu = 'O';
    jobvt = 'N';
    ldu = 1;
    ldvt = 1;
    u_data = nullptr;
    vt_data = nullptr;
  } else if (mode == UVtMode::computeOnlyVt) {
    jobu = 'N';
    jobvt = 'O';
    ldu = 1;
    ldvt = 1;
    u_data = nullptr;
    vt_data = nullptr;
  } else {
    if (x_rows >= x_cols) {
      jobu = 'O';
      jobvt = 'S';
      ldu = 1;
      ldvt = x_cols_lapack;
      u_data = nullptr;
      vt_data = u_or_vt_data;
    } else {
      jobu = 'S';
      jobvt = 'O';
      ldu = x_rows_lapack;
      ldvt = 1;
      u_data = u_or_vt_data;
      vt_data = nullptr;
    }
  }

  if constexpr (ffi::IsComplexType<dtype>()) {
    fn(&jobu, &jobvt, &x_rows_lapack, &x_cols_lapack, nullptr,
       &x_rows_lapack, nullptr, nullptr,
       &ldu, nullptr, &ldvt, &work_size,
       &lwork, nullptr, info_data
       );
  } else {
    fn(&jobu, &jobvt, &x_rows_lapack, &x_cols_lapack, nullptr,
       &x_rows_lapack, nullptr, nullptr,
       &ldu, nullptr, &ldvt,
       &work_size, &lwork, info_data
       );
  }

  if (*info_data != 0) {
    return ffi::Error::Success();
    // return ffi::Error(ffi::ErrorCode::kInternal, "Non zero info returned by lapack.");
  }

  if (std::real(work_size) > lapack_int_max) [[unlikely]] {
    return ffi::Error(ffi::ErrorCode::kOutOfRange, "Workspace size out of range for lapack integer.");
  }
  lwork = static_cast<lapack_int>(std::real(work_size));

  const auto min_dim = std::min(x_rows, x_cols);
  const auto max_dim = std::max(x_rows, x_cols);

  auto work = std::unique_ptr<ffi::NativeType<dtype>[]>(new ffi::NativeType<dtype>[lwork]);

  std::unique_ptr<ffi::NativeType<ffi::ToReal(dtype)>[]> rwork;
  if constexpr (ffi::IsComplexType<dtype>()) {
    const auto rwork_size = 5 * min_dim;
    rwork = std::unique_ptr<ffi::NativeType<ffi::ToReal(dtype)>[]>(new ffi::NativeType<ffi::ToReal(dtype)>[rwork_size]);
  }

  if constexpr (ffi::IsComplexType<dtype>()) {
    fn(&jobu, &jobvt, &x_rows_lapack, &x_cols_lapack, x_out_data,
       &x_rows_lapack, s_data, u_data,
       &ldu, vt_data, &ldvt, work.get(),
       &lwork, rwork.get(), info_data
       );
  } else {
    fn(&jobu, &jobvt, &x_rows_lapack, &x_cols_lapack, x_out_data,
       &x_rows_lapack, s_data, u_data,
       &ldu, vt_data, &ldvt,
       work.get(), &lwork, info_data
       );
  }

  // if (*info_data != 0) {
  //   return ffi::Error(ffi::ErrorCode::kInternal, "Non zero info returned by lapack.");
  // }

  return ffi::Error::Success();
}

#define DEFINE_REAL_SVD_ONLY_VT(fname, dtype)             \
  XLA_FFI_DEFINE_HANDLER_SYMBOL(                          \
      fname, SvdOnlyUVtImpl<dtype>,                        \
      ffi::Ffi::Bind()                                    \
          .Arg<ffi::Buffer<dtype>>(/*x*/)                 \
          .Ret<ffi::Buffer<dtype>>(/*x_out*/)             \
          .Ret<ffi::Buffer<dtype>>(/*s*/)                 \
          .Ret<ffi::Buffer<dtype>>(/*u_or_vt*/)           \
          .Ret<ffi::Buffer<ffi::DataType::S32>>(/*info*/) \
          .Attr<UVtMode>("mode"))

#define DEFINE_COMPLEX_SVD_ONLY_VT(fname, dtype)          \
  XLA_FFI_DEFINE_HANDLER_SYMBOL(                          \
      fname, SvdOnlyUVtImpl<dtype>,                        \
      ffi::Ffi::Bind()                                    \
          .Arg<ffi::Buffer<dtype>>(/*x*/)                 \
          .Ret<ffi::Buffer<dtype>>(/*x_out*/)             \
          .Ret<ffi::Buffer<ffi::ToReal(dtype)>>(/*s*/)    \
          .Ret<ffi::Buffer<dtype>>(/*u_or_vt*/)           \
          .Ret<ffi::Buffer<ffi::DataType::S32>>(/*info*/) \
          .Attr<UVtMode>("mode"))

DEFINE_REAL_SVD_ONLY_VT(svd_only_u_vt_f32, ffi::DataType::F32);
DEFINE_REAL_SVD_ONLY_VT(svd_only_u_vt_f64, ffi::DataType::F64);
DEFINE_COMPLEX_SVD_ONLY_VT(svd_only_u_vt_c64, ffi::DataType::C64);
DEFINE_COMPLEX_SVD_ONLY_VT(svd_only_u_vt_c128, ffi::DataType::C128);

#define DEFINE_REAL_SVD_ONLY_VT_QR(fname, dtype)          \
  XLA_FFI_DEFINE_HANDLER_SYMBOL(                          \
      fname, SvdOnlyUVtQRImpl<dtype>,                      \
      ffi::Ffi::Bind()                                    \
          .Arg<ffi::Buffer<dtype>>(/*x*/)                 \
          .Ret<ffi::Buffer<dtype>>(/*x_out*/)             \
          .Ret<ffi::Buffer<dtype>>(/*s*/)                 \
          .Ret<ffi::Buffer<dtype>>(/*u_or_vt*/)           \
          .Ret<ffi::Buffer<ffi::DataType::S32>>(/*info*/) \
          .Attr<UVtMode>("mode"))

#define DEFINE_COMPLEX_SVD_ONLY_VT_QR(fname, dtype)       \
  XLA_FFI_DEFINE_HANDLER_SYMBOL(                          \
      fname, SvdOnlyUVtQRImpl<dtype>,                      \
      ffi::Ffi::Bind()                                    \
          .Arg<ffi::Buffer<dtype>>(/*x*/)                 \
          .Ret<ffi::Buffer<dtype>>(/*x_out*/)             \
          .Ret<ffi::Buffer<ffi::ToReal(dtype)>>(/*s*/)    \
          .Ret<ffi::Buffer<dtype>>(/*u_or_vt*/)           \
          .Ret<ffi::Buffer<ffi::DataType::S32>>(/*info*/) \
          .Attr<UVtMode>("mode"))

DEFINE_REAL_SVD_ONLY_VT_QR(svd_only_u_vt_qr_f32, ffi::DataType::F32);
DEFINE_REAL_SVD_ONLY_VT_QR(svd_only_u_vt_qr_f64, ffi::DataType::F64);
DEFINE_COMPLEX_SVD_ONLY_VT_QR(svd_only_u_vt_qr_c64, ffi::DataType::C64);
DEFINE_COMPLEX_SVD_ONLY_VT_QR(svd_only_u_vt_qr_c128, ffi::DataType::C128);

template <typename T>
static nb::capsule EncapsulateFfiCall(T *fn) {
  static_assert(std::is_invocable_r_v<XLA_FFI_Error *, T, XLA_FFI_CallFrame *>,
                "Encapsulated function must be and XLA FFI handler");
  return nb::capsule(reinterpret_cast<void *>(fn));
}

NB_MODULE(_svd_only_u_vt, m) {
  m.def("svd_only_u_vt_f32", []() { return EncapsulateFfiCall(svd_only_u_vt_f32); });
  m.def("svd_only_u_vt_f64", []() { return EncapsulateFfiCall(svd_only_u_vt_f64); });
  m.def("svd_only_u_vt_c64", []() { return EncapsulateFfiCall(svd_only_u_vt_c64); });
  m.def("svd_only_u_vt_c128", []() { return EncapsulateFfiCall(svd_only_u_vt_c128); });
  m.def("svd_only_u_vt_qr_f32", []() { return EncapsulateFfiCall(svd_only_u_vt_qr_f32); });
  m.def("svd_only_u_vt_qr_f64", []() { return EncapsulateFfiCall(svd_only_u_vt_qr_f64); });
  m.def("svd_only_u_vt_qr_c64", []() { return EncapsulateFfiCall(svd_only_u_vt_qr_c64); });
  m.def("svd_only_u_vt_qr_c128", []() { return EncapsulateFfiCall(svd_only_u_vt_qr_c128); });
}