from functools import partial import numpy as np import jax import jax.numpy as jnp from jax.lax import scan from jax.lax.linalg import svd as lax_svd from jax import jit, custom_jvp, lax from jax._src.numpy.util import promote_dtypes_inexact, check_arraylike from varipeps import varipeps_config from .extensions import _svd_only_u_vt as _svd_only_u_vt_lib from typing import Tuple def _T(x): return jnp.swapaxes(x, -1, -2) def _H(x): return jnp.conj(_T(x)) @partial(custom_jvp, nondiff_argnums=(1,)) def svd_wrapper(a, use_qr=False): check_arraylike("jnp.linalg.svd", a) (a,) = promote_dtypes_inexact(jnp.asarray(a)) if use_qr: result = lax_svd( a, full_matrices=False, compute_uv=True, algorithm=lax.linalg.SvdAlgorithm.QR, ) else: result = lax_svd(a, full_matrices=False, compute_uv=True) result = lax.cond( jnp.isnan(jnp.sum(result[1])), lambda matrix, _: lax_svd( matrix, full_matrices=False, compute_uv=True, algorithm=lax.linalg.SvdAlgorithm.QR, ), lambda _, res: res, a, result, ) return result def _svd_jvp_rule_impl(primals, tangents, only_u_or_vt=None, use_qr=False): (A,) = primals (dA,) = tangents if use_qr and only_u_or_vt is not None: U, s, Vt = _svd_only_u_vt_impl(A, u_or_vt=2, use_qr=True) else: U, s, Vt = svd_wrapper(A, use_qr=use_qr) Ut, V = _H(U), _H(Vt) s_dim = s[..., None, :] dS = Ut @ dA @ V ds = jnp.real(jnp.diagonal(dS, 0, -2, -1)) s_sums = s_dim + _T(s_dim) s_sums = jnp.where(s_sums > 0, s_sums, 1) s_diffs = s_dim - _T(s_dim) if varipeps_config.svd_ad_use_lorentz_broadening: F = s_diffs / (s_diffs**2 + varipeps_config.svd_ad_lorentz_broadening_eps) else: s_diffs = jnp.where(jnp.abs(s_diffs / s[0]) >= 1e-12, s_diffs, 0) s_diffs_zeros = jnp.ones((), dtype=A.dtype) * ( s_diffs == 0.0 ) # is 1. where s_diffs is 0. and is 0. everywhere else s_diffs_zeros = lax.expand_dims(s_diffs_zeros, range(s_diffs.ndim - 2)) F = 1 / (s_diffs + s_diffs_zeros) - s_diffs_zeros if only_u_or_vt is None or only_u_or_vt == "U": dSS = dS * (s_dim / s_sums).astype(A.dtype) # dS.dot(s_j / (s_i + s_j)) if only_u_or_vt is None or only_u_or_vt == "Vt": SdS = (_T(s_dim) / s_sums).astype(A.dtype) * dS # (s_i / (s_i + s_j)).dot(dS) s_zeros = (s == 0).astype(s.dtype) s_inv = 1 / (s + s_zeros) - s_zeros s_inv_mat = jnp.vectorize(jnp.diag, signature="(k)->(k,k)")(s_inv) dUdV_diag = 0.5 * (dS - _H(dS)) * s_inv_mat.astype(A.dtype) if only_u_or_vt is None: dU = U @ (F.astype(A.dtype) * (dSS + _H(dSS)) + 0.5 * dUdV_diag) dV = V @ (F.astype(A.dtype) * (SdS + _H(SdS)) + 0.5 * dUdV_diag) elif only_u_or_vt == "U": dU = U @ (F.astype(A.dtype) * (dSS + _H(dSS)) + dUdV_diag) elif only_u_or_vt == "Vt": dV = V @ (F.astype(A.dtype) * (SdS + _H(SdS)) + dUdV_diag) m, n = A.shape[-2:] if m > n and (only_u_or_vt is None or only_u_or_vt == "U"): dAV = dA @ V dU = dU + (dAV - U @ (Ut @ dAV)) * s_inv.astype(A.dtype) if n > m and (only_u_or_vt is None or only_u_or_vt == "Vt"): dAHU = _H(dA) @ U dV = dV + (dAHU - V @ (Vt @ dAHU)) * s_inv.astype(A.dtype) if only_u_or_vt is None: return (U, s, Vt), (dU, ds, _H(dV)) elif only_u_or_vt == "U": return (U, s), (dU, ds) elif only_u_or_vt == "Vt": return (s, Vt), (ds, _H(dV)) @svd_wrapper.defjvp def _svd_jvp_rule(use_qr, primals, tangents): return _svd_jvp_rule_impl(primals, tangents, use_qr=use_qr) jax.ffi.register_ffi_target( "svd_only_u_vt_f32", _svd_only_u_vt_lib.svd_only_u_vt_f32(), platform="cpu" ) jax.ffi.register_ffi_target( "svd_only_u_vt_f64", _svd_only_u_vt_lib.svd_only_u_vt_f64(), platform="cpu" ) jax.ffi.register_ffi_target( "svd_only_u_vt_c64", _svd_only_u_vt_lib.svd_only_u_vt_c64(), platform="cpu" ) jax.ffi.register_ffi_target( "svd_only_u_vt_c128", _svd_only_u_vt_lib.svd_only_u_vt_c128(), platform="cpu" ) jax.ffi.register_ffi_target( "svd_only_u_vt_qr_f32", _svd_only_u_vt_lib.svd_only_u_vt_qr_f32(), platform="cpu" ) jax.ffi.register_ffi_target( "svd_only_u_vt_qr_f64", _svd_only_u_vt_lib.svd_only_u_vt_qr_f64(), platform="cpu" ) jax.ffi.register_ffi_target( "svd_only_u_vt_qr_c64", _svd_only_u_vt_lib.svd_only_u_vt_qr_c64(), platform="cpu" ) jax.ffi.register_ffi_target( "svd_only_u_vt_qr_c128", _svd_only_u_vt_lib.svd_only_u_vt_qr_c128(), platform="cpu" ) def _svd_only_u_vt_impl(a, u_or_vt, use_qr=True): suffix = "_qr" if use_qr else "" if a.dtype == jnp.float32: fn = f"svd_only_u_vt{suffix}_f32" real_dtype = jnp.float32 elif a.dtype == jnp.float64: fn = f"svd_only_u_vt{suffix}_f64" real_dtype = jnp.float64 elif a.dtype == jnp.complex64: fn = f"svd_only_u_vt{suffix}_c64" real_dtype = jnp.float32 elif a.dtype == jnp.complex128: fn = f"svd_only_u_vt{suffix}_c128" real_dtype = jnp.float64 else: raise ValueError("Unsupported dtype") m, n = a.shape return_only = None if m > n and u_or_vt == 0: u_or_vt = 2 return_only = "U" elif m < n and u_or_vt == 1: u_or_vt = 2 return_only = "Vt" min_dim = min(m, n) if use_qr: if u_or_vt == 2: u_vt_buffer_shape = jax.ShapeDtypeStruct((min_dim, min_dim), a.dtype) else: u_vt_buffer_shape = jax.ShapeDtypeStruct((0, 0), a.dtype) call = jax.ffi.ffi_call( fn, ( jax.ShapeDtypeStruct((m, n), a.dtype), jax.ShapeDtypeStruct((min_dim,), real_dtype), u_vt_buffer_shape, jax.ShapeDtypeStruct((1,), jnp.int32), ), vmap_method="sequential", input_layouts=((1, 0),), output_layouts=((1, 0), None, (1, 0), None), input_output_aliases={0: 0}, ) aout, S, u_vt_buffer, info = call(a, mode=np.int8(u_or_vt)) if u_or_vt == 2: if m >= n: U = aout Vt = u_vt_buffer else: U = u_vt_buffer Vt = aout else: result = aout[:min_dim, :min_dim] else: call = jax.ffi.ffi_call( fn, ( jax.ShapeDtypeStruct((m, n), a.dtype), jax.ShapeDtypeStruct((min_dim,), real_dtype), jax.ShapeDtypeStruct((min_dim, min_dim), a.dtype), jax.ShapeDtypeStruct((1,), jnp.int32), ), vmap_method="sequential", input_layouts=((1, 0),), output_layouts=((1, 0), None, (1, 0), None), input_output_aliases={0: 0}, ) aout, S, u_vt_buffer, info = call(a, mode=np.int8(u_or_vt)) if u_or_vt == 0: if m == n: result = aout else: result = u_vt_buffer elif u_or_vt == 1: result = u_vt_buffer elif u_or_vt == 2: if m >= n: U = aout Vt = u_vt_buffer else: U = u_vt_buffer Vt = aout if u_or_vt == 2: U, S, Vt = jax.lax.cond( info[0] != 0, lambda u, s, r: (u * jnp.nan, s * jnp.nan, r * jnp.nan), lambda u, s, r: (u, s, r), U, S, Vt, ) if return_only == "U": return S, U elif return_only == "Vt": return S, Vt return U, S, Vt S, result = jax.lax.cond( info[0] != 0, lambda s, r: (s * jnp.nan, r * jnp.nan), lambda s, r: (s, r), S, result, ) return S, result @partial(custom_jvp, nondiff_argnums=(1,)) def svd_only_u(a, use_qr=True): S, U = _svd_only_u_vt_impl(a, 0, use_qr) if not use_qr: S, U = lax.cond( jnp.isnan(jnp.sum(S)), lambda matrix, s, u: _svd_only_u_vt_impl(matrix, 0, True), lambda matrix, s, u: (s, u), a, S, U, ) return U, S @svd_only_u.defjvp def _svd_only_u_jvp_rule(use_qr, primals, tangents): return _svd_jvp_rule_impl(primals, tangents, only_u_or_vt="U", use_qr=use_qr) @partial(custom_jvp, nondiff_argnums=(1,)) def svd_only_vt(a, use_qr=True): S, Vt = _svd_only_u_vt_impl(a, 1, use_qr) if not use_qr: S, Vt = lax.cond( jnp.isnan(jnp.sum(S)), lambda matrix, s, v: _svd_only_u_vt_impl(matrix, 1, True), lambda matrix, s, v: (s, v), a, S, Vt, ) return S, Vt @svd_only_vt.defjvp def _svd_only_vt_jvp_rule(use_qr, primals, tangents): return _svd_jvp_rule_impl(primals, tangents, only_u_or_vt="Vt", use_qr=use_qr) @partial(jit, inline=True, static_argnums=(1, 2)) def gauge_fixed_svd( matrix: jnp.ndarray, only_u_or_vh=None, use_qr=False, ) -> Tuple[jnp.ndarray, jnp.ndarray, jnp.ndarray]: """ Calculate the gauge-fixed (also called sign-fixed) SVD. To this end, each singular vector are rotate in the way that the first element bigger than some numerical stability threshold (config parameter eps) is ensured to be along the positive real axis. Args: matrix (:obj:`jnp.ndarray`): Matrix to calculate SVD for. Keyword args: only_u_or_vh (:obj:`str`): Flag if only U or Uh should be calculated. If `None` (default), calculate the full SVD, if `'U'` only calculate U, if `'Vh'` only calculate Vh. Returns: :obj:`tuple`\\ (:obj:`jnp.ndarray`, :obj:`jnp.ndarray`, :obj:`jnp.ndarray`): Tuple with sign-fixed U, S and Vh of the SVD. """ if any(d.platform == "gpu" for d in jax.devices()): U, S, Vh = svd_wrapper(matrix, use_qr=use_qr) if only_u_or_vh is None: gauge_unitary = U elif only_u_or_vh == "U": gauge_unitary = U elif only_u_or_vh == "Vh": gauge_unitary = Vh.T.conj() else: raise ValueError("Invalid value for parameter 'only_u_or_vh'.") else: if only_u_or_vh is None: U, S, Vh = svd_wrapper(matrix, use_qr=use_qr) gauge_unitary = U elif only_u_or_vh == "U": U, S = svd_only_u(matrix, use_qr=use_qr) gauge_unitary = U elif only_u_or_vh == "Vh": S, Vh = svd_only_vt(matrix, use_qr=use_qr) gauge_unitary = Vh.T.conj() else: raise ValueError("Invalid value for parameter 'only_u_or_vh'.") # Fix the gauge of the SVD abs_gauge_unitary = jnp.abs(gauge_unitary) max_per_vector = jnp.max(abs_gauge_unitary, axis=0) normalized_gauge_unitary = abs_gauge_unitary / max_per_vector[jnp.newaxis, :] def phase_f(carry, x): x_row, normalized_x_row = x already_found, last_step_result = carry cond = normalized_x_row >= varipeps_config.svd_sign_fix_eps result = jnp.where( already_found, last_step_result, jnp.where(cond, x_row, last_step_result) ) return (jnp.logical_or(already_found, cond), result), None phases, _ = scan( phase_f, (jnp.zeros(gauge_unitary.shape[1], dtype=bool), gauge_unitary[0, :]), (gauge_unitary, normalized_gauge_unitary), ) phases = phases[1] phases /= jnp.abs(phases) if only_u_or_vh is None or only_u_or_vh == "U": U = U * phases.conj()[jnp.newaxis, :] if only_u_or_vh is None or only_u_or_vh == "Vh": Vh = Vh * phases[:, jnp.newaxis] if only_u_or_vh == "U": return U, S if only_u_or_vh == "Vh": return S, Vh return U, S, Vh