# Copyright 2018 The JAX Authors. # # Licensed under the Apache License, Version 2.0 (the "License"); # you may not use this file except in compliance with the License. # You may obtain a copy of the License at # # https://www.apache.org/licenses/LICENSE-2.0 # # Unless required by applicable law or agreed to in writing, software # distributed under the License is distributed on an "AS IS" BASIS, # WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. # See the License for the specific language governing permissions and # limitations under the License. import inspect import functools from functools import partial import math from typing import cast, Any, Callable, List, Literal, Optional, Tuple, TypeVar, Union, overload import warnings import numpy as np import jax from jax import lax from jax._src import ad_util from jax._src import api from jax._src import dispatch from jax._src import dtypes from jax._src.core import ( Primitive, ShapedArray, raise_to_shaped, is_constant_dim, is_constant_shape) from jax._src.interpreters import ad from jax._src.interpreters import batching from jax._src.interpreters import mlir from jax._src.lax import control_flow from jax._src.lax import eigh as lax_eigh from jax._src.lax import lax as lax_internal from jax._src.lax import svd as lax_svd from jax._src.lax.lax import ( standard_primitive, standard_unop, naryop_dtype_rule, _float, _complex, _input_dtype) from jax._src.lib import gpu_linalg from jax._src.lib import gpu_solver from jax._src.lib import gpu_sparse from jax._src.lib import lapack from jax._src.lib import version as jaxlib_version from jax._src.lib import xla_client from jax._src.lib.mlir import ir from jax._src.lib.mlir.dialects import chlo from jax._src.lib.mlir.dialects import hlo from jax._src.numpy import lax_numpy as jnp from jax._src.numpy import reductions from jax._src.numpy import ufuncs from jax._src.numpy.vectorize import vectorize from jax._src.typing import Array, ArrayLike xops = xla_client.ops TFun = TypeVar('TFun', bound=Callable[..., Any]) # traceables # TODO(phawkins): remove backward compatibility shim after 2022/08/11. def _warn_on_positional_kwargs(f: TFun) -> TFun: """Decorator used for backward compatibility of keyword-only arguments. Some functions were changed to mark their keyword arguments as keyword-only. This decorator allows existing code to keep working temporarily, while issuing a warning if a now keyword-only parameter is passed positionally.""" sig = inspect.signature(f) pos_names = [name for name, p in sig.parameters.items() if p.kind == inspect.Parameter.POSITIONAL_OR_KEYWORD] kwarg_names = [name for name, p in sig.parameters.items() if p.kind == inspect.Parameter.KEYWORD_ONLY] # This decorator assumes that all arguments to `f` are either # positional-or-keyword or keyword-only. assert len(pos_names) + len(kwarg_names) == len(sig.parameters) @functools.wraps(f) def wrapped(*args, **kwargs): if len(args) < len(pos_names): a = pos_names[len(args)] raise TypeError(f"{f.__name__} missing required positional argument: {a}") pos_args = args[:len(pos_names)] extra_kwargs = args[len(pos_names):] if len(extra_kwargs) > len(kwarg_names): raise TypeError(f"{f.__name__} takes at most {len(sig.parameters)} " f" arguments but {len(args)} were given.") for name, value in zip(kwarg_names, extra_kwargs): if name in kwargs: raise TypeError(f"{f.__name__} got multiple values for argument: " f"{name}") warnings.warn(f"Argument {name} to {f.__name__} is now a keyword-only " "argument. Support for passing it positionally will be " "removed in an upcoming JAX release.", DeprecationWarning) kwargs[name] = value return f(*pos_args, **kwargs) return cast(TFun, wrapped) @_warn_on_positional_kwargs def cholesky(x: Array, *, symmetrize_input: bool = True) -> Array: """Cholesky decomposition. Computes the Cholesky decomposition .. math:: A = L . L^H of square matrices, :math:`A`, such that :math:`L` is lower triangular. The matrices of :math:`A` must be positive-definite and either Hermitian, if complex, or symmetric, if real. Args: x: A batch of square Hermitian (symmetric if real) positive-definite matrices with shape ``[..., n, n]``. symmetrize_input: If ``True``, the matrix is symmetrized before Cholesky decomposition by computing :math:`\\frac{1}{2}(x + x^H)`. If ``False``, only the lower triangle of ``x`` is used; the upper triangle is ignored and not accessed. Returns: The Cholesky decomposition as a matrix with the same dtype as ``x`` and shape ``[..., n, n]``. If Cholesky decomposition fails, returns a matrix full of NaNs. The behavior on failure may change in the future. """ if symmetrize_input: x = symmetrize(x) return jnp.tril(cholesky_p.bind(x)) @_warn_on_positional_kwargs def eig(x: ArrayLike, *, compute_left_eigenvectors: bool = True, compute_right_eigenvectors: bool = True) -> List[Array]: """Eigendecomposition of a general matrix. Nonsymmetric eigendecomposition is at present only implemented on CPU. """ return eig_p.bind(x, compute_left_eigenvectors=compute_left_eigenvectors, compute_right_eigenvectors=compute_right_eigenvectors) @_warn_on_positional_kwargs def eigh(x: Array, *, lower: bool = True, symmetrize_input: bool = True, sort_eigenvalues: bool = True) -> Tuple[Array, Array]: r"""Eigendecomposition of a Hermitian matrix. Computes the eigenvectors and eigenvalues of a complex Hermitian or real symmetric square matrix. Args: x: A batch of square complex Hermitian or real symmetric matrices with shape ``[..., n, n]``. lower: If ``symmetrize_input`` is ``False``, describes which triangle of the input matrix to use. If ``symmetrize_input`` is ``False``, only the triangle given by ``lower`` is accessed; the other triangle is ignored and not accessed. symmetrize_input: If ``True``, the matrix is symmetrized before the eigendecomposition by computing :math:`\frac{1}{2}(x + x^H)`. sort_eigenvalues: If ``True``, the eigenvalues will be sorted in ascending order. If ``False`` the eigenvalues are returned in an implementation-defined order. Returns: A tuple ``(v, w)``. ``v`` is an array with the same dtype as ``x`` such that ``v[..., :, i]`` is the normalized eigenvector corresponding to eigenvalue ``w[..., i]``. ``w`` is an array with the same dtype as ``x`` (or its real counterpart if complex) with shape ``[..., n]`` containing the eigenvalues of ``x`` in ascending order(each repeated according to its multiplicity). """ if symmetrize_input: x = symmetrize(x) v, w = eigh_p.bind(x, lower=lower, sort_eigenvalues=sort_eigenvalues) return v, w def lu_pivots_to_permutation(pivots: ArrayLike, permutation_size: int) -> Array: """Converts the pivots (row swaps) returned by LU to a permutation. We build a permutation rather than applying `pivots` directly to the rows of a matrix because lax loops aren't differentiable. Args: pivots: an int32 array of shape (..., k) of row swaps to perform permutation_size: the size of the output permutation. Has to be >= k. Returns: An int32 array of shape (..., permutation_size). """ permutation = lu_pivots_to_permutation_p.bind( pivots, permutation_size=int(permutation_size)) return permutation def lu(x: ArrayLike) -> Tuple[Array, Array, Array]: """LU decomposition with partial pivoting. Computes the matrix decomposition: .. math:: P.A = L.U where :math:`P` is a permutation of the rows of :math:`A`, :math:`L` is a lower-triangular matrix with unit-diagonal elements, and :math:`U` is an upper-triangular matrix. Args: x: A batch of matrices with shape ``[..., m, n]``. Returns: A tuple ``(lu, pivots, permutation)``. ``lu`` is a batch of matrices with the same shape and dtype as ``x`` containing the :math:`L` matrix in its lower triangle and the :math:`U` matrix in its upper triangle. The (unit) diagonal elements of :math:`L` are not represented explicitly. ``pivots`` is an int32 array with shape ``[..., min(m, n)]`` representing a sequence of row swaps that should be performed on :math:`A`. ``permutation`` is an alternative representation of the sequence of row swaps as a permutation, represented as an int32 array with shape ``[..., m]``. """ lu, pivots, permutation = lu_p.bind(x) return lu, pivots, permutation @_warn_on_positional_kwargs def qr(x: ArrayLike, *, full_matrices: bool = True) -> Tuple[Array, Array]: """QR decomposition. Computes the QR decomposition .. math:: A = Q . R of matrices :math:`A`, such that :math:`Q` is a unitary (orthogonal) matrix, and :math:`R` is an upper-triangular matrix. Args: x: A batch of matrices with shape ``[..., m, n]``. full_matrices: Determines if full or reduced matrices are returned; see below. Returns: A pair of arrays ``(q, r)``. Array ``q`` is a unitary (orthogonal) matrix, with shape ``[..., m, m]`` if ``full_matrices=True``, or ``[..., m, min(m, n)]`` if ``full_matrices=False``. Array ``r`` is an upper-triangular matrix with shape ``[..., m, n]`` if ``full_matrices=True``, or ``[..., min(m, n), n]`` if ``full_matrices=False``. """ q, r = qr_p.bind(x, full_matrices=full_matrices) return q, r @overload def svd(x: ArrayLike, *, full_matrices: bool = True, compute_uv: Literal[True]) -> Tuple[Array, Array, Array]: ... @overload def svd(x: ArrayLike, *, full_matrices: bool = True, compute_uv: Literal[False]) -> Array: ... @overload def svd(x: ArrayLike, *, full_matrices: bool = True, compute_uv: bool = True) -> Union[Array, Tuple[Array, Array, Array]]: ... # TODO: Add `max_qdwh_iterations` to the function signature for TPU SVD. @_warn_on_positional_kwargs def svd(x: ArrayLike, *, full_matrices: bool = True, compute_uv: bool = True) -> Union[Array, Tuple[Array, Array, Array]]: """Singular value decomposition. Returns the singular values if compute_uv is False, otherwise returns a triple containing the left singular vectors, the singular values and the adjoint of the right singular vectors. """ result = svd_p.bind(x, full_matrices=full_matrices, compute_uv=compute_uv) if compute_uv: s, u, v = result return u, s, v else: s, = result return s @_warn_on_positional_kwargs def triangular_solve(a: ArrayLike, b: ArrayLike, *, left_side: bool = False, lower: bool = False, transpose_a: bool = False, conjugate_a: bool = False, unit_diagonal: bool = False) -> Array: r"""Triangular solve. Solves either the matrix equation .. math:: \mathit{op}(A) . X = B if ``left_side`` is ``True`` or .. math:: X . \mathit{op}(A) = B if ``left_side`` is ``False``. ``A`` must be a lower or upper triangular square matrix, and where :math:`\mathit{op}(A)` may either transpose :math:`A` if ``transpose_a`` is ``True`` and/or take its complex conjugate if ``conjugate_a`` is ``True``. Args: a: A batch of matrices with shape ``[..., m, m]``. b: A batch of matrices with shape ``[..., m, n]`` if ``left_side`` is ``True`` or shape ``[..., n, m]`` otherwise. left_side: describes which of the two matrix equations to solve; see above. lower: describes which triangle of ``a`` should be used. The other triangle is ignored. transpose_a: if ``True``, the value of ``a`` is transposed. conjugate_a: if ``True``, the complex conjugate of ``a`` is used in the solve. Has no effect if ``a`` is real. unit_diagonal: if ``True``, the diagonal of ``a`` is assumed to be unit (all 1s) and not accessed. Returns: A batch of matrices the same shape and dtype as ``b``. """ conjugate_a = conjugate_a and jnp.issubdtype(lax.dtype(a), jnp.complexfloating) singleton = jnp.ndim(b) == jnp.ndim(a) - 1 if singleton: b = jnp.expand_dims(b, -1 if left_side else -2) out = triangular_solve_p.bind( a, b, left_side=left_side, lower=lower, transpose_a=transpose_a, conjugate_a=conjugate_a, unit_diagonal=unit_diagonal) if singleton: out = out[..., 0] if left_side else out[..., 0, :] return out # utilities @partial(vectorize, signature='(n,m),(m)->(n)') def _matvec_multiply(a: Array, b: Array) -> Array: return lax.dot(a, b, precision=lax.Precision.HIGHEST) def _check_solve_shapes(a: Array, b: Array): if not (a.ndim >= 2 and b.ndim in [a.ndim, a.ndim - 1] and a.shape[-1] == a.shape[-2] == b.shape[a.ndim - 2]): raise ValueError( "The arguments to solve must have shapes a=[..., m, m] and " f"b=[..., m, k] or b=[..., m]; got a={a.shape} and b={b.shape}") def _solve(a: Array, b: Array) -> Array: _check_solve_shapes(a, b) # Broadcast leading dimensions of b to the shape of a, as is required by # custom_linear_solve. out_shape = tuple(d_a if d_b == 1 else d_b for d_a, d_b in zip(a.shape[:-1] + (1,), b.shape)) b = jnp.broadcast_to(b, out_shape) # With custom_linear_solve, we can reuse the same factorization when # computing sensitivities. This is considerably faster. lu_, _, permutation = lu(lax.stop_gradient(a)) custom_solve = partial( lax.custom_linear_solve, lambda x: _matvec_multiply(a, x), solve=lambda _, x: lu_solve(lu_, permutation, x, trans=0), transpose_solve=lambda _, x: lu_solve(lu_, permutation, x, trans=1)) if a.ndim == b.ndim + 1: # b.shape == [..., m] return custom_solve(b) else: # b.shape == [..., m, k] return api.vmap(custom_solve, b.ndim - 1, max(a.ndim, b.ndim) - 1)(b) def _T(x: Array) -> Array: return jnp.swapaxes(x, -1, -2) def _H(x: Array) -> Array: return ufuncs.conj(_T(x)) def symmetrize(x: Array) -> Array: return (x + _H(x)) / 2 # primitives _cpu_lapack_types = {np.dtype(np.float32), np.dtype(np.float64), np.dtype(np.complex64), np.dtype(np.complex128)} # Cholesky decomposition def _cholesky_jvp_rule(primals, tangents): x, = primals sigma_dot, = tangents L = jnp.tril(cholesky_p.bind(x)) # Forward-mode rule from https://arxiv.org/pdf/1602.07527.pdf def phi(X): l = jnp.tril(X) return l / lax.expand_dims( lax_internal._const(X, 1) + jnp.eye(X.shape[-1], dtype=X.dtype), range(l.ndim - 2)) tmp = triangular_solve(L, sigma_dot, left_side=False, transpose_a=True, conjugate_a=True, lower=True) L_dot = lax.batch_matmul(L, phi(triangular_solve( L, tmp, left_side=True, transpose_a=False, lower=True)), precision=lax.Precision.HIGHEST) return L, L_dot def _cholesky_batching_rule(batched_args, batch_dims): x, = batched_args bd, = batch_dims x = batching.moveaxis(x, bd, 0) return cholesky(x), 0 cholesky_p = standard_unop(_float | _complex, 'cholesky') ad.primitive_jvps[cholesky_p] = _cholesky_jvp_rule batching.primitive_batchers[cholesky_p] = _cholesky_batching_rule def _cholesky_lowering(ctx, x): return hlo.CholeskyOp(x, lower=ir.BoolAttr.get(True)).results mlir.register_lowering(cholesky_p, _cholesky_lowering) def _cholesky_cpu_gpu_lowering(potrf_impl, ctx, operand): if any(not is_constant_shape(a.shape) for a in (ctx.avals_in + ctx.avals_out)): raise NotImplementedError("Shape polymorphism for custom call is not implemented (cholesky); b/261671778") operand_aval, = ctx.avals_in out_aval, = ctx.avals_out batch_dims = operand_aval.shape[:-2] result, info = potrf_impl(operand_aval.dtype, operand, lower=True) ok = mlir.compare_hlo( info, mlir.full_like_aval(ctx, 0, ShapedArray(batch_dims, np.dtype(np.int32))), "EQ", "SIGNED") select_aval = ShapedArray(batch_dims + (1, 1), np.dtype(np.bool_)) return [_broadcasting_select_hlo( ctx, mlir.broadcast_in_dim(ctx, ok, select_aval, broadcast_dimensions=range(len(batch_dims))), select_aval, result, out_aval, _nan_like_hlo(ctx, out_aval), out_aval)] mlir.register_lowering( cholesky_p, partial(_cholesky_cpu_gpu_lowering, lapack.potrf_hlo), platform='cpu') # Asymmetric eigendecomposition def eig_impl(operand, *, compute_left_eigenvectors, compute_right_eigenvectors): return dispatch.apply_primitive( eig_p, operand, compute_left_eigenvectors=compute_left_eigenvectors, compute_right_eigenvectors=compute_right_eigenvectors, ) def eig_lower(*args, **kw): raise NotImplementedError( "Nonsymmetric eigendecomposition is only implemented on the CPU backend. " "If your matrix is symmetric or Hermitian, you should use eigh instead.") def eig_abstract_eval(operand, *, compute_left_eigenvectors, compute_right_eigenvectors): if isinstance(operand, ShapedArray): if operand.ndim < 2 or operand.shape[-2] != operand.shape[-1]: raise ValueError("Argument to nonsymmetric eigendecomposition must have " "shape [..., n, n], got shape {}".format(operand.shape)) batch_dims = operand.shape[:-2] n = operand.shape[-1] dtype = np.complex64 if dtypes.finfo(operand.dtype).bits == 32 else np.complex128 dtype = dtypes.canonicalize_dtype(dtype) vl = vr = operand.update(shape=batch_dims + (n, n), dtype=dtype) w = operand.update(shape=batch_dims + (n,), dtype=dtype) else: raise NotImplementedError output = [w] if compute_left_eigenvectors: output.append(vl) if compute_right_eigenvectors: output.append(vr) return tuple(output) def _eig_cpu_lowering(ctx, operand, *, compute_left_eigenvectors, compute_right_eigenvectors): if any(not is_constant_shape(a.shape) for a in (ctx.avals_in + ctx.avals_out)): raise NotImplementedError("Shape polymorphism for custom call is not implemented (eig); b/261671778") operand_aval, = ctx.avals_in out_aval = ctx.avals_out[0] batch_dims = operand_aval.shape[:-2] w, vl, vr, info = lapack.geev_hlo(operand_aval.dtype, operand, jobvl=compute_left_eigenvectors, jobvr=compute_right_eigenvectors) ok = mlir.compare_hlo( info, mlir.full_like_aval(ctx, 0, ShapedArray(batch_dims, np.dtype(np.int32))), "EQ", "SIGNED") select_w_aval = ShapedArray(batch_dims + (1,), np.dtype(np.bool_)) w = _broadcasting_select_hlo( ctx, mlir.broadcast_in_dim(ctx, ok, select_w_aval, broadcast_dimensions=range(len(batch_dims))), select_w_aval, w, out_aval, _nan_like_hlo(ctx, out_aval), out_aval) output = [w] if compute_left_eigenvectors: aval = ctx.avals_out[len(output)] select_vl_aval = ShapedArray(batch_dims + (1, 1), np.dtype(np.bool_)) vl = _broadcasting_select_hlo( ctx, mlir.broadcast_in_dim(ctx, ok, select_vl_aval, broadcast_dimensions=range(len(batch_dims))), select_vl_aval, vl, aval, _nan_like_hlo(ctx, aval), aval) output.append(vl) if compute_right_eigenvectors: aval = ctx.avals_out[len(output)] select_vr_aval = ShapedArray(batch_dims + (1, 1), np.dtype(np.bool_)) vr = _broadcasting_select_hlo( ctx, mlir.broadcast_in_dim(ctx, ok, select_vr_aval, broadcast_dimensions=range(len(batch_dims))), select_vr_aval, vr, aval, _nan_like_hlo(ctx, aval), aval) output.append(vr) return output def eig_batching_rule(batched_args, batch_dims, *, compute_left_eigenvectors, compute_right_eigenvectors): x, = batched_args bd, = batch_dims x = batching.moveaxis(x, bd, 0) return (eig_p.bind(x, compute_left_eigenvectors=compute_left_eigenvectors, compute_right_eigenvectors=compute_right_eigenvectors), (0,) * (1 + compute_left_eigenvectors + compute_right_eigenvectors)) def eig_jvp_rule(primals, tangents, *, compute_left_eigenvectors, compute_right_eigenvectors): if compute_left_eigenvectors or compute_right_eigenvectors: raise NotImplementedError( 'The derivatives of eigenvectors are not implemented, only ' 'eigenvalues. See ' 'https://github.com/google/jax/issues/2748 for discussion.') # Formula for derivative of eigenvalues w.r.t. a is eqn 4.60 in # https://arxiv.org/abs/1701.00392 a, = primals da, = tangents l, v = eig(a, compute_left_eigenvectors=False) return [l], [reductions.sum(_solve(v, da.astype(v.dtype)) * _T(v), -1)] eig_p = Primitive('eig') eig_p.multiple_results = True eig_p.def_impl(eig_impl) eig_p.def_abstract_eval(eig_abstract_eval) mlir.register_lowering(eig_p, eig_lower) mlir.register_lowering(eig_p, _eig_cpu_lowering, platform='cpu') batching.primitive_batchers[eig_p] = eig_batching_rule ad.primitive_jvps[eig_p] = eig_jvp_rule # Symmetric/Hermitian eigendecomposition def eigh_jacobi(x: ArrayLike, *, lower: bool = True, sort_eigenvalues: bool = True) -> Tuple[Array, Array]: """Helper Jacobi eigendecomposition implemented by XLA. Used as a subroutine of QDWH-eig on TPU.""" w, v = eigh_jacobi_p.bind(x, lower=lower, sort_eigenvalues=sort_eigenvalues) return w, v def _eigh_jacobi_impl(operand, *, lower, sort_eigenvalues): w, v = dispatch.apply_primitive(eigh_jacobi_p, operand, lower=lower, sort_eigenvalues=sort_eigenvalues) return w, v def _eigh_jacobi_abstract_eval(operand, *, lower, sort_eigenvalues): if isinstance(operand, ShapedArray): if operand.ndim < 2 or operand.shape[-2] != operand.shape[-1]: raise ValueError( "Argument to symmetric eigendecomposition must have shape [..., n, n]," "got shape {}".format(operand.shape)) batch_dims = operand.shape[:-2] n = operand.shape[-1] w = operand.update(shape=batch_dims + (n,), dtype=lax_internal._complex_basetype(operand.dtype)) v = operand.update(shape=batch_dims + (n, n)) else: w, v = operand, operand return w, v def _eigh_jacobi_lowering_rule(ctx, operand, lower, sort_eigenvalues): operand_aval, = ctx.avals_in if operand_aval.shape[-1] == 0: reshape_aval = operand_aval.update(shape=operand_aval.shape[:-1]) return [ hlo.RealOp(mlir.reshape(ctx, operand, reshape_aval)).result, operand, ] eigvals_type = mlir.aval_to_ir_type(ctx.avals_out[0]) eigvecs_type = mlir.aval_to_ir_type(ctx.avals_out[1]) result_types = [eigvecs_type, eigvals_type] backend_config = f"{int(lower)},{int(sort_eigenvalues)},100,1e-6" if any(not is_constant_shape(aval_out.shape) for aval_out in ctx.avals_out): if jaxlib_version < (0, 4, 9): raise ValueError("shape polymorphism with native lowering for eigh on " "TPU requires jaxlib version 0.4.9.") result_shapes = [ mlir.shape_tensor(mlir.eval_dynamic_shape(ctx, aval_out.shape)) # The custom call returns the results swapped for aval_out in list(reversed(ctx.avals_out)) ] else: result_shapes = None op = mlir.custom_call( "Eigh", result_types, [operand], backend_config=backend_config, api_version=1, result_shapes=result_shapes, ) return op.results[1], op.results[0] eigh_jacobi_p = Primitive('eigh_jacobi') eigh_jacobi_p.multiple_results = True eigh_jacobi_p.def_impl(_eigh_jacobi_impl) eigh_jacobi_p.def_abstract_eval(_eigh_jacobi_abstract_eval) mlir.register_lowering(eigh_jacobi_p, _eigh_jacobi_lowering_rule) def _eigh_impl(operand, *, lower, sort_eigenvalues): v, w = dispatch.apply_primitive(eigh_p, operand, lower=lower, sort_eigenvalues=sort_eigenvalues) return v, w def _eigh_abstract_eval(operand, *, lower, sort_eigenvalues): if isinstance(operand, ShapedArray): if operand.ndim < 2 or operand.shape[-2] != operand.shape[-1]: raise ValueError( "Argument to symmetric eigendecomposition must have shape [..., n, n]," "got shape {}".format(operand.shape)) batch_dims = operand.shape[:-2] n = operand.shape[-1] v = operand.update(shape=batch_dims + (n, n)) w = operand.update(shape=batch_dims + (n,), dtype=lax_internal._complex_basetype(operand.dtype)) else: v, w = operand, operand return v, w def _eigh_cpu_gpu_lowering(syevd_impl, ctx, operand, *, lower, sort_eigenvalues): del sort_eigenvalues # The CPU/GPU implementations always sort. operand_aval, = ctx.avals_in v_aval, w_aval = ctx.avals_out batch_dims = operand_aval.shape[:-2] if jaxlib_version < (0, 4, 9): if not is_constant_shape(operand_aval.shape): raise NotImplementedError("Shape polymorphism for native lowering for " "eigh requires " "jaxlib version 0.4.9; b/261671778") v, w, info = syevd_impl(operand_aval.dtype, operand, lower=lower) else: # The eigh implementation on CPU and GPU uses lapack helper routines to # find the size of the workspace based on the non-batch dimensions. # Therefore, we cannot yet support dynamic non-batch dimensions. if not is_constant_shape(operand_aval.shape[-2:]): raise NotImplementedError( "Shape polymorphism for for native lowering for eigh is implemented " f"only for the batch dimensions: {operand_aval.shape}") batch_size_num = math.prod(batch_dims) if batch_dims else 1 batch_size = mlir.eval_dynamic_shape(ctx, (batch_size_num,))[0] if isinstance(batch_size, int): batch_size = mlir.ir_constant(np.int32(batch_size)) v_shape: ir.Value = mlir.shape_tensor(mlir.eval_dynamic_shape(ctx, v_aval.shape)) w_shape: ir.Value = mlir.shape_tensor(mlir.eval_dynamic_shape(ctx, w_aval.shape)) info_shape: ir.Value = mlir.shape_tensor(mlir.eval_dynamic_shape(ctx, batch_dims)) v, w, info = syevd_impl(operand_aval.dtype, operand, batch_size, v_shape, w_shape, info_shape, lower=lower) zeros = mlir.full_like_aval(ctx, 0, ShapedArray(batch_dims, np.dtype(np.int32))) ok = mlir.compare_hlo(info, zeros, "EQ", "SIGNED") select_v_aval = ShapedArray(batch_dims + (1, 1), np.dtype(np.bool_)) v = _broadcasting_select_hlo( ctx, mlir.broadcast_in_dim(ctx, ok, select_v_aval, broadcast_dimensions=range(len(batch_dims))), select_v_aval, v, v_aval, _nan_like_hlo(ctx, v_aval), v_aval) select_w_aval = ShapedArray(batch_dims + (1,), np.dtype(np.bool_)) w = _broadcasting_select_hlo( ctx, mlir.broadcast_in_dim(ctx, ok, select_w_aval, broadcast_dimensions=range(len(batch_dims))), select_w_aval, w, w_aval, _nan_like_hlo(ctx, w_aval), w_aval) return [v, w] def _eigh_tpu_impl(x, *, lower, sort_eigenvalues): *_, m, n = x.shape assert m == n, (m, n) termination_size = 256 if not is_constant_dim(m): # TODO: maybe we can relax the check below for shape polymorphism? raise NotImplementedError( "Shape polymorphism for for native lowering for eigh is implemented " f"only for the batch dimensions: {x.shape}") if m <= termination_size: eig_vals, eig_vecs = eigh_jacobi(x, lower=lower, sort_eigenvalues=sort_eigenvalues) return eig_vecs, eig_vals def eigh_qdwh(x): if len(x.shape) > 2: return control_flow.map(eigh_qdwh, x) # We should only look at elements from the lower/upper triangle. Reflects # that triangle into the other triangle to form a Hermitian matrix. if lower: mask = jnp.tri(n, k=0, dtype=bool) else: mask = ufuncs.logical_not(jnp.tri(n, k=-1, dtype=bool)) if dtypes.issubdtype(x.dtype, jnp.complexfloating): re = lax.select(mask, lax.real(x), _T(lax.real(x))) if lower: im_mask = jnp.tri(n, k=-1, dtype=bool) else: im_mask = ufuncs.logical_not(jnp.tri(n, k=0, dtype=bool)) im = lax.select(im_mask, lax.imag(x), jnp.zeros_like(lax.imag(x))) im = lax.select(mask, im, -_T(im)) x = lax.complex(re, im) else: x = lax.select(mask, x, _T(x)) return lax_eigh.eigh(x, sort_eigenvalues=sort_eigenvalues, termination_size=termination_size) eig_vals, eig_vecs = eigh_qdwh(x) return eig_vecs, eig_vals def _eigh_jvp_rule(primals, tangents, *, lower, sort_eigenvalues): # Derivative for eigh in the simplest case of distinct eigenvalues. # This is classic nondegenerate perurbation theory, but also see # https://people.maths.ox.ac.uk/gilesm/files/NA-08-01.pdf # The general solution treating the case of degenerate eigenvalues is # considerably more complicated. Ambitious readers may refer to the general # methods below or refer to degenerate perturbation theory in physics. # https://www.win.tue.nl/analysis/reports/rana06-33.pdf and # https://people.orie.cornell.edu/aslewis/publications/99-clarke.pdf a, = primals a_dot, = tangents v, w_real = eigh_p.bind(symmetrize(a), lower=lower, sort_eigenvalues=sort_eigenvalues) # for complex numbers we need eigenvalues to be full dtype of v, a: w = w_real.astype(a.dtype) eye_n = jnp.eye(a.shape[-1], dtype=a.dtype) # carefully build reciprocal delta-eigenvalue matrix, avoiding NaNs. Fmat = ufuncs.reciprocal(eye_n + w[..., jnp.newaxis, :] - w[..., jnp.newaxis]) - eye_n # eigh impl doesn't support batch dims, but future-proof the grad. dot = partial(lax.dot if a.ndim == 2 else lax.batch_matmul, precision=lax.Precision.HIGHEST) vdag_adot_v = dot(dot(_H(v), a_dot), v) dv = dot(v, ufuncs.multiply(Fmat, vdag_adot_v)) dw = ufuncs.real(jnp.diagonal(vdag_adot_v, axis1=-2, axis2=-1)) return (v, w_real), (dv, dw) def _eigh_batching_rule(batched_args, batch_dims, *, lower, sort_eigenvalues): x, = batched_args bd, = batch_dims x = batching.moveaxis(x, bd, 0) return eigh_p.bind(x, lower=lower, sort_eigenvalues=sort_eigenvalues), (0, 0) eigh_p = Primitive('eigh') eigh_p.multiple_results = True eigh_p.def_impl(_eigh_impl) eigh_p.def_abstract_eval(_eigh_abstract_eval) ad.primitive_jvps[eigh_p] = _eigh_jvp_rule batching.primitive_batchers[eigh_p] = _eigh_batching_rule mlir.register_lowering( eigh_p, partial(_eigh_cpu_gpu_lowering, lapack.syevd_hlo), platform='cpu') if gpu_solver is not None: mlir.register_lowering( eigh_p, partial(_eigh_cpu_gpu_lowering, gpu_solver.cuda_syevd), platform='cuda') mlir.register_lowering( eigh_p, partial(_eigh_cpu_gpu_lowering, gpu_solver.rocm_syevd), platform='rocm') mlir.register_lowering( eigh_p, mlir.lower_fun(_eigh_tpu_impl, multiple_results=True), platform='tpu') _triangular_solve_dtype_rule = partial( naryop_dtype_rule, _input_dtype, (_float | _complex, _float | _complex), 'triangular_solve') def _triangular_solve_shape_rule(a, b, *, left_side=False, **unused_kwargs): if a.ndim < 2: msg = "triangular_solve requires a.ndim to be at least 2, got {}." raise TypeError(msg.format(a.ndim)) if b.ndim < 2: msg = "triangular_solve requires b.ndim to be at least 2, got {}." raise TypeError(msg.format(b.ndim)) if a.shape[-1] != a.shape[-2]: msg = ("triangular_solve requires the last two dimensions of a to be equal " "in size, got a.shape of {}.") raise TypeError(msg.format(a.shape)) if a.shape[:-2] != b.shape[:-2]: msg = ("triangular_solve requires both arguments to have the same number " "of dimensions and equal batch dimensions, got {} and {}.") raise TypeError(msg.format(a.shape, b.shape)) common_dim = -2 if left_side else -1 if a.shape[-1] != b.shape[common_dim]: msg = "Incompatible shapes for arguments to triangular_solve: {} and {}." raise TypeError(msg.format(a.shape, b.shape)) return b.shape def _triangular_solve_jvp_rule_a( g_a, ans, a, b, *, left_side, lower, transpose_a, conjugate_a, unit_diagonal): m, n = b.shape[-2:] k = 1 if unit_diagonal else 0 g_a = jnp.tril(g_a, k=-k) if lower else jnp.triu(g_a, k=k) g_a = lax.neg(g_a) g_a = jnp.swapaxes(g_a, -1, -2) if transpose_a else g_a g_a = ufuncs.conj(g_a) if conjugate_a else g_a dot = partial(lax.dot if g_a.ndim == 2 else lax.batch_matmul, precision=lax.Precision.HIGHEST) def a_inverse(rhs): return triangular_solve(a, rhs, left_side=left_side, lower=lower, transpose_a=transpose_a, conjugate_a=conjugate_a, unit_diagonal=unit_diagonal) # triangular_solve is about the same cost as matrix multplication (~n^2 FLOPs # for matrix/vector inputs). Order these operations in whichever order is # cheaper. if left_side: assert g_a.shape[-2:] == a.shape[-2:] == (m, m) and ans.shape[-2:] == (m, n) if m > n: return a_inverse(dot(g_a, ans)) # A^{-1} (∂A X) else: return dot(a_inverse(g_a), ans) # (A^{-1} ∂A) X else: assert g_a.shape[-2:] == a.shape[-2:] == (n, n) and ans.shape[-2:] == (m, n) if m < n: return a_inverse(dot(ans, g_a)) # (X ∂A) A^{-1} else: return dot(ans, a_inverse(g_a)) # X (∂A A^{-1}) def _triangular_solve_transpose_rule( cotangent, a, b, *, left_side, lower, transpose_a, conjugate_a, unit_diagonal): # Triangular solve is nonlinear in its first argument and linear in its second # argument, analogous to `div` but swapped. assert not ad.is_undefined_primal(a) and ad.is_undefined_primal(b) if type(cotangent) is ad_util.Zero: cotangent_b = ad_util.Zero(b.aval) else: cotangent_b = triangular_solve(a, cotangent, left_side=left_side, lower=lower, transpose_a=not transpose_a, conjugate_a=conjugate_a, unit_diagonal=unit_diagonal) return [None, cotangent_b] def _triangular_solve_batching_rule(batched_args, batch_dims, *, left_side, lower, transpose_a, conjugate_a, unit_diagonal): x, y = batched_args bx, by = batch_dims if bx is batching.not_mapped: if left_side: y = batching.moveaxis(y, by, -1) y_flat = y.reshape(y.shape[:-2] + (y.shape[-2] * y.shape[-1],)) bdim_out = y.ndim - 1 else: y = batching.moveaxis(y, by, -2) y_flat = y.reshape(y.shape[:-3] + (y.shape[-3] * y.shape[-2], y.shape[-1])) bdim_out = y.ndim - 2 out_flat = triangular_solve( x, y_flat, left_side=left_side, lower=lower, transpose_a=transpose_a, conjugate_a=conjugate_a, unit_diagonal=unit_diagonal) return out_flat.reshape(y.shape), bdim_out else: size = next(t.shape[i] for t, i in zip(batched_args, batch_dims) if i is not None) x = batching.bdim_at_front(x, bx, size) y = batching.bdim_at_front(y, by, size) return triangular_solve(x, y, left_side=left_side, lower=lower, transpose_a=transpose_a, conjugate_a=conjugate_a, unit_diagonal=unit_diagonal), 0 triangular_solve_p = standard_primitive( _triangular_solve_shape_rule, _triangular_solve_dtype_rule, 'triangular_solve') ad.defjvp2(triangular_solve_p, _triangular_solve_jvp_rule_a, lambda g_b, _, a, b, **kws: triangular_solve(a, g_b, **kws)) ad.primitive_transposes[triangular_solve_p] = _triangular_solve_transpose_rule batching.primitive_batchers[triangular_solve_p] = _triangular_solve_batching_rule def _triangular_solve_lowering( ctx, a, b, *, left_side, lower, transpose_a, conjugate_a, unit_diagonal): out_aval, = ctx.avals_out if conjugate_a and not transpose_a: a = chlo.ConjOp(a) conjugate_a = False if not transpose_a: transpose = "NO_TRANSPOSE" else: transpose = "ADJOINT" if conjugate_a else "TRANSPOSE" return hlo.TriangularSolveOp( a, b, ir.BoolAttr.get(left_side), ir.BoolAttr.get(lower), ir.BoolAttr.get(unit_diagonal), hlo.TransposeAttr.get(transpose)).results mlir.register_lowering(triangular_solve_p, _triangular_solve_lowering) def _triangular_solve_cpu_lower( ctx, a, b, *, left_side, lower, transpose_a, conjugate_a, unit_diagonal): a_aval, _ = ctx.avals_in if conjugate_a and not transpose_a: a = chlo.ConjOp(a).result conjugate_a = False if len(a_aval.shape) == 2 and np.dtype(a_aval.dtype) in _cpu_lapack_types: alpha = mlir.ir_constant(np.array(1, dtype=a_aval.dtype)) return [lapack.trsm_hlo( a_aval.dtype, alpha, a, b, left_side, lower, transpose_a, conjugate_a, unit_diagonal)] else: # Fall back to the HLO implementation for unsupported types or batching. # TODO: Consider swapping XLA for LAPACK in batched case if transpose_a: transpose = "ADJOINT" if conjugate_a else "TRANSPOSE" else: transpose = "NO_TRANSPOSE" return hlo.TriangularSolveOp(a, b, ir.BoolAttr.get(left_side), ir.BoolAttr.get(lower), ir.BoolAttr.get(unit_diagonal), hlo.TransposeAttr.get(transpose)).results mlir.register_lowering(triangular_solve_p, _triangular_solve_cpu_lower, platform='cpu') # Support operation for LU decomposition: Transformation of the pivots returned # by LU decomposition into permutations. # Define this outside lu_pivots_to_permutation to ensure fori_loop cache hits def _lu_pivots_body_fn(i, permutation_and_swaps): permutation, swaps = permutation_and_swaps batch_dims = swaps.shape[:-1] j = swaps[..., i] iotas = jnp.ix_(*(lax.iota(jnp.int32, b) for b in batch_dims)) x = permutation[..., i] y = permutation[iotas + (j,)] permutation = permutation.at[..., i].set(y) return permutation.at[iotas + (j,)].set(x), swaps def _generic_lu_pivots_to_permutation(swaps, permutation_size): """Converts the pivots (row swaps) returned by LU to a permutation. We build a permutation rather than applying `swaps` directly to the rows of a matrix because lax loops aren't differentiable. Args: swaps: an array of shape (..., k) of row swaps to perform permutation_size: the size of the output permutation. Should be >= k. Returns: An int32 array of shape (..., m). """ assert len(swaps.shape) >= 1 batch_dims = swaps.shape[:-1] k = swaps.shape[-1] m = permutation_size permutation = lax.broadcasted_iota(jnp.int32, batch_dims + (m,), len(batch_dims)) if m == 0: return permutation result, _ = lax.fori_loop(np.array(0, np.int32), np.array(k, np.int32), _lu_pivots_body_fn, (permutation, swaps)) return result def _lu_pivots_to_permutation_abstract_eval(pivots, *, permutation_size): pivots = raise_to_shaped(pivots) if isinstance(pivots, ShapedArray): if pivots.ndim < 1 or pivots.dtype != np.dtype(np.int32): raise ValueError( 'Argument to lu_pivots_to_permutation must have rank >= 1 and dtype ' 'int32. Got shape={} and dtype={}'.format(pivots.shape, pivots.dtype)) if permutation_size < pivots.shape[-1]: raise ValueError( 'Output permutation size {} has to exceed the trailing dimension of ' 'the pivots. Got shape {}'.format(permutation_size, pivots.shape)) batch_dims = pivots.shape[:-1] permutations = pivots.update(shape=batch_dims + (permutation_size,)) else: permutations = pivots return permutations def _lu_pivots_to_permutation_batching_rule(batched_args, batch_dims, *, permutation_size): x, = batched_args bd, = batch_dims x = batching.moveaxis(x, bd, 0) return lu_pivots_to_permutation_p.bind( x, permutation_size=permutation_size), 0 def _lu_pivots_to_permutation_gpu_lowering(lowering, ctx, pivots, *, permutation_size): return [lowering(pivots, permutation_size=permutation_size)] lu_pivots_to_permutation_p = Primitive('lu_pivots_to_permutation') lu_pivots_to_permutation_p.multiple_results = False lu_pivots_to_permutation_p.def_impl( partial(dispatch.apply_primitive, lu_pivots_to_permutation_p)) lu_pivots_to_permutation_p.def_abstract_eval( _lu_pivots_to_permutation_abstract_eval) batching.primitive_batchers[lu_pivots_to_permutation_p] = ( _lu_pivots_to_permutation_batching_rule) mlir.register_lowering( lu_pivots_to_permutation_p, mlir.lower_fun(_generic_lu_pivots_to_permutation, multiple_results=False)) mlir.register_lowering( lu_pivots_to_permutation_p, partial(_lu_pivots_to_permutation_gpu_lowering, gpu_linalg.cuda_lu_pivots_to_permutation), platform='cuda') mlir.register_lowering( lu_pivots_to_permutation_p, partial(_lu_pivots_to_permutation_gpu_lowering, gpu_linalg.hip_lu_pivots_to_permutation), platform='rocm') # LU decomposition # Computes a pivoted LU decomposition such that # PA = LU # In the style of LAPACK, LU are stored in the same matrix. def _lu_unblocked(a): """Unblocked LU decomposition, as a rolled loop.""" m, n = a.shape def body(k, state): pivot, perm, a = state m_idx = jnp.arange(m) n_idx = jnp.arange(n) if jnp.issubdtype(a.dtype, jnp.complexfloating): t = a[:, k] magnitude = ufuncs.abs(ufuncs.real(t)) + ufuncs.abs(ufuncs.imag(t)) else: magnitude = ufuncs.abs(a[:, k]) i = jnp.argmax(jnp.where(m_idx >= k, magnitude, -jnp.inf)) pivot = pivot.at[k].set(i) a = a.at[[k, i],].set(a[[i, k],]) perm = perm.at[[i, k],].set(perm[[k, i],]) # a[k+1:, k] /= a[k, k], adapted for loop-invariant shapes x = a[k, k] a = a.at[:, k].set(jnp.where(m_idx > k, a[:, k] / x, a[:, k])) # a[k+1:, k+1:] -= jnp.outer(a[k+1:, k], a[k, k+1:]) a = a - jnp.where((m_idx[:, None] > k) & (n_idx[None, :] > k), jnp.outer(a[:, k], a[k, :]), jnp.array(0, dtype=a.dtype)) return pivot, perm, a pivot = jnp.zeros((min(m, n),), dtype=jnp.int32) perm = jnp.arange(m, dtype=jnp.int32) if m == 0 and n == 0: # If the array is empty, the loop body never executes but tracing it to a # jaxpr fails because the indexing cannot succeed. return (pivot, perm, a) return lax.fori_loop(0, min(m, n), body, (pivot, perm, a)) def _lu_blocked(a, block_size=128): """Blocked LU decomposition, as an unrolled loop.""" m, n = a.shape r = min(m, n) pivot = jnp.zeros((r,), dtype=jnp.int32) perm = jnp.arange(m, dtype=jnp.int32) for k in range(0, r, block_size): b = min(r - k, block_size) block_pivot, block_perm, lu_block = _lu_unblocked(a[k:, k:k+b]) pivot = pivot.at[k:k+b].set(block_pivot + k) perm = perm.at[k:].set(perm[block_perm + k]) a = a.at[k:, :].set(a[block_perm + k, :]) a = a.at[k:, k:k+b].set(lu_block) if k + b < n: a = a.at[k:k+b, k+b:].set( triangular_solve(a[k:k+b, k:k+b], a[k:k+b, k+b:], left_side=True, lower=True, unit_diagonal=True)) a = a.at[k+b:, k+b:].add(-lax.dot(a[k+b:, k:k+b], a[k:k+b, k+b:], precision=lax.Precision.HIGHEST)) return a, pivot, perm def _lu_python(x): """Default LU decomposition in Python, where no better version exists.""" batch_dims = x.shape[:-2] fn = _lu_blocked for _ in range(len(batch_dims)): fn = api.vmap(fn) return fn(x) def _lu_impl(operand): lu, pivot, perm = dispatch.apply_primitive(lu_p, operand) return lu, pivot, perm def _lu_abstract_eval(operand): operand = raise_to_shaped(operand) if isinstance(operand, ShapedArray): if operand.ndim < 2: raise ValueError("Argument to LU decomposition must have ndims >= 2") batch_dims = operand.shape[:-2] m = operand.shape[-2] n = operand.shape[-1] pivot = operand.update(shape=batch_dims + (min(m, n),), dtype=jnp.int32) perm = operand.update(shape=batch_dims + (m,), dtype=jnp.int32) else: pivot = operand perm = operand return operand, pivot, perm def _lu_jvp_rule(primals, tangents): a, = primals a_dot, = tangents lu, pivots, permutation = lu_p.bind(a) a_shape = jnp.shape(a) m, n = a_shape[-2:] dtype = lax.dtype(a) k = min(m, n) batch_dims = a_shape[:-2] iotas = jnp.ix_(*(lax.iota(jnp.int32, b) for b in batch_dims + (1,))) x = a_dot[iotas[:-1] + (permutation, slice(None))] # Differentiation of Matrix Functionals Using Triangular Factorization # F. R. De Hoog, R. S. Anderssen, and M. A. Lukas # # LU = A # ==> L'U + LU' = A' # ==> inv(L) . L' + U' . inv(U) = inv(L) A' inv(U) # ==> L' = L . tril(inv(L) . A' . inv(U), -1) # U' = triu(inv(L) . A' . inv(U)) . U ndims = len(a_shape) l_padding = [(0, 0, 0)] * ndims l_padding[-1] = (0, m - k, 0) zero = lax_internal._const(lu, 0) l = lax.pad(jnp.tril(lu[..., :, :k], -1), zero, l_padding) l = l + lax.expand_dims(jnp.eye(m, m, dtype=dtype), range(l.ndim - 2)) u_eye = lax.pad(jnp.eye(n - k, n - k, dtype=dtype), zero, ((k, 0, 0), (k, 0, 0))) u_padding = [(0, 0, 0)] * ndims u_padding[-2] = (0, n - k, 0) u = (lax.pad(jnp.triu(lu[..., :k, :]), zero, u_padding) + lax.expand_dims(u_eye, range(lu.ndim - 2))) la = triangular_solve(l, x, left_side=True, transpose_a=False, lower=True, unit_diagonal=True) lau = triangular_solve(u, la, left_side=False, transpose_a=False, lower=False) l_dot = jnp.matmul(l, jnp.tril(lau, -1), precision=lax.Precision.HIGHEST) u_dot = jnp.matmul(jnp.triu(lau), u, precision=lax.Precision.HIGHEST) lu_dot = l_dot + u_dot return (lu, pivots, permutation), (lu_dot, ad_util.Zero.from_value(pivots), ad_util.Zero.from_value(permutation)) def _lu_batching_rule(batched_args, batch_dims): x, = batched_args bd, = batch_dims x = batching.moveaxis(x, bd, 0) return lu_p.bind(x), (0, 0, 0) def _lu_cpu_gpu_lowering(getrf_impl, ctx, operand): if any(not is_constant_shape(a.shape) for a in (ctx.avals_in + ctx.avals_out)): raise NotImplementedError("Shape polymorphism for custom call is not implemented (lu); b/261671778") operand_aval, = ctx.avals_in out_aval, pivot_aval, perm_aval = ctx.avals_out batch_dims = operand_aval.shape[:-2] m = operand_aval.shape[-2] lu, pivot, info = getrf_impl(operand_aval.dtype, operand) # Subtract 1 from the pivot to get 0-based indices. pivot = hlo.SubtractOp(pivot, mlir.full_like_aval(ctx, 1, pivot_aval)).result ok = mlir.compare_hlo( info, mlir.full_like_aval(ctx, 0, ShapedArray(batch_dims, np.dtype(np.int32))), "GE", "SIGNED") select_lu_aval = ShapedArray(batch_dims + (1, 1), np.dtype(np.bool_)) lu = _broadcasting_select_hlo( ctx, mlir.broadcast_in_dim(ctx, ok, select_lu_aval, broadcast_dimensions=range(len(batch_dims))), select_lu_aval, lu, out_aval, _nan_like_hlo(ctx, out_aval), out_aval) sub_ctx = ctx.replace(primitive=None, avals_in=[pivot_aval], avals_out=[perm_aval]) perm_fn = mlir.lower_fun(lambda x: lu_pivots_to_permutation(x, m), multiple_results=False) perm, = perm_fn(sub_ctx, pivot) return [lu, pivot, perm] def _lu_tpu_lowering_rule(ctx, operand): if any(not is_constant_shape(a.shape) for a in (ctx.avals_in + ctx.avals_out)): raise NotImplementedError(f"Shape polymorphism for custom call is not implemented (lu); b/261671778; {ctx.avals_in + ctx.avals_out}") result_types = [ mlir.aval_to_ir_type(ctx.avals_out[0]), mlir.aval_to_ir_type(ctx.avals_out[1]), mlir.aval_to_ir_type(ctx.avals_out[2]) ] op = hlo.CustomCallOp( result_types, [operand], call_target_name=ir.StringAttr.get("LuDecomposition"), has_side_effect=ir.BoolAttr.get(False), ) return op.results lu_p = Primitive('lu') lu_p.multiple_results = True lu_p.def_impl(_lu_impl) lu_p.def_abstract_eval(_lu_abstract_eval) mlir.register_lowering(lu_p, mlir.lower_fun(_lu_python, multiple_results=True)) ad.primitive_jvps[lu_p] = _lu_jvp_rule batching.primitive_batchers[lu_p] = _lu_batching_rule mlir.register_lowering(lu_p, partial(_lu_cpu_gpu_lowering, lapack.getrf_hlo), platform='cpu') mlir.register_lowering( lu_p, partial(_lu_cpu_gpu_lowering, gpu_solver.cuda_getrf), platform='cuda') mlir.register_lowering( lu_p, partial(_lu_cpu_gpu_lowering, gpu_solver.rocm_getrf), platform='rocm') mlir.register_lowering(lu_p, _lu_tpu_lowering_rule, platform='tpu') @partial(vectorize, excluded={3}, signature='(n,n),(n),(n,k)->(n,k)') def _lu_solve_core(lu: Array, permutation: Array, b: Array, trans: int) -> Array: m = lu.shape[0] x = jnp.reshape(b, (m, math.prod(b.shape[1:]))) if trans == 0: x = x[permutation, :] x = triangular_solve(lu, x, left_side=True, lower=True, unit_diagonal=True) x = triangular_solve(lu, x, left_side=True, lower=False) elif trans == 1 or trans == 2: conj = trans == 2 x = triangular_solve(lu, x, left_side=True, lower=False, transpose_a=True, conjugate_a=conj) x = triangular_solve(lu, x, left_side=True, lower=True, unit_diagonal=True, transpose_a=True, conjugate_a=conj) x = x[jnp.argsort(permutation), :] else: raise ValueError(f"'trans' value must be 0, 1, or 2, got {trans}") return lax.reshape(x, b.shape) @partial(api.jit, static_argnums=(3,)) def _lu_solve(lu: Array, permutation: Array, b: Array, trans: int) -> Array: if len(lu.shape) < 2 or lu.shape[-1] != lu.shape[-2]: raise ValueError("last two dimensions of LU decomposition must be equal, " "got shape {}".format(lu.shape)) if len(b.shape) < 1: raise ValueError("b matrix must have rank >= 1, got shape {}" .format(b.shape)) # Broadcasting follows NumPy's convention for linalg.solve: the RHS is # treated as a (batched) vector if the number of dimensions differ by 1. # Otherwise, broadcasting rules apply. rhs_vector = lu.ndim == b.ndim + 1 if rhs_vector: if b.shape[-1] != lu.shape[-1]: raise ValueError("When LU decomposition matrix and b have the same " "number of dimensions, last axis of LU decomposition " "matrix (shape {}) and b array (shape {}) must match" .format(lu.shape, b.shape)) b = b[..., jnp.newaxis] else: if b.shape[-2] != lu.shape[-1]: raise ValueError("When LU decomposition matrix and b different " "numbers of dimensions, last axis of LU decomposition " "matrix (shape {}) and second to last axis of b array " "(shape {}) must match" .format(lu.shape, b.shape)) x = _lu_solve_core(lu, permutation, b, trans) return x[..., 0] if rhs_vector else x def lu_solve(lu: ArrayLike, permutation: ArrayLike, b: ArrayLike, trans: int = 0) -> Array: """LU solve with broadcasting.""" return _lu_solve(lu, permutation, b, trans) # QR decomposition # QR decomposition is implemented as a composition of two lower-level primitives # geqrf and orgqr. The names, while cryptic Fortran alphabet soup, are LAPACK's # names for the primitives, and we stick with them for consistency. def geqrf(a: ArrayLike) -> Tuple[Array, Array]: """Computes the QR decomposition of a matrix. Args: a: an ``[..., m, n]`` batch of matrices, with floating-point or complex type. Returns: An ``(a, taus)`` pair where ``r`` is in the upper triangle of ``a``, ``q`` is represented in the lower triangle of ``a`` and in ``taus`` as elementary Householder reflectors. """ a_out, taus = geqrf_p.bind(a) return a_out, taus def _geqrf_abstract_eval(operand): if not isinstance(operand, ShapedArray): raise NotImplementedError("Unsupported aval in geqrf_abstract_eval: " f"{operand.aval}") if operand.ndim < 2: raise ValueError("Argument to QR decomposition must have ndims >= 2") *batch_dims, m, n = operand.shape taus = operand.update(shape=(*batch_dims, min(m, n))) return operand, taus def _geqrf_batching_rule(batched_args, batch_dims): x, = batched_args bd, = batch_dims return geqrf(batching.moveaxis(x, bd, 0)), (0, 0) def _geqrf_lowering_rule(ctx, operand): ts_type = mlir.aval_to_ir_type(ctx.avals_out[0]) r_type = mlir.aval_to_ir_type(ctx.avals_out[1]) result_types = [ts_type, r_type] if any(not is_constant_shape(aval_out.shape) for aval_out in ctx.avals_out): result_shapes = [ mlir.shape_tensor(mlir.eval_dynamic_shape(ctx, aval_out.shape)) for aval_out in ctx.avals_out ] else: result_shapes = None op = mlir.custom_call( "Qr", result_types, [operand], api_version=1, result_shapes=result_shapes ) return op.results def _geqrf_cpu_gpu_lowering(geqrf_impl, batched_geqrf_impl, ctx, a): if any(not is_constant_shape(a.shape) for a in (ctx.avals_in + ctx.avals_out)): raise NotImplementedError("Shape polymorphism for custom call is not implemented (geqrf); b/261671778") a_aval, taus_aval = ctx.avals_out *batch_dims, m, n = a_aval.shape batch = math.prod(batch_dims) if batch == 0 or m == 0 or n == 0: return mlir.full_like_aval(ctx, 0, a_aval), mlir.full_like_aval(ctx, 0, taus_aval) if (batched_geqrf_impl is not None and batch > 1 and m // batch <= 128 and n // batch <= 128): a_out, taus = batched_geqrf_impl(a_aval.dtype, a) else: a_out, taus, info_geqrf = geqrf_impl(a_aval.dtype, a) zeros = mlir.full_like_aval(ctx, 0, ShapedArray(batch_dims, np.dtype(np.int32))) ok = mlir.compare_hlo(info_geqrf, zeros, "EQ", "SIGNED") select_ok_a_aval = ShapedArray(batch_dims + [1, 1], np.dtype(np.bool_)) ok_a = mlir.broadcast_in_dim(ctx, ok, select_ok_a_aval, broadcast_dimensions=range(len(batch_dims))) a_out = _broadcasting_select_hlo(ctx, ok_a, select_ok_a_aval, a_out, a_aval, _nan_like_hlo(ctx, a_aval), a_aval) select_ok_taus_aval = ShapedArray(batch_dims + [1], np.dtype(np.bool_)) ok_taus = mlir.broadcast_in_dim(ctx, ok, select_ok_taus_aval, broadcast_dimensions=range(len(batch_dims))) taus = _broadcasting_select_hlo(ctx, ok_taus, select_ok_taus_aval, taus, taus_aval, _nan_like_hlo(ctx, taus_aval), taus_aval) return a_out, taus geqrf_p = Primitive('geqrf') geqrf_p.multiple_results = True geqrf_p.def_impl(partial(dispatch.apply_primitive, geqrf_p)) geqrf_p.def_abstract_eval(_geqrf_abstract_eval) batching.primitive_batchers[geqrf_p] = _geqrf_batching_rule mlir.register_lowering(geqrf_p, _geqrf_lowering_rule) mlir.register_lowering( geqrf_p, partial(_geqrf_cpu_gpu_lowering, lapack.geqrf_hlo, None), platform='cpu') mlir.register_lowering( geqrf_p, partial(_geqrf_cpu_gpu_lowering, gpu_solver.cuda_geqrf, gpu_solver.cuda_geqrf_batched), platform='cuda') mlir.register_lowering( geqrf_p, partial(_geqrf_cpu_gpu_lowering, gpu_solver.rocm_geqrf, gpu_solver.rocm_geqrf_batched), platform='rocm') # householder_product: product of elementary Householder reflectors def householder_product(a: ArrayLike, taus: ArrayLike) -> Array: """Product of elementary Householder reflectors. Args: a: A matrix with shape ``[..., m, n]``, whose lower triangle contains elementary Householder reflectors. taus: A vector with shape ``[..., k]``, where ``k < min(m, n)``, containing the scalar factors of the elementary Householder reflectors. Returns: A batch of orthogonal (unitary) matrices with the same shape as ``a``, containing the products of the elementary Householder reflectors. """ return householder_product_p.bind(a, taus) def _householder_product_abstract_eval(a, taus): if not isinstance(a, ShapedArray) or not isinstance(taus, ShapedArray): raise NotImplementedError("Unsupported aval in householder_product_abstract_eval: " f"{a.aval} {taus.aval}") if a.ndim < 2: raise ValueError("Argument to Householder product must have ndims >= 2") *batch_dims, m, n = a.shape *taus_batch_dims, k = taus.shape if a.dtype != taus.dtype or batch_dims != taus_batch_dims or k > min(m, n): raise ValueError(f"Type mismatch for Householder product: {a=} {taus=}") if m < n: raise ValueError("Householder product inputs must have at least as many " f"rows as columns, got shape {a.shape}") return a def _householder_product_batching_rule(batched_args, batch_dims): a, taus = batched_args b_a, b_taus, = batch_dims return householder_product(batching.moveaxis(a, b_a, 0), batching.moveaxis(taus, b_taus, 0)), (0,) def _householder_product_lowering_rule(ctx, a, taus): aval_out, = ctx.avals_out if not is_constant_shape(aval_out.shape): result_shapes = [ mlir.shape_tensor(mlir.eval_dynamic_shape(ctx, aval_out.shape))] else: result_shapes = None op = mlir.custom_call( "ProductOfElementaryHouseholderReflectors", [mlir.aval_to_ir_type(aval_out)], [a, taus], api_version=1, result_shapes=result_shapes) return [op.result] def _householder_product_cpu_gpu_lowering(orgqr_impl, ctx, a, taus): if any(not is_constant_shape(a.shape) for a in (ctx.avals_in + ctx.avals_out)): raise NotImplementedError("Shape polymorphism for custom call is not implemented (householder product); b/261671778") a_aval, _ = ctx.avals_in *batch_dims, m, n = a_aval.shape if m == 0 or n == 0: return [mlir.full_like_aval(ctx, 0, a_aval)] a, info_orgqr = orgqr_impl(a_aval.dtype, a, taus) zeros = mlir.full_like_aval(ctx, 0, ShapedArray(batch_dims, np.dtype(np.int32))) ok = mlir.compare_hlo(info_orgqr, zeros, "EQ", "SIGNED") select_a_aval = ShapedArray(batch_dims + [1, 1], np.dtype(np.bool_)) ok = mlir.broadcast_in_dim(ctx, ok, select_a_aval, broadcast_dimensions=range(len(batch_dims))) a = _broadcasting_select_hlo(ctx, ok, select_a_aval, a, a_aval, _nan_like_hlo(ctx, a_aval), a_aval) return [a] householder_product_p = Primitive('householder_product') householder_product_p.def_impl(partial(dispatch.apply_primitive, householder_product_p)) householder_product_p.def_abstract_eval(_householder_product_abstract_eval) batching.primitive_batchers[householder_product_p] = _householder_product_batching_rule mlir.register_lowering(householder_product_p, _householder_product_lowering_rule) mlir.register_lowering( householder_product_p, partial(_householder_product_cpu_gpu_lowering, lapack.orgqr_hlo), platform='cpu') mlir.register_lowering( householder_product_p, partial(_householder_product_cpu_gpu_lowering, gpu_solver.cuda_orgqr), platform='cuda') mlir.register_lowering( householder_product_p, partial(_householder_product_cpu_gpu_lowering, gpu_solver.rocm_orgqr), platform='rocm') def _qr_impl(operand, *, full_matrices): q, r = dispatch.apply_primitive(qr_p, operand, full_matrices=full_matrices) return q, r def _qr_abstract_eval(operand, *, full_matrices): if isinstance(operand, ShapedArray): if operand.ndim < 2: raise ValueError("Argument to QR decomposition must have ndims >= 2") *batch_dims, m, n = operand.shape k = m if full_matrices else min(m, n) q = operand.update(shape=(*batch_dims, m, k)) r = operand.update(shape=(*batch_dims, k, n)) else: q = operand r = operand return q, r def qr_jvp_rule(primals, tangents, *, full_matrices): # See j-towns.github.io/papers/qr-derivative.pdf for a terse derivation. x, = primals dx, = tangents q, r = qr_p.bind(x, full_matrices=False) *_, m, n = x.shape if m < n or (full_matrices and m != n): raise NotImplementedError( "Unimplemented case of QR decomposition derivative") dx_rinv = triangular_solve(r, dx) # Right side solve by default qt_dx_rinv = jnp.matmul(_H(q), dx_rinv) qt_dx_rinv_lower = jnp.tril(qt_dx_rinv, -1) do = qt_dx_rinv_lower - _H(qt_dx_rinv_lower) # This is skew-symmetric # The following correction is necessary for complex inputs I = lax.expand_dims(jnp.eye(n, dtype=do.dtype), range(qt_dx_rinv.ndim - 2)) do = do + I * (qt_dx_rinv - qt_dx_rinv.real.astype(qt_dx_rinv.dtype)) dq = jnp.matmul(q, do - qt_dx_rinv) + dx_rinv dr = jnp.matmul(qt_dx_rinv - do, r) return (q, r), (dq, dr) def _qr_batching_rule(batched_args, batch_dims, *, full_matrices): x, = batched_args bd, = batch_dims x = batching.moveaxis(x, bd, 0) return qr_p.bind(x, full_matrices=full_matrices), (0, 0) def _qr_lowering(a, *, full_matrices): *batch_dims, m, n = a.shape if m == 0 or n == 0: k = m if full_matrices else min(m, n) q = jnp.broadcast_to(jnp.eye(m, k, dtype=a.dtype), (*batch_dims, m, k)) r = jnp.empty((*batch_dims, k, n), dtype=a.dtype) return q, r r, taus = geqrf(a) if m < n: q = householder_product(r[..., :m, :m], taus) elif full_matrices: pads = [(0, 0, 0)] * (len(batch_dims) + 1) + [(0, m - n, 0)] q = lax.pad(r, lax_internal._zero(r), pads) q = householder_product(q, taus) else: q = householder_product(r, taus) r = r[..., :n, :n] r = jnp.triu(r) return q, r qr_p = Primitive('qr') qr_p.multiple_results = True qr_p.def_impl(_qr_impl) qr_p.def_abstract_eval(_qr_abstract_eval) ad.primitive_jvps[qr_p] = qr_jvp_rule batching.primitive_batchers[qr_p] = _qr_batching_rule mlir.register_lowering(qr_p, mlir.lower_fun(_qr_lowering)); # Singular value decomposition def _svd_impl(operand, *, full_matrices, compute_uv): return dispatch.apply_primitive(svd_p, operand, full_matrices=full_matrices, compute_uv=compute_uv) def _svd_abstract_eval(operand, *, full_matrices, compute_uv): if isinstance(operand, ShapedArray): if operand.ndim < 2: raise ValueError("Argument to singular value decomposition must have ndims >= 2") batch_dims = operand.shape[:-2] m = operand.shape[-2] n = operand.shape[-1] s = operand.update(shape=batch_dims + (min(m, n),), dtype=lax_internal._complex_basetype(operand.dtype)) if compute_uv: u = operand.update(shape=batch_dims + (m, m if full_matrices else min(m, n))) vt = operand.update(shape=batch_dims + (n if full_matrices else min(m, n), n)) return s, u, vt else: return s, else: raise NotImplementedError @jax.default_matmul_precision("float32") def _svd_jvp_rule(primals, tangents, *, full_matrices, compute_uv): A, = primals dA, = tangents s, U, Vt = svd_p.bind(A, full_matrices=False, compute_uv=True) if compute_uv and full_matrices: # TODO: implement full matrices case, documented here: https://people.maths.ox.ac.uk/gilesm/files/NA-08-01.pdf raise NotImplementedError( "Singular value decomposition JVP not implemented for full matrices") Ut, V = _H(U), _H(Vt) s_dim = s[..., None, :] dS = Ut @ dA @ V ds = ufuncs.real(jnp.diagonal(dS, 0, -2, -1)) if not compute_uv: return (s,), (ds,) s_diffs = (s_dim + _T(s_dim)) * (s_dim - _T(s_dim)) s_diffs_zeros = jnp.eye(s.shape[-1], dtype=s.dtype) # jnp.ones((), dtype=A.dtype) * (s_diffs == 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 dSS = s_dim.astype(A.dtype) * dS # dS.dot(jnp.diag(s)) SdS = _T(s_dim.astype(A.dtype)) * dS # jnp.diag(s).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 = .5 * (dS - _H(dS)) * s_inv_mat.astype(A.dtype) dU = U @ (F.astype(A.dtype) * (dSS + _H(dSS)) + dUdV_diag) dV = V @ (F.astype(A.dtype) * (SdS + _H(SdS))) m, n = A.shape[-2:] if m > n: dAV = dA @ V dU = dU + (dAV - U @ (Ut @ dAV)) / s_dim.astype(A.dtype) if n > m: dAHU = _H(dA) @ U dV = dV + (dAHU - V @ (Vt @ dAHU)) / s_dim.astype(A.dtype) return (s, U, Vt), (ds, dU, _H(dV)) def _empty_svd(a, *, full_matrices, compute_uv): batch_shape = a.shape[:-2] m, n = a.shape[-2:] s = jnp.empty(batch_shape + (0,), dtype=lax_internal._complex_basetype(a.dtype)) if not compute_uv: return (s,) if full_matrices: size = max(m, n) u = jnp.broadcast_to(jnp.eye(size, dtype=a.dtype), batch_shape + (size, size)) else: u = jnp.empty(batch_shape + (m, n), dtype=a.dtype) v = jnp.empty(batch_shape + (0, 0), dtype=a.dtype) if m < n: u, v = v, u return s, u, v def _svd_cpu_gpu_lowering(gesvd_impl, ctx, operand, *, full_matrices, compute_uv): if any(not is_constant_shape(a.shape) for a in (ctx.avals_in + ctx.avals_out)): raise NotImplementedError("Shape polymorphism for custom call is not implemented (svd); b/261671778") operand_aval, = ctx.avals_in s_aval = ctx.avals_out[0] m, n = operand_aval.shape[-2:] batch_dims = operand_aval.shape[:-2] if m == 0 or n == 0: return mlir.lower_fun(_empty_svd, multiple_results=True)( ctx, operand, full_matrices=full_matrices, compute_uv=compute_uv) s, u, vt, info = gesvd_impl(operand_aval.dtype, operand, full_matrices=full_matrices, compute_uv=compute_uv) zeros = mlir.full_like_aval(ctx, 0, ShapedArray(batch_dims, np.dtype(np.int32))) ok = mlir.compare_hlo(info, zeros, "EQ", "SIGNED") select_s_aval = ShapedArray(batch_dims + (1,), np.dtype(np.bool_)) s = _broadcasting_select_hlo( ctx, mlir.broadcast_in_dim(ctx, ok, select_s_aval, broadcast_dimensions=range(len(batch_dims))), select_s_aval, s, s_aval, _nan_like_hlo(ctx, s_aval), s_aval) result = [s] if compute_uv: u_aval, vt_aval = ctx.avals_out[1:] select_u_aval = ShapedArray(batch_dims + (1, 1), np.dtype(np.bool_)) u = _broadcasting_select_hlo( ctx, mlir.broadcast_in_dim(ctx, ok, select_u_aval, broadcast_dimensions=range(len(batch_dims))), select_u_aval, u, u_aval, _nan_like_hlo(ctx, u_aval), u_aval) select_v_aval = ShapedArray(batch_dims + (1, 1), np.dtype(np.bool_)) vt = _broadcasting_select_hlo( ctx, mlir.broadcast_in_dim(ctx, ok, select_v_aval, broadcast_dimensions=range(len(batch_dims))), select_v_aval, vt, vt_aval, _nan_like_hlo(ctx, vt_aval), vt_aval) result += [u, vt] return result def _svd_tpu(a, *, full_matrices, compute_uv): batch_dims = a.shape[:-2] fn = partial(lax_svd.svd, full_matrices=full_matrices, compute_uv=compute_uv) for _ in range(len(batch_dims)): fn = api.vmap(fn) if compute_uv: u, s, vh = fn(a) return [s, u, vh] else: s = fn(a) return [s] def _svd_tpu_lowering_rule(ctx, operand, *, full_matrices, compute_uv): operand_aval, = ctx.avals_in m, n = operand_aval.shape[-2:] if m == 0 or n == 0: return mlir.lower_fun(_empty_svd, multiple_results=True)( ctx, operand, full_matrices=full_matrices, compute_uv=compute_uv) return mlir.lower_fun(_svd_tpu, multiple_results=True)( ctx, operand, full_matrices=full_matrices, compute_uv=compute_uv) def _svd_batching_rule(batched_args, batch_dims, *, full_matrices, compute_uv): x, = batched_args bd, = batch_dims x = batching.moveaxis(x, bd, 0) outs = svd_p.bind(x, full_matrices=full_matrices, compute_uv=compute_uv) if compute_uv: return outs, (0, 0, 0) else: return outs, (0,) svd_p = Primitive('svd') svd_p.multiple_results = True svd_p.def_impl(_svd_impl) svd_p.def_abstract_eval(_svd_abstract_eval) ad.primitive_jvps[svd_p] = _svd_jvp_rule batching.primitive_batchers[svd_p] = _svd_batching_rule mlir.register_lowering( svd_p, partial(_svd_cpu_gpu_lowering, lapack.gesdd_hlo), platform='cpu') mlir.register_lowering( svd_p, partial(_svd_cpu_gpu_lowering, gpu_solver.cuda_gesvd), platform='cuda') mlir.register_lowering( svd_p, partial(_svd_cpu_gpu_lowering, gpu_solver.rocm_gesvd), platform='rocm') mlir.register_lowering(svd_p, _svd_tpu_lowering_rule) def _tridiagonal_solve_gpu_lowering(lowering, ctx, dl, d, du, b, *, m, n, ldb, t): return [lowering(dl, d, du, b, m=m, n=n, ldb=ldb, t=dtypes.canonicalize_dtype(t))] tridiagonal_solve_p = Primitive('tridiagonal_solve') tridiagonal_solve_p.multiple_results = False tridiagonal_solve_p.def_impl( functools.partial(dispatch.apply_primitive, tridiagonal_solve_p)) tridiagonal_solve_p.def_abstract_eval(lambda dl, d, du, b, *, m, n, ldb, t: b) # TODO(tomhennigan): Consider AD rules using lax.custom_linear_solve? mlir.register_lowering( tridiagonal_solve_p, partial(_tridiagonal_solve_gpu_lowering, gpu_sparse.cuda_gtsv2), platform='cuda') mlir.register_lowering( tridiagonal_solve_p, partial(_tridiagonal_solve_gpu_lowering, gpu_sparse.rocm_gtsv2), platform='rocm') def _tridiagonal_solve_jax(dl, d, du, b, **kw): """Pure JAX implementation of `tridiagonal_solve`.""" prepend_zero = lambda x: jnp.append(jnp.zeros([1], dtype=x.dtype), x[:-1]) fwd1 = lambda tu_, x: x[1] / (x[0] - x[2] * tu_) fwd2 = lambda b_, x: (x[0] - x[3] * b_) / (x[1] - x[3] * x[2]) bwd1 = lambda x_, x: x[0] - x[1] * x_ double = lambda f, args: (f(*args), f(*args)) # Forward pass. _, tu_ = lax.scan(lambda tu_, x: double(fwd1, (tu_, x)), du[0] / d[0], (d, du, dl), unroll=32) _, b_ = lax.scan(lambda b_, x: double(fwd2, (b_, x)), b[0] / d[0], (b, d, prepend_zero(tu_), dl), unroll=32) # Backsubstitution. _, x_ = lax.scan(lambda x_, x: double(bwd1, (x_, x)), b_[-1], (b_[::-1], tu_[::-1]), unroll=32) return x_[::-1] mlir.register_lowering(tridiagonal_solve_p, mlir.lower_fun( _tridiagonal_solve_jax, multiple_results=False)) def tridiagonal_solve(dl: Array, d: Array, du: Array, b: Array) -> Array: r"""Computes the solution of a tridiagonal linear system. This function computes the solution of a tridiagonal linear system: .. math:: A . X = B Args: dl: The lower diagonal of A: ``dl[i] := A[i, i-1]`` for i in ``[0,m)``. Note that ``dl[0] = 0``. d: The middle diagnoal of A: ``d[i] := A[i, i]`` for i in ``[0,m)``. du: The upper diagonal of A: ``du[i] := A[i, i+1]`` for i in ``[0,m)``. Note that ``dl[m - 1] = 0``. b: Right hand side matrix. Returns: Solution ``X`` of tridiagonal system. """ if dl.ndim != 1 or d.ndim != 1 or du.ndim != 1: raise ValueError('dl, d and du must be vectors') if dl.shape != d.shape or d.shape != du.shape: raise ValueError( f'dl={dl.shape}, d={d.shape} and du={du.shape} must all be `[m]`') if b.ndim != 2: raise ValueError(f'b={b.shape} must be a matrix') m, = dl.shape if m < 3: raise ValueError(f'm ({m}) must be >= 3') ldb, n = b.shape if ldb < max(1, m): raise ValueError(f'Leading dimension of b={ldb} must be ≥ max(1, {m})') if dl.dtype != d.dtype or d.dtype != du.dtype or du.dtype != b.dtype: raise ValueError(f'dl={dl.dtype}, d={d.dtype}, du={du.dtype} and ' f'b={b.dtype} must be the same dtype,') t = dl.dtype if t not in (np.float32, np.float64): raise ValueError(f'Only f32/f64 are supported, got {t}') return tridiagonal_solve_p.bind(dl, d, du, b, m=m, n=n, ldb=ldb, t=t) # Schur Decomposition @_warn_on_positional_kwargs def schur(x: ArrayLike, *, compute_schur_vectors: bool = True, sort_eig_vals: bool = False, select_callable: Optional[Callable[..., Any]] = None) -> Tuple[Array, Array]: return schur_p.bind( x, compute_schur_vectors=compute_schur_vectors, sort_eig_vals=sort_eig_vals, select_callable=select_callable) def _schur_impl(operand, *, compute_schur_vectors, sort_eig_vals, select_callable): return dispatch.apply_primitive( schur_p, operand, compute_schur_vectors=compute_schur_vectors, sort_eig_vals=sort_eig_vals, select_callable=select_callable) def _schur_lowering(ctx, *args, **kwargs): raise NotImplementedError( "Schur decomposition is only implemented on the CPU backend.") def _schur_abstract_eval(operand, *, compute_schur_vectors, sort_eig_vals, select_callable): if operand.ndim < 2 or operand.shape[-2] != operand.shape[-1]: raise ValueError("Argument to Schur decomposition must have " "shape [..., n, n], got shape {}".format(operand.shape)) batch_dims = operand.shape[:-2] n = operand.shape[-1] dtype = operand.dtype dtype = dtypes.canonicalize_dtype(dtype) T = operand.update(shape=batch_dims + (n, n), dtype=dtype) vs = operand.update(shape=batch_dims + (n, n), dtype=dtype) return (T, vs) if compute_schur_vectors else (T,) def _schur_cpu_lowering(ctx, operand, *, compute_schur_vectors, sort_eig_vals, select_callable): operand_aval, = ctx.avals_in batch_dims = operand_aval.shape[:-2] gees_result = lapack.gees_hlo(operand_aval.dtype, operand, jobvs=compute_schur_vectors, sort=sort_eig_vals, select=select_callable) # Number of return values depends on value of sort_eig_vals. T, vs, *_, info = gees_result ok = mlir.compare_hlo( info, mlir.full_like_aval(ctx, 0, ShapedArray(batch_dims, np.dtype(np.int32))), "EQ", "SIGNED") select_T_aval = ShapedArray(batch_dims + (1, 1), np.dtype(np.bool_)) T = _broadcasting_select_hlo( ctx, mlir.broadcast_in_dim(ctx, ok, select_T_aval, broadcast_dimensions=range(len(batch_dims))), select_T_aval, T, ctx.avals_out[0],_nan_like_hlo(ctx, ctx.avals_out[0]), ctx.avals_out[0]) output = [T] if compute_schur_vectors: select_vs_aval = ShapedArray(batch_dims + (1, 1), np.dtype(np.bool_)) vs = _broadcasting_select_hlo( ctx, mlir.broadcast_in_dim(ctx, ok, select_vs_aval, broadcast_dimensions=range(len(batch_dims))), select_vs_aval, vs, ctx.avals_out[1], _nan_like_hlo(ctx, ctx.avals_out[1]), ctx.avals_out[1]) output.append(vs) return output def _schur_batching_rule(batched_args, batch_dims, *, compute_schur_vectors, sort_eig_vals, select_callable): x, = batched_args bd, = batch_dims x = batching.moveaxis(x, bd, 0) return schur_p.bind( x, compute_schur_vectors=compute_schur_vectors, sort_eig_vals=sort_eig_vals, select_callable=select_callable), (0,) * (1 + compute_schur_vectors) def _schur_jvp_rule(primals, tangents, *, compute_schur_vectors, sort_eig_vals): raise NotImplementedError( 'The differentiation rules for the Schur factorization have not been implemented.' ) schur_p = Primitive('schur') schur_p.multiple_results = True schur_p.def_impl(_schur_impl) schur_p.def_abstract_eval(_schur_abstract_eval) mlir.register_lowering(schur_p, _schur_lowering) mlir.register_lowering(schur_p, _schur_cpu_lowering, platform='cpu') batching.primitive_batchers[schur_p] = _schur_batching_rule ad.primitive_jvps[schur_p] = _schur_jvp_rule # hessenberg: Upper Hessenberg reduction def hessenberg(a: ArrayLike) -> Tuple[Array, Array]: """Reduces a square matrix to upper Hessenberg form. Currently implemented on CPU only. Args: a: A floating point or complex square matrix or batch of matrices. Returns: A ``(a, taus)`` pair, where the upper triangle and first subdiagonal of ``a`` contain the upper Hessenberg matrix, and the elements below the first subdiagonal contain the Householder reflectors. For each Householder reflector ``taus`` contains the scalar factors of the elementary Householder reflectors. """ return hessenberg_p.bind(a) def _hessenberg_abstract_eval(a): if a.dtype not in (jnp.float32, jnp.float64, jnp.complex64, jnp.complex128): raise TypeError("hessenberg requires a.dtype to be float32, float64, " f"complex64, or complex128, got {a.dtype}.") if a.ndim < 2: raise TypeError("hessenberg requires a.ndim to be at least 2, got " f"{a.ndim}.") if a.shape[-1] != a.shape[-2]: raise TypeError("hessenberg requires the last two dimensions of a to be " f"equal in size, got a.shape of {a.shape}.") return [a, ShapedArray(a.shape[:-2] + (a.shape[-1] - 1,), a.dtype)] hessenberg_p = Primitive("hessenberg") hessenberg_p.def_impl(partial(dispatch.apply_primitive, hessenberg_p)) hessenberg_p.def_abstract_eval(_hessenberg_abstract_eval) hessenberg_p.multiple_results = True def _hessenberg_batching_rule(batched_args, batch_dims): x, = batched_args bd, = batch_dims x = batching.moveaxis(x, bd, 0) return hessenberg(x), 0 batching.primitive_batchers[hessenberg_p] = _hessenberg_batching_rule def _hessenberg_cpu_hlo(ctx, a): a_aval, = ctx.avals_in batch_dims = a_aval.shape[:-2] a, taus, info = lapack.gehrd_hlo(a_aval.dtype, a) ok = mlir.compare_hlo( info, mlir.full_like_aval(ctx, 0, ShapedArray(batch_dims, np.dtype(np.int32))), "EQ", "SIGNED") select_a_aval = ShapedArray(batch_dims + (1, 1), np.dtype(np.bool_)) select_taus_aval = ShapedArray(batch_dims + (1,), np.dtype(np.bool_)) return [ _broadcasting_select_hlo( ctx, mlir.broadcast_in_dim(ctx, ok, select_a_aval, broadcast_dimensions=range(len(batch_dims))), select_a_aval, a, ctx.avals_out[0], _nan_like_hlo(ctx, ctx.avals_out[0]), ctx.avals_out[0]), _broadcasting_select_hlo( ctx, mlir.broadcast_in_dim(ctx, ok, select_taus_aval, broadcast_dimensions=range(len(batch_dims))), select_taus_aval, taus, ctx.avals_out[1], _nan_like_hlo(ctx, ctx.avals_out[1]), ctx.avals_out[1]), ] mlir.register_lowering(hessenberg_p, _hessenberg_cpu_hlo, platform='cpu') # tridiagonal: Upper Hessenberg reduction def tridiagonal(a: ArrayLike, *, lower=True ) -> Tuple[Array, Array, Array, Array]: """Reduces a symmetric/Hermitian matrix to tridiagonal form. Currently implemented on CPU and GPU only. Args: a: A floating point or complex matrix or batch of matrices. lower: Describes which triangle of the input matrices to use. The other triangle is ignored and not accessed. Returns: A ``(a, d, e, taus)`` pair. If ``lower=True``, the diagonal and first subdiagonal of matrix (or batch of matrices) ``a`` contain the tridiagonal representation, and elements below the first subdiagonal contain the elementary Householder reflectors, where additionally ``d`` contains the diagonal of the matrix and ``e`` contains the first subdiagonal.If ``lower=False`` the diagonal and first superdiagonal of the matrix contains the tridiagonal representation, and elements above the first superdiagonal contain the elementary Householder reflectors, where additionally ``d`` contains the diagonal of the matrix and ``e`` contains the first superdiagonal. ``taus`` contains the scalar factors of the elementary Householder reflectors. """ arr, d, e, taus, info = tridiagonal_p.bind(jnp.asarray(a), lower=lower) nan = arr.dtype.type(jnp.nan) if jnp.issubdtype(arr.dtype, np.complexfloating): nan = nan + arr.dtype.type(jnp.nan * 1j) arr = jnp.where((info == 0)[..., None, None], arr, nan) real_type = jnp.finfo(arr.dtype).dtype.type d = jnp.where((info == 0)[..., None], d, real_type(jnp.nan)) e = jnp.where((info == 0)[..., None], e, real_type(jnp.nan)) taus = jnp.where((info == 0)[..., None], taus, nan) return arr, d, e, taus def _tridiagonal_abstract_eval(a, *, lower): if a.dtype not in (jnp.float32, jnp.float64, jnp.complex64, jnp.complex128): raise TypeError("tridiagonal requires a.dtype to be float32, float64, " f"complex64, or complex128, got {a.dtype}.") if a.ndim < 2: raise TypeError("tridiagonal requires a.ndim to be at least 2, got " f"{a.ndim}.") if a.shape[-1] != a.shape[-2]: raise TypeError("tridiagonal requires the last two dimensions of a to be " f"equal in size, got a.shape of {a.shape}.") if a.shape[-1] == 0: raise TypeError("tridiagonal requires the last two dimensions of a to be " f"non-zero, got a.shape of {a.shape}.") real_dtype = jnp.finfo(a.dtype).dtype return [ a, ShapedArray(a.shape[:-2] + (a.shape[-1],), real_dtype), ShapedArray(a.shape[:-2] + (a.shape[-1] - 1,), real_dtype), ShapedArray(a.shape[:-2] + (a.shape[-1] - 1,), a.dtype), ShapedArray(a.shape[:-2], np.int32) ] tridiagonal_p = Primitive("tridiagonal") tridiagonal_p.def_impl(partial(dispatch.apply_primitive, tridiagonal_p)) tridiagonal_p.def_abstract_eval(_tridiagonal_abstract_eval) tridiagonal_p.multiple_results = True def _tridiagonal_batching_rule(batched_args, batch_dims, *, lower): x, = batched_args bd, = batch_dims x = batching.moveaxis(x, bd, 0) return tridiagonal(x), 0 batching.primitive_batchers[tridiagonal_p] = _tridiagonal_batching_rule def _tridiagonal_cpu_gpu_hlo(sytrd_impl, ctx, a, *, lower): a_aval, = ctx.avals_in a, d, e, taus, info = sytrd_impl(a_aval.dtype, a, lower=lower) return a, d, e, taus, info mlir.register_lowering( tridiagonal_p, partial(_tridiagonal_cpu_gpu_hlo, lapack.sytrd_hlo), platform='cpu') mlir.register_lowering( tridiagonal_p, partial(_tridiagonal_cpu_gpu_hlo, gpu_solver.cuda_sytrd), platform='cuda') mlir.register_lowering( tridiagonal_p, partial(_tridiagonal_cpu_gpu_hlo, gpu_solver.rocm_sytrd), platform='rocm') # Utilities def _nan_like_hlo(ctx: mlir.LoweringRuleContext, aval) -> ir.Value: if jnp.issubdtype(aval.dtype, np.complexfloating): return mlir.full_like_aval(ctx, np.nan + np.nan * 1j, aval) else: return mlir.full_like_aval(ctx, np.nan, aval) def _broadcasting_select_hlo(ctx, which, which_aval, x, x_aval, y, y_aval) -> ir.Value: """Wrapper around XLA `Select` that broadcasts its arguments.""" out_shapes = list(lax_internal.broadcast_shapes( tuple(which_aval.shape), tuple(x_aval.shape), tuple(y_aval.shape))) which, x, y = mlir.multi_broadcast_in_dim(ctx, (which, x, y), (which_aval, x_aval, y_aval), out_shapes) return hlo.SelectOp(which, x, y).result