forked from mindspore-Ecosystem/mindspore
fix lu api bugs
This commit is contained in:
parent
8758830723
commit
d3726b435d
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@ -0,0 +1,36 @@
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/**
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* Copyright 2021 Huawei Technologies Co., Ltd
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*
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* Licensed under the Apache License, Version 2.0 (the "License");
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* you may not use this file except in compliance with the License.
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* You may obtain a copy of the License at
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*
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* http://www.apache.org/licenses/LICENSE-2.0
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*
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* Unless required by applicable law or agreed to in writing, software
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* distributed under the License is distributed on an "AS IS" BASIS,
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* WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
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* See the License for the specific language governing permissions and
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* limitations under the License.
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*/
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#ifndef MINDSPORE_CCSRC_BACKEND_KERNEL_COMPILER_CPU_EIGEN_EIGEN_COMMON_UTILS_H_
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#define MINDSPORE_CCSRC_BACKEND_KERNEL_COMPILER_CPU_EIGEN_EIGEN_COMMON_UTILS_H_
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#include "Eigen/Dense"
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#include "Eigen/Core"
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namespace mindspore {
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namespace kernel {
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using Eigen::ColMajor;
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using Eigen::Dynamic;
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using Eigen::Lower;
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using Eigen::Map;
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using Eigen::MatrixBase;
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using Eigen::RowMajor;
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using Eigen::UnitLower;
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using Eigen::UnitUpper;
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using Eigen::Upper;
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template <typename T, int Major>
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using Matrix = Eigen::Matrix<T, Dynamic, Dynamic, Major>;
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} // namespace kernel
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} // namespace mindspore
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#endif // MINDSPORE_CCSRC_BACKEND_KERNEL_COMPILER_CPU_EIGEN_EIGEN_COMMON_UTILS_H_
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@ -16,13 +16,13 @@
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#include "backend/kernel_compiler/cpu/eigen/lu_cpu_kernel.h"
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#include <vector>
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#include "backend/kernel_compiler/cpu/eigen/eigen_common_utils.h"
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#include "utils/ms_utils.h"
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#include "Eigen/Dense"
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#include "Eigen/LU"
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namespace mindspore {
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namespace kernel {
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namespace {
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constexpr size_t kLUInputsNum = 1;
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constexpr size_t kLUaIndex = 0;
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@ -73,27 +73,44 @@ template <typename T>
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bool LUCPUKernel<T>::Launch(const std::vector<kernel::AddressPtr> &inputs, const std::vector<kernel::AddressPtr> &,
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const std::vector<kernel::AddressPtr> &outputs) {
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T *a_value = reinterpret_cast<T *>(inputs[kLUaIndex]->addr);
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Eigen::Map<Eigen::Matrix<T, Eigen::Dynamic, Eigen::Dynamic, Eigen::RowMajor>> input_a(a_value, a_row_, a_col_);
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Map<Matrix<T, RowMajor>> input_a(a_value, a_row_, a_col_);
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T *lu_value = reinterpret_cast<T *>(outputs[kLuIndex]->addr);
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Eigen::Map<Eigen::Matrix<T, Eigen::Dynamic, Eigen::Dynamic, Eigen::RowMajor>> output_lu(lu_value, lu_row_, lu_col_);
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Map<Matrix<T, RowMajor>> output_lu(lu_value, lu_row_, lu_col_);
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int *pivots_value = reinterpret_cast<int *>(outputs[kPivotsIndex]->addr);
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Eigen::Map<Eigen::Matrix<int, Eigen::Dynamic, Eigen::Dynamic, Eigen::RowMajor>> output_pivots(
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pivots_value, pivots_row_, pivots_col_);
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int *permutation_value = reinterpret_cast<int *>(outputs[kPermutationIndex]->addr);
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Eigen::Map<Eigen::Matrix<int, Eigen::Dynamic, Eigen::Dynamic, Eigen::RowMajor>> output_permutation(
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permutation_value, permutation_row_, permutation_col_);
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Map<Matrix<int, RowMajor>> output_permutation(permutation_value, permutation_row_, permutation_col_);
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if (a_row_ == a_col_) {
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// partial_piv_lu
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output_lu = input_a.lu().matrixLU();
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output_pivots = input_a.lu().permutationP().indices();
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auto partial_lu = input_a.lu();
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auto partial_p = partial_lu.permutationP();
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output_lu.noalias() = partial_lu.matrixLU();
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output_permutation.noalias() = partial_p.toDenseMatrix();
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} else {
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// full_piv_lu
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output_lu = input_a.fullPivLu().matrixLU();
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output_pivots = input_a.fullPivLu().permutationP().indices();
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auto full_piv_lu = input_a.fullPivLu();
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auto full_piv_p = full_piv_lu.permutationP();
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output_lu.noalias() = full_piv_lu.matrixLU();
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output_permutation.noalias() = full_piv_p.toDenseMatrix();
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}
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output_permutation = output_pivots;
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// calculate permutation array from permutation matrix to indicate scipy's pivots.
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for (int i = 0; i < static_cast<int>(output_permutation.rows()); ++i) {
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if (output_permutation(i, i) != 0) {
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pivots_value[i] = i;
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continue;
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}
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for (int j = 0; j < static_cast<int>(output_permutation.cols()); ++j) {
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if (output_permutation(i, j) != 0) {
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pivots_value[i] = j;
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break;
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}
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}
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}
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// here, we note that eigen calculate permutation matrix is col major, so transpose it to row major,
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// but permutation array is based on permutation matrix before transposed, which is consistent to scipy and jax.
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output_permutation.transposeInPlace();
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if (output_lu.RowsAtCompileTime != 0 && output_lu.ColsAtCompileTime != 0 && output_permutation.size() != 0) {
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return true;
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}
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@ -14,8 +14,8 @@
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* limitations under the License.
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*/
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#ifndef MINDSPORE_CCSRC_BACKEND_KERNEL_COMPILER_CPU_EIGEN3_LU_CPU_KERNEL_H_
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#define MINDSPORE_CCSRC_BACKEND_KERNEL_COMPILER_CPU_EIGEN3_LU_CPU_KERNEL_H_
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#ifndef MINDSPORE_CCSRC_BACKEND_KERNEL_COMPILER_CPU_EIGEN_LU_CPU_KERNEL_H_
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#define MINDSPORE_CCSRC_BACKEND_KERNEL_COMPILER_CPU_EIGEN_LU_CPU_KERNEL_H_
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#include <vector>
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#include "backend/kernel_compiler/cpu/cpu_kernel.h"
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@ -62,4 +62,4 @@ MS_REG_CPU_KERNEL_T(LU,
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} // namespace kernel
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} // namespace mindspore
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#endif // MINDSPORE_CCSRC_BACKEND_KERNEL_COMPILER_CPU_EIGEN3_LU_CPU_KERNEL_H_
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#endif // MINDSPORE_CCSRC_BACKEND_KERNEL_COMPILER_CPU_EIGEN_LU_CPU_KERNEL_H_
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@ -16,13 +16,13 @@
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#include "backend/kernel_compiler/cpu/eigen/lu_solve_cpu_kernel.h"
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#include <vector>
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#include <string>
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#include "utils/ms_utils.h"
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#include "backend/kernel_compiler/cpu/eigen/eigen_common_utils.h"
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#include "Eigen/Dense"
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#include "Eigen/LU"
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namespace mindspore {
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namespace kernel {
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namespace {
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constexpr size_t kLUInputsNum = 2;
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constexpr size_t kLUaIndex = 0;
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@ -70,6 +70,7 @@ void LUSolverCPUKernel<T>::InitKernel(const CNodePtr &kernel_node) {
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out_row_ = output_lu_shape.at(output_lu_shape.size() - kRowIndex);
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out_col_ = output_lu_shape.at(output_lu_shape.size() - kColIndex);
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}
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trans_ = AnfAlgo ::GetNodeAttr<std::string>(kernel_node, TRANS);
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}
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template <typename T>
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@ -77,23 +78,28 @@ bool LUSolverCPUKernel<T>::Launch(const std::vector<kernel::AddressPtr> &inputs,
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const std::vector<kernel::AddressPtr> &,
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const std::vector<kernel::AddressPtr> &outputs) {
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T *a_value = reinterpret_cast<T *>(inputs[kLUaIndex]->addr);
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Eigen::Map<Eigen::Matrix<T, Eigen::Dynamic, Eigen::Dynamic, Eigen::RowMajor>> input_a(a_value, a_row_, a_col_);
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Map<Matrix<T, RowMajor>> input_a(a_value, a_row_, a_col_);
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T *b_value = reinterpret_cast<T *>(inputs[kLUbIndex]->addr);
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Eigen::Map<Eigen::Matrix<T, Eigen::Dynamic, Eigen::Dynamic, Eigen::RowMajor>> input_b(b_value, b_row_, b_col_);
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Map<Matrix<T, RowMajor>> input_b(b_value, b_row_, b_col_);
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T *output_lu_value = reinterpret_cast<T *>(outputs[kLuIndex]->addr);
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Eigen::Map<Eigen::Matrix<T, Eigen::Dynamic, Eigen::Dynamic, Eigen::RowMajor>> output_lu(output_lu_value, out_row_,
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out_col_);
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if (a_row_ == a_col_) {
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// partial_piv_lu
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output_lu = input_a.lu().solve(input_b);
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Map<Matrix<T, RowMajor>> output_lu(output_lu_value, out_row_, out_col_);
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if (trans_ == "N") {
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output_lu.noalias() = input_a.template triangularView<UnitLower>().solve(input_b);
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output_lu.noalias() = input_a.template triangularView<Upper>().solve(output_lu);
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} else if (trans_ == "T") {
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output_lu.noalias() = input_a.template triangularView<Upper>().solve(input_b);
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output_lu.noalias() = input_a.template triangularView<UnitLower>().solve(output_lu);
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} else if (trans_ == "C") {
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MS_LOG_EXCEPTION << kernel_name_ << " trans_ flag is not supported C: " << trans_;
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} else {
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// full_piv_lu
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output_lu = input_a.fullPivLu().solve(input_b);
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MS_LOG_EXCEPTION << kernel_name_ << " trans_ flag is invalid: " << trans_;
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}
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if (output_lu.RowsAtCompileTime == 0 || output_lu.ColsAtCompileTime == 0) {
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MS_LOG_EXCEPTION << kernel_name_ << " output lu shape invalid.";
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}
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return true;
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}
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} // namespace kernel
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@ -14,10 +14,11 @@
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* limitations under the License.
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*/
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#ifndef MINDSPORE_CCSRC_BACKEND_KERNEL_COMPILER_CPU_EIGEN3_LU_SOLVER_CPU_KERNEL_H_
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#define MINDSPORE_CCSRC_BACKEND_KERNEL_COMPILER_CPU_EIGEN3_LUSOLVER_CPU_KERNEL_H_
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#ifndef MINDSPORE_CCSRC_BACKEND_KERNEL_COMPILER_CPU_EIGEN_LU_SOLVER_CPU_KERNEL_H_
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#define MINDSPORE_CCSRC_BACKEND_KERNEL_COMPILER_CPU_EIGEN_LU_SOLVER_CPU_KERNEL_H_
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#include <vector>
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#include <string>
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#include "backend/kernel_compiler/cpu/cpu_kernel.h"
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#include "backend/kernel_compiler/cpu/cpu_kernel_factory.h"
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@ -39,6 +40,7 @@ class LUSolverCPUKernel : public CPUKernel {
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size_t b_col_{1};
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size_t out_row_{1};
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size_t out_col_{1};
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std::string trans_{};
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TypeId dtype_{kNumberTypeFloat32};
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};
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@ -53,4 +55,4 @@ MS_REG_CPU_KERNEL_T(
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} // namespace kernel
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} // namespace mindspore
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#endif // MINDSPORE_CCSRC_BACKEND_KERNEL_COMPILER_CPU_EIGEN3_LUSOLVER_CPU_KERNEL_H_
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#endif // MINDSPORE_CCSRC_BACKEND_KERNEL_COMPILER_CPU_EIGEN_LU_SOLVER_CPU_KERNEL_H_
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@ -106,6 +106,8 @@ bool ScatterNdUpdateCPUKernel::Launch(const std::vector<kernel::AddressPtr> &inp
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LaunchKernel<float16>(inputs, outputs);
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} else if (dtype_ == kNumberTypeFloat32) {
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LaunchKernel<float>(inputs, outputs);
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} else if (dtype_ == kNumberTypeInt32) {
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LaunchKernel<int>(inputs, outputs);
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} else {
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MS_LOG(EXCEPTION) << "Unsupported input data type: " << dtype_;
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}
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@ -72,6 +72,13 @@ MS_REG_CPU_KERNEL(TensorScatterUpdate,
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.AddInputAttr(kNumberTypeFloat32)
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.AddOutputAttr(kNumberTypeFloat32),
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ScatterNdUpdateCPUKernel);
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MS_REG_CPU_KERNEL(ScatterNdUpdate,
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KernelAttr()
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.AddInputAttr(kNumberTypeInt32)
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.AddInputAttr(kNumberTypeInt32)
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.AddInputAttr(kNumberTypeInt32)
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.AddOutputAttr(kNumberTypeInt32),
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ScatterNdUpdateCPUKernel)
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} // namespace kernel
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} // namespace mindspore
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@ -19,11 +19,14 @@ from mindspore import Tensor
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import mindspore.common.dtype as mstype
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from mindspore.ops import PrimitiveWithInfer
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from mindspore.ops import prim_attr_register
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from scipy.linalg import lu_factor
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from scipy.linalg import lu_solve
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from mindspore._checkparam import Validator as validator
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import mindspore.numpy as mnp
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import scipy as scp
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import numpy as np
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import pytest
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np.random.seed(0)
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context.set_context(mode=context.GRAPH_MODE, device_target='CPU')
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@ -41,19 +44,14 @@ class LU(PrimitiveWithInfer):
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def __infer__(self, x):
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x_shape = list(x['shape'])
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x_dtype = x['dtype']
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pivots_shape = []
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permutation_shape = []
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ndim = len(x_shape)
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permutation_shape = x_shape
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if ndim == 0:
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pivots_shape = x_shape
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permutation_shape = x_shape
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elif ndim == 1:
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pivots_shape = x_shape[:-1]
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permutation_shape = x_shape[:-1]
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else:
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pivots_shape = x_shape[-2:-1]
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permutation_shape = x_shape[-2:-1]
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output = {
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'shape': (x_shape, pivots_shape, permutation_shape),
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'dtype': (x_dtype, mstype.int32, mstype.int32),
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@ -68,9 +66,10 @@ class LUSolver(PrimitiveWithInfer):
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"""
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@prim_attr_register
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def __init__(self):
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def __init__(self, trans: str):
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super().__init__(name="LUSolver")
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self.init_prim_io_names(inputs=['x', 'b'], outputs=['output'])
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self.trans = validator.check_value_type("trans", trans, [str], self.name)
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def __infer__(self, x, b):
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b_shape = list(b['shape'])
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@ -92,42 +91,128 @@ class LuNet(nn.Cell):
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return self.lu(a)
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class LUSolverNet(nn.Cell):
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def __init__(self):
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super(LUSolverNet, self).__init__()
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self.lu_solver = LUSolver()
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def lu_pivots_to_permutation(pivots, permutation_size: int):
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batch_dims = pivots.shape[:-1]
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k = pivots.shape[-1]
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per = mnp.arange(0, permutation_size)
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permutation = mnp.broadcast_to(per, batch_dims + (permutation_size,))
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permutation = mnp.array(permutation)
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if permutation_size == 0:
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return permutation
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def construct(self, a, b):
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return self.lu_solver(a, b)
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for i in range(k):
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j = pivots[..., i]
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loc = mnp.ix_(*(mnp.arange(0, b) for b in batch_dims))
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x = permutation[..., i]
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y = permutation[loc + (j,)]
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permutation[..., i] = y
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permutation[loc + (j,)] = x
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return permutation
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def _match_array(actual, expected, error=0):
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if isinstance(actual, int):
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actual = np.asarray(actual)
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if isinstance(actual, tuple):
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actual = np.asarray(actual)
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if error > 0:
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np.testing.assert_almost_equal(actual, expected, decimal=error)
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def _lu_solve_core(in_lu, permutation, b, trans):
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m = in_lu.shape[0]
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res_shape = b.shape[1:]
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prod_result = 1
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for sh in res_shape:
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prod_result *= sh
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x = mnp.reshape(b, (m, prod_result))
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if trans == 0:
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trans_str = "N"
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x = x[permutation, :]
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elif trans == 1:
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trans_str = "T"
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elif trans == 2:
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trans_str = "C"
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else:
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np.testing.assert_equal(actual, expected)
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raise ValueError("trans error, it's value must be 0, 1, 2")
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ms_lu_solve = LUSolver(trans_str)
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output = ms_lu_solve(in_lu, x)
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return mnp.reshape(output, b.shape)
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def _check_lu_shape(in_lu, b):
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if len(in_lu.shape) < 2 or in_lu.shape[-1] != in_lu.shape[-2]:
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raise ValueError("last two dimensions of LU decomposition must be equal.")
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if b.shape is None:
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raise ValueError(" LU decomposition input b's rank must >=1.")
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rhs_vector = in_lu.ndim == b.ndim + 1
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if rhs_vector:
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if b.shape[-1] != in_lu.shape[-1]:
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raise ValueError("LU decomposition: lu matrix and b must have same number of dimensions")
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mnp.expand_dims(b, axis=1)
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else:
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if b.shape[-2] != in_lu.shape[-1]:
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raise ValueError("LU decomposition: lu matrix and b must have same number of dimensions")
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def lu_factor(a, overwrite_a=False, check_finite=True):
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del overwrite_a, check_finite
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mscp_lu = LuNet()
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m_lu, pivots, _ = mscp_lu(a)
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return m_lu, pivots
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def lu(a, permute_l=False, overwrite_a=False, check_finite=True):
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del overwrite_a, check_finite
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mscp_lu = LuNet()
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m_lu, _, p = mscp_lu(a)
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m = a.shape[-2]
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n = a.shape[-1]
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k = min(m, n)
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a_dtype = a.dtype
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l = mnp.tril(m_lu, -1)[:, :k] + mnp.eye(m, k, dtype=a_dtype)
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u = mnp.triu(m_lu)[:k, :]
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if permute_l:
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return mnp.matmul(p, l), u
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return p, l, u
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def lu_solve(lu_and_piv, b, trans=0, overwrite_b=False, check_finite=True):
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del overwrite_b, check_finite
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m_lu, pivots = lu_and_piv
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# 1. check shape
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_check_lu_shape(m_lu, b)
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# here permutation array has been calculated, just use it.
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# 2. calculate permutation
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permutation = pivots
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# 3. rhs_vector
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rhs_vector = m_lu.ndim == b.ndim + 1
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x = _lu_solve_core(m_lu, permutation, b, trans)
|
||||
|
||||
return x[..., 0] if rhs_vector else x
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|
||||
|
||||
def create_full_rank_matrix(m, n, dtype):
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a_rank = 0
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a = np.random.random((m, n)).astype(dtype)
|
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while a_rank != m:
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a = (a + np.eye(m, n)).astype(dtype)
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a_rank = np.linalg.matrix_rank(a)
|
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return a
|
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|
||||
|
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def create_sym_pos_matrix(m, n, dtype):
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a = (np.random.random((m, n)) + np.eye(m, n)).astype(dtype)
|
||||
return np.dot(a, a.T)
|
||||
|
||||
|
||||
@pytest.mark.platform_x86_cpu
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@pytest.mark.parametrize('n', [10, 20])
|
||||
@pytest.mark.parametrize('dtype', [np.float32, np.float64])
|
||||
def test_lu_net(n: int, dtype: Generic):
|
||||
def test_square_lu_net(n: int, dtype: Generic):
|
||||
"""
|
||||
Feature: ALL To ALL
|
||||
Description: test cases for lu decomposition test cases for A[N,N]x = b[N,1]
|
||||
Expectation: the result match to scipy
|
||||
"""
|
||||
a = (np.random.random((n, n)) + np.eye(n)).astype(dtype)
|
||||
s_lu, _ = lu_factor(a)
|
||||
a = create_full_rank_matrix(n, n, dtype)
|
||||
s_lu, _ = scp.linalg.lu_factor(a)
|
||||
mscp_lu_net = LuNet()
|
||||
tensor_a = Tensor(a)
|
||||
mscp_lu, _, _ = mscp_lu_net(tensor_a)
|
||||
_match_array(mscp_lu.asnumpy(), s_lu, error=4)
|
||||
assert np.allclose(mscp_lu.asnumpy(), s_lu, rtol=1.e-3, atol=1.e-3)
|
||||
|
||||
|
||||
@pytest.mark.platform_x86_cpu
|
||||
|
@ -139,13 +224,24 @@ def test_lu_solver_net(n: int, dtype: Generic):
|
|||
Description: test cases for lu_solve test cases for A[N,N]x = b[N,1]
|
||||
Expectation: the result match to scipy
|
||||
"""
|
||||
a = (np.random.random((n, n)) + np.eye(n)).astype(dtype)
|
||||
a = create_full_rank_matrix(n, n, dtype)
|
||||
b = np.random.random((n, 1)).astype(dtype)
|
||||
s_lu, s_piv = lu_factor(a)
|
||||
lu_factor_x = (s_lu, s_piv)
|
||||
scp_x = lu_solve(lu_factor_x, b)
|
||||
mscp_lu_net = LUSolverNet()
|
||||
s_lu, s_piv = scp.linalg.lu_factor(a)
|
||||
|
||||
tensor_a = Tensor(a)
|
||||
tensor_b = Tensor(b)
|
||||
mscp_x = mscp_lu_net(tensor_a, tensor_b)
|
||||
_match_array(mscp_x.asnumpy(), scp_x, error=4)
|
||||
mscp_lu_net = LuNet()
|
||||
mscp_lu, pivots, _ = mscp_lu_net(tensor_a)
|
||||
np.allclose(mscp_lu.asnumpy(), s_lu, rtol=1.e-3, atol=1.e-3)
|
||||
|
||||
lu_factor_x = (s_lu, s_piv)
|
||||
msc_lu_factor = (mscp_lu, pivots)
|
||||
|
||||
scp_x = scp.linalg.lu_solve(lu_factor_x, b)
|
||||
mscp_x = lu_solve(msc_lu_factor, tensor_b)
|
||||
|
||||
real_b = mnp.dot(tensor_a, mscp_x)
|
||||
expected_b = np.dot(a, scp_x)
|
||||
|
||||
assert np.allclose(real_b.asnumpy(), expected_b, rtol=1.e-3, atol=1.e-3)
|
||||
assert np.allclose(mscp_x.asnumpy(), scp_x, rtol=1.e-3, atol=1.e-3)
|
||||
|
|
Loading…
Reference in New Issue