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Summary: Pull Request resolved: https://github.com/pytorch/pytorch/pull/53973 Two parts to this PR; I had to put them together because adding support for X causes more test code to be exercised, which in turn may require a fix for Y. The first part is restoring the concept of storage to meta tensors. Previously, meta tensors had a nullptr storage (e.g., `meta_tensor.storage()` is an error.) As I was increasing the coverage of meta tensors, I started running into test cases (specifically memory overlap tests) that were failing because not having storage meant I couldn't check for memory overlap. After some discussion, we decided that it would make sense for meta tensors to model this as well (we already model strides, so getting accurate view information also seems useful). This PR does that by: * Rewrite all of the factory functions in MetaTensor.cpp to use the generic versions (which are very carefully written to not actually poke at the data pointer, so everything works out). The key idea here is we give meta tensors a special allocator, MetaAllocator, which always returns a nullptr even if you ask for a nonzero number of bytes. resize_ is also made generic; the normal variant can be used directly rather than having to instruct it to avoid resizing storage * Turn on memory overlap checking in TensorIterator even for meta tensors * Although meta tensors now have storage, the concept of meta storage is NOT exposed to Python land (as it would imply I would have to codegen MetaFloatStorage, MetaDoubleStorage, etc. classes). So `x.storage()` still raises an error and I have a cludge in `__deepcopy__` to break storage sharing upon deep copy (this is wrong, but no tests exercise this at the moment). The second part is adding more support for the most used functions in the test suite. * Inplace operations have very simple meta functions. I added `fill_`, `zero_`, `random_`, `uniform_` and `normal_`. In the case of random, I take advantage of pbelevich's templates for defining random kernels, so that I can reuse the common scaffolding, and then just register a noop stub that actually does the RNG. (Look, another structured kernels tiny variant!) * `copy_` is now implemented. Copying into a meta tensor is always OK, but copying out of a meta tensor raises an error (as we don't know what the "correct" data to copy out is in this case) * `empty_strided` usage from structured kernels now is implemented (TBH, this could have been done as soon as `empty_strided` was added) * Meta was missing in a few places in TensorOptions/DispatchKey utility functions, so I added them * Autograd engine now correctly homes meta tensors with CPU tensors (they have -1 device index so CUDA queues wouldn't work anyway) * `apply_`, `map_` and `map2_` are special cased to no-op on meta tensor self. These count as inplace operations too but they are implemented a little differently. Getting more meta function support triggers a number of bugs in the test suite, which I then fix: - Linear algebra functions sometimes don't report NotImplementedError because they get swallowed by catch all try blocks. This is tracked in https://github.com/pytorch/pytorch/issues/53739 - dlpack obviously doesn't work with meta tensors, I just disabled the test Signed-off-by: Edward Z. Yang <ezyang@fb.com> Differential Revision: D27036572 Test Plan: Imported from OSS Reviewed By: agolynski, bdhirsh Pulled By: ezyang fbshipit-source-id: 7005ecf4feb92a643c37389fdfbd852dbf00ac78
7247 lines
336 KiB
Python
7247 lines
336 KiB
Python
import torch
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import numpy as np
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import sys
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import subprocess
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import os
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import unittest
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import itertools
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import warnings
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import math
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from math import inf, nan, isnan
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import random
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from random import randrange
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from itertools import product
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from functools import reduce
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from torch.testing._internal.common_utils import \
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(TestCase, run_tests, TEST_SCIPY, IS_MACOS, IS_WINDOWS, slowTest,
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TEST_WITH_ASAN, make_tensor, TEST_WITH_ROCM, IS_FBCODE, IS_REMOTE_GPU,
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wrapDeterministicFlagAPITest, iter_indices, gradcheck, gradgradcheck)
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from torch.testing._internal.common_device_type import \
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(instantiate_device_type_tests, dtypes,
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onlyCPU, skipCUDAIf, skipCUDAIfNoMagma, skipCPUIfNoLapack, precisionOverride,
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skipCUDAIfNoMagmaAndNoCusolver, skipCUDAIfRocm, onlyOnCPUAndCUDA, dtypesIfCUDA,
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onlyCUDA, skipMeta, skipCUDAIfNoCusolver)
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from torch.testing import floating_and_complex_types, floating_types, all_types
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from torch.testing._internal.common_cuda import SM53OrLater, tf32_on_and_off, CUDA11OrLater, CUDA9
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# Protects against includes accidentally setting the default dtype
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# NOTE: jit_metaprogramming_utils sets the default dtype to double!
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torch.set_default_dtype(torch.float32)
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assert torch.get_default_dtype() is torch.float32
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if TEST_SCIPY:
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import scipy
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class TestLinalg(TestCase):
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exact_dtype = True
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@dtypes(torch.float, torch.cfloat)
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@precisionOverride({torch.float: 1e-06, torch.cfloat: 1e-06})
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@tf32_on_and_off(5e-3)
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def test_inner(self, device, dtype):
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def check(a_sizes_, b_sizes_):
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for a_sizes, b_sizes in ((a_sizes_, b_sizes_), (b_sizes_, a_sizes_)):
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a = torch.randn(a_sizes, dtype=dtype, device=device)
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b = torch.randn(b_sizes, dtype=dtype, device=device)
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res = torch.inner(a, b)
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ref = np.inner(a.cpu().numpy(), b.cpu().numpy())
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self.assertEqual(res.cpu(), torch.from_numpy(np.array(ref)))
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out = torch.zeros_like(res)
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torch.inner(a, b, out=out)
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self.assertEqual(res, out)
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check([], []) # scalar x scalar
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check([], [0]) # scalar x empty
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check([], [3]) # scalar x 1D
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check([], [2, 3, 4]) # scalar x 3D
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check([0], [0]) # empty x empty
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check([0], [2, 0]) # empty x 2D
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check([2], [2]) # 1D x 1D
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check([2], [3, 1, 2]) # 1D x 3D
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check([2], [3, 0, 2]) # 1D x 3D empty
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check([1, 2], [3, 2]) # 2D x 2D
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check([1, 2], [3, 4, 2]) # 2D x 3D
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check([2, 1, 3, 2], [1, 3, 2, 2]) # 4D x 4D
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# Test discontiguous input
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a = torch.randn(3, 2, device=device, dtype=dtype).transpose_(0, 1)
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b = torch.randn(4, 3, device=device, dtype=dtype)[::2, :]
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self.assertFalse(a.is_contiguous() or b.is_contiguous())
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self.assertEqual(a.inner(b).cpu().numpy(), np.inner(a.cpu().numpy(), b.cpu().numpy()))
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# Test error message
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with self.assertRaisesRegex(RuntimeError,
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r"inner\(\) the last dimension must match on both "
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r"input tensors but got shapes \[2, 3\] and \[2, 2\]"):
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torch.randn(2, 3, device=device, dtype=dtype).inner(torch.randn(2, 2, device=device, dtype=dtype))
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# Tests torch.outer, and its alias, torch.ger, vs. NumPy
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@precisionOverride({torch.bfloat16: 1e-1})
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@dtypes(*(torch.testing.get_all_dtypes()))
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def test_outer(self, device, dtype):
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def run_test_case(a, b):
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if dtype == torch.bfloat16:
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a_np = a.to(torch.double).cpu().numpy()
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b_np = b.to(torch.double).cpu().numpy()
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else:
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a_np = a.cpu().numpy()
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b_np = b.cpu().numpy()
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expected = np.outer(a_np, b_np)
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self.assertEqual(torch.outer(a, b), expected)
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self.assertEqual(torch.Tensor.outer(a, b), expected)
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self.assertEqual(torch.ger(a, b), expected)
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self.assertEqual(torch.Tensor.ger(a, b), expected)
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# test out variant
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out = torch.empty(a.size(0), b.size(0), device=device, dtype=dtype)
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torch.outer(a, b, out=out)
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self.assertEqual(out, expected)
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out = torch.empty(a.size(0), b.size(0), device=device, dtype=dtype)
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torch.ger(a, b, out=out)
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self.assertEqual(out, expected)
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a = torch.randn(50).to(device=device, dtype=dtype)
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b = torch.randn(50).to(device=device, dtype=dtype)
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run_test_case(a, b)
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# test 0 strided tensor
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zero_strided = torch.randn(1).to(device=device, dtype=dtype).expand(50)
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run_test_case(zero_strided, b)
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run_test_case(a, zero_strided)
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# https://github.com/pytorch/pytorch/issues/53976 tracks ROCm skip
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@skipCUDAIfRocm
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@skipCUDAIfNoMagma
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@skipCPUIfNoLapack
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@dtypes(torch.float, torch.double, torch.cfloat, torch.cdouble)
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def test_linalg_lstsq(self, device, dtype):
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from torch.testing._internal.common_utils import random_well_conditioned_matrix
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if self.device_type == 'cpu':
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drivers = ('gels', 'gelsy', 'gelsd', 'gelss', None)
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else:
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drivers = ('gels', None)
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def check_correctness(a, b, sol):
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sol2 = a.pinverse() @ b
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self.assertEqual(sol, sol2, atol=1e-5, rtol=1e-5)
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def check_correctness_ref(a, b, res, ref):
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def apply_if_not_empty(t, f):
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if t.numel():
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return f(t)
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else:
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return t
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def select_if_not_empty(t, i):
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selected = apply_if_not_empty(t, lambda x: x.select(0, i).numpy())
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return selected
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m = a.size(-2)
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n = a.size(-1)
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nrhs = b.size(-1)
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batch_size = int(np.prod(a.shape[:-2]))
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if batch_size == 0:
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batch_size = 1
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a_3d = a.view(batch_size, m, n)
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b_3d = b.view(batch_size, m, nrhs)
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solution_3d = res.solution.view(batch_size, n, nrhs)
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residuals_2d = apply_if_not_empty(res.residuals, lambda t: t.view(-1, nrhs))
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rank_1d = apply_if_not_empty(res.rank, lambda t: t.view(-1))
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singular_values_2d = res.singular_values.view(batch_size, res.singular_values.shape[-1])
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for i in range(batch_size):
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sol, residuals, rank, singular_values = ref(
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a_3d.select(0, i).numpy(),
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b_3d.select(0, i).numpy()
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)
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# Singular values are None when lapack_driver='gelsy' in SciPy
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if singular_values is None:
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singular_values = []
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self.assertEqual(sol, solution_3d.select(0, i), atol=1e-5, rtol=1e-5)
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self.assertEqual(residuals, select_if_not_empty(residuals_2d, i), atol=1e-5, rtol=1e-5)
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self.assertEqual(rank, select_if_not_empty(rank_1d, i), atol=1e-5, rtol=1e-5)
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self.assertEqual(singular_values, singular_values_2d.select(0, i), atol=1e-5, rtol=1e-5)
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def check_correctness_scipy(a, b, res, driver, cond):
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if TEST_SCIPY and driver not in (None, 'gels'):
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import scipy.linalg
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def scipy_ref(a, b):
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return scipy.linalg.lstsq(a, b, lapack_driver=driver, cond=cond)
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check_correctness_ref(a, b, res, scipy_ref)
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def check_correctness_numpy(a, b, res, driver, cond):
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if driver in ('gelsd', 'gelss'):
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import numpy.linalg
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def numpy_ref(a, b):
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return numpy.linalg.lstsq(a, b, rcond=-1 if cond is None else cond)
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check_correctness_ref(a, b, res, numpy_ref)
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def check_ranks(a, ranks, cond=1e-7):
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ranks2 = torch.matrix_rank(a, tol=cond)
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self.assertEqual(ranks, ranks2)
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def check_singular_values(a, sv):
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sv2 = a.svd()[1]
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self.assertEqual(sv, sv2)
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ms = [2 ** i for i in range(5)]
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m_ge_n_sizes = [(m, m // 2) for m in ms] + [(m, m) for m in ms]
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# cases m < n are only supported on CPU
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m_l_n_sizes = [(m // 2, m) for m in ms]
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matrix_sizes = m_ge_n_sizes + (m_l_n_sizes if device == 'cpu' else [])
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batches = [(), (2,), (2, 2), (2, 2, 2)]
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# we generate matrices with singular values sampled from a normal distribution,
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# that is why we use `cond=1.0`, the mean to cut roughly half of all
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# the singular values and compare whether torch.linalg.lstsq agrees with
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# SciPy and NumPy.
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cond = (None, 1.0)
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for batch, matrix_size, driver, cond in itertools.product(batches, matrix_sizes, drivers, cond):
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shape = batch + matrix_size
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a = random_well_conditioned_matrix(*shape, dtype=dtype, device=device)
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b = torch.rand(*shape, dtype=dtype, device=device)
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cond = 1e-7
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m = a.size(-2)
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n = a.size(-1)
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res = torch.linalg.lstsq(a, b, cond=cond, driver=driver)
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sol = res.solution.narrow(-2, 0, n)
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check_correctness_scipy(a, b, res, driver, cond)
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check_correctness_numpy(a, b, res, driver, cond)
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check_correctness(a, b, sol)
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if self.device_type == 'cpu' and driver != 'gels':
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# rank-revealing drivers are only available for the CPU.
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# `gels` is not rank-revealing and is only for full
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# rank inputs.
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check_ranks(a, res.rank, cond)
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if self.device_type == 'cpu' and driver in ('gelsd', 'gelss'):
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# SVD-based drivers are only available for the CPU.
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# These are only `gelsd` and `gelss`.
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check_singular_values(a, res.singular_values)
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@skipCUDAIfNoMagma
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@skipCPUIfNoLapack
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@dtypes(torch.float, torch.double, torch.cfloat, torch.cdouble)
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def test_linalg_lstsq_batch_broadcasting(self, device, dtype):
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from torch.testing._internal.common_utils import random_well_conditioned_matrix
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def check_correctness(a, b):
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sol = torch.linalg.lstsq(a, b).solution
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sol2 = a.pinverse() @ b
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self.assertEqual(sol, sol2, rtol=1e-5, atol=1e-5)
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ms = [2 ** i for i in range(5)]
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batches = [(), (0,), (2,), (2, 2), (2, 2, 2)]
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# the case when a single matrix is batch-broadcasted over the rhs
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for m, batch in itertools.product(ms, batches):
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a = random_well_conditioned_matrix(m, m, dtype=dtype, device=device).view(*([1] * len(batch)), m, m)
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b = torch.rand(*(batch + (m, m)), dtype=dtype, device=device)
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check_correctness(a, b)
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# cases with broadcastable shapes
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for m in ms:
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a = random_well_conditioned_matrix(1, 3, 1, 3, m, m, dtype=dtype, device=device)
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b = torch.rand(3, 1, 3, 1, m, m // 2, dtype=dtype, device=device)
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check_correctness(a, b)
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# rhs are vectors, not matrices in this test
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b = torch.rand(3, 1, 3, 1, m, dtype=dtype, device=device)
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# unsqueeze for b because `check_correctness` checks against
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# a.pinverse() @ b, which requires b to be a matrix
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check_correctness(a, b.unsqueeze(-1))
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a = random_well_conditioned_matrix(3, 1, 3, 1, m, m, dtype=dtype, device=device)
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b = torch.rand(1, 3, 1, 3, m, m // 2, dtype=dtype, device=device)
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check_correctness(a, b)
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# rhs are vectors, not matrices in this test
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b = torch.rand(1, 3, 1, 3, m, dtype=dtype, device=device)
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check_correctness(a, b.unsqueeze(-1))
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@skipCPUIfNoLapack
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@skipCUDAIfNoMagma
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@dtypes(torch.float, torch.double, torch.cfloat, torch.cdouble)
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def test_linalg_lstsq_input_checks(self, device, dtype):
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# check empty inputs
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# empty batches
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a = torch.rand(0, 0, 3, 3, dtype=dtype, device=device)
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b = torch.rand(0, 0, 3, 2, dtype=dtype, device=device)
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self.assertEqual(
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torch.linalg.lstsq(a, b)[0],
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torch.zeros(0, 0, 3, 2, dtype=dtype, device=device)
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)
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# empty a and b
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a = torch.rand(2, 2, 0, 0, dtype=dtype, device=device)
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b = torch.rand(2, 2, 0, 0, dtype=dtype, device=device)
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self.assertEqual(
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torch.linalg.lstsq(a, b)[0],
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torch.zeros(2, 2, 0, 0, dtype=dtype, device=device)
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)
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# empty a and b
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a = torch.rand(2, 2, 3, 0, dtype=dtype, device=device)
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b = torch.rand(2, 2, 3, 0, dtype=dtype, device=device)
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self.assertEqual(
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torch.linalg.lstsq(a, b)[0],
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torch.zeros(2, 2, 0, 0, dtype=dtype, device=device)
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)
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# empty a but not b
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a = torch.rand(2, 2, 3, 0, dtype=dtype, device=device)
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b = torch.rand(2, 2, 3, 2, dtype=dtype, device=device)
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self.assertEqual(
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torch.linalg.lstsq(a, b)[0],
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torch.zeros(2, 2, 0, 2, dtype=dtype, device=device)
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)
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# empty a and b
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if torch.device(device).type == 'cpu':
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# only CPU since CUDA does not support overdetermined systems
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a = torch.rand(2, 2, 0, 3, dtype=dtype, device=device)
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b = torch.rand(2, 2, 0, 3, dtype=dtype, device=device)
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self.assertEqual(
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torch.linalg.lstsq(a, b)[0],
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torch.zeros(2, 2, 3, 3, dtype=dtype, device=device)
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)
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a = torch.rand(2, 3, dtype=dtype, device=device)
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b = torch.rand(3, dtype=dtype, device=device)
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with self.assertRaisesRegex(RuntimeError, 'input `self` Tensor should be at least 2D'):
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torch.linalg.lstsq(b, b)
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with self.assertRaisesRegex(RuntimeError, 'input `b` Tensor should be at least 1D'):
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torch.linalg.lstsq(a, torch.tensor(1, dtype=dtype, device=device))
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with self.assertRaisesRegex(RuntimeError, r'self.size\(-2\) should match b.size\(-1\)'):
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torch.linalg.lstsq(a, b)
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with self.assertRaisesRegex(RuntimeError, r'self.size\(-2\) should match b.size\(-2\)'):
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torch.linalg.lstsq(a, b.unsqueeze(-1))
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def complement_device(device):
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if device == 'cpu' and torch.cuda.is_available():
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return 'cuda'
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else:
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return 'cpu'
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a = torch.rand(2, 2, 2, 2, dtype=dtype, device=device)
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b = torch.rand(2, 2, 2, dtype=dtype, device=complement_device(device))
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if a.device != b.device:
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with self.assertRaisesRegex(RuntimeError, 'input tensors should be on the same device'):
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torch.linalg.lstsq(a, b)
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b = (torch.rand(2, 2, 2, dtype=dtype, device=device) * 100).long()
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with self.assertRaisesRegex(RuntimeError, 'input tensors should be of the same dtype'):
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torch.linalg.lstsq(a, b)
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a = torch.rand(2, 2, 2, 2, dtype=dtype, device=device)
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b = torch.rand(2, 2, 2, dtype=dtype, device=device)
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if device != 'cpu':
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with self.assertRaisesRegex(RuntimeError, '`driver` other than `gels` is not supported on CUDA'):
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torch.linalg.lstsq(a, b, driver='fictitious_driver')
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# if on cpu
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else:
|
|
with self.assertRaisesRegex(RuntimeError, r'parameter `driver` should be one of \(gels, gelsy, gelsd, gelss\)'):
|
|
torch.linalg.lstsq(a, b, driver='fictitious_driver')
|
|
|
|
if device != 'cpu':
|
|
a = torch.rand(2, 3, dtype=dtype, device=device)
|
|
b = torch.rand(2, 1, dtype=dtype, device=device)
|
|
with self.assertRaisesRegex(RuntimeError, r'only overdetermined systems \(m >= n\) are allowed on CUDA'):
|
|
torch.linalg.lstsq(a, b)
|
|
|
|
@skipCUDAIfNoMagma
|
|
@skipCPUIfNoLapack
|
|
@dtypes(torch.float32, torch.float64, torch.complex64, torch.complex128)
|
|
def test_cholesky(self, device, dtype):
|
|
from torch.testing._internal.common_utils import random_hermitian_pd_matrix
|
|
|
|
def run_test(shape, batch, contiguous):
|
|
A = random_hermitian_pd_matrix(shape, *batch, dtype=dtype, device=device)
|
|
if A.numel() > 0 and not contiguous:
|
|
A = A.transpose(-2, -1)
|
|
self.assertFalse(A.is_contiguous())
|
|
expected_L = np.linalg.cholesky(A.cpu().numpy())
|
|
actual_L = torch.linalg.cholesky(A)
|
|
|
|
# For fp32 individual entries in matrices can differ between PyTorch and NumPy
|
|
# Let's compare the norms of matrices instead
|
|
if A.numel() > 0 and dtype in [torch.float32, torch.complex64]:
|
|
# axis is specified to calculate matrix norm for batched input
|
|
expected_norm = np.linalg.norm(expected_L, ord=1, axis=(-2, -1))
|
|
actual_norm = torch.linalg.norm(actual_L, ord=1, axis=(-2, -1))
|
|
# Compare the norms with standard tolerances
|
|
self.assertEqual(actual_norm, expected_norm)
|
|
# and individual values with a higher tolerance
|
|
self.assertEqual(actual_L, expected_L, atol=1e-2, rtol=1e-5)
|
|
else:
|
|
self.assertEqual(actual_L, expected_L)
|
|
|
|
shapes = (0, 3, 5)
|
|
batches = ((), (3, ), (2, 2))
|
|
larger_input_case = [(100, (5, ), True)]
|
|
for shape, batch, contiguous in list(itertools.product(shapes, batches, (True, False))) + larger_input_case:
|
|
run_test(shape, batch, contiguous)
|
|
|
|
# check the out= variant
|
|
A = random_hermitian_pd_matrix(3, 3, dtype=dtype, device=device)
|
|
out = torch.empty_like(A)
|
|
ans = torch.linalg.cholesky(A, out=out)
|
|
self.assertEqual(ans, out)
|
|
expected = torch.linalg.cholesky(A)
|
|
self.assertEqual(expected, out)
|
|
|
|
@skipCUDAIfNoMagma
|
|
@skipCPUIfNoLapack
|
|
@dtypes(torch.float32, torch.float64, torch.complex64, torch.complex128)
|
|
def test_cholesky_errors_and_warnings(self, device, dtype):
|
|
from torch.testing._internal.common_utils import random_hermitian_pd_matrix
|
|
|
|
# cholesky requires the input to be a square matrix or batch of square matrices
|
|
A = torch.randn(2, 3, device=device, dtype=dtype)
|
|
with self.assertRaisesRegex(RuntimeError, r'must be batches of square matrices'):
|
|
torch.linalg.cholesky(A)
|
|
A = torch.randn(2, 2, 3, device=device, dtype=dtype)
|
|
with self.assertRaisesRegex(RuntimeError, r'must be batches of square matrices'):
|
|
torch.linalg.cholesky(A)
|
|
with self.assertRaisesRegex(np.linalg.LinAlgError, r'Last 2 dimensions of the array must be square'):
|
|
np.linalg.cholesky(A.cpu().numpy())
|
|
|
|
# cholesky requires the input to be at least 2 dimensional tensor
|
|
A = torch.randn(2, device=device, dtype=dtype)
|
|
with self.assertRaisesRegex(RuntimeError, r'must have at least 2 dimensions'):
|
|
torch.linalg.cholesky(A)
|
|
with self.assertRaisesRegex(np.linalg.LinAlgError,
|
|
r'1-dimensional array given\. Array must be at least two-dimensional'):
|
|
np.linalg.cholesky(A.cpu().numpy())
|
|
|
|
# if the input matrix is singular, an error should be raised
|
|
A = torch.eye(3, 3, dtype=dtype, device=device)
|
|
A[-1, -1] = 0 # Now A is singular
|
|
with self.assertRaisesRegex(RuntimeError, r'U\(3,3\) is zero, singular U\.'):
|
|
torch.linalg.cholesky(A)
|
|
with self.assertRaisesRegex(np.linalg.LinAlgError, r'Matrix is not positive definite'):
|
|
np.linalg.cholesky(A.cpu().numpy())
|
|
|
|
# if at least one matrix in the batch is singular, an error should be raised
|
|
A = torch.eye(3, 3, dtype=dtype, device=device)
|
|
A = A.reshape((1, 3, 3))
|
|
A = A.repeat(5, 1, 1)
|
|
A[4, -1, -1] = 0 # Now A[4] is singular
|
|
with self.assertRaisesRegex(RuntimeError, r'For batch 4: U\(3,3\) is zero, singular U\.'):
|
|
torch.linalg.cholesky(A)
|
|
|
|
# if out tensor with wrong shape is passed a warning is given
|
|
A = random_hermitian_pd_matrix(3, dtype=dtype, device=device)
|
|
out = torch.empty(2, 3, dtype=dtype, device=device)
|
|
with warnings.catch_warnings(record=True) as w:
|
|
# Trigger warning
|
|
torch.linalg.cholesky(A, out=out)
|
|
# Check warning occurs
|
|
self.assertEqual(len(w), 1)
|
|
self.assertTrue("An output with one or more elements was resized" in str(w[-1].message))
|
|
|
|
# dtypes should be safely castable
|
|
out = torch.empty(*A.shape, dtype=torch.int, device=device)
|
|
with self.assertRaisesRegex(RuntimeError, "but got result with dtype Int"):
|
|
torch.linalg.cholesky(A, out=out)
|
|
|
|
# device should match
|
|
if torch.cuda.is_available():
|
|
wrong_device = 'cpu' if self.device_type != 'cpu' else 'cuda'
|
|
out = torch.empty(0, device=wrong_device, dtype=dtype)
|
|
with self.assertRaisesRegex(RuntimeError, "Expected result and input tensors to be on the same device"):
|
|
torch.linalg.cholesky(A, out=out)
|
|
|
|
@skipCUDAIfNoMagma
|
|
@skipCPUIfNoLapack
|
|
@dtypes(torch.float64, torch.complex128)
|
|
def test_cholesky_hermitian_grad(self, device, dtype):
|
|
# Check that the gradient is Hermitian (or symmetric)
|
|
def run_test(shape):
|
|
root = torch.rand(*shape, dtype=dtype, device=device)
|
|
root = torch.matmul(root, root.transpose(-1, -2).conj())
|
|
root.requires_grad_()
|
|
chol = torch.linalg.cholesky(root).sum().backward()
|
|
self.assertEqual(root.grad, root.grad.transpose(-1, -2).conj())
|
|
|
|
shapes = ((3, 3), (1, 1, 3, 3))
|
|
for shape in shapes:
|
|
run_test(shape)
|
|
|
|
# NOTE: old_cholesky* tests were moved here from test_torch.py and test_autograd.py
|
|
@slowTest
|
|
@skipCUDAIfNoMagma
|
|
@skipCPUIfNoLapack
|
|
@dtypes(torch.double)
|
|
def test_old_cholesky_batched_many_batches(self, device, dtype):
|
|
from torch.testing._internal.common_utils import random_symmetric_pd_matrix
|
|
|
|
def cholesky_test_helper(n, batchsize, device, upper):
|
|
A = random_symmetric_pd_matrix(n, batchsize, dtype=dtype, device=device)
|
|
chol_fact = torch.cholesky(A, upper=upper)
|
|
if upper:
|
|
# Correctness check
|
|
self.assertEqual(A, chol_fact.transpose(-2, -1).matmul(chol_fact))
|
|
# Upper triangular check
|
|
self.assertEqual(chol_fact, chol_fact.triu())
|
|
else:
|
|
# Correctness check
|
|
self.assertEqual(A, chol_fact.matmul(chol_fact.transpose(-2, -1)))
|
|
# Lower triangular check
|
|
self.assertEqual(chol_fact, chol_fact.tril())
|
|
|
|
for upper, batchsize in itertools.product([True, False], [262144, 524288]):
|
|
cholesky_test_helper(2, batchsize, device, upper)
|
|
|
|
@precisionOverride({torch.float32: 1e-4, torch.complex64: 1e-4})
|
|
@skipCUDAIfNoMagma
|
|
@skipCPUIfNoLapack
|
|
@dtypes(torch.float32, torch.float64, torch.complex64, torch.complex128)
|
|
def test_old_cholesky_batched(self, device, dtype):
|
|
from torch.testing._internal.common_utils import random_hermitian_pd_matrix
|
|
|
|
def cholesky_test_helper(n, batch_dims, upper):
|
|
A = random_hermitian_pd_matrix(n, *batch_dims, dtype=dtype, device=device)
|
|
cholesky_exp = torch.stack([m.cholesky(upper=upper) for m in A.reshape(-1, n, n)])
|
|
cholesky_exp = cholesky_exp.reshape_as(A)
|
|
self.assertEqual(cholesky_exp, torch.cholesky(A, upper=upper))
|
|
|
|
for upper, batchsize in itertools.product([True, False], [(3,), (3, 4), (2, 3, 4)]):
|
|
cholesky_test_helper(3, batchsize, upper)
|
|
|
|
@precisionOverride({torch.float32: 1e-4, torch.complex64: 1e-4})
|
|
@skipCUDAIfNoMagma
|
|
@skipCPUIfNoLapack
|
|
@dtypes(torch.float32, torch.float64, torch.complex64, torch.complex128)
|
|
@tf32_on_and_off(0.01)
|
|
def test_old_cholesky(self, device, dtype):
|
|
from torch.testing._internal.common_utils import random_hermitian_pd_matrix
|
|
|
|
A = random_hermitian_pd_matrix(10, dtype=dtype, device=device)
|
|
|
|
# default Case
|
|
C = torch.cholesky(A)
|
|
B = torch.mm(C, C.t().conj())
|
|
self.assertEqual(A, B, atol=1e-14, rtol=0)
|
|
|
|
# test Upper Triangular
|
|
U = torch.cholesky(A, True)
|
|
B = torch.mm(U.t().conj(), U)
|
|
self.assertEqual(A, B, atol=1e-14, rtol=0, msg='cholesky (upper) did not allow rebuilding the original matrix')
|
|
|
|
# test Lower Triangular
|
|
L = torch.cholesky(A, False)
|
|
B = torch.mm(L, L.t().conj())
|
|
self.assertEqual(A, B, atol=1e-14, rtol=0, msg='cholesky (lower) did not allow rebuilding the original matrix')
|
|
|
|
@skipCUDAIfNoMagma
|
|
@skipCPUIfNoLapack
|
|
@dtypes(torch.float32, torch.float64, torch.complex64, torch.complex128)
|
|
def test_old_cholesky_empty(self, device, dtype):
|
|
def run_test(upper):
|
|
A = torch.empty(0, 0, dtype=dtype, device=device)
|
|
chol = torch.cholesky(A, upper)
|
|
chol_A = torch.matmul(chol, chol.t().conj())
|
|
self.assertEqual(A, chol_A)
|
|
for upper in [True, False]:
|
|
run_test(upper)
|
|
|
|
@onlyCPU
|
|
@skipCPUIfNoLapack
|
|
@dtypes(torch.float64, torch.complex128)
|
|
def test_old_cholesky_autograd(self, device, dtype):
|
|
def func(root, upper):
|
|
x = 0.5 * (root + root.transpose(-1, -2).conj())
|
|
return torch.cholesky(x, upper)
|
|
|
|
def run_test(upper, dims):
|
|
root = torch.rand(*dims, dtype=dtype, device=device, requires_grad=True)
|
|
root = root + torch.eye(dims[-1])
|
|
|
|
gradcheck(func, [root, upper])
|
|
gradgradcheck(func, [root, upper])
|
|
|
|
root = torch.rand(*dims, dtype=dtype, device=device)
|
|
root = torch.matmul(root, root.transpose(-1, -2).conj())
|
|
root.requires_grad_()
|
|
chol = root.cholesky().sum().backward()
|
|
self.assertEqual(root.grad, root.grad.transpose(-1, -2).conj()) # Check the gradient is hermitian
|
|
|
|
for upper, dims in itertools.product([True, False], [(3, 3), (4, 3, 2, 2)]):
|
|
run_test(upper, dims)
|
|
|
|
def _test_addr_vs_numpy(self, device, dtype, beta=1, alpha=1):
|
|
def check(m, a, b, beta, alpha):
|
|
if dtype == torch.bfloat16:
|
|
a_np = a.to(torch.double).cpu().numpy()
|
|
b_np = b.to(torch.double).cpu().numpy()
|
|
m_np = m.to(torch.double).cpu().numpy()
|
|
else:
|
|
a_np = a.cpu().numpy()
|
|
b_np = b.cpu().numpy()
|
|
m_np = m.cpu().numpy()
|
|
if beta == 0:
|
|
expected = alpha * np.outer(a_np, b_np)
|
|
else:
|
|
expected = beta * m_np + alpha * np.outer(a_np, b_np)
|
|
|
|
res = torch.addr(m, a, b, beta=beta, alpha=alpha)
|
|
self.assertEqual(res, expected)
|
|
|
|
# Test out variant
|
|
out = torch.empty_like(res)
|
|
torch.addr(m, a, b, beta=beta, alpha=alpha, out=out)
|
|
self.assertEqual(out, expected)
|
|
|
|
m = make_tensor((50, 50), device=device, dtype=dtype, low=-2, high=2)
|
|
a = make_tensor((50,), device=device, dtype=dtype, low=-2, high=2)
|
|
b = make_tensor((50,), device=device, dtype=dtype, low=-2, high=2)
|
|
|
|
check(m, a, b, beta, alpha)
|
|
|
|
# test transpose
|
|
m_transpose = torch.transpose(m, 0, 1)
|
|
check(m_transpose, a, b, beta, alpha)
|
|
|
|
# test 0 strided tensor
|
|
zero_strided = make_tensor((1,), device=device, dtype=dtype, low=-2, high=2).expand(50)
|
|
check(m, zero_strided, b, beta, alpha)
|
|
|
|
# test scalar
|
|
m_scalar = torch.tensor(1, device=device, dtype=dtype)
|
|
check(m_scalar, a, b, beta, alpha)
|
|
|
|
# test nans and infs are not propagated to the output when beta == 0
|
|
float_and_complex_dtypes = torch.testing.get_all_fp_dtypes() + torch.testing.get_all_complex_dtypes()
|
|
if beta == 0 and dtype in float_and_complex_dtypes:
|
|
m[0][10] = m[10][10] = m[20][20] = float('inf')
|
|
m[1][10] = m[11][10] = m[21][20] = float('nan')
|
|
check(m, a, b, 0, alpha)
|
|
|
|
@dtypes(torch.bool)
|
|
def test_addr_bool(self, device, dtype):
|
|
self._test_addr_vs_numpy(device, dtype, beta=True, alpha=False)
|
|
self._test_addr_vs_numpy(device, dtype, beta=False, alpha=True)
|
|
self._test_addr_vs_numpy(device, dtype, beta=False, alpha=False)
|
|
self._test_addr_vs_numpy(device, dtype, beta=True, alpha=True)
|
|
|
|
@dtypes(*(torch.testing.get_all_int_dtypes()))
|
|
def test_addr_integral(self, device, dtype):
|
|
with self.assertRaisesRegex(RuntimeError,
|
|
'argument beta must not be a floating point number.'):
|
|
self._test_addr_vs_numpy(device, dtype, beta=2., alpha=1)
|
|
with self.assertRaisesRegex(RuntimeError,
|
|
'argument alpha must not be a floating point number.'):
|
|
self._test_addr_vs_numpy(device, dtype, beta=2, alpha=1.)
|
|
with self.assertRaisesRegex(RuntimeError,
|
|
'Boolean beta only supported for Boolean results.'):
|
|
self._test_addr_vs_numpy(device, dtype, beta=True, alpha=1)
|
|
with self.assertRaisesRegex(RuntimeError,
|
|
'Boolean alpha only supported for Boolean results.'):
|
|
self._test_addr_vs_numpy(device, dtype, beta=2, alpha=True)
|
|
|
|
# when beta is zero
|
|
self._test_addr_vs_numpy(device, dtype, beta=0, alpha=2)
|
|
# when beta is not zero
|
|
self._test_addr_vs_numpy(device, dtype, beta=2, alpha=2)
|
|
|
|
@precisionOverride({torch.bfloat16: 1e-1})
|
|
@dtypes(*(torch.testing.get_all_fp_dtypes() + torch.testing.get_all_complex_dtypes()))
|
|
def test_addr_float_and_complex(self, device, dtype):
|
|
with self.assertRaisesRegex(RuntimeError,
|
|
'Boolean beta only supported for Boolean results.'):
|
|
self._test_addr_vs_numpy(device, dtype, beta=True, alpha=1)
|
|
with self.assertRaisesRegex(RuntimeError,
|
|
'Boolean alpha only supported for Boolean results.'):
|
|
self._test_addr_vs_numpy(device, dtype, beta=2, alpha=True)
|
|
|
|
# when beta is zero
|
|
self._test_addr_vs_numpy(device, dtype, beta=0., alpha=2)
|
|
# when beta is not zero
|
|
self._test_addr_vs_numpy(device, dtype, beta=0.5, alpha=2)
|
|
if dtype in torch.testing.get_all_complex_dtypes():
|
|
self._test_addr_vs_numpy(device, dtype, beta=(0 + 0.1j), alpha=(0.2 - 0.2j))
|
|
|
|
@dtypes(*itertools.product(torch.testing.get_all_dtypes(),
|
|
torch.testing.get_all_dtypes()))
|
|
def test_outer_type_promotion(self, device, dtypes):
|
|
a = torch.randn(5).to(device=device, dtype=dtypes[0])
|
|
b = torch.randn(5).to(device=device, dtype=dtypes[1])
|
|
for op in (torch.outer, torch.Tensor.outer, torch.ger, torch.Tensor.ger):
|
|
result = op(a, b)
|
|
self.assertEqual(result.dtype, torch.result_type(a, b))
|
|
|
|
@dtypes(*itertools.product(torch.testing.get_all_dtypes(),
|
|
torch.testing.get_all_dtypes(),
|
|
torch.testing.get_all_dtypes()))
|
|
def test_addr_type_promotion(self, device, dtypes):
|
|
a = make_tensor((5,), device=device, dtype=dtypes[0], low=-2, high=2)
|
|
b = make_tensor((5,), device=device, dtype=dtypes[1], low=-2, high=2)
|
|
m = make_tensor((5, 5), device=device, dtype=dtypes[2], low=-2, high=2)
|
|
|
|
desired_dtype = torch.promote_types(torch.promote_types(dtypes[0], dtypes[1]),
|
|
dtypes[2])
|
|
for op in (torch.addr, torch.Tensor.addr):
|
|
result = op(m, a, b)
|
|
self.assertEqual(result.dtype, desired_dtype)
|
|
|
|
# Tests migrated from test_torch.py
|
|
# 1) test the shape of the result tensor when there is empty input tensor
|
|
# 2) test the Runtime Exception when there is scalar input tensor
|
|
def test_outer_ger_addr_legacy_tests(self, device):
|
|
for size in ((0, 0), (0, 5), (5, 0)):
|
|
a = torch.rand(size[0], device=device)
|
|
b = torch.rand(size[1], device=device)
|
|
|
|
self.assertEqual(torch.outer(a, b).shape, size)
|
|
self.assertEqual(torch.ger(a, b).shape, size)
|
|
|
|
m = torch.empty(size, device=device)
|
|
self.assertEqual(torch.addr(m, a, b).shape, size)
|
|
|
|
m = torch.randn(5, 6, device=device)
|
|
a = torch.randn(5, device=device)
|
|
b = torch.tensor(6, device=device)
|
|
self.assertRaises(RuntimeError, lambda: torch.outer(a, b))
|
|
self.assertRaises(RuntimeError, lambda: torch.outer(b, a))
|
|
self.assertRaises(RuntimeError, lambda: torch.ger(a, b))
|
|
self.assertRaises(RuntimeError, lambda: torch.ger(b, a))
|
|
self.assertRaises(RuntimeError, lambda: torch.addr(m, a, b))
|
|
self.assertRaises(RuntimeError, lambda: torch.addr(m, b, a))
|
|
|
|
# Tests torch.det and its alias, torch.linalg.det, vs. NumPy
|
|
@skipCUDAIfNoMagma
|
|
@skipCPUIfNoLapack
|
|
@dtypes(torch.double, torch.cdouble)
|
|
# NOTE: This test, and many others in this file that use magma, are currently skipped for ROCm.
|
|
# See: https://github.com/pytorch/pytorch/issues/51303
|
|
@skipCUDAIfRocm
|
|
def test_det(self, device, dtype):
|
|
tensors = (
|
|
torch.randn((2, 2), device=device, dtype=dtype),
|
|
torch.randn((129, 129), device=device, dtype=dtype),
|
|
torch.randn((3, 52, 52), device=device, dtype=dtype),
|
|
torch.randn((4, 2, 26, 26), device=device, dtype=dtype))
|
|
|
|
|
|
ops = (torch.det, torch.Tensor.det,
|
|
torch.linalg.det)
|
|
for t in tensors:
|
|
expected = np.linalg.det(t.cpu().numpy())
|
|
for op in ops:
|
|
actual = op(t)
|
|
self.assertEqual(actual, expected)
|
|
self.compare_with_numpy(op, np.linalg.det, t)
|
|
|
|
# NOTE: det requires a 2D+ tensor
|
|
t = torch.randn(1, device=device, dtype=dtype)
|
|
with self.assertRaises(RuntimeError):
|
|
op(t)
|
|
|
|
@skipCUDAIfNoMagma
|
|
@skipCPUIfNoLapack
|
|
@dtypes(torch.float32, torch.float64, torch.complex64, torch.complex128)
|
|
@precisionOverride({torch.float32: 1e-4, torch.complex64: 1e-4})
|
|
def test_eigh(self, device, dtype):
|
|
from torch.testing._internal.common_utils import random_hermitian_matrix
|
|
|
|
def run_test(shape, batch, uplo):
|
|
matrix = random_hermitian_matrix(shape, *batch, dtype=dtype, device=device)
|
|
expected_w, expected_v = np.linalg.eigh(matrix.cpu().numpy(), UPLO=uplo)
|
|
actual_w, actual_v = torch.linalg.eigh(matrix, UPLO=uplo)
|
|
self.assertEqual(actual_w, expected_w)
|
|
# sign of eigenvectors is not unique and therefore absolute values are compared
|
|
self.assertEqual(abs(actual_v), abs(expected_v))
|
|
# additionally we can flip the sign and then compare the values
|
|
# let's choose the convention that the first element of the eigenvector should be positive,
|
|
# otherwise flip the sign of the eigenvector
|
|
if matrix.numel() > 0:
|
|
sign = np.sign(expected_v[..., 0, :]).reshape(batch + (1, shape))
|
|
expected_v = sign * expected_v
|
|
torch_real_slice = actual_v[..., 0, :].real if dtype.is_complex else actual_v[..., 0, :]
|
|
sign = torch.sign(torch_real_slice).reshape(batch + (1, shape))
|
|
actual_v = sign * actual_v
|
|
self.assertEqual(actual_v, expected_v)
|
|
|
|
# check the out= variant
|
|
out_w = torch.empty_like(actual_w)
|
|
out_v = torch.empty_like(actual_v)
|
|
ans_w, ans_v = torch.linalg.eigh(matrix, UPLO=uplo, out=(out_w, out_v))
|
|
self.assertEqual(ans_w, out_w)
|
|
self.assertEqual(ans_v, out_v)
|
|
self.assertEqual(ans_w, actual_w)
|
|
self.assertEqual(abs(ans_v), abs(actual_v))
|
|
|
|
shapes = (0, 3, 5)
|
|
batches = ((), (3, ), (2, 2))
|
|
uplos = ["U", "L"]
|
|
for shape, batch, uplo in itertools.product(shapes, batches, uplos):
|
|
run_test(shape, batch, uplo)
|
|
|
|
@skipCUDAIfNoMagma
|
|
@skipCPUIfNoLapack
|
|
@dtypes(torch.float32, torch.float64, torch.complex64, torch.complex128)
|
|
@precisionOverride({torch.float32: 1e-4, torch.complex64: 1e-4})
|
|
def test_eigh_lower_uplo(self, device, dtype):
|
|
def run_test(shape, batch, uplo):
|
|
# check lower case uplo
|
|
# use non-symmetric input to check whether uplo argument is working as intended
|
|
matrix = torch.randn(shape, shape, *batch, dtype=dtype, device=device)
|
|
expected_w, expected_v = np.linalg.eigh(matrix.cpu().numpy(), UPLO=uplo)
|
|
actual_w, actual_v = torch.linalg.eigh(matrix, UPLO=uplo)
|
|
self.assertEqual(actual_w, expected_w)
|
|
self.assertEqual(abs(actual_v), abs(expected_v))
|
|
|
|
uplos = ["u", "l"]
|
|
for uplo in uplos:
|
|
run_test(3, (2, 2), uplo)
|
|
|
|
@skipCUDAIfNoMagma
|
|
@skipCPUIfNoLapack
|
|
@dtypes(torch.float32, torch.float64, torch.complex64, torch.complex128)
|
|
def test_eigh_errors_and_warnings(self, device, dtype):
|
|
from torch.testing._internal.common_utils import random_hermitian_matrix
|
|
|
|
# eigh requires a square matrix
|
|
t = torch.randn(2, 3, device=device, dtype=dtype)
|
|
with self.assertRaisesRegex(RuntimeError, "must be batches of square matrices"):
|
|
torch.linalg.eigh(t)
|
|
|
|
# eigh requires 'uplo' parameter to be 'U' or 'L'
|
|
t = torch.randn(3, 3, device=device, dtype=dtype)
|
|
for uplo in ["a", "wrong"]:
|
|
with self.assertRaisesRegex(RuntimeError, "be \'L\' or \'U\'"):
|
|
torch.linalg.eigh(t, UPLO=uplo)
|
|
with self.assertRaisesRegex(ValueError, "be \'L\' or \'U\'"):
|
|
np.linalg.eigh(t.cpu().numpy(), UPLO=uplo)
|
|
|
|
# if non-empty out tensor with wrong shape is passed a warning is given
|
|
a = random_hermitian_matrix(3, dtype=dtype, device=device)
|
|
real_dtype = a.real.dtype if dtype.is_complex else dtype
|
|
out_w = torch.empty(7, 7, dtype=real_dtype, device=device)
|
|
out_v = torch.empty(7, 7, dtype=dtype, device=device)
|
|
with warnings.catch_warnings(record=True) as w:
|
|
# Trigger warning
|
|
torch.linalg.eigh(a, out=(out_w, out_v))
|
|
# Check warning occurs
|
|
self.assertEqual(len(w), 2)
|
|
self.assertTrue("An output with one or more elements was resized" in str(w[-2].message))
|
|
self.assertTrue("An output with one or more elements was resized" in str(w[-1].message))
|
|
|
|
# dtypes should be safely castable
|
|
out_w = torch.empty(0, dtype=real_dtype, device=device)
|
|
out_v = torch.empty(0, dtype=torch.int, device=device)
|
|
with self.assertRaisesRegex(RuntimeError, "but got eigenvectors with dtype Int"):
|
|
torch.linalg.eigh(a, out=(out_w, out_v))
|
|
|
|
out_w = torch.empty(0, dtype=torch.int, device=device)
|
|
out_v = torch.empty(0, dtype=dtype, device=device)
|
|
with self.assertRaisesRegex(RuntimeError, "but got eigenvalues with dtype Int"):
|
|
torch.linalg.eigh(a, out=(out_w, out_v))
|
|
|
|
# device should match
|
|
if torch.cuda.is_available():
|
|
wrong_device = 'cpu' if self.device_type != 'cpu' else 'cuda'
|
|
out_w = torch.empty(0, device=wrong_device, dtype=dtype)
|
|
out_v = torch.empty(0, device=device, dtype=dtype)
|
|
with self.assertRaisesRegex(RuntimeError, "tensors to be on the same device"):
|
|
torch.linalg.eigh(a, out=(out_w, out_v))
|
|
out_w = torch.empty(0, device=device, dtype=dtype)
|
|
out_v = torch.empty(0, device=wrong_device, dtype=dtype)
|
|
with self.assertRaisesRegex(RuntimeError, "tensors to be on the same device"):
|
|
torch.linalg.eigh(a, out=(out_w, out_v))
|
|
|
|
@skipCUDAIfNoMagma
|
|
@skipCPUIfNoLapack
|
|
@dtypes(torch.float32, torch.float64, torch.complex64, torch.complex128)
|
|
@precisionOverride({torch.float32: 1e-4, torch.complex64: 1e-4})
|
|
def test_eigh_non_contiguous(self, device, dtype):
|
|
from torch.testing._internal.common_utils import random_hermitian_matrix
|
|
|
|
def run_test(matrix, uplo):
|
|
self.assertFalse(matrix.is_contiguous())
|
|
expected_w, expected_v = np.linalg.eigh(matrix.cpu().numpy(), UPLO=uplo)
|
|
actual_w, actual_v = torch.linalg.eigh(matrix, UPLO=uplo)
|
|
self.assertEqual(actual_w, expected_w)
|
|
# sign of eigenvectors is not unique and therefore absolute values are compared
|
|
self.assertEqual(abs(actual_v), abs(expected_v))
|
|
|
|
def run_test_permuted(shape, batch, uplo):
|
|
# check for permuted / transposed inputs
|
|
matrix = random_hermitian_matrix(shape, *batch, dtype=dtype, device=device)
|
|
matrix = matrix.transpose(-2, -1)
|
|
run_test(matrix, uplo)
|
|
|
|
def run_test_skipped_elements(shape, batch, uplo):
|
|
# check for inputs with skipped elements
|
|
matrix = random_hermitian_matrix(shape, *batch, dtype=dtype, device=device)
|
|
matrix = matrix[::2]
|
|
run_test(matrix, uplo)
|
|
|
|
shapes = (3, 5)
|
|
batches = ((4, ), (4, 2))
|
|
uplos = ["U", "L"]
|
|
for shape, batch, uplo in itertools.product(shapes, batches, uplos):
|
|
run_test_permuted(shape, batch, uplo)
|
|
run_test_skipped_elements(shape, batch, uplo)
|
|
|
|
@skipCUDAIfNoMagma
|
|
@skipCPUIfNoLapack
|
|
@dtypes(torch.float64, torch.complex128)
|
|
def test_eigh_hermitian_grad(self, device, dtype):
|
|
from torch.testing._internal.common_utils import random_hermitian_matrix
|
|
|
|
def run_test(dims, uplo):
|
|
x = random_hermitian_matrix(dims[-1], *dims[:-2]).requires_grad_()
|
|
w, v = torch.linalg.eigh(x)
|
|
(w.sum() + abs(v).sum()).backward()
|
|
self.assertEqual(x.grad, x.grad.conj().transpose(-1, -2)) # Check the gradient is Hermitian
|
|
|
|
for dims, uplo in itertools.product([(3, 3), (1, 1, 3, 3)], ["L", "U"]):
|
|
run_test(dims, uplo)
|
|
|
|
@skipCUDAIfNoMagma
|
|
@skipCPUIfNoLapack
|
|
@dtypes(torch.float32, torch.float64, torch.complex64, torch.complex128)
|
|
@precisionOverride({torch.float32: 1e-4, torch.complex64: 1e-4})
|
|
def test_eigvalsh(self, device, dtype):
|
|
from torch.testing._internal.common_utils import random_hermitian_matrix
|
|
|
|
def run_test(shape, batch, uplo):
|
|
matrix = random_hermitian_matrix(shape, *batch, dtype=dtype, device=device)
|
|
expected_w = np.linalg.eigvalsh(matrix.cpu().numpy(), UPLO=uplo)
|
|
actual_w = torch.linalg.eigvalsh(matrix, UPLO=uplo)
|
|
self.assertEqual(actual_w, expected_w)
|
|
|
|
# check the out= variant
|
|
out = torch.empty_like(actual_w)
|
|
ans = torch.linalg.eigvalsh(matrix, UPLO=uplo, out=out)
|
|
self.assertEqual(ans, out)
|
|
self.assertEqual(ans, actual_w)
|
|
|
|
shapes = (0, 3, 5)
|
|
batches = ((), (3, ), (2, 2))
|
|
uplos = ["U", "L"]
|
|
for shape, batch, uplo in itertools.product(shapes, batches, uplos):
|
|
run_test(shape, batch, uplo)
|
|
|
|
@skipCUDAIfNoMagma
|
|
@skipCPUIfNoLapack
|
|
@dtypes(torch.float32, torch.float64, torch.complex64, torch.complex128)
|
|
def test_eigvalsh_errors_and_warnings(self, device, dtype):
|
|
# eigvalsh requires a square matrix
|
|
t = torch.randn(2, 3, device=device, dtype=dtype)
|
|
with self.assertRaisesRegex(RuntimeError, "must be batches of square matrices"):
|
|
torch.linalg.eigvalsh(t)
|
|
|
|
# eigvalsh requires 'uplo' parameter to be 'U' or 'L'
|
|
t = torch.randn(3, 3, device=device, dtype=dtype)
|
|
for uplo in ["a", "wrong"]:
|
|
with self.assertRaisesRegex(RuntimeError, "be \'L\' or \'U\'"):
|
|
torch.linalg.eigvalsh(t, UPLO=uplo)
|
|
with self.assertRaisesRegex(ValueError, "be \'L\' or \'U\'"):
|
|
np.linalg.eigvalsh(t.cpu().numpy(), UPLO=uplo)
|
|
|
|
# if non-empty out tensor with wrong shape is passed a warning is given
|
|
real_dtype = t.real.dtype if dtype.is_complex else dtype
|
|
out = torch.empty_like(t).to(real_dtype)
|
|
with warnings.catch_warnings(record=True) as w:
|
|
# Trigger warning
|
|
torch.linalg.eigvalsh(t, out=out)
|
|
# Check warning occurs
|
|
self.assertEqual(len(w), 1)
|
|
self.assertTrue("An output with one or more elements was resized" in str(w[-1].message))
|
|
|
|
# dtypes should be safely castable
|
|
out = torch.empty(0, dtype=torch.int, device=device)
|
|
with self.assertRaisesRegex(RuntimeError, "but got result with dtype Int"):
|
|
torch.linalg.eigvalsh(t, out=out)
|
|
|
|
# device should match
|
|
if torch.cuda.is_available():
|
|
wrong_device = 'cpu' if self.device_type != 'cpu' else 'cuda'
|
|
out = torch.empty(0, device=wrong_device, dtype=dtype)
|
|
with self.assertRaisesRegex(RuntimeError, "tensors to be on the same device"):
|
|
torch.linalg.eigvalsh(t, out=out)
|
|
|
|
@skipCUDAIfNoMagma
|
|
@skipCPUIfNoLapack
|
|
@dtypes(torch.float32, torch.float64, torch.complex64, torch.complex128)
|
|
@precisionOverride({torch.float32: 1e-4, torch.complex64: 1e-4})
|
|
def test_eigvalsh_non_contiguous(self, device, dtype):
|
|
from torch.testing._internal.common_utils import random_hermitian_matrix
|
|
|
|
def run_test(matrix, uplo):
|
|
self.assertFalse(matrix.is_contiguous())
|
|
expected_w = np.linalg.eigvalsh(matrix.cpu().numpy(), UPLO=uplo)
|
|
actual_w = torch.linalg.eigvalsh(matrix, UPLO=uplo)
|
|
self.assertEqual(actual_w, expected_w)
|
|
|
|
def run_test_permuted(shape, batch, uplo):
|
|
# check for permuted / transposed inputs
|
|
matrix = random_hermitian_matrix(shape, *batch, dtype=dtype, device=device)
|
|
matrix = matrix.transpose(-2, -1)
|
|
run_test(matrix, uplo)
|
|
|
|
def run_test_skipped_elements(shape, batch, uplo):
|
|
# check for inputs with skipped elements
|
|
matrix = random_hermitian_matrix(shape, *batch, dtype=dtype, device=device)
|
|
matrix = matrix[::2]
|
|
run_test(matrix, uplo)
|
|
|
|
shapes = (3, 5)
|
|
batches = ((4, ), (4, 2))
|
|
uplos = ["U", "L"]
|
|
for shape, batch, uplo in itertools.product(shapes, batches, uplos):
|
|
run_test_permuted(shape, batch, uplo)
|
|
run_test_skipped_elements(shape, batch, uplo)
|
|
|
|
@dtypes(torch.float32, torch.float64, torch.complex64, torch.complex128)
|
|
def test_kron(self, device, dtype):
|
|
|
|
def run_test_case(a_shape, b_shape):
|
|
a = torch.rand(a_shape, dtype=dtype, device=device)
|
|
b = torch.rand(b_shape, dtype=dtype, device=device)
|
|
|
|
expected = np.kron(a.cpu().numpy(), b.cpu().numpy())
|
|
result = torch.kron(a, b)
|
|
self.assertEqual(result, expected)
|
|
|
|
# check the out= variant
|
|
out = torch.empty_like(result)
|
|
ans = torch.kron(a, b, out=out)
|
|
self.assertEqual(ans, out)
|
|
self.assertEqual(ans, result)
|
|
|
|
shapes = [(4,), (2, 2), (1, 2, 3), (1, 2, 3, 3)]
|
|
for a_shape, b_shape in itertools.product(shapes, reversed(shapes)):
|
|
run_test_case(a_shape, b_shape)
|
|
|
|
@dtypes(torch.float32, torch.float64, torch.complex64, torch.complex128)
|
|
def test_kron_non_contiguous(self, device, dtype):
|
|
|
|
def run_test_transposed(a_shape, b_shape):
|
|
# check for transposed case
|
|
a = torch.rand(a_shape, dtype=dtype, device=device).transpose(-2, -1)
|
|
b = torch.rand(b_shape, dtype=dtype, device=device).transpose(-2, -1)
|
|
self.assertFalse(a.is_contiguous())
|
|
self.assertFalse(b.is_contiguous())
|
|
|
|
expected = np.kron(a.cpu().numpy(), b.cpu().numpy())
|
|
result = torch.kron(a, b)
|
|
self.assertEqual(result, expected)
|
|
|
|
# check the out= variant
|
|
out = torch.empty(result.transpose(-2, -1).shape, dtype=dtype, device=device).transpose(-2, -1)
|
|
self.assertFalse(out.is_contiguous())
|
|
ans = torch.kron(a, b, out=out)
|
|
self.assertEqual(ans, out)
|
|
self.assertEqual(ans, result)
|
|
|
|
def run_test_skipped_elements(a_shape, b_shape):
|
|
# check for transposed case
|
|
a = torch.rand(2 * a_shape[0], *a_shape[1:], dtype=dtype, device=device)[::2]
|
|
b = torch.rand(2 * b_shape[0], *b_shape[1:], dtype=dtype, device=device)[::2]
|
|
self.assertFalse(a.is_contiguous())
|
|
self.assertFalse(b.is_contiguous())
|
|
|
|
expected = np.kron(a.cpu().numpy(), b.cpu().numpy())
|
|
result = torch.kron(a, b)
|
|
self.assertEqual(result, expected)
|
|
|
|
# check the out= variant
|
|
out = torch.empty(2 * result.shape[0], *result.shape[1:], dtype=dtype, device=device)[::2]
|
|
self.assertFalse(out.is_contiguous())
|
|
ans = torch.kron(a, b, out=out)
|
|
self.assertEqual(ans, out)
|
|
self.assertEqual(ans, result)
|
|
|
|
shapes = [(2, 2), (2, 2, 3), (2, 2, 3, 3)]
|
|
for a_shape, b_shape in itertools.product(shapes, reversed(shapes)):
|
|
# run_test_transposed(a_shape, b_shape)
|
|
run_test_skipped_elements(a_shape, b_shape)
|
|
|
|
# Test that kron perserve memory format
|
|
a = torch.randn(1, 2, 3, 4, dtype=dtype, device=device).contiguous(memory_format=torch.channels_last)
|
|
b = torch.randn(1, 2, 3, 4, dtype=dtype, device=device).contiguous(memory_format=torch.channels_last)
|
|
c = torch.kron(a, b)
|
|
self.assertTrue(c.is_contiguous(memory_format=torch.channels_last))
|
|
torch.kron(a, b, out=c)
|
|
self.assertTrue(c.is_contiguous(memory_format=torch.channels_last))
|
|
c = c.contiguous(memory_format=torch.contiguous_format)
|
|
torch.kron(a, b, out=c)
|
|
self.assertTrue(c.is_contiguous(memory_format=torch.contiguous_format))
|
|
|
|
|
|
@dtypes(torch.float32, torch.float64, torch.complex64, torch.complex128)
|
|
def test_kron_empty(self, device, dtype):
|
|
|
|
def run_test_case(empty_shape):
|
|
a = torch.eye(3, dtype=dtype, device=device)
|
|
b = torch.empty(empty_shape, dtype=dtype, device=device)
|
|
result = torch.kron(a, b)
|
|
expected = np.kron(a.cpu().numpy(), b.cpu().numpy())
|
|
self.assertEqual(result, expected)
|
|
|
|
# NumPy doesn't work if the first argument is empty
|
|
result = torch.kron(b, a)
|
|
self.assertEqual(result.shape, expected.shape)
|
|
|
|
empty_shapes = [(0,), (2, 0), (1, 0, 3)]
|
|
for empty_shape in empty_shapes:
|
|
run_test_case(empty_shape)
|
|
|
|
@dtypes(torch.float32, torch.float64, torch.complex64, torch.complex128)
|
|
def test_kron_errors_and_warnings(self, device, dtype):
|
|
# if non-empty out tensor with wrong shape is passed a warning is given
|
|
a = torch.eye(3, dtype=dtype, device=device)
|
|
b = torch.ones((2, 2), dtype=dtype, device=device)
|
|
out = torch.empty_like(a)
|
|
with warnings.catch_warnings(record=True) as w:
|
|
# Trigger warning
|
|
torch.kron(a, b, out=out)
|
|
# Check warning occurs
|
|
self.assertEqual(len(w), 1)
|
|
self.assertTrue("An output with one or more elements was resized" in str(w[-1].message))
|
|
|
|
# dtypes should match
|
|
out = torch.empty_like(a).to(torch.int)
|
|
with self.assertRaisesRegex(RuntimeError, "can't be cast to the desired output type"):
|
|
torch.kron(a, b, out=out)
|
|
|
|
# This test confirms that torch.linalg.norm's dtype argument works
|
|
# as expected, according to the function's documentation
|
|
@skipCUDAIfNoMagma
|
|
@skipCUDAIfRocm
|
|
def test_norm_dtype(self, device):
|
|
def run_test_case(input_size, ord, keepdim, from_dtype, to_dtype):
|
|
# Determine the best dtype to use for comparisons between tensors
|
|
# of two different types
|
|
def get_compare_dtype(type0, type1):
|
|
types_32bit_based = [torch.float, torch.cfloat]
|
|
is_complex = type0.is_complex or type1.is_complex
|
|
|
|
if type0 in types_32bit_based or type1 in types_32bit_based:
|
|
return torch.cfloat if is_complex else torch.float
|
|
else:
|
|
return torch.cdouble if is_complex else torch.double
|
|
|
|
compare_dtype = get_compare_dtype(from_dtype, to_dtype)
|
|
|
|
def get_value_type(dtype):
|
|
if dtype == torch.cfloat:
|
|
return torch.float
|
|
elif dtype == torch.cdouble:
|
|
return torch.double
|
|
elif dtype == torch.complex32:
|
|
return torch.float16
|
|
else:
|
|
return dtype
|
|
|
|
msg = (
|
|
f'input_size={input_size}, ord={ord}, keepdim={keepdim}, '
|
|
f'from_dtype={from_dtype}, to_dtype={to_dtype}')
|
|
input = torch.randn(*input_size, dtype=from_dtype, device=device)
|
|
result = torch.linalg.norm(input, ord, keepdim=keepdim)
|
|
if from_dtype.is_complex:
|
|
# By default, norm downgrades a complex input to the corresponding real number type
|
|
self.assertEqual(result.dtype, get_value_type(from_dtype), msg=msg)
|
|
else:
|
|
self.assertEqual(result.dtype, from_dtype, msg=msg)
|
|
|
|
result_out = torch.empty((0), dtype=to_dtype, device=device)
|
|
torch.linalg.norm(input, ord, keepdim=keepdim, out=result_out)
|
|
self.assertEqual(result_out.dtype, to_dtype, msg=msg)
|
|
self.assertEqual(result.to(compare_dtype), result_out.to(compare_dtype), msg=msg)
|
|
|
|
result_with_dtype = torch.linalg.norm(input, ord, keepdim=keepdim, dtype=to_dtype)
|
|
self.assertEqual(result_with_dtype.dtype, to_dtype, msg=msg)
|
|
|
|
if from_dtype.is_complex:
|
|
result_convert_first = torch.linalg.norm(input.to(to_dtype), ord, keepdim=keepdim)
|
|
self.assertEqual(result_with_dtype.to(compare_dtype), result_convert_first.to(compare_dtype), msg=msg)
|
|
else:
|
|
self.assertEqual(result.to(compare_dtype), result_with_dtype.to(compare_dtype), msg=msg)
|
|
|
|
result_out_with_dtype = torch.empty_like(result_with_dtype)
|
|
torch.linalg.norm(input, ord, keepdim=keepdim, dtype=to_dtype, out=result_out_with_dtype)
|
|
self.assertEqual(result_out_with_dtype.dtype, to_dtype, msg=msg)
|
|
self.assertEqual(result_with_dtype, result_out_with_dtype, msg=msg)
|
|
|
|
ord_vector = [0, 0.1, -0.1, 1, -1, 2, -2, 3, -3, 4.5, -4.5, inf, -inf, None]
|
|
ord_matrix = ['fro', 'nuc', 1, -1, 2, -2, inf, -inf, None]
|
|
S = 10
|
|
test_cases = [
|
|
((S, ), ord_vector),
|
|
((S, S), ord_matrix),
|
|
]
|
|
for keepdim in [True, False]:
|
|
for input_size, ord_settings in test_cases:
|
|
for ord in ord_settings:
|
|
dtypes = [torch.float, torch.double, torch.cfloat, torch.cdouble]
|
|
for from_dtype, to_dtype in itertools.product(dtypes, dtypes):
|
|
if from_dtype.is_complex and not to_dtype.is_complex:
|
|
continue
|
|
run_test_case(input_size, ord, keepdim, from_dtype, to_dtype)
|
|
|
|
# Make sure that setting dtype != out.dtype raises an error
|
|
dtype_pairs = [
|
|
(torch.float, torch.double),
|
|
(torch.double, torch.float),
|
|
(torch.cfloat, torch.cdouble),
|
|
(torch.cdouble, torch.cfloat),
|
|
]
|
|
for keepdim in [True, False]:
|
|
for input_size, ord_settings in test_cases:
|
|
for ord in ord_settings:
|
|
for dtype, out_dtype in dtype_pairs:
|
|
input = torch.rand(*input_size)
|
|
result = torch.Tensor().to(out_dtype)
|
|
with self.assertRaisesRegex(RuntimeError, r'provided dtype must match dtype of result'):
|
|
torch.linalg.norm(input, ord=ord, keepdim=keepdim, dtype=dtype, out=result)
|
|
|
|
@dtypes(torch.float, torch.double, torch.cfloat, torch.cdouble, torch.bfloat16, torch.float16)
|
|
def test_vector_norm(self, device, dtype):
|
|
# This test compares torch.linalg.vector_norm's output with
|
|
# torch.linalg.norm given a flattened tensor
|
|
ord_vector = [0, 0.9, 1, 2, 3, inf, -0.5, -1, -2, -3, -inf, None]
|
|
input_sizes = [
|
|
(10, ),
|
|
(4, 5),
|
|
(3, 4, 5),
|
|
(0, ),
|
|
(0, 10),
|
|
(0, 0),
|
|
(10, 0, 10),
|
|
]
|
|
|
|
def vector_norm_reference(input, ord, dim=None, keepdim=False, dtype=None):
|
|
if dim is None:
|
|
input_maybe_flat = input.flatten(0, -1)
|
|
else:
|
|
input_maybe_flat = input
|
|
|
|
result = torch.linalg.norm(input_maybe_flat, ord, dim=dim, keepdim=keepdim, dtype=dtype)
|
|
if keepdim and dim is None:
|
|
result = result.reshape([1] * input.dim())
|
|
return result
|
|
|
|
def run_test_case(input, ord, dim, keepdim, norm_dtype):
|
|
msg = f'input.size()={input.size()}, ord={ord}, dim={dim}, keepdim={keepdim}, dtype={dtype}, norm_dtype={norm_dtype}'
|
|
error_msg = None
|
|
if input.numel() == 0:
|
|
if ord is not None and ord < 0:
|
|
error_msg = r'linalg.vector_norm of negative order cannot be performed on an empty tensor'
|
|
elif ord == inf and (dim is None or input.size(dim) == 0):
|
|
error_msg = (
|
|
r'linalg.vector_norm cannot compute the infinity norm on an empty '
|
|
r'dimension because the operation does not have an identity')
|
|
if error_msg is None:
|
|
result_dtype_reference = vector_norm_reference(input, ord, dim=dim, keepdim=keepdim, dtype=norm_dtype)
|
|
result_dtype = torch.linalg.vector_norm(input, ord, dim=dim, keepdim=keepdim, dtype=norm_dtype)
|
|
self.assertEqual(result_dtype, result_dtype_reference, msg=msg)
|
|
|
|
if norm_dtype is not None:
|
|
result_convert_before = torch.linalg.vector_norm(input.to(norm_dtype), ord, dim=dim, keepdim=keepdim)
|
|
if norm_dtype.is_complex:
|
|
result_convert_before = result_convert_before.to(norm_dtype)
|
|
|
|
result_out = torch.empty((0), dtype=norm_dtype, device=device)
|
|
torch.linalg.vector_norm(input, ord, dtype=norm_dtype, dim=dim, keepdim=keepdim, out=result_out)
|
|
self.assertEqual(result_convert_before, result_out, msg=msg)
|
|
else:
|
|
result_out = torch.empty((0), dtype=result_dtype.dtype, device=device)
|
|
torch.linalg.vector_norm(input, ord, dim=dim, keepdim=keepdim, out=result_out)
|
|
self.assertEqual(result_dtype, result_out, msg=msg)
|
|
else:
|
|
with self.assertRaises(RuntimeError):
|
|
vector_norm_reference(input, ord, dim=dim, keepdim=keepdim)
|
|
with self.assertRaisesRegex(RuntimeError, error_msg):
|
|
torch.linalg.vector_norm(input, ord, dim=dim, keepdim=keepdim)
|
|
|
|
if dtype.is_complex:
|
|
norm_dtypes = [None, torch.cfloat, torch.cdouble]
|
|
else:
|
|
norm_dtypes = [None, torch.float, torch.double, torch.cfloat, torch.cdouble, torch.float16, torch.bfloat16]
|
|
|
|
for input_size, ord, keepdim, norm_dtype in product(input_sizes, ord_vector, [True, False], norm_dtypes):
|
|
input = make_tensor(input_size, device, dtype, low=-9, high=9)
|
|
for dim in [None, random.randint(0, len(input_size) - 1)]:
|
|
run_test_case(
|
|
input,
|
|
ord,
|
|
dim,
|
|
keepdim,
|
|
norm_dtype)
|
|
|
|
def test_vector_norm_dim_tuple_arg(self, device):
|
|
test_cases = [
|
|
# input size, dim, error, error message
|
|
((4, ), (0, ), None, None),
|
|
((4, ), (1, ), IndexError, r'Dimension out of range'),
|
|
((4, ), (-2, ), IndexError, r'Dimension out of range'),
|
|
((4, 3), (0, -1), None, None),
|
|
((4, 3), (0, 0), RuntimeError, r'dim 0 appears multiple times in the list of dims'),
|
|
((4, 3), (0, -2), RuntimeError, r'dim 0 appears multiple times in the list of dims'),
|
|
((4, 3), (0, 1.0), TypeError, r"argument 'dim' must be tuple of ints"),
|
|
((4, 3), (None, ), TypeError, r"argument 'dim' must be tuple of ints"),
|
|
]
|
|
for input_size, dim_tuple, error, error_msg in test_cases:
|
|
input = torch.randn(input_size, device=device)
|
|
# vector_norm should accept a tuple or a list for dim arg
|
|
for dim in [dim_tuple, list(dim_tuple)]:
|
|
if error is None:
|
|
torch.linalg.vector_norm(input, dim=dim)
|
|
else:
|
|
with self.assertRaises(error):
|
|
torch.linalg.vector_norm(input, dim=dim)
|
|
|
|
# Test that linalg.vector_norm throws an error if the out tensor's dtype
|
|
# does not match the expected output dtype
|
|
@dtypes(torch.float, torch.double, torch.cfloat, torch.cdouble, torch.bfloat16, torch.float16)
|
|
def test_vector_norm_out_dtype_error(self, device, dtype):
|
|
input = torch.randn(10, device=device, dtype=dtype)
|
|
dtypes = [None, torch.float, torch.double, torch.cfloat, torch.cdouble, torch.float16, torch.bfloat16]
|
|
|
|
for norm_dtype, out_dtype in product(dtypes, dtypes):
|
|
if out_dtype is None:
|
|
continue
|
|
|
|
if norm_dtype is None:
|
|
if dtype == torch.cfloat:
|
|
expected_dtype = torch.float
|
|
elif dtype == torch.cdouble:
|
|
expected_dtype = torch.double
|
|
else:
|
|
expected_dtype = dtype
|
|
else:
|
|
expected_dtype = norm_dtype
|
|
|
|
result = torch.empty((0), device=device, dtype=out_dtype)
|
|
msg = f'norm_dtype: {norm_dtype}, out_dtype: {out_dtype}, expected_dtype: {expected_dtype}'
|
|
|
|
if dtype.is_complex and norm_dtype is not None and not norm_dtype.is_complex:
|
|
with self.assertRaisesRegex(RuntimeError, r"linalg.vector_norm expected complex 'dtype'", msg=msg):
|
|
torch.linalg.vector_norm(input, dtype=norm_dtype, out=result)
|
|
|
|
elif out_dtype != expected_dtype:
|
|
with self.assertRaisesRegex(RuntimeError, r'linalg.vector_norm expected out tensor dtype', msg=msg):
|
|
torch.linalg.vector_norm(input, dtype=norm_dtype, out=result)
|
|
else:
|
|
torch.linalg.vector_norm(input, dtype=norm_dtype, out=result)
|
|
|
|
# This test compares torch.linalg.norm and numpy.linalg.norm to ensure that
|
|
# their vector norm results match
|
|
@dtypes(torch.float, torch.double)
|
|
def test_norm_vector(self, device, dtype):
|
|
def run_test_case(input, p, dim, keepdim):
|
|
result = torch.linalg.norm(input, ord, dim, keepdim)
|
|
input_numpy = input.cpu().numpy()
|
|
result_numpy = np.linalg.norm(input_numpy, ord, dim, keepdim)
|
|
|
|
msg = f'input.size()={input.size()}, ord={ord}, dim={dim}, keepdim={keepdim}, dtype={dtype}'
|
|
self.assertEqual(result, result_numpy, msg=msg)
|
|
|
|
result_out = torch.empty_like(result)
|
|
torch.linalg.norm(input, ord, dim, keepdim, out=result_out)
|
|
self.assertEqual(result, result_out, msg=msg)
|
|
|
|
ord_vector = [0, 1, -1, 2, -2, 3, -3, 4.5, -4.5, inf, -inf, None]
|
|
S = 10
|
|
test_cases = [
|
|
# input size, p settings, dim
|
|
((S, ), ord_vector, None),
|
|
((S, ), ord_vector, 0),
|
|
((S, S, S), ord_vector, 0),
|
|
((S, S, S), ord_vector, 1),
|
|
((S, S, S), ord_vector, 2),
|
|
((S, S, S), ord_vector, -1),
|
|
((S, S, S), ord_vector, -2),
|
|
]
|
|
L = 1_000_000
|
|
if dtype == torch.double:
|
|
test_cases.append(((L, ), ord_vector, None))
|
|
for keepdim in [True, False]:
|
|
for input_size, ord_settings, dim in test_cases:
|
|
input = torch.randn(*input_size, dtype=dtype, device=device)
|
|
for ord in ord_settings:
|
|
run_test_case(input, ord, dim, keepdim)
|
|
|
|
# This test compares torch.linalg.norm and numpy.linalg.norm to ensure that
|
|
# their matrix norm results match
|
|
@skipMeta # https://github.com/pytorch/pytorch/issues/54082
|
|
@skipCUDAIfNoMagma
|
|
@dtypes(torch.float, torch.double)
|
|
@precisionOverride({torch.float32: 2e-5})
|
|
def test_norm_matrix(self, device, dtype):
|
|
def run_test_case(input, p, dim, keepdim):
|
|
result = torch.linalg.norm(input, ord, dim, keepdim)
|
|
input_numpy = input.cpu().numpy()
|
|
result_numpy = np.linalg.norm(input_numpy, ord, dim, keepdim)
|
|
|
|
msg = f'input.size()={input.size()}, ord={ord}, dim={dim}, keepdim={keepdim}, dtype={dtype}'
|
|
self.assertEqual(result, result_numpy, msg=msg)
|
|
|
|
result_out = torch.empty_like(result)
|
|
torch.linalg.norm(input, ord, dim, keepdim, out=result_out)
|
|
self.assertEqual(result, result_out, msg=msg)
|
|
|
|
ord_matrix = [1, -1, 2, -2, inf, -inf, 'nuc', 'fro', None]
|
|
S = 10
|
|
test_cases = [
|
|
# input size, p settings, dim
|
|
((S, S), ord_matrix, None),
|
|
((S, S), ord_matrix, (0, 1)),
|
|
((S, S), ord_matrix, (1, 0)),
|
|
((S, S, S, S), ord_matrix, (2, 0)),
|
|
((S, S, S, S), ord_matrix, (-1, -2)),
|
|
((S, S, S, S), ord_matrix, (-1, -3)),
|
|
((S, S, S, S), ord_matrix, (-3, 2)),
|
|
]
|
|
L = 1_000
|
|
if dtype == torch.double:
|
|
test_cases.append(((L, L), ord_matrix, None))
|
|
for keepdim in [True, False]:
|
|
for input_size, ord_settings, dim in test_cases:
|
|
input = torch.randn(*input_size, dtype=dtype, device=device)
|
|
for ord in ord_settings:
|
|
run_test_case(input, ord, dim, keepdim)
|
|
|
|
@skipMeta # https://github.com/pytorch/pytorch/issues/53739
|
|
@skipCPUIfNoLapack
|
|
@skipCUDAIfNoMagma
|
|
@dtypes(torch.float32, torch.float64, torch.complex64, torch.complex128)
|
|
@precisionOverride({torch.float32: 1e-3})
|
|
@skipCUDAIfRocm
|
|
def test_cond(self, device, dtype):
|
|
def run_test_case(input, p):
|
|
result = torch.linalg.cond(input, p)
|
|
result_numpy = np.linalg.cond(input.cpu().numpy(), p)
|
|
self.assertEqual(result, result_numpy, rtol=1e-2, atol=self.precision)
|
|
|
|
# test out= variant
|
|
out = torch.empty_like(result)
|
|
ans = torch.linalg.cond(input, p, out=out)
|
|
self.assertEqual(ans, out)
|
|
self.assertEqual(ans, result)
|
|
|
|
norm_types = [1, -1, 2, -2, inf, -inf, 'fro', 'nuc', None]
|
|
input_sizes = [(32, 32), (2, 3, 3, 3)]
|
|
for input_size in input_sizes:
|
|
input = torch.randn(*input_size, dtype=dtype, device=device)
|
|
for p in norm_types:
|
|
run_test_case(input, p)
|
|
|
|
# test empty batch sizes
|
|
input_sizes = [(0, 3, 3), (0, 2, 5, 5)]
|
|
for input_size in input_sizes:
|
|
input = torch.randn(*input_size, dtype=dtype, device=device)
|
|
for p in norm_types:
|
|
run_test_case(input, p)
|
|
|
|
# test non-square input
|
|
input_sizes = [(16, 32), (32, 16), (2, 3, 5, 3), (2, 3, 3, 5)]
|
|
for input_size in input_sizes:
|
|
input = torch.randn(*input_size, dtype=dtype, device=device)
|
|
for p in [2, -2, None]:
|
|
run_test_case(input, p)
|
|
|
|
# test for singular input
|
|
a = torch.eye(3, dtype=dtype, device=device)
|
|
a[-1, -1] = 0 # make 'a' singular
|
|
for p in norm_types:
|
|
run_test_case(a, p)
|
|
|
|
# test for 0x0 matrices. NumPy doesn't work for such input, we return 0
|
|
input_sizes = [(0, 0), (2, 5, 0, 0)]
|
|
for input_size in input_sizes:
|
|
input = torch.randn(*input_size, dtype=dtype, device=device)
|
|
for p in ['fro', 2]:
|
|
expected_dtype = a.real.dtype if dtype.is_complex else dtype
|
|
expected = torch.zeros(input_size[:-2], dtype=expected_dtype, device=device)
|
|
actual = torch.linalg.cond(input, p)
|
|
self.assertEqual(actual, expected)
|
|
|
|
@skipMeta # https://github.com/pytorch/pytorch/issues/53739
|
|
@skipCPUIfNoLapack
|
|
@skipCUDAIfNoMagma
|
|
@dtypes(torch.float32, torch.float64, torch.complex64, torch.complex128)
|
|
@precisionOverride({torch.float32: 1e-3})
|
|
def test_cond_errors_and_warnings(self, device, dtype):
|
|
norm_types = [1, -1, 2, -2, inf, -inf, 'fro', 'nuc', None]
|
|
|
|
# cond expects the input to be at least 2-dimensional
|
|
a = torch.ones(3, dtype=dtype, device=device)
|
|
for p in norm_types:
|
|
with self.assertRaisesRegex(RuntimeError, r'supports matrices or batches of matrices'):
|
|
torch.linalg.cond(a, p)
|
|
|
|
# for some norm types cond expects the input to be square
|
|
a = torch.ones(3, 2, dtype=dtype, device=device)
|
|
norm_types = [1, -1, inf, -inf, 'fro', 'nuc']
|
|
for p in norm_types:
|
|
with self.assertRaisesRegex(RuntimeError, r'supports square matrices or batches of square matrices'):
|
|
torch.linalg.cond(a, p)
|
|
|
|
# if non-empty out tensor with wrong shape is passed a warning is given
|
|
a = torch.ones((2, 2), dtype=dtype, device=device)
|
|
for p in ['fro', 2]:
|
|
real_dtype = a.real.dtype if dtype.is_complex else dtype
|
|
out = torch.empty(a.shape, dtype=real_dtype, device=device)
|
|
with warnings.catch_warnings(record=True) as w:
|
|
# Trigger warning
|
|
torch.linalg.cond(a, p, out=out)
|
|
# Check warning occurs
|
|
self.assertEqual(len(w), 1)
|
|
self.assertTrue("An output with one or more elements was resized" in str(w[-1].message))
|
|
|
|
# dtypes should be safely castable
|
|
out = torch.empty(0, dtype=torch.int, device=device)
|
|
for p in ['fro', 2]:
|
|
with self.assertRaisesRegex(RuntimeError, "but got result with dtype Int"):
|
|
torch.linalg.cond(a, p, out=out)
|
|
|
|
# device should match
|
|
if torch.cuda.is_available():
|
|
wrong_device = 'cpu' if self.device_type != 'cpu' else 'cuda'
|
|
out = torch.empty(0, dtype=dtype, device=wrong_device)
|
|
for p in ['fro', 2]:
|
|
with self.assertRaisesRegex(RuntimeError, "tensors to be on the same device"):
|
|
torch.linalg.cond(a, p, out=out)
|
|
|
|
# for batched input if at least one matrix in the batch is not invertible,
|
|
# we can't get the result for all other (possibly) invertible matrices in the batch without an explicit for loop.
|
|
# this should change when at::inverse works with silent errors
|
|
# NumPy works fine in this case because it's possible to silence the error and get the inverse matrix results
|
|
# possibly filled with NANs
|
|
batch_dim = 3
|
|
a = torch.eye(3, 3, dtype=dtype, device=device)
|
|
a = a.reshape((1, 3, 3))
|
|
a = a.repeat(batch_dim, 1, 1)
|
|
a[0, -1, -1] = 0 # now a[0] is singular
|
|
for p in [1, -1, inf, -inf, 'fro', 'nuc']:
|
|
with self.assertRaisesRegex(RuntimeError, "linalg_cond does not support yet"):
|
|
torch.linalg.cond(a, p)
|
|
|
|
# check invalid norm type
|
|
a = torch.ones(3, 3, dtype=dtype, device=device)
|
|
for p in ['wrong_norm', 5]:
|
|
with self.assertRaisesRegex(RuntimeError, f"linalg_cond got an invalid norm type: {p}"):
|
|
torch.linalg.cond(a, p)
|
|
|
|
# This test calls torch.linalg.norm and numpy.linalg.norm with illegal arguments
|
|
# to ensure that they both throw errors
|
|
@dtypes(torch.float, torch.double)
|
|
def test_norm_errors(self, device, dtype):
|
|
def run_error_test_case(input, ord, dim, keepdim, error_type, error_regex):
|
|
test_case_info = (
|
|
f'test case input.size()={input.size()}, ord={ord}, dim={dim}, '
|
|
f'keepdim={keepdim}, dtype={dtype}')
|
|
|
|
with self.assertRaisesRegex(error_type, error_regex, msg=test_case_info):
|
|
torch.linalg.norm(input, ord, dim, keepdim)
|
|
|
|
input_numpy = input.cpu().numpy()
|
|
|
|
msg = f'numpy does not raise error but pytorch does, for case "{test_case_info}"'
|
|
with self.assertRaises(Exception, msg=test_case_info):
|
|
np.linalg.norm(input_numpy, ord, dim, keepdim)
|
|
|
|
S = 10
|
|
error_test_cases = [
|
|
# input size, p settings, dim, error type, error regex
|
|
((S, ), ['fro'], None, RuntimeError, r'order "fro" can only be used if either len\(dim\) == 2'),
|
|
((S, ), ['nuc'], None, RuntimeError, r'order "nuc" can only be used if either len\(dim\) == 2'),
|
|
((S, S), [3.5], None, RuntimeError, r'Order 3.5 not supported for matrix norm'),
|
|
((S, S), [0], None, RuntimeError, r'Order 0 not supported for matrix norm'),
|
|
((S, S), ['nuc'], 0, RuntimeError, r'order "nuc" can only be used if either len\(dim\) == 2'),
|
|
((S, S), ['fro'], 0, RuntimeError, r'order "fro" can only be used if either len\(dim\) == 2'),
|
|
((S, S), ['nuc'], (0, 0), RuntimeError, r'duplicate or invalid dimensions'),
|
|
((S, S), ['fro', 0], (0, 0), RuntimeError, r'Expected dims to be different'),
|
|
((S, S), ['fro', 'nuc', 0], (0, 4), IndexError, r'Dimension out of range'),
|
|
((S, ), [0], (4, ), IndexError, r'Dimension out of range'),
|
|
((S, ), [None], (0, 0), RuntimeError, r'dim 0 appears multiple times'),
|
|
((S, S, S), [1], (0, 1, 2), RuntimeError, r"'dim' must specify 1 or 2 dimensions"),
|
|
((S, S, S), [1], None, RuntimeError, r"'dim' must specify 1 or 2 dimensions"),
|
|
((S, S), ['garbage'], (0, 1), RuntimeError, r'Invalid norm order: garbage'),
|
|
]
|
|
for keepdim in [True, False]:
|
|
for input_size, ord_settings, dim, error_type, error_regex in error_test_cases:
|
|
input = torch.randn(*input_size, dtype=dtype, device=device)
|
|
for ord in ord_settings:
|
|
run_error_test_case(input, ord, dim, keepdim, error_type, error_regex)
|
|
|
|
# Test complex number inputs for linalg.norm
|
|
@skipCUDAIfNoMagma
|
|
@skipCPUIfNoLapack
|
|
@dtypes(torch.cfloat, torch.cdouble)
|
|
@precisionOverride({torch.cfloat: 2e-4})
|
|
def test_norm_complex(self, device, dtype):
|
|
def gen_error_message(input_size, ord, keepdim, dim=None):
|
|
return "complex norm failed for input size %s, ord=%s, keepdim=%s, dim=%s" % (
|
|
input_size, ord, keepdim, dim)
|
|
|
|
vector_ords = [None, 0, 1, 2, 3, inf, -1, -2, -3, -inf]
|
|
matrix_ords = [None, 'fro', 'nuc', 1, 2, inf, -1, -2, -inf]
|
|
|
|
# Test supported ords
|
|
for keepdim in [False, True]:
|
|
# vector norm
|
|
x = torch.randn(25, device=device, dtype=dtype)
|
|
xn = x.cpu().numpy()
|
|
for ord in vector_ords:
|
|
res = torch.linalg.norm(x, ord, keepdim=keepdim).cpu()
|
|
expected = np.linalg.norm(xn, ord, keepdims=keepdim)
|
|
msg = gen_error_message(x.size(), ord, keepdim)
|
|
self.assertEqual(res.shape, expected.shape, msg=msg)
|
|
self.assertEqual(res, expected, msg=msg)
|
|
|
|
res_out = torch.Tensor().to(device)
|
|
torch.linalg.norm(x, ord, keepdim=keepdim, out=res_out)
|
|
self.assertEqual(res_out.shape, expected.shape, msg=msg)
|
|
self.assertEqual(res_out.cpu(), expected, msg=msg)
|
|
|
|
# matrix norm
|
|
x = torch.randn(25, 25, device=device, dtype=dtype)
|
|
xn = x.cpu().numpy()
|
|
for ord in matrix_ords:
|
|
res = torch.linalg.norm(x, ord, keepdim=keepdim).cpu()
|
|
expected = np.linalg.norm(xn, ord, keepdims=keepdim)
|
|
msg = gen_error_message(x.size(), ord, keepdim)
|
|
self.assertEqual(res.shape, expected.shape, msg=msg)
|
|
self.assertEqual(res, expected, msg=msg)
|
|
|
|
res_out = torch.Tensor().to(device)
|
|
torch.linalg.norm(x, ord, keepdim=keepdim, out=res_out)
|
|
self.assertEqual(res_out.shape, expected.shape, msg=msg)
|
|
self.assertEqual(res_out.cpu(), expected, msg=msg)
|
|
|
|
# Test that linal.vector_norm gives the same result as numpy when inputs
|
|
# contain extreme values (inf, -inf, nan)
|
|
def test_vector_norm_extreme_values(self, device):
|
|
vector_ords = [0, 1, 2, 3, inf, -1, -2, -3, -inf]
|
|
vectors = []
|
|
for pair in itertools.product([inf, -inf, 0.0, nan, 1.0], repeat=2):
|
|
vectors.append(list(pair))
|
|
for vector in vectors:
|
|
x = torch.tensor(vector, device=device)
|
|
x_n = x.cpu().numpy()
|
|
for ord in vector_ords:
|
|
msg = f'ord={ord}, vector={vector}'
|
|
result = torch.linalg.vector_norm(x, ord=ord)
|
|
result_n = np.linalg.norm(x_n, ord=ord)
|
|
self.assertEqual(result, result_n, msg=msg)
|
|
|
|
# Test that linal.norm gives the same result as numpy when inputs
|
|
# contain extreme values (inf, -inf, nan)
|
|
@unittest.skipIf(IS_WINDOWS, "Skipped on Windows!")
|
|
@unittest.skipIf(IS_MACOS, "Skipped on MacOS!")
|
|
@skipCUDAIfNoMagma
|
|
@skipCPUIfNoLapack
|
|
def test_norm_extreme_values(self, device):
|
|
vector_ords = [0, 1, 2, 3, inf, -1, -2, -3, -inf]
|
|
matrix_ords = ['fro', 'nuc', 1, 2, inf, -1, -2, -inf]
|
|
vectors = []
|
|
matrices = []
|
|
for pair in itertools.product([inf, -inf, 0.0, nan, 1.0], repeat=2):
|
|
vectors.append(list(pair))
|
|
matrices.append([[pair[0], pair[1]]])
|
|
matrices.append([[pair[0]], [pair[1]]])
|
|
for vector in vectors:
|
|
x = torch.tensor(vector).to(device)
|
|
x_n = x.cpu().numpy()
|
|
for ord in vector_ords:
|
|
msg = f'ord={ord}, vector={vector}'
|
|
result = torch.linalg.norm(x, ord=ord)
|
|
result_n = np.linalg.norm(x_n, ord=ord)
|
|
self.assertEqual(result, result_n, msg=msg)
|
|
|
|
# TODO: Remove this function once the broken cases are fixed
|
|
def is_broken_matrix_norm_case(ord, x):
|
|
if self.device_type == 'cuda':
|
|
if x.size() == torch.Size([1, 2]):
|
|
if ord in ['nuc', 2, -2] and isnan(x[0][0]) and x[0][1] == 1:
|
|
# These cases are broken because of an issue with svd
|
|
# https://github.com/pytorch/pytorch/issues/43567
|
|
return True
|
|
if ord in ['nuc', 2, -2]:
|
|
# These cases are broken because of another issue with svd
|
|
# https://github.com/pytorch/pytorch/issues/52633
|
|
return True
|
|
return False
|
|
|
|
for matrix in matrices:
|
|
x = torch.tensor(matrix).to(device)
|
|
x_n = x.cpu().numpy()
|
|
for ord in matrix_ords:
|
|
msg = f'ord={ord}, matrix={matrix}'
|
|
if is_broken_matrix_norm_case(ord, x):
|
|
continue
|
|
else:
|
|
result = torch.linalg.norm(x, ord=ord)
|
|
result_n = np.linalg.norm(x_n, ord=ord)
|
|
self.assertEqual(result, result_n, msg=msg)
|
|
|
|
# Test degenerate shape results match numpy for linalg.norm vector norms
|
|
@skipCUDAIfNoMagma
|
|
@skipCPUIfNoLapack
|
|
@unittest.skipIf(TEST_WITH_ASAN, "Skipped on ASAN since it checks for undefined behavior.")
|
|
@dtypes(torch.float, torch.double, torch.cfloat, torch.cdouble)
|
|
def test_norm_vector_degenerate_shapes(self, device, dtype):
|
|
def run_test_case(input, ord, dim, keepdim):
|
|
msg = f'input.size()={input.size()}, ord={ord}, dim={dim}, keepdim={keepdim}, dtype={dtype}'
|
|
should_error = False
|
|
if ord is not None and ord < 0:
|
|
should_error = True
|
|
elif ord == inf:
|
|
if dim is None or input.size(dim) == 0:
|
|
should_error = True
|
|
|
|
if should_error:
|
|
with self.assertRaises(RuntimeError):
|
|
torch.linalg.norm(input, ord, dim, keepdim)
|
|
else:
|
|
input_numpy = input.cpu().numpy()
|
|
result_numpy = np.linalg.norm(input_numpy, ord, dim, keepdim)
|
|
result = torch.linalg.norm(input, ord, dim, keepdim)
|
|
self.assertEqual(result, result_numpy, msg=msg)
|
|
|
|
ord_vector = [0, 0.5, 1, 2, 3, inf, -0.5, -1, -2, -3, -inf, None]
|
|
S = 10
|
|
test_cases = [
|
|
# input size, dim
|
|
((0, ), None),
|
|
((0, S), 0),
|
|
((0, S), 1),
|
|
((S, 0), 0),
|
|
((S, 0), 1),
|
|
]
|
|
for keepdim in [True, False]:
|
|
for input_size, dim in test_cases:
|
|
input = torch.randn(*input_size, dtype=dtype, device=device)
|
|
for ord in ord_vector:
|
|
run_test_case(input, ord, dim, keepdim)
|
|
|
|
# Test degenerate shape results match numpy for linalg.norm matrix norms
|
|
@skipCUDAIfNoMagma
|
|
@skipCUDAIfRocm
|
|
@skipCPUIfNoLapack
|
|
@dtypes(torch.float, torch.double, torch.cfloat, torch.cdouble)
|
|
def test_norm_matrix_degenerate_shapes(self, device, dtype):
|
|
def run_test_case(input, ord, dim, keepdim, should_error):
|
|
msg = f'input.size()={input.size()}, ord={ord}, dim={dim}, keepdim={keepdim}, dtype={dtype}'
|
|
input_numpy = input.cpu().numpy()
|
|
if should_error:
|
|
with self.assertRaises(ValueError):
|
|
np.linalg.norm(input_numpy, ord, dim, keepdim)
|
|
with self.assertRaises(RuntimeError):
|
|
torch.linalg.norm(input, ord, dim, keepdim)
|
|
else:
|
|
result_numpy = np.linalg.norm(input_numpy, ord, dim, keepdim)
|
|
result = torch.linalg.norm(input, ord, dim, keepdim)
|
|
self.assertEqual(result, result_numpy, msg=msg)
|
|
|
|
ord_matrix = ['fro', 'nuc', 1, 2, inf, -1, -2, -inf, None]
|
|
S = 10
|
|
test_cases = [
|
|
# input size, p settings that cause error, dim
|
|
((0, 0), [1, 2, inf, -1, -2, -inf], None),
|
|
((0, S), [2, inf, -2, -inf], None),
|
|
((S, 0), [1, 2, -1, -2], None),
|
|
((S, S, 0), [], (0, 1)),
|
|
((1, S, 0), [], (0, 1)),
|
|
((0, 0, S), [1, 2, inf, -1, -2, -inf], (0, 1)),
|
|
((0, 0, S), [1, 2, inf, -1, -2, -inf], (1, 0)),
|
|
]
|
|
for keepdim in [True, False]:
|
|
for input_size, error_ords, dim in test_cases:
|
|
input = torch.randn(*input_size, dtype=dtype, device=device)
|
|
for ord in ord_matrix:
|
|
run_test_case(input, ord, dim, keepdim, ord in error_ords)
|
|
|
|
def test_norm_fastpaths(self, device):
|
|
x = torch.randn(3, 5, device=device)
|
|
|
|
# slow path
|
|
result = torch.linalg.norm(x, 4.5, 1)
|
|
expected = torch.pow(x.abs().pow(4.5).sum(1), 1.0 / 4.5)
|
|
self.assertEqual(result, expected)
|
|
|
|
# fast 0-norm
|
|
result = torch.linalg.norm(x, 0, 1)
|
|
expected = (x != 0).type_as(x).sum(1)
|
|
self.assertEqual(result, expected)
|
|
|
|
# fast 1-norm
|
|
result = torch.linalg.norm(x, 1, 1)
|
|
expected = x.abs().sum(1)
|
|
self.assertEqual(result, expected)
|
|
|
|
# fast 2-norm
|
|
result = torch.linalg.norm(x, 2, 1)
|
|
expected = torch.sqrt(x.pow(2).sum(1))
|
|
self.assertEqual(result, expected)
|
|
|
|
# fast 3-norm
|
|
result = torch.linalg.norm(x, 3, 1)
|
|
expected = torch.pow(x.pow(3).abs().sum(1), 1.0 / 3.0)
|
|
self.assertEqual(result, expected)
|
|
|
|
@skipCPUIfNoLapack
|
|
@skipCUDAIfNoMagma
|
|
@dtypes(*floating_and_complex_types())
|
|
def test_eig_basic(self, device, dtype):
|
|
a = torch.tensor([[1.96, 0.00, 0.00, 0.00, 0.00],
|
|
[-6.49, 3.80, 0.00, 0.00, 0.00],
|
|
[-0.47, -6.39, 4.17, 0.00, 0.00],
|
|
[-7.20, 1.50, -1.51, 5.70, 0.00],
|
|
[-0.65, -6.34, 2.67, 1.80, -7.10]],
|
|
dtype=dtype, device=device).t()
|
|
e = torch.eig(a)[0]
|
|
ee, vv = torch.eig(a, True)
|
|
te = torch.tensor((), dtype=dtype, device=device)
|
|
tv = torch.tensor((), dtype=dtype, device=device)
|
|
eee, vvv = torch.eig(a, True, out=(te, tv))
|
|
self.assertEqual(e, ee, atol=1e-12, rtol=0)
|
|
self.assertEqual(ee, eee, atol=1e-12, rtol=0)
|
|
self.assertEqual(ee, te, atol=1e-12, rtol=0)
|
|
self.assertEqual(vv, vvv, atol=1e-12, rtol=0)
|
|
self.assertEqual(vv, tv, atol=1e-12, rtol=0)
|
|
#
|
|
# compare with numpy
|
|
np_e, np_v = np.linalg.eig(a.cpu().numpy())
|
|
if dtype.is_complex:
|
|
self.assertEqual(ee, np_e)
|
|
else:
|
|
# np_e.shape == (n, 2), where each column contain the real and
|
|
# imaginary parts of the result
|
|
self.assertEqual(ee[:, 0], np_e) # real part
|
|
self.assertEqual(ee[:, 1], torch.zeros(ee.shape[0], dtype=dtype)) # imaginary part
|
|
self.assertEqual(vv, np_v)
|
|
|
|
@skipCPUIfNoLapack
|
|
@skipCUDAIfNoMagma
|
|
@dtypes(torch.double, torch.float)
|
|
def test_eig_reuse(self, device, dtype):
|
|
X = torch.randn(4, 4, dtype=dtype, device=device)
|
|
X = torch.mm(X.t(), X)
|
|
e = torch.zeros(4, 2, dtype=dtype, device=device)
|
|
v = torch.zeros(4, 4, dtype=dtype, device=device)
|
|
torch.eig(X, True, out=(e, v))
|
|
Xhat = np.matmul(np.matmul(v.cpu(), torch.diag(e.select(1, 0)).cpu()), v.t().cpu())
|
|
if dtype is torch.float:
|
|
atol = 1e-7
|
|
rtol = 1e-5
|
|
else:
|
|
atol = 1e-8
|
|
rtol = 0
|
|
self.assertEqual(X, Xhat, atol=atol, rtol=rtol, msg='VeV\' wrong')
|
|
self.assertTrue(v.is_contiguous(), 'V is not contiguous')
|
|
|
|
torch.eig(X, True, out=(e, v))
|
|
Xhat = np.matmul(v.cpu(), np.matmul(e.select(1, 0).diag().cpu(), v.t().cpu()))
|
|
self.assertEqual(X, Xhat, atol=atol, rtol=rtol, msg='VeV\' wrong')
|
|
self.assertTrue(v.is_contiguous(), 'V is not contiguous')
|
|
|
|
@skipCPUIfNoLapack
|
|
@skipCUDAIfNoMagma
|
|
@dtypes(torch.double, torch.float)
|
|
def test_eig_non_contiguous(self, device, dtype):
|
|
X = torch.randn(4, 4, dtype=dtype, device=device)
|
|
X = torch.mm(X.t(), X)
|
|
e = torch.zeros(4, 2, 2, dtype=dtype, device=device)[:, 1]
|
|
v = torch.zeros(4, 2, 4, dtype=dtype, device=device)[:, 1]
|
|
self.assertFalse(v.is_contiguous(), 'V is contiguous')
|
|
self.assertFalse(e.is_contiguous(), 'E is contiguous')
|
|
torch.eig(X, True, out=(e, v))
|
|
Xhat = np.matmul(np.matmul(v.cpu(), torch.diag(e.cpu().select(1, 0))), v.t().cpu())
|
|
if dtype is torch.float:
|
|
atol = 1e-7
|
|
rtol = 1e-5
|
|
else:
|
|
atol = 1e-8
|
|
rtol = 0
|
|
self.assertEqual(X, Xhat, atol=atol, rtol=rtol, msg='VeV\' wrong')
|
|
|
|
@skipCPUIfNoLapack
|
|
@skipCUDAIfNoMagma
|
|
@dtypes(torch.double, torch.float)
|
|
def test_eig_invalid_input(self, device, dtype):
|
|
# test invalid input
|
|
self.assertRaisesRegex(
|
|
RuntimeError,
|
|
'input should be 2 dimensional',
|
|
lambda: torch.eig(torch.ones((2))))
|
|
self.assertRaisesRegex(
|
|
RuntimeError,
|
|
'input should be square',
|
|
lambda: torch.eig(torch.ones((2, 3))))
|
|
self.assertRaisesRegex(
|
|
RuntimeError,
|
|
'input should not contain infs or NaNs',
|
|
lambda: torch.eig(np.inf * torch.ones((2, 2))))
|
|
self.assertRaisesRegex(
|
|
RuntimeError,
|
|
'input should not contain infs or NaNs',
|
|
lambda: torch.eig(np.nan * torch.ones((2, 2))))
|
|
|
|
@skipCUDAIfNoMagma
|
|
@skipCPUIfNoLapack
|
|
@dtypes(torch.double, torch.float)
|
|
def test_eig_out(self, device, dtype):
|
|
# the out version of torch.eig needs to be tested manually: we can't
|
|
# use the "test_out=True" parameter to tensor_op_tests because the
|
|
# signature is irregular (since we have *two* output vectors)
|
|
t = torch.randn(10, 10, dtype=dtype, device=device)
|
|
evals, evecs = torch.eig(t, eigenvectors=True)
|
|
#
|
|
# check that the out= version computes the same values as the normal one
|
|
out_evals = torch.empty_like(evals)
|
|
out_evecs = torch.empty_like(evecs)
|
|
evals2, evecs2 = torch.eig(t, eigenvectors=True, out=(out_evals, out_evecs))
|
|
# check that the out tensors were used in-place
|
|
self.assertEqual(evals2.data_ptr(), out_evals.data_ptr())
|
|
self.assertEqual(evecs2.data_ptr(), out_evecs.data_ptr())
|
|
# check that the result is the same as the non-out version
|
|
self.assertEqual(evals, out_evals)
|
|
self.assertEqual(evecs, out_evecs)
|
|
#
|
|
# check what happens in the eigenvectors=False case
|
|
out_evals = torch.empty_like(evals)
|
|
out_evecs = torch.tensor([1, 2, 3], dtype=dtype, device=device)
|
|
evals2, evecs2 = torch.eig(t, eigenvectors=False, out=(out_evals, out_evecs))
|
|
# check that the out_evals was used in-place
|
|
self.assertEqual(evals2.data_ptr(), out_evals.data_ptr())
|
|
self.assertEqual(evals, out_evals)
|
|
# check that out_evecs was NOT touched at all
|
|
assert out_evecs.tolist() == [1, 2, 3]
|
|
#
|
|
# check that we complain if we pass an out vector of the wrong dtype
|
|
wrong_out = torch.empty((0, 0), dtype=int)
|
|
with self.assertRaisesRegex(RuntimeError, r"Expected .* but got .*"):
|
|
torch.eig(t, eigenvectors=True, out=(wrong_out, out_evecs))
|
|
with self.assertRaisesRegex(RuntimeError, r"Expected .* but got .*"):
|
|
torch.eig(t, eigenvectors=True, out=(out_evals, wrong_out))
|
|
|
|
@skipCUDAIfNoMagma
|
|
@skipCPUIfNoLapack
|
|
def test_norm_old(self, device):
|
|
def gen_error_message(input_size, p, keepdim, dim=None):
|
|
return "norm failed for input size %s, p=%s, keepdim=%s, dim=%s" % (
|
|
input_size, p, keepdim, dim)
|
|
|
|
for keepdim in [False, True]:
|
|
# full reduction
|
|
x = torch.randn(25, device=device)
|
|
xn = x.cpu().numpy()
|
|
for p in [0, 1, 2, 3, 4, inf, -inf, -1, -2, -3, 1.5]:
|
|
res = x.norm(p, keepdim=keepdim).cpu()
|
|
expected = np.linalg.norm(xn, p, keepdims=keepdim)
|
|
self.assertEqual(res, expected, atol=1e-5, rtol=0, msg=gen_error_message(x.size(), p, keepdim))
|
|
|
|
# one dimension
|
|
x = torch.randn(25, 25, device=device)
|
|
xn = x.cpu().numpy()
|
|
for p in [0, 1, 2, 3, 4, inf, -inf, -1, -2, -3]:
|
|
dim = 1
|
|
res = x.norm(p, dim, keepdim=keepdim).cpu()
|
|
expected = np.linalg.norm(xn, p, dim, keepdims=keepdim)
|
|
msg = gen_error_message(x.size(), p, keepdim, dim)
|
|
self.assertEqual(res.shape, expected.shape, msg=msg)
|
|
self.assertEqual(res, expected, msg=msg)
|
|
|
|
# matrix norm
|
|
for p in ['fro', 'nuc']:
|
|
res = x.norm(p, keepdim=keepdim).cpu()
|
|
expected = np.linalg.norm(xn, p, keepdims=keepdim)
|
|
msg = gen_error_message(x.size(), p, keepdim)
|
|
self.assertEqual(res.shape, expected.shape, msg=msg)
|
|
self.assertEqual(res, expected, msg=msg)
|
|
|
|
# zero dimensions
|
|
x = torch.randn((), device=device)
|
|
xn = x.cpu().numpy()
|
|
res = x.norm(keepdim=keepdim).cpu()
|
|
expected = np.linalg.norm(xn, keepdims=keepdim)
|
|
msg = gen_error_message(x.size(), None, keepdim)
|
|
self.assertEqual(res.shape, expected.shape, msg=msg)
|
|
self.assertEqual(res, expected, msg=msg)
|
|
|
|
# larger tensor sanity check
|
|
self.assertEqual(
|
|
2 * torch.norm(torch.ones(10000), keepdim=keepdim),
|
|
torch.norm(torch.ones(40000), keepdim=keepdim))
|
|
|
|
# matrix norm with non-square >2-D tensors, all combinations of reduction dims
|
|
x = torch.randn(5, 6, 7, 8, device=device)
|
|
xn = x.cpu().numpy()
|
|
for p in ['fro', 'nuc']:
|
|
for dim in itertools.product(*[list(range(4))] * 2):
|
|
if dim[0] == dim[1]:
|
|
continue
|
|
res = x.norm(p=p, dim=dim, keepdim=keepdim).cpu()
|
|
expected = np.linalg.norm(xn, ord=p, axis=dim, keepdims=keepdim)
|
|
msg = gen_error_message(x.size(), p, keepdim, dim)
|
|
self.assertEqual(res.shape, expected.shape, msg=msg)
|
|
self.assertEqual(res, expected, msg=msg)
|
|
|
|
# Test that torch.norm with p=+/-inf propagates NaN
|
|
def test_norm_old_nan_propagation(self, device):
|
|
ords = [inf, -inf]
|
|
for pair in itertools.product([0.0, nan, 1.0], repeat=2):
|
|
x = torch.tensor(list(pair), device=device)
|
|
for ord in ords:
|
|
result = torch.norm(x, p=ord)
|
|
result_check = torch.linalg.norm(x, ord=ord)
|
|
self.assertEqual(result, result_check)
|
|
|
|
@skipCUDAIfNoMagma
|
|
@skipCPUIfNoLapack
|
|
def test_norm_complex_old(self, device):
|
|
def gen_error_message(input_size, p, keepdim, dim=None):
|
|
return "complex norm failed for input size %s, p=%s, keepdim=%s, dim=%s" % (
|
|
input_size, p, keepdim, dim)
|
|
|
|
for keepdim in [False, True]:
|
|
# vector norm
|
|
x = torch.randn(25, device=device) + 1j * torch.randn(25, device=device)
|
|
xn = x.cpu().numpy()
|
|
for p in [0, 1, 2, 3, inf, -1, -2, -3, -inf]:
|
|
res = x.norm(p, keepdim=keepdim).cpu()
|
|
expected = np.linalg.norm(xn, p, keepdims=keepdim)
|
|
msg = gen_error_message(x.size(), p, keepdim)
|
|
self.assertEqual(res.shape, expected.shape, msg=msg)
|
|
self.assertEqual(res, expected, msg=msg)
|
|
|
|
# matrix norm
|
|
x = torch.randn(25, 25, device=device) + 1j * torch.randn(25, 25, device=device)
|
|
xn = x.cpu().numpy()
|
|
for p in ['nuc', 'fro']:
|
|
res = x.norm(p, keepdim=keepdim).cpu()
|
|
expected = np.linalg.norm(xn, p, keepdims=keepdim)
|
|
msg = gen_error_message(x.size(), p, keepdim)
|
|
self.assertEqual(res.shape, expected.shape, msg=msg)
|
|
self.assertEqual(res, expected, msg=msg, rtol=1.3e-6, atol=3e-4)
|
|
|
|
# Ensure torch.norm with p='fro' and p=2 give the same results for mutually supported input combinations
|
|
@dtypes(torch.float)
|
|
@skipCUDAIfRocm
|
|
def test_norm_fro_2_equivalence_old(self, device, dtype):
|
|
input_sizes = [
|
|
(0,),
|
|
(10,),
|
|
(0, 0),
|
|
(4, 30),
|
|
(0, 45),
|
|
(100, 0),
|
|
(45, 10, 23),
|
|
(0, 23, 59),
|
|
(23, 0, 37),
|
|
(34, 58, 0),
|
|
(0, 0, 348),
|
|
(0, 3434, 0),
|
|
(0, 0, 0),
|
|
(5, 3, 8, 1, 3, 5)]
|
|
|
|
for input_size in input_sizes:
|
|
a = make_tensor(input_size, device, dtype, low=-9, high=9)
|
|
|
|
# Try full reduction
|
|
dim_settings = [None]
|
|
|
|
# Try all possible 1-D reductions
|
|
dim_settings += list(range(-a.dim(), a.dim()))
|
|
|
|
def wrap_dim(dim, ndims):
|
|
assert (dim < ndims) and (dim >= -ndims)
|
|
if dim >= 0:
|
|
return dim
|
|
else:
|
|
return dim + ndims
|
|
|
|
# Try all possible 2-D reductions
|
|
dim_settings += [
|
|
(d0, d1) for d0, d1 in itertools.combinations(range(-a.dim(), a.dim()), 2)
|
|
if wrap_dim(d0, a.dim()) != wrap_dim(d1, a.dim())]
|
|
|
|
for dim in dim_settings:
|
|
for keepdim in [True, False]:
|
|
a_norm_2 = torch.norm(a, p=2, dim=dim, keepdim=keepdim)
|
|
a_norm_fro = torch.norm(a, p='fro', dim=dim, keepdim=keepdim)
|
|
self.assertEqual(a_norm_fro, a_norm_2)
|
|
|
|
@skipCUDAIfNoMagma
|
|
def test_nuclear_norm_axes_small_brute_force_old(self, device):
|
|
def check_single_nuclear_norm(x, axes):
|
|
if self.device_type != 'cpu' and randrange(100) < 95:
|
|
return # too many cpu <==> device copies
|
|
|
|
a = np.array(x.cpu(), copy=False)
|
|
expected = np.linalg.norm(a, "nuc", axis=axes)
|
|
|
|
ans = torch.norm(x, "nuc", dim=axes)
|
|
self.assertTrue(ans.is_contiguous())
|
|
self.assertEqual(ans.shape, expected.shape)
|
|
self.assertEqual(ans.cpu(), expected, rtol=1e-02, atol=1e-03, equal_nan=True)
|
|
|
|
out = torch.zeros(expected.shape, dtype=x.dtype, device=x.device)
|
|
ans = torch.norm(x, "nuc", dim=axes, out=out)
|
|
self.assertIs(ans, out)
|
|
self.assertTrue(ans.is_contiguous())
|
|
self.assertEqual(ans.shape, expected.shape)
|
|
self.assertEqual(ans.cpu(), expected, rtol=1e-02, atol=1e-03, equal_nan=True)
|
|
|
|
for n in range(1, 3):
|
|
for m in range(1, 3):
|
|
for axes in itertools.permutations([0, 1], 2):
|
|
# 2d, inner dimensions C
|
|
x = torch.randn(n, m, device=device)
|
|
check_single_nuclear_norm(x, axes)
|
|
|
|
# 2d, inner dimensions Fortran
|
|
x = torch.randn(m, n, device=device).transpose(-1, -2)
|
|
check_single_nuclear_norm(x, axes)
|
|
|
|
# 2d, inner dimensions non-contiguous
|
|
x = torch.randn(n, 2 * m, device=device)[:, ::2]
|
|
check_single_nuclear_norm(x, axes)
|
|
|
|
# 2d, all dimensions non-contiguous
|
|
x = torch.randn(7 * n, 2 * m, device=device)[::7, ::2]
|
|
check_single_nuclear_norm(x, axes)
|
|
|
|
for o in range(1, 3):
|
|
for axes in itertools.permutations([0, 1, 2], 2):
|
|
# 3d, inner dimensions C
|
|
x = torch.randn(o, n, m, device=device)
|
|
check_single_nuclear_norm(x, axes)
|
|
|
|
# 3d, inner dimensions Fortran
|
|
x = torch.randn(o, m, n, device=device).transpose(-1, -2)
|
|
check_single_nuclear_norm(x, axes)
|
|
|
|
# 3d, inner dimensions non-contiguous
|
|
x = torch.randn(o, n, 2 * m, device=device)[:, :, ::2]
|
|
check_single_nuclear_norm(x, axes)
|
|
|
|
# 3d, all dimensions non-contiguous
|
|
x = torch.randn(7 * o, 5 * n, 2 * m, device=device)[::7, ::5, ::2]
|
|
check_single_nuclear_norm(x, axes)
|
|
|
|
for r in range(1, 3):
|
|
for axes in itertools.permutations([0, 1, 2, 3], 2):
|
|
# 4d, inner dimensions C
|
|
x = torch.randn(r, o, n, m, device=device)
|
|
check_single_nuclear_norm(x, axes)
|
|
|
|
# 4d, inner dimensions Fortran
|
|
x = torch.randn(r, o, n, m, device=device).transpose(-1, -2)
|
|
check_single_nuclear_norm(x, axes)
|
|
|
|
# 4d, inner dimensions non-contiguous
|
|
x = torch.randn(r, o, n, 2 * m, device=device)[:, :, :, ::2]
|
|
check_single_nuclear_norm(x, axes)
|
|
|
|
# 4d, all dimensions non-contiguous
|
|
x = torch.randn(7 * r, 5 * o, 11 * n, 2 * m, device=device)[::7, ::5, ::11, ::2]
|
|
check_single_nuclear_norm(x, axes)
|
|
|
|
@skipCUDAIfNoMagma
|
|
def test_nuclear_norm_exceptions_old(self, device):
|
|
for lst in [], [1], [1, 2]:
|
|
x = torch.tensor(lst, dtype=torch.double, device=device)
|
|
for axes in (), (0,):
|
|
self.assertRaises(RuntimeError, torch.norm, x, "nuc", axes)
|
|
self.assertRaises(IndexError, torch.norm, x, "nuc", (0, 1))
|
|
|
|
x = torch.tensor([[0, 1, 2], [3, 4, 5]], dtype=torch.double, device=device)
|
|
self.assertRaisesRegex(RuntimeError, "duplicate or invalid", torch.norm, x, "nuc", (0, 0))
|
|
self.assertRaisesRegex(IndexError, "Dimension out of range", torch.norm, x, "nuc", (0, 2))
|
|
|
|
# ~~~ tests for torch.svd ~~~
|
|
@skipCUDAIfNoMagmaAndNoCusolver
|
|
@skipCPUIfNoLapack
|
|
@dtypes(torch.double)
|
|
def test_svd(self, device, dtype):
|
|
def run_test(dims, some, compute_uv):
|
|
x = torch.randn(*dims, dtype=dtype, device=device)
|
|
outu = torch.empty(0, dtype=dtype, device=device)
|
|
outs = torch.empty(0, dtype=dtype, device=device)
|
|
outv = torch.empty(0, dtype=dtype, device=device)
|
|
torch.svd(x, some=some, compute_uv=compute_uv, out=(outu, outs, outv))
|
|
|
|
if compute_uv:
|
|
if some:
|
|
x_recon = torch.matmul(outu, torch.matmul(outs.diag_embed(), outv.transpose(-2, -1)))
|
|
self.assertEqual(x, x_recon, atol=1e-8, rtol=0, msg='Incorrect reconstruction using U @ diag(S) @ V.T')
|
|
else:
|
|
narrow_u = outu[..., :min(*dims[-2:])]
|
|
narrow_v = outv[..., :min(*dims[-2:])]
|
|
x_recon = torch.matmul(narrow_u, torch.matmul(outs.diag_embed(), narrow_v.transpose(-2, -1)))
|
|
self.assertEqual(x, x_recon, atol=1e-8, rtol=0, msg='Incorrect reconstruction using U @ diag(S) @ V.T')
|
|
else:
|
|
_, singvals, _ = torch.svd(x, compute_uv=True)
|
|
self.assertEqual(singvals, outs, msg='Singular values mismatch')
|
|
self.assertEqual(outu, torch.zeros_like(outu), msg='U not zero')
|
|
self.assertEqual(outv, torch.zeros_like(outv), msg='V not zero')
|
|
|
|
resu, ress, resv = torch.svd(x, some=some, compute_uv=compute_uv)
|
|
self.assertEqual(resu, outu, msg='outputs of svd and svd with out differ')
|
|
self.assertEqual(ress, outs, msg='outputs of svd and svd with out differ')
|
|
self.assertEqual(resv, outv, msg='outputs of svd and svd with out differ')
|
|
|
|
# test non-contiguous
|
|
x = torch.randn(*dims, dtype=dtype, device=device)
|
|
if x.numel() > 0:
|
|
n_dim = len(dims)
|
|
# Reverse the batch dimensions and the matrix dimensions and then concat them
|
|
x = x.permute(tuple(range(n_dim - 3, -1, -1)) + (n_dim - 1, n_dim - 2))
|
|
assert not x.is_contiguous(), "x is intentionally non-contiguous"
|
|
resu, ress, resv = torch.svd(x, some=some, compute_uv=compute_uv)
|
|
if compute_uv:
|
|
if some:
|
|
x_recon = torch.matmul(resu, torch.matmul(ress.diag_embed(), resv.transpose(-2, -1)))
|
|
self.assertEqual(x, x_recon, atol=1e-8, rtol=0, msg='Incorrect reconstruction using U @ diag(S) @ V.T')
|
|
else:
|
|
narrow_u = resu[..., :min(*dims[-2:])]
|
|
narrow_v = resv[..., :min(*dims[-2:])]
|
|
x_recon = torch.matmul(narrow_u, torch.matmul(ress.diag_embed(), narrow_v.transpose(-2, -1)))
|
|
self.assertEqual(x, x_recon, atol=1e-8, rtol=0, msg='Incorrect reconstruction using U @ diag(S) @ V.T')
|
|
else:
|
|
_, singvals, _ = torch.svd(x, compute_uv=True)
|
|
self.assertEqual(singvals, ress, msg='Singular values mismatch')
|
|
self.assertEqual(resu, torch.zeros_like(resu), msg='U not zero')
|
|
self.assertEqual(resv, torch.zeros_like(resv), msg='V not zero')
|
|
|
|
shapes = [(0, 0), (5, 0), (0, 5), # empty matrices
|
|
(0, 0, 0), (0, 5, 5), (0, 5, 3), # zero batch dimension
|
|
(3, 3), (5, 3, 3), (7, 5, 3, 3), # square matrices
|
|
(7, 3), (5, 7, 3), (7, 5, 7, 3), # fat matrices
|
|
(3, 7), (5, 3, 7), (7, 5, 3, 7)] # thin matrices
|
|
for dims, some, compute_uv in product(shapes, [True, False], [True, False]):
|
|
run_test(dims, some, compute_uv)
|
|
|
|
@skipCUDAIfNoMagmaAndNoCusolver
|
|
@skipCPUIfNoLapack
|
|
@dtypes(torch.float)
|
|
def test_svd_no_singularvectors(self, device, dtype):
|
|
for size in [(5, 5), (5, 20), (20, 5)]:
|
|
a = torch.randn(*size, device=device, dtype=dtype)
|
|
u, s_expect, v = torch.svd(a)
|
|
u, s_actual, v = torch.svd(a, compute_uv=False)
|
|
self.assertEqual(s_expect, s_actual, msg="Singular values don't match")
|
|
|
|
@skipCUDAIfNoMagmaAndNoCusolver
|
|
@skipCPUIfNoLapack
|
|
@dtypes(torch.double)
|
|
@skipCUDAIfRocm
|
|
def test_svd_lowrank(self, device, dtype):
|
|
from torch.testing._internal.common_utils import random_lowrank_matrix, random_sparse_matrix
|
|
|
|
def run_subtest(actual_rank, matrix_size, batches, device, svd_lowrank, **options):
|
|
density = options.pop('density', 1)
|
|
if isinstance(matrix_size, int):
|
|
rows = columns = matrix_size
|
|
else:
|
|
rows, columns = matrix_size
|
|
if density == 1:
|
|
a_input = random_lowrank_matrix(actual_rank, rows, columns, *batches, device=device, dtype=dtype)
|
|
a = a_input
|
|
else:
|
|
assert batches == ()
|
|
a_input = random_sparse_matrix(rows, columns, density, device=device, dtype=dtype)
|
|
a = a_input.to_dense()
|
|
|
|
q = min(*size)
|
|
u, s, v = svd_lowrank(a_input, q=q, **options)
|
|
|
|
# check if u, s, v is a SVD
|
|
u, s, v = u[..., :q], s[..., :q], v[..., :q]
|
|
A = u.matmul(s.diag_embed()).matmul(v.transpose(-2, -1))
|
|
self.assertEqual(A, a)
|
|
|
|
# check if svd_lowrank produces same singular values as torch.svd
|
|
U, S, V = torch.svd(a)
|
|
self.assertEqual(s.shape, S.shape)
|
|
self.assertEqual(u.shape, U.shape)
|
|
self.assertEqual(v.shape, V.shape)
|
|
self.assertEqual(s, S)
|
|
|
|
if density == 1:
|
|
# actual_rank is known only for dense inputs
|
|
#
|
|
# check if pairs (u, U) and (v, V) span the same
|
|
# subspaces, respectively
|
|
u, s, v = u[..., :actual_rank], s[..., :actual_rank], v[..., :actual_rank]
|
|
U, S, V = U[..., :actual_rank], S[..., :actual_rank], V[..., :actual_rank]
|
|
self.assertEqual(u.transpose(-2, -1).matmul(U).det().abs(), torch.ones(batches, device=device, dtype=dtype))
|
|
self.assertEqual(v.transpose(-2, -1).matmul(V).det().abs(), torch.ones(batches, device=device, dtype=dtype))
|
|
|
|
all_batches = [(), (1,), (3,), (2, 3)]
|
|
for actual_rank, size, all_batches in [
|
|
(2, (17, 4), all_batches),
|
|
(4, (17, 4), all_batches),
|
|
(4, (17, 17), all_batches),
|
|
(10, (100, 40), all_batches),
|
|
(7, (1000, 1000), [()]),
|
|
]:
|
|
# dense input
|
|
for batches in all_batches:
|
|
run_subtest(actual_rank, size, batches, device, torch.svd_lowrank)
|
|
if size != size[::-1]:
|
|
run_subtest(actual_rank, size[::-1], batches, device, torch.svd_lowrank)
|
|
|
|
# sparse input
|
|
for size in [(17, 4), (4, 17), (17, 17), (100, 40), (40, 100), (1000, 1000)]:
|
|
for density in [0.005, 0.1]:
|
|
run_subtest(None, size, (), device, torch.svd_lowrank, density=density)
|
|
|
|
# jitting support
|
|
jitted = torch.jit.script(torch.svd_lowrank)
|
|
actual_rank, size, batches = 2, (17, 4), ()
|
|
run_subtest(actual_rank, size, batches, device, jitted)
|
|
|
|
@skipCUDAIfNoMagmaAndNoCusolver
|
|
@skipCPUIfNoLapack
|
|
@dtypes(torch.cfloat)
|
|
def test_svd_complex(self, device, dtype):
|
|
# this test verifies that torch.svd really returns V and not V.conj()
|
|
# see: https://github.com/pytorch/pytorch/issues/45821
|
|
t = torch.randn((10, 10), dtype=dtype, device=device)
|
|
U, S, V = torch.svd(t, some=False)
|
|
# verify that t ≈ t2
|
|
# t2 = U @ diag(S) @ Vᴴ
|
|
# Vᴴ is the conjugate transpose of V
|
|
t2 = U @ torch.diag(S).type(dtype) @ V.conj().T
|
|
self.assertEqual(t, t2)
|
|
|
|
def _test_svd_helper(self, shape, some, col_maj, device, dtype):
|
|
cpu_tensor = torch.randn(shape, device='cpu').to(dtype)
|
|
device_tensor = cpu_tensor.to(device=device)
|
|
if col_maj:
|
|
cpu_tensor = cpu_tensor.t()
|
|
device_tensor = device_tensor.t()
|
|
cpu_result = torch.svd(cpu_tensor, some=some)
|
|
device_result = torch.svd(device_tensor, some=some)
|
|
m = min(cpu_tensor.shape[-2:])
|
|
# torch.svd returns torch.return_types.svd which is a tuple of (U, V, S).
|
|
# - When some==False, U[..., m:] can be arbitrary.
|
|
# - When some==True, U shape: [..., m], V shape: [m, m]
|
|
# - Signs are not deterministic. If the sign of a column of U is changed
|
|
# then the corresponding column of the V has to be changed.
|
|
# Thus here we only compare result[..., :m].abs() from CPU and device.
|
|
for x, y in zip(cpu_result, device_result):
|
|
self.assertEqual(x[..., :m].abs(), y[..., :m].abs(), atol=1e-5, rtol=0)
|
|
|
|
@skipCUDAIfNoMagma
|
|
@skipCPUIfNoLapack
|
|
@dtypes(torch.float32, torch.float64, torch.complex64, torch.complex128)
|
|
def test_svd_errors_and_warnings(self, device, dtype):
|
|
for svd in [torch.svd, torch.linalg.svd]:
|
|
# if non-empty out tensor with wrong shape is passed a warning is given
|
|
a = torch.randn(3, 3, dtype=dtype, device=device)
|
|
real_dtype = a.real.dtype if dtype.is_complex else dtype
|
|
out_u = torch.empty(2, 2, dtype=dtype, device=device)
|
|
out_s = torch.empty(4, 4, dtype=real_dtype, device=device)
|
|
out_v = torch.empty(6, 6, dtype=dtype, device=device)
|
|
with warnings.catch_warnings(record=True) as w:
|
|
# Trigger warning
|
|
svd(a, out=(out_u, out_s, out_v))
|
|
# Check warning occurs
|
|
self.assertEqual(len(w), 3)
|
|
self.assertTrue("An output with one or more elements was resized" in str(w[-3].message))
|
|
self.assertTrue("An output with one or more elements was resized" in str(w[-2].message))
|
|
self.assertTrue("An output with one or more elements was resized" in str(w[-1].message))
|
|
|
|
# dtypes should be safely castable
|
|
out_u = torch.empty(0, dtype=torch.int, device=device)
|
|
out_s = torch.empty(0, dtype=torch.int, device=device)
|
|
out_v = torch.empty(0, dtype=torch.int, device=device)
|
|
with self.assertRaisesRegex(RuntimeError, "but got U with dtype Int"):
|
|
svd(a, out=(out_u, out_s, out_v))
|
|
|
|
out_u = torch.empty(0, dtype=dtype, device=device)
|
|
if svd == torch.linalg.svd:
|
|
msg = "but got VT with dtype Int"
|
|
else:
|
|
msg = "but got V with dtype Int"
|
|
with self.assertRaisesRegex(RuntimeError, msg):
|
|
svd(a, out=(out_u, out_s, out_v))
|
|
|
|
out_v = torch.empty(0, dtype=dtype, device=device)
|
|
with self.assertRaisesRegex(RuntimeError, "but got S with dtype Int"):
|
|
svd(a, out=(out_u, out_s, out_v))
|
|
|
|
# device should match
|
|
if torch.cuda.is_available():
|
|
wrong_device = 'cpu' if self.device_type != 'cpu' else 'cuda'
|
|
out_u = torch.empty(0, device=wrong_device, dtype=dtype)
|
|
out_s = torch.empty(0, device=wrong_device, dtype=real_dtype)
|
|
out_v = torch.empty(0, device=wrong_device, dtype=dtype)
|
|
with self.assertRaisesRegex(RuntimeError, "tensors to be on the same device"):
|
|
# error from out_u
|
|
svd(a, out=(out_u, out_s, out_v))
|
|
|
|
out_u = torch.empty(0, device=device, dtype=dtype)
|
|
with self.assertRaisesRegex(RuntimeError, "tensors to be on the same device"):
|
|
# error from out_s
|
|
svd(a, out=(out_u, out_s, out_v))
|
|
|
|
out_s = torch.empty(0, device=device, dtype=real_dtype)
|
|
with self.assertRaisesRegex(RuntimeError, "tensors to be on the same device"):
|
|
# error from out_v
|
|
svd(a, out=(out_u, out_s, out_v))
|
|
|
|
@skipCUDAIfNoMagmaAndNoCusolver
|
|
@skipCPUIfNoLapack
|
|
@dtypes(*floating_and_complex_types())
|
|
def test_svd_square(self, device, dtype):
|
|
self._test_svd_helper((10, 10), True, False, device, dtype)
|
|
|
|
@skipCUDAIfNoMagmaAndNoCusolver
|
|
@skipCPUIfNoLapack
|
|
@dtypes(*floating_types())
|
|
def test_svd_square_col_maj(self, device, dtype):
|
|
self._test_svd_helper((10, 10), True, True, device, dtype)
|
|
|
|
@skipCUDAIfNoMagmaAndNoCusolver
|
|
@skipCPUIfNoLapack
|
|
@dtypes(*floating_types())
|
|
def test_svd_tall_some(self, device, dtype):
|
|
self._test_svd_helper((20, 5), True, False, device, dtype)
|
|
|
|
@skipCUDAIfNoMagmaAndNoCusolver
|
|
@skipCPUIfNoLapack
|
|
@dtypes(*floating_types())
|
|
def test_svd_tall_all(self, device, dtype):
|
|
self._test_svd_helper((20, 5), False, False, device, dtype)
|
|
|
|
@skipCUDAIfNoMagmaAndNoCusolver
|
|
@skipCPUIfNoLapack
|
|
@dtypes(*floating_types())
|
|
def test_svd_tall_some_col_maj(self, device, dtype):
|
|
self._test_svd_helper((5, 20), True, True, device, dtype)
|
|
|
|
@skipCUDAIfNoMagmaAndNoCusolver
|
|
@skipCPUIfNoLapack
|
|
@dtypes(*floating_types())
|
|
def test_svd_tall_all_col_maj(self, device, dtype):
|
|
self._test_svd_helper((5, 20), False, True, device, dtype)
|
|
|
|
# ~~~ tests for torch.linalg.svd ~~~
|
|
@skipCUDAIfNoMagmaAndNoCusolver
|
|
@skipCPUIfNoLapack
|
|
@dtypes(torch.float, torch.double, torch.cfloat, torch.cdouble)
|
|
def test_linalg_svd_compute_uv(self, device, dtype):
|
|
"""
|
|
Test the default case, compute_uv=True. Here we have the very same behavior as
|
|
numpy
|
|
"""
|
|
t = torch.randn((10, 11), device=device, dtype=dtype)
|
|
np_t = t.cpu().numpy()
|
|
for full_matrices in (True, False):
|
|
# check linalg.svd vs numpy
|
|
expected = np.linalg.svd(np_t, full_matrices, compute_uv=True)
|
|
actual = torch.linalg.svd(t, full_matrices, compute_uv=True)
|
|
# sign/phase of the singular vectors is not unique and therefore absolute values are compared
|
|
self.assertEqual(abs(actual[0]), abs(expected[0]))
|
|
self.assertEqual(actual[1], expected[1])
|
|
self.assertEqual(abs(actual[2]), abs(expected[2]))
|
|
# check linalg.svd vs linalg.svd(out=...)
|
|
out = (torch.empty_like(actual[0]),
|
|
torch.empty_like(actual[1]),
|
|
torch.empty_like(actual[2]))
|
|
out2 = torch.linalg.svd(t, full_matrices, compute_uv=True, out=out)
|
|
self.assertEqual(actual, out)
|
|
self.assertEqual(actual, out2)
|
|
|
|
@skipCUDAIfNoMagmaAndNoCusolver
|
|
@skipCPUIfNoLapack
|
|
@dtypes(torch.float, torch.double, torch.cfloat, torch.cdouble)
|
|
def test_linalg_svd_no_compute_uv(self, device, dtype):
|
|
"""
|
|
Test the compute_uv=False case. Here we have a different return type than
|
|
numpy: numpy returns S, we return (empty, S, empty)
|
|
"""
|
|
t = torch.randn((10, 11), device=device, dtype=dtype)
|
|
np_t = t.cpu().numpy()
|
|
|
|
def is_empty(x):
|
|
return x.numel() == 0 and x.dtype == t.dtype and x.device == t.device
|
|
|
|
for full_matrices in (True, False):
|
|
# check linalg.svd vs numpy
|
|
np_s = np.linalg.svd(np_t, full_matrices, compute_uv=False)
|
|
USV = torch.linalg.svd(t, full_matrices, compute_uv=False)
|
|
assert is_empty(USV.U)
|
|
self.assertEqual(USV.S, np_s)
|
|
assert is_empty(USV.V)
|
|
# check linalg.svd vs linalg.svd(out=...)
|
|
out = (torch.empty_like(USV.U), torch.empty_like(USV.S), torch.empty_like(USV.V))
|
|
USV = torch.linalg.svd(t, full_matrices, compute_uv=False, out=out)
|
|
assert USV.U is out[0]
|
|
assert USV.S is out[1]
|
|
assert USV.V is out[2]
|
|
self.assertEqual(USV.S, np_s)
|
|
|
|
def cholesky_solve_test_helper(self, A_dims, b_dims, upper, device, dtype):
|
|
from torch.testing._internal.common_utils import random_hermitian_pd_matrix
|
|
|
|
b = torch.randn(*b_dims, dtype=dtype, device=device)
|
|
A = random_hermitian_pd_matrix(*A_dims, dtype=dtype, device=device)
|
|
L = torch.cholesky(A, upper=upper)
|
|
return b, A, L
|
|
|
|
@skipCUDAIfNoMagma
|
|
@skipCPUIfNoLapack
|
|
@dtypes(torch.float32, torch.float64, torch.complex64, torch.complex128)
|
|
@precisionOverride({torch.float32: 1e-3, torch.complex64: 1e-3,
|
|
torch.float64: 1e-8, torch.complex128: 1e-8})
|
|
def test_cholesky_solve(self, device, dtype):
|
|
for (k, n), upper in itertools.product(zip([2, 3, 5], [3, 5, 7]), [True, False]):
|
|
b, A, L = self.cholesky_solve_test_helper((n,), (n, k), upper, device, dtype)
|
|
x = torch.cholesky_solve(b, L, upper=upper)
|
|
self.assertEqual(b, np.matmul(A.cpu(), x.cpu()))
|
|
|
|
@skipCUDAIfNoMagma
|
|
@skipCPUIfNoLapack
|
|
@dtypes(torch.float32, torch.float64, torch.complex64, torch.complex128)
|
|
@precisionOverride({torch.float32: 1e-3, torch.complex64: 1e-3,
|
|
torch.float64: 1e-8, torch.complex128: 1e-8})
|
|
def test_cholesky_solve_batched(self, device, dtype):
|
|
def cholesky_solve_batch_helper(A_dims, b_dims, upper):
|
|
b, A, L = self.cholesky_solve_test_helper(A_dims, b_dims, upper, device, dtype)
|
|
x_exp_list = []
|
|
for i in range(b_dims[0]):
|
|
x_exp_list.append(torch.cholesky_solve(b[i], L[i], upper=upper))
|
|
x_exp = torch.stack(x_exp_list) # Stacked output
|
|
x_act = torch.cholesky_solve(b, L, upper=upper) # Actual output
|
|
self.assertEqual(x_act, x_exp) # Equality check
|
|
Ax = np.matmul(A.cpu(), x_act.cpu())
|
|
self.assertEqual(b, Ax) # Correctness check
|
|
|
|
for upper, batchsize in itertools.product([True, False], [1, 3, 4]):
|
|
cholesky_solve_batch_helper((5, batchsize), (batchsize, 5, 10), upper)
|
|
|
|
@skipCUDAIfNoMagma
|
|
@skipCPUIfNoLapack
|
|
@dtypes(torch.float32, torch.float64, torch.complex64, torch.complex128)
|
|
def test_cholesky_solve_batched_non_contiguous(self, device, dtype):
|
|
from numpy.linalg import solve
|
|
from torch.testing._internal.common_utils import random_hermitian_pd_matrix
|
|
|
|
for upper in [True, False]:
|
|
A = random_hermitian_pd_matrix(2, 2, dtype=dtype, device='cpu')
|
|
b = torch.randn(2, 2, 2, dtype=dtype, device='cpu')
|
|
x_exp = solve(A.permute(0, 2, 1).numpy(), b.permute(2, 1, 0).numpy())
|
|
A = A.to(device).permute(0, 2, 1)
|
|
b = b.to(device).permute(2, 1, 0)
|
|
assert not A.is_contiguous() and not b.is_contiguous(), "contiguous inputs"
|
|
L = torch.cholesky(A, upper)
|
|
x = torch.cholesky_solve(b, L, upper=upper)
|
|
self.assertEqual(x, x_exp)
|
|
|
|
@slowTest
|
|
@skipCUDAIfNoMagma
|
|
@skipCPUIfNoLapack
|
|
@dtypes(torch.float32, torch.float64, torch.complex64, torch.complex128)
|
|
@precisionOverride({torch.float32: 1e-3, torch.complex64: 1e-3,
|
|
torch.float64: 1e-8, torch.complex128: 1e-8})
|
|
def test_cholesky_solve_batched_many_batches(self, device, dtype):
|
|
for A_dims, b_dims in zip([(5, 256, 256), (5,)], [(5, 10), (512, 512, 5, 10)]):
|
|
for upper in [True, False]:
|
|
b, A, L = self.cholesky_solve_test_helper(A_dims, b_dims, upper, device, dtype)
|
|
x = torch.cholesky_solve(b, L, upper)
|
|
Ax = torch.matmul(A, x)
|
|
self.assertEqual(Ax, b.expand_as(Ax))
|
|
|
|
@skipCUDAIfNoMagma
|
|
@skipCPUIfNoLapack
|
|
@dtypes(torch.float32, torch.float64, torch.complex64, torch.complex128)
|
|
@precisionOverride({torch.float32: 1e-3, torch.complex64: 1e-3,
|
|
torch.float64: 1e-8, torch.complex128: 1e-8})
|
|
def test_cholesky_solve_batched_broadcasting(self, device, dtype):
|
|
from numpy.linalg import solve
|
|
from torch.testing._internal.common_utils import random_hermitian_pd_matrix
|
|
|
|
def run_test(A_dims, b_dims, upper):
|
|
A_matrix_size = A_dims[-1]
|
|
A_batch_dims = A_dims[:-2]
|
|
A = random_hermitian_pd_matrix(A_matrix_size, *A_batch_dims,
|
|
dtype=dtype, device='cpu')
|
|
b = torch.randn(*b_dims, dtype=dtype, device='cpu')
|
|
x_exp = torch.tensor(solve(A.numpy(), b.numpy()), dtype=dtype, device=device)
|
|
A, b = A.to(dtype=dtype, device=device), b.to(dtype=dtype, device=device)
|
|
L = torch.cholesky(A, upper)
|
|
x = torch.cholesky_solve(b, L, upper=upper)
|
|
self.assertEqual(x, x_exp)
|
|
# https://github.com/pytorch/pytorch/issues/42695
|
|
x = torch.cholesky_solve(b, L, upper=upper, out=x)
|
|
self.assertEqual(x, x_exp)
|
|
|
|
# test against numpy.linalg.solve
|
|
for upper in [True, False]:
|
|
run_test((2, 1, 3, 4, 4), (2, 1, 3, 4, 6), upper) # no broadcasting
|
|
run_test((2, 1, 3, 4, 4), (4, 6), upper) # broadcasting b
|
|
run_test((4, 4), (2, 1, 3, 4, 2), upper) # broadcasting A
|
|
run_test((1, 3, 1, 4, 4), (2, 1, 3, 4, 5), upper) # broadcasting A & b
|
|
|
|
@skipCUDAIfNoMagma
|
|
@skipCPUIfNoLapack
|
|
@dtypes(torch.float64, torch.complex128)
|
|
def test_cholesky_solve_autograd(self, device, dtype):
|
|
def run_test(A_dims, B_dims, upper):
|
|
root = torch.randn(*A_dims, device=device, dtype=dtype).requires_grad_()
|
|
b = torch.randn(*B_dims, device=device, dtype=dtype).requires_grad_()
|
|
|
|
def func(root, b, upper):
|
|
if upper:
|
|
A = root.triu()
|
|
else:
|
|
A = root.tril()
|
|
return torch.cholesky_solve(b, A, upper)
|
|
|
|
gradcheck(func, [root, b, upper])
|
|
# TODO(#50743): the following fails with batched grad testing
|
|
gradgradcheck(func, [root, b, upper], atol=1e-3, check_batched_grad=False)
|
|
|
|
for (a_size, b_size), upper in itertools.product([((3, 3), (3, 4)), ((3, 3), (3, 2)),
|
|
((2, 3, 3), (2, 3, 4)), ((2, 3, 3), (2, 3, 2))],
|
|
[True, False]):
|
|
run_test(a_size, b_size, upper)
|
|
|
|
@skipCUDAIfNoMagma
|
|
@skipCPUIfNoLapack
|
|
@dtypes(torch.float32, torch.float64, torch.complex64, torch.complex128)
|
|
def test_cholesky_solve_out_errors_and_warnings(self, device, dtype):
|
|
# dtypes should be safely castable
|
|
a = torch.eye(2, dtype=dtype, device=device)
|
|
b = torch.randn(2, 1, dtype=dtype, device=device)
|
|
out = torch.empty(0, dtype=torch.int, device=device)
|
|
with self.assertRaisesRegex(RuntimeError, "but got result with dtype Int"):
|
|
torch.cholesky_solve(b, a, out=out)
|
|
|
|
# device should match
|
|
if torch.cuda.is_available():
|
|
wrong_device = 'cpu' if self.device_type != 'cpu' else 'cuda'
|
|
out = torch.empty(0, dtype=dtype, device=wrong_device)
|
|
with self.assertRaisesRegex(RuntimeError, "tensors to be on the same device"):
|
|
torch.cholesky_solve(b, a, out=out)
|
|
|
|
# if out tensor with wrong shape is passed a warning is given
|
|
with warnings.catch_warnings(record=True) as w:
|
|
out = torch.empty(1, dtype=dtype, device=device)
|
|
# Trigger warning
|
|
torch.cholesky_solve(b, a, out=out)
|
|
# Check warning occurs
|
|
self.assertEqual(len(w), 1)
|
|
self.assertTrue("An output with one or more elements was resized" in str(w[-1].message))
|
|
|
|
@skipCUDAIfNoMagmaAndNoCusolver
|
|
@skipCPUIfNoLapack
|
|
@dtypes(torch.float32, torch.float64, torch.complex64, torch.complex128)
|
|
@precisionOverride({torch.float32: 2e-3, torch.complex64: 2e-3,
|
|
torch.float64: 1e-8, torch.complex128: 1e-8})
|
|
@skipCUDAIfRocm
|
|
def test_inverse(self, device, dtype):
|
|
from torch.testing._internal.common_utils import random_fullrank_matrix_distinct_singular_value
|
|
|
|
def run_test(torch_inverse, matrix, batches, n):
|
|
matrix_inverse = torch_inverse(matrix)
|
|
|
|
# Compare against NumPy output
|
|
# NumPy uses 'gesv' LAPACK routine solving the equation A A_inv = I
|
|
# But in PyTorch 'gertf' + 'getri' is used causing element-wise differences
|
|
expected = np.linalg.inv(matrix.cpu().numpy())
|
|
self.assertEqual(matrix_inverse, expected, atol=self.precision, rtol=self.precision)
|
|
|
|
# Additional correctness tests, check matrix*matrix_inverse == identity
|
|
identity = torch.eye(n, dtype=dtype, device=device)
|
|
self.assertEqual(identity.expand_as(matrix), np.matmul(matrix.cpu(), matrix_inverse.cpu()))
|
|
self.assertEqual(identity.expand_as(matrix), np.matmul(matrix_inverse.cpu(), matrix.cpu()))
|
|
|
|
# check the out= variant
|
|
# prepare the expected out tensor
|
|
matrix_inverse_out = torch.empty(*batches, n, n, dtype=dtype, device=device)
|
|
matrix_inverse_out_t = matrix_inverse_out.transpose(-2, -1).clone(memory_format=torch.contiguous_format)
|
|
matrix_inverse_out = matrix_inverse_out_t.transpose(-2, -1)
|
|
ans = torch_inverse(matrix, out=matrix_inverse_out)
|
|
self.assertEqual(matrix_inverse_out, ans, atol=0, rtol=0)
|
|
self.assertEqual(matrix_inverse_out, matrix_inverse, atol=0, rtol=0)
|
|
|
|
# batched matrices: 3+ dimensional tensors, check matrix_inverse same as single-inverse for each matrix
|
|
if matrix.ndim > 2 and batches[0] != 0:
|
|
expected_inv_list = []
|
|
p = int(np.prod(batches)) # use `p` instead of -1, so that the test works for empty input as well
|
|
for mat in matrix.contiguous().view(p, n, n):
|
|
expected_inv_list.append(torch_inverse(mat))
|
|
expected_inv = torch.stack(expected_inv_list).view(*batches, n, n)
|
|
if self.device_type == 'cuda' and dtype in [torch.float32, torch.complex64]:
|
|
# single-inverse is done using cuSOLVER, while batched inverse is done using MAGMA
|
|
# individual values can be significantly different for fp32, hence rather high rtol is used
|
|
# the important thing is that torch_inverse passes above checks with identity
|
|
self.assertEqual(matrix_inverse, expected_inv, atol=1e-1, rtol=1e-2)
|
|
else:
|
|
self.assertEqual(matrix_inverse, expected_inv)
|
|
|
|
for torch_inverse in [torch.inverse, torch.linalg.inv]:
|
|
for batches, n in itertools.product(
|
|
[[], [0], [1], [2], [4], [2, 3]],
|
|
[0, 5, 64]
|
|
):
|
|
matrices = random_fullrank_matrix_distinct_singular_value(n, *batches, dtype=dtype).to(device)
|
|
run_test(torch_inverse, matrices, batches, n)
|
|
|
|
# test non-contiguous input
|
|
run_test(torch_inverse, matrices.transpose(-2, -1), batches, n)
|
|
if n > 0:
|
|
run_test(
|
|
torch_inverse,
|
|
random_fullrank_matrix_distinct_singular_value(n * 2, *batches, dtype=dtype).to(device)
|
|
.view(-1, n * 2, n * 2)[:, ::2, ::2].view(*batches, n, n),
|
|
batches, n
|
|
)
|
|
|
|
@slowTest
|
|
@skipCUDAIfNoMagmaAndNoCusolver
|
|
@skipCPUIfNoLapack
|
|
@dtypes(torch.float32, torch.float64, torch.complex64, torch.complex128)
|
|
@precisionOverride({torch.float32: 2e-3, torch.complex64: 2e-3,
|
|
torch.float64: 1e-5, torch.complex128: 1e-5})
|
|
def test_inverse_many_batches(self, device, dtype):
|
|
from torch.testing._internal.common_utils import random_fullrank_matrix_distinct_singular_value
|
|
|
|
def test_inverse_many_batches_helper(torch_inverse, b, n):
|
|
matrices = random_fullrank_matrix_distinct_singular_value(b, n, n, dtype=dtype).to(device)
|
|
matrices_inverse = torch_inverse(matrices)
|
|
|
|
# Compare against NumPy output
|
|
expected = np.linalg.inv(matrices.cpu().numpy())
|
|
self.assertEqual(matrices_inverse, expected, atol=self.precision, rtol=1e-3)
|
|
|
|
for torch_inverse in [torch.inverse, torch.linalg.inv]:
|
|
test_inverse_many_batches_helper(torch_inverse, 5, 256)
|
|
test_inverse_many_batches_helper(torch_inverse, 3, 512)
|
|
test_inverse_many_batches_helper(torch_inverse, 64, 64)
|
|
|
|
@skipCUDAIfNoMagmaAndNoCusolver
|
|
@skipCPUIfNoLapack
|
|
@onlyOnCPUAndCUDA # TODO: XLA doesn't raise exception
|
|
@dtypes(torch.float32, torch.float64, torch.complex64, torch.complex128)
|
|
def test_inverse_errors(self, device, dtype):
|
|
# inverse expects batches of square matrices as input
|
|
with self.assertRaisesRegex(RuntimeError, "must be batches of square matrices"):
|
|
torch.inverse(torch.randn(2, 3, 4, 3))
|
|
|
|
# if input is not invertible, RuntimeError is raised mentioning the first non-invertible batch
|
|
def run_test_singular_input(batch_dim, n):
|
|
x = torch.eye(3, 3, dtype=dtype, device=device).reshape((1, 3, 3)).repeat(batch_dim, 1, 1)
|
|
x[n, -1, -1] = 0
|
|
with self.assertRaisesRegex(RuntimeError, rf'For batch {n}: U\(3,3\) is zero'):
|
|
torch.inverse(x)
|
|
|
|
for params in [(1, 0), (2, 0), (2, 1), (4, 0), (4, 2), (10, 2)]:
|
|
run_test_singular_input(*params)
|
|
|
|
@skipCUDAIfNoMagmaAndNoCusolver
|
|
@skipCPUIfNoLapack
|
|
@onlyOnCPUAndCUDA # TODO: XLA doesn't raise exception
|
|
@skipCUDAIfRocm
|
|
@dtypes(torch.float32, torch.float64, torch.complex64, torch.complex128)
|
|
def test_inverse_errors_large(self, device, dtype):
|
|
# Test batched inverse of singular matrices reports errors without crashing (gh-51930)
|
|
x = torch.empty((8, 10, 616, 616), dtype=dtype, device=device)
|
|
x[:] = torch.eye(616, dtype=dtype, device=device)
|
|
x[..., 10, 10] = 0
|
|
with self.assertRaisesRegex(RuntimeError, r'For batch 0: U\(11,11\) is zero'):
|
|
torch.inverse(x)
|
|
|
|
@precisionOverride({torch.float32: 1e-3, torch.complex64: 1e-3, torch.float64: 1e-7, torch.complex128: 1e-7})
|
|
@skipCUDAIfNoMagma
|
|
@skipCUDAIfRocm
|
|
@skipCPUIfNoLapack
|
|
@dtypes(torch.float32, torch.float64, torch.complex64, torch.complex128)
|
|
def test_pinv(self, device, dtype):
|
|
from torch.testing._internal.common_utils import random_hermitian_pd_matrix
|
|
|
|
def run_test_main(A, hermitian):
|
|
# Testing against definition for pseudo-inverses
|
|
A_pinv = torch.linalg.pinv(A, hermitian=hermitian)
|
|
np_A = A.cpu().numpy()
|
|
np_A_pinv = A_pinv.cpu().numpy()
|
|
if A.numel() > 0:
|
|
self.assertEqual(A, np_A @ np_A_pinv @ np_A, atol=self.precision, rtol=self.precision)
|
|
self.assertEqual(A_pinv, np_A_pinv @ np_A @ np_A_pinv, atol=self.precision, rtol=self.precision)
|
|
self.assertEqual(np_A @ np_A_pinv, (np_A @ np_A_pinv).conj().swapaxes(-2, -1))
|
|
self.assertEqual(np_A_pinv @ np_A, (np_A_pinv @ np_A).conj().swapaxes(-2, -1))
|
|
else:
|
|
self.assertEqual(A.shape, A_pinv.shape[:-2] + (A_pinv.shape[-1], A_pinv.shape[-2]))
|
|
|
|
# Check out= variant
|
|
out = torch.empty_like(A_pinv)
|
|
ans = torch.linalg.pinv(A, hermitian=hermitian, out=out)
|
|
self.assertEqual(ans, out)
|
|
self.assertEqual(ans, A_pinv)
|
|
|
|
def run_test_numpy(A, hermitian):
|
|
# Check against NumPy output
|
|
# Test float rcond, and specific value for each matrix
|
|
rconds = [float(torch.rand(1)), ]
|
|
# Test different types of rcond tensor
|
|
for rcond_type in all_types():
|
|
rconds.append(torch.rand(A.shape[:-2], dtype=torch.double, device=device).to(rcond_type))
|
|
# Test broadcasting of rcond
|
|
if A.ndim > 2:
|
|
rconds.append(torch.rand(A.shape[-3], device=device))
|
|
for rcond in rconds:
|
|
actual = torch.linalg.pinv(A, rcond=rcond, hermitian=hermitian)
|
|
numpy_rcond = rcond if isinstance(rcond, float) else rcond.cpu().numpy()
|
|
expected = np.linalg.pinv(A.cpu().numpy(), rcond=numpy_rcond, hermitian=hermitian)
|
|
self.assertEqual(actual, expected, atol=self.precision, rtol=1e-5)
|
|
|
|
for sizes in [(5, 5), (3, 5, 5), (3, 2, 5, 5), # square matrices
|
|
(3, 2), (5, 3, 2), (2, 5, 3, 2), # fat matrices
|
|
(2, 3), (5, 2, 3), (2, 5, 2, 3), # thin matrices
|
|
(0, 0), (0, 2), (2, 0), (3, 0, 0), (0, 3, 0), (0, 0, 3)]: # zero numel matrices
|
|
A = torch.randn(*sizes, dtype=dtype, device=device)
|
|
hermitian = False
|
|
run_test_main(A, hermitian)
|
|
run_test_numpy(A, hermitian)
|
|
|
|
# Check hermitian = True
|
|
for sizes in [(5, 5), (3, 5, 5), (3, 2, 5, 5), # square matrices
|
|
(0, 0), (3, 0, 0), ]: # zero numel square matrices
|
|
A = random_hermitian_pd_matrix(sizes[-1], *sizes[:-2], dtype=dtype, device=device)
|
|
hermitian = True
|
|
run_test_main(A, hermitian)
|
|
run_test_numpy(A, hermitian)
|
|
|
|
@skipCUDAIfNoMagma
|
|
@skipCPUIfNoLapack
|
|
@dtypes(torch.float32, torch.float64, torch.complex64, torch.complex128)
|
|
def test_pinv_errors_and_warnings(self, device, dtype):
|
|
# pinv requires at least 2D tensor
|
|
a = torch.randn(1, device=device, dtype=dtype)
|
|
with self.assertRaisesRegex(RuntimeError, "expected a tensor with 2 or more dimensions"):
|
|
torch.linalg.pinv(a)
|
|
|
|
# if non-empty out tensor with wrong shape is passed a warning is given
|
|
a = torch.randn(3, 3, dtype=dtype, device=device)
|
|
out = torch.empty(7, 7, dtype=dtype, device=device)
|
|
with warnings.catch_warnings(record=True) as w:
|
|
# Trigger warning
|
|
torch.linalg.pinv(a, out=out)
|
|
# Check warning occurs
|
|
self.assertEqual(len(w), 1)
|
|
self.assertTrue("An output with one or more elements was resized" in str(w[-1].message))
|
|
|
|
# dtypes of out and input should be safely castable
|
|
out = torch.empty_like(a).to(torch.int)
|
|
with self.assertRaisesRegex(RuntimeError, "but got result with dtype Int"):
|
|
torch.linalg.pinv(a, out=out)
|
|
|
|
if torch.cuda.is_available():
|
|
# device of out and input should match
|
|
wrong_device = 'cpu' if self.device_type != 'cpu' else 'cuda'
|
|
out = torch.empty_like(a).to(wrong_device)
|
|
with self.assertRaisesRegex(RuntimeError, "Expected result and input tensors to be on the same device"):
|
|
torch.linalg.pinv(a, out=out)
|
|
|
|
# device of rcond and input should match
|
|
wrong_device = 'cpu' if self.device_type != 'cpu' else 'cuda'
|
|
rcond = torch.full((), 1e-2, device=wrong_device)
|
|
with self.assertRaisesRegex(RuntimeError, "Expected rcond and input to be on the same device"):
|
|
torch.linalg.pinv(a, rcond=rcond)
|
|
|
|
# rcond can't be complex
|
|
rcond = torch.full((), 1j, device=device)
|
|
with self.assertRaisesRegex(RuntimeError, "rcond tensor of complex type is not supported"):
|
|
torch.linalg.pinv(a, rcond=rcond)
|
|
|
|
@skipCUDAIfNoMagmaAndNoCusolver
|
|
@skipCPUIfNoLapack
|
|
@dtypes(torch.float32, torch.float64, torch.complex64, torch.complex128)
|
|
def test_inv_errors_and_warnings(self, device, dtype):
|
|
# inv expects batches of square matrices as input
|
|
a = torch.randn(2, 3, 4, 3, dtype=dtype, device=device)
|
|
with self.assertRaisesRegex(RuntimeError, "must be batches of square matrices"):
|
|
torch.linalg.inv(a)
|
|
|
|
# inv requires the input to be at least 2 dimensional tensor
|
|
a = torch.randn(2, device=device, dtype=dtype)
|
|
with self.assertRaisesRegex(RuntimeError, "must have at least 2 dimensions"):
|
|
torch.linalg.inv(a)
|
|
|
|
# if input is not invertible, RuntimeError is raised mentioning the first non-invertible batch
|
|
def run_test_singular_input(batch_dim, n):
|
|
a = torch.eye(3, 3, dtype=dtype, device=device).reshape((1, 3, 3)).repeat(batch_dim, 1, 1)
|
|
a[n, -1, -1] = 0
|
|
with self.assertRaisesRegex(RuntimeError, rf"For batch {n}: U\(3,3\) is zero"):
|
|
torch.linalg.inv(a)
|
|
|
|
for params in [(1, 0), (2, 0), (2, 1), (4, 0), (4, 2), (10, 2)]:
|
|
run_test_singular_input(*params)
|
|
|
|
# dtypes should match
|
|
a = torch.eye(2, dtype=dtype, device=device)
|
|
out = torch.empty(0, dtype=torch.int, device=device)
|
|
with self.assertRaisesRegex(RuntimeError, "got result with dtype Int"):
|
|
torch.linalg.inv(a, out=out)
|
|
|
|
# device should match
|
|
if torch.cuda.is_available():
|
|
wrong_device = 'cpu' if self.device_type != 'cpu' else 'cuda'
|
|
out = torch.empty(0, device=wrong_device, dtype=dtype)
|
|
with self.assertRaisesRegex(RuntimeError, "tensors to be on the same device"):
|
|
torch.linalg.inv(a, out=out)
|
|
|
|
# if out tensor with wrong shape is passed a warning is given
|
|
with warnings.catch_warnings(record=True) as w:
|
|
a = torch.eye(2, dtype=dtype, device=device)
|
|
out = torch.empty(1, dtype=dtype, device=device)
|
|
# Trigger warning
|
|
torch.linalg.inv(a, out=out)
|
|
# Check warning occurs
|
|
self.assertEqual(len(w), 1)
|
|
self.assertTrue("An output with one or more elements was resized" in str(w[-1].message))
|
|
|
|
# if out tensor in batched column major format but with wrong a warning is given
|
|
with warnings.catch_warnings(record=True) as w:
|
|
a = torch.eye(2, dtype=dtype, device=device)
|
|
out = torch.empty(3, 3, dtype=dtype, device=device)
|
|
out = out.transpose(-2, -1).clone(memory_format=torch.contiguous_format)
|
|
out = out.transpose(-2, -1)
|
|
self.assertTrue(out.transpose(-2, -1).is_contiguous())
|
|
# Trigger warning
|
|
torch.linalg.inv(a, out=out)
|
|
# Check warning occurs
|
|
self.assertEqual(len(w), 1)
|
|
self.assertTrue("An output with one or more elements was resized" in str(w[-1].message))
|
|
|
|
def solve_test_helper(self, A_dims, b_dims, device, dtype):
|
|
from torch.testing._internal.common_utils import random_fullrank_matrix_distinct_singular_value
|
|
|
|
b = torch.randn(*b_dims, dtype=dtype, device=device)
|
|
A = random_fullrank_matrix_distinct_singular_value(*A_dims, dtype=dtype).to(device)
|
|
return b, A
|
|
|
|
@skipCUDAIfNoMagma
|
|
@skipCPUIfNoLapack
|
|
@dtypes(torch.float32, torch.float64, torch.complex64, torch.complex128)
|
|
@precisionOverride({torch.float32: 1e-3, torch.complex64: 1e-3})
|
|
@skipCUDAIfRocm
|
|
def test_solve(self, device, dtype):
|
|
def run_test(n, batch, rhs):
|
|
A_dims = (n, *batch)
|
|
b_dims = (*batch, n, *rhs)
|
|
b, A = self.solve_test_helper(A_dims, b_dims, device, dtype)
|
|
|
|
# Correctness test
|
|
x = torch.linalg.solve(A, b)
|
|
if rhs == ():
|
|
Ax = np.matmul(A.cpu(), x.unsqueeze(-1).cpu())
|
|
Ax.squeeze_(-1)
|
|
else:
|
|
Ax = np.matmul(A.cpu(), x.cpu())
|
|
self.assertEqual(b.expand_as(Ax), Ax)
|
|
|
|
# Check against NumPy
|
|
expected = np.linalg.solve(A.cpu().numpy(), b.expand_as(x).cpu().numpy())
|
|
self.assertEqual(x, expected)
|
|
|
|
# Check out= variant
|
|
out = torch.empty_like(x)
|
|
ans = torch.linalg.solve(A, b, out=out)
|
|
self.assertEqual(ans, out)
|
|
self.assertEqual(x, out)
|
|
|
|
# Check out= variant with complex128 out tensor
|
|
out = torch.empty_like(x).to(torch.complex128)
|
|
ans = torch.linalg.solve(A, b, out=out)
|
|
self.assertEqual(ans, out)
|
|
self.assertEqual(x.to(torch.complex128), out)
|
|
|
|
# Check empty out
|
|
out = torch.empty(0, dtype=dtype, device=device)
|
|
ans = torch.linalg.solve(A, b, out=out)
|
|
self.assertEqual(ans, out)
|
|
self.assertEqual(x, out)
|
|
|
|
batches = [(), (0, ), (3, ), (2, 3)]
|
|
ns = [0, 5, 32]
|
|
nrhs = [(), (1, ), (5, )]
|
|
for n, batch, rhs in itertools.product(ns, batches, nrhs):
|
|
run_test(n, batch, rhs)
|
|
|
|
@skipCUDAIfNoMagma
|
|
@skipCPUIfNoLapack
|
|
@dtypes(torch.float32, torch.float64, torch.complex64, torch.complex128)
|
|
@precisionOverride({torch.float32: 1e-3, torch.complex64: 1e-3})
|
|
@skipCUDAIfRocm
|
|
def test_solve_batched_non_contiguous(self, device, dtype):
|
|
from torch.testing._internal.common_utils import random_fullrank_matrix_distinct_singular_value
|
|
A = random_fullrank_matrix_distinct_singular_value(2, 2, dtype=dtype).to(device).permute(1, 0, 2)
|
|
b = torch.randn(2, 2, 2, dtype=dtype, device=device).permute(2, 1, 0)
|
|
self.assertFalse(A.is_contiguous())
|
|
self.assertFalse(b.is_contiguous())
|
|
actual = torch.linalg.solve(A, b)
|
|
expected = np.linalg.solve(A.cpu().numpy(), b.cpu().numpy())
|
|
self.assertEqual(actual, expected)
|
|
|
|
@skipCUDAIfNoMagma
|
|
@skipCPUIfNoLapack
|
|
@dtypes(torch.float32, torch.float64, torch.complex64, torch.complex128)
|
|
def test_solve_errors_and_warnings(self, device, dtype):
|
|
# solve expects batches of square matrices as input
|
|
with self.assertRaisesRegex(RuntimeError, "must be batches of square matrices"):
|
|
a = torch.randn(2, 3, 4, 3, dtype=dtype, device=device)
|
|
b = torch.randn(2, 3, 4, 1, dtype=dtype, device=device)
|
|
torch.linalg.solve(a, b)
|
|
|
|
# solve expects compatible shapes for A x = b
|
|
with self.assertRaisesRegex(RuntimeError, "Incompatible matrix sizes"):
|
|
a = torch.randn(2, 3, 3, 3, dtype=dtype, device=device)
|
|
b = torch.randn(2, 3, 2, 1, dtype=dtype, device=device)
|
|
torch.linalg.solve(a, b)
|
|
|
|
# if input is not solvable, RuntimeError is raised mentioning the first non-solvable batch
|
|
def run_test_singular_input(batch_dim, n):
|
|
a = torch.eye(3, 3, dtype=dtype, device=device).reshape((1, 3, 3)).repeat(batch_dim, 1, 1)
|
|
a[n, -1, -1] = 0
|
|
b = torch.randn(batch_dim, 3, 1, dtype=dtype, device=device)
|
|
with self.assertRaisesRegex(RuntimeError, rf'For batch {n}: U\(3,3\) is zero'):
|
|
torch.linalg.solve(a, b)
|
|
|
|
for params in [(1, 0), (2, 0), (2, 1), (4, 0), (4, 2), (10, 2)]:
|
|
run_test_singular_input(*params)
|
|
|
|
# if out tensor with wrong shape is passed a warning is given
|
|
# matrix 'b' case
|
|
with warnings.catch_warnings(record=True) as w:
|
|
A = torch.eye(2, dtype=dtype, device=device).reshape((1, 2, 2)).repeat(2, 1, 1)
|
|
b = torch.randn(2, 2, 2, dtype=dtype, device=device)
|
|
out = torch.zeros(1, dtype=dtype, device=device)
|
|
# Trigger warning
|
|
torch.linalg.solve(A, b, out=out)
|
|
# Check warning occurs
|
|
self.assertEqual(len(w), 1)
|
|
self.assertTrue("An output with one or more elements was resized" in str(w[-1].message))
|
|
|
|
# if out tensor with wrong shape is passed a warning is given
|
|
# vector 'b' case
|
|
with warnings.catch_warnings(record=True) as w:
|
|
A = torch.eye(2, dtype=dtype, device=device)
|
|
b = torch.randn(2, dtype=dtype, device=device)
|
|
out = torch.zeros(1, dtype=dtype, device=device)
|
|
# Trigger warning
|
|
torch.linalg.solve(A, b, out=out)
|
|
# Check warning occurs
|
|
self.assertEqual(len(w), 1)
|
|
self.assertTrue("An output with one or more elements was resized" in str(w[-1].message))
|
|
|
|
# dtypes should be safely castable
|
|
a = torch.eye(2, dtype=dtype, device=device)
|
|
b = torch.randn(2, 1, dtype=dtype, device=device)
|
|
out = torch.empty(0, dtype=torch.int, device=device)
|
|
with self.assertRaisesRegex(RuntimeError, "but got result with dtype Int"):
|
|
torch.linalg.solve(a, b, out=out)
|
|
|
|
# device should match
|
|
if torch.cuda.is_available():
|
|
wrong_device = 'cpu' if self.device_type != 'cpu' else 'cuda'
|
|
out = torch.empty(0, dtype=dtype, device=wrong_device)
|
|
clone_a = torch.empty_like(a)
|
|
with self.assertRaisesRegex(RuntimeError, "tensors to be on the same device"):
|
|
torch.linalg.solve(a, b, out=out)
|
|
|
|
@skipCUDAIfNoMagma
|
|
@skipCPUIfNoLapack
|
|
@dtypes(torch.float32, torch.float64, torch.complex64, torch.complex128)
|
|
def test_old_solve(self, device, dtype):
|
|
for (k, n) in zip([2, 3, 5], [3, 5, 7]):
|
|
b, A = self.solve_test_helper((n,), (n, k), device, dtype)
|
|
x = torch.solve(b, A)[0]
|
|
self.assertEqual(b, np.matmul(A.cpu(), x.cpu()))
|
|
|
|
@skipCUDAIfNoMagma
|
|
@skipCPUIfNoLapack
|
|
@dtypes(torch.float32, torch.float64, torch.complex64, torch.complex128)
|
|
@skipCUDAIfRocm
|
|
def test_old_solve_batched(self, device, dtype):
|
|
def solve_batch_helper(A_dims, b_dims):
|
|
b, A = self.solve_test_helper(A_dims, b_dims, device, dtype)
|
|
x_exp_list = []
|
|
for i in range(b_dims[0]):
|
|
x_exp_list.append(torch.solve(b[i], A[i])[0])
|
|
x_exp = torch.stack(x_exp_list) # Stacked output
|
|
x_act = torch.solve(b, A)[0] # Actual output
|
|
self.assertEqual(x_exp, x_act) # Equality check
|
|
Ax = np.matmul(A.cpu(), x_act.cpu())
|
|
self.assertEqual(b, Ax)
|
|
|
|
for batchsize in [1, 3, 4]:
|
|
solve_batch_helper((5, batchsize), (batchsize, 5, 10))
|
|
|
|
@skipCUDAIfNoMagma
|
|
@skipCPUIfNoLapack
|
|
@dtypes(torch.float32, torch.float64, torch.complex64, torch.complex128)
|
|
@skipCUDAIfRocm
|
|
def test_old_solve_batched_non_contiguous(self, device, dtype):
|
|
from numpy.linalg import solve
|
|
from torch.testing._internal.common_utils import random_fullrank_matrix_distinct_singular_value
|
|
A = random_fullrank_matrix_distinct_singular_value(2, 2, dtype=dtype).to(device).permute(1, 0, 2)
|
|
b = torch.randn(2, 2, 2, dtype=dtype, device=device).permute(2, 1, 0)
|
|
x, _ = torch.solve(b, A)
|
|
x_exp = solve(A.cpu().numpy(), b.cpu().numpy())
|
|
self.assertEqual(x, x_exp)
|
|
|
|
@slowTest
|
|
@skipCUDAIfNoMagma
|
|
@skipCPUIfNoLapack
|
|
@dtypes(torch.float32, torch.float64, torch.complex64, torch.complex128)
|
|
def test_old_solve_batched_many_batches(self, device, dtype):
|
|
for A_dims, b_dims in zip([(5, 256, 256), (3, )], [(5, 1), (512, 512, 3, 1)]):
|
|
b, A = self.solve_test_helper(A_dims, b_dims, device, dtype)
|
|
x, _ = torch.solve(b, A)
|
|
Ax = torch.matmul(A, x)
|
|
self.assertEqual(Ax, b.expand_as(x))
|
|
|
|
@skipCUDAIfNoMagma
|
|
@skipCPUIfNoLapack
|
|
@dtypes(torch.float32, torch.float64, torch.complex64, torch.complex128)
|
|
@skipCUDAIfRocm
|
|
def test_old_solve_batched_broadcasting(self, device, dtype):
|
|
from numpy.linalg import solve
|
|
|
|
def run_test(A_dims, b_dims):
|
|
A_matrix_size = A_dims[-1]
|
|
A_batch_dims = A_dims[:-2]
|
|
b, A = self.solve_test_helper((A_matrix_size,) + A_batch_dims, b_dims, device, dtype)
|
|
x, _ = torch.solve(b, A)
|
|
x_exp = solve(A.cpu().numpy(), b.cpu().numpy())
|
|
self.assertEqual(x, x_exp)
|
|
|
|
# test against numpy.linalg.solve
|
|
run_test((2, 1, 3, 4, 4), (2, 1, 3, 4, 6)) # no broadcasting
|
|
run_test((2, 1, 3, 4, 4), (4, 6)) # broadcasting b
|
|
run_test((4, 4), (2, 1, 3, 4, 2)) # broadcasting A
|
|
run_test((1, 3, 1, 4, 4), (2, 1, 3, 4, 5)) # broadcasting A & b
|
|
|
|
@skipCUDAIfNoMagma
|
|
@skipCPUIfNoLapack
|
|
@dtypes(torch.float32, torch.float64, torch.complex64, torch.complex128)
|
|
def test_old_solve_errors_and_warnings(self, device, dtype):
|
|
# dtypes should be safely castable
|
|
a = torch.eye(2, dtype=dtype, device=device)
|
|
b = torch.randn(2, 1, dtype=dtype, device=device)
|
|
out = torch.empty(0, dtype=torch.int, device=device)
|
|
lu = torch.empty(0, dtype=dtype, device=device)
|
|
with self.assertRaisesRegex(RuntimeError, "but got solution with dtype Int"):
|
|
torch.solve(b, a, out=(out, lu))
|
|
|
|
out = torch.empty(0, dtype=dtype, device=device)
|
|
lu = torch.empty(0, dtype=torch.int, device=device)
|
|
with self.assertRaisesRegex(RuntimeError, "but got lu with dtype Int"):
|
|
torch.solve(b, a, out=(out, lu))
|
|
|
|
# device should match
|
|
if torch.cuda.is_available():
|
|
wrong_device = 'cpu' if self.device_type != 'cpu' else 'cuda'
|
|
out = torch.empty(0, dtype=dtype, device=wrong_device)
|
|
lu = torch.empty_like(a)
|
|
with self.assertRaisesRegex(RuntimeError, "tensors to be on the same device"):
|
|
torch.solve(b, a, out=(out, lu))
|
|
out = torch.empty(0, dtype=dtype, device=device)
|
|
lu = torch.empty_like(a).to(wrong_device)
|
|
with self.assertRaisesRegex(RuntimeError, "tensors to be on the same device"):
|
|
torch.solve(b, a, out=(out, lu))
|
|
|
|
@skipCUDAIfNoMagma
|
|
@skipCPUIfNoLapack
|
|
@dtypes(torch.float, torch.double, torch.cfloat, torch.cdouble)
|
|
@precisionOverride({torch.float: 1e-4, torch.cfloat: 1e-4})
|
|
def test_tensorsolve(self, device, dtype):
|
|
def run_test(a_shape, dims):
|
|
a = torch.randn(a_shape, dtype=dtype, device=device)
|
|
b = torch.randn(a_shape[:2], dtype=dtype, device=device)
|
|
result = torch.linalg.tensorsolve(a, b, dims=dims)
|
|
expected = np.linalg.tensorsolve(a.cpu().numpy(), b.cpu().numpy(), axes=dims)
|
|
self.assertEqual(result, expected)
|
|
|
|
# check the out= variant
|
|
out = torch.empty_like(result)
|
|
ans = torch.linalg.tensorsolve(a, b, dims=dims, out=out)
|
|
self.assertEqual(ans, out)
|
|
self.assertEqual(ans, result)
|
|
|
|
a_shapes = [(2, 3, 6), (3, 4, 4, 3)]
|
|
dims = [None, (0, 2)]
|
|
for a_shape, d in itertools.product(a_shapes, dims):
|
|
run_test(a_shape, d)
|
|
|
|
@skipCUDAIfNoMagma
|
|
@skipCPUIfNoLapack
|
|
@dtypes(torch.float, torch.double, torch.cfloat, torch.cdouble)
|
|
def test_tensorsolve_empty(self, device, dtype):
|
|
# Check for empty inputs. NumPy does not work for these cases.
|
|
a = torch.empty(0, 0, 1, 2, 3, 0, dtype=dtype, device=device)
|
|
b = torch.empty(a.shape[:2], dtype=dtype, device=device)
|
|
x = torch.linalg.tensorsolve(a, b)
|
|
self.assertEqual(torch.tensordot(a, x, dims=len(x.shape)), b)
|
|
|
|
@skipCUDAIfNoMagma
|
|
@skipCPUIfNoLapack
|
|
@dtypes(torch.float, torch.double, torch.cfloat, torch.cdouble)
|
|
@precisionOverride({torch.float: 1e-4, torch.cfloat: 1e-4})
|
|
def test_tensorsolve_non_contiguous(self, device, dtype):
|
|
def run_test_permuted(a_shape, dims):
|
|
# check for permuted / transposed inputs
|
|
a = torch.randn(a_shape, dtype=dtype, device=device)
|
|
a = a.movedim((0, 2), (-2, -1))
|
|
self.assertFalse(a.is_contiguous())
|
|
b = torch.randn(a.shape[:2], dtype=dtype, device=device)
|
|
b = b.t()
|
|
self.assertFalse(b.is_contiguous())
|
|
result = torch.linalg.tensorsolve(a, b, dims=dims)
|
|
expected = np.linalg.tensorsolve(a.cpu().numpy(), b.cpu().numpy(), axes=dims)
|
|
self.assertEqual(result, expected)
|
|
|
|
def run_test_skipped_elements(a_shape, dims):
|
|
# check for inputs with skipped elements
|
|
a = torch.randn(a_shape, dtype=dtype, device=device)
|
|
a = a[::2]
|
|
self.assertFalse(a.is_contiguous())
|
|
b = torch.randn(a_shape[:2], dtype=dtype, device=device)
|
|
b = b[::2]
|
|
self.assertFalse(b.is_contiguous())
|
|
result = torch.linalg.tensorsolve(a, b, dims=dims)
|
|
expected = np.linalg.tensorsolve(a.cpu().numpy(), b.cpu().numpy(), axes=dims)
|
|
self.assertEqual(result, expected)
|
|
|
|
# check non-contiguous out
|
|
out = torch.empty(2 * result.shape[0], *result.shape[1:], dtype=dtype, device=device)[::2]
|
|
self.assertFalse(out.is_contiguous())
|
|
ans = torch.linalg.tensorsolve(a, b, dims=dims, out=out)
|
|
self.assertEqual(ans, out)
|
|
self.assertEqual(ans, result)
|
|
|
|
a_shapes = [(2, 3, 6), (3, 4, 4, 3)]
|
|
dims = [None, (0, 2)]
|
|
for a_shape, d in itertools.product(a_shapes, dims):
|
|
run_test_permuted(a_shape, d)
|
|
|
|
a_shapes = [(4, 3, 6), (6, 4, 4, 3)]
|
|
dims = [None, (0, 2)]
|
|
for a_shape, d in itertools.product(a_shapes, dims):
|
|
run_test_skipped_elements(a_shape, d)
|
|
|
|
@skipCUDAIfNoMagma
|
|
@skipCPUIfNoLapack
|
|
@dtypes(torch.float32)
|
|
def test_tensorsolve_errors_and_warnings(self, device, dtype):
|
|
# tensorsolve expects the input that can be reshaped to a square matrix
|
|
a = torch.eye(2 * 3 * 4, dtype=dtype, device=device).reshape((2 * 3, 4, 2, 3, 4))
|
|
b = torch.randn(8, 4, dtype=dtype, device=device)
|
|
self.assertTrue(np.prod(a.shape[2:]) != np.prod(b.shape))
|
|
with self.assertRaisesRegex(RuntimeError, r'Expected self to satisfy the requirement'):
|
|
torch.linalg.tensorsolve(a, b)
|
|
|
|
# if non-empty out tensor with wrong shape is passed a warning is given
|
|
out = torch.empty_like(a)
|
|
b = torch.randn(6, 4, dtype=dtype, device=device)
|
|
with warnings.catch_warnings(record=True) as w:
|
|
# Trigger warning
|
|
torch.linalg.tensorsolve(a, b, out=out)
|
|
# Check warning occurs
|
|
self.assertEqual(len(w), 1)
|
|
self.assertTrue("An output with one or more elements was resized" in str(w[-1].message))
|
|
|
|
# dtypes should be safely castable
|
|
out = torch.empty_like(a).to(torch.int)
|
|
with self.assertRaisesRegex(RuntimeError, "but got result with dtype Int"):
|
|
torch.linalg.tensorsolve(a, b, out=out)
|
|
|
|
# device should match
|
|
if torch.cuda.is_available():
|
|
wrong_device = 'cpu' if self.device_type != 'cpu' else 'cuda'
|
|
out = torch.empty(0, dtype=dtype, device=wrong_device)
|
|
with self.assertRaisesRegex(RuntimeError, "tensors to be on the same device"):
|
|
torch.linalg.tensorsolve(a, b, out=out)
|
|
|
|
@skipCUDAIfNoMagma
|
|
@skipCPUIfNoLapack
|
|
@dtypes(torch.float32, torch.float64, torch.complex64, torch.complex128)
|
|
@precisionOverride({torch.float: 1e-3, torch.cfloat: 1e-3})
|
|
@skipCUDAIfRocm
|
|
def test_tensorinv(self, device, dtype):
|
|
|
|
def run_test(a_shape, ind):
|
|
a = torch.randn(a_shape, dtype=dtype, device=device)
|
|
a_numpy = a.cpu().numpy()
|
|
result = torch.linalg.tensorinv(a, ind=ind)
|
|
expected = np.linalg.tensorinv(a_numpy, ind=ind)
|
|
self.assertEqual(result, expected)
|
|
|
|
# check the out= variant
|
|
out = torch.empty_like(result)
|
|
ans = torch.linalg.tensorinv(a, ind=ind, out=out)
|
|
self.assertEqual(ans, out)
|
|
self.assertEqual(ans, result)
|
|
|
|
# compare to NumPy output
|
|
run_test((12, 3, 4), ind=1)
|
|
run_test((3, 8, 24), ind=2)
|
|
run_test((18, 3, 3, 2), ind=1)
|
|
run_test((1, 4, 2, 2), ind=2)
|
|
run_test((2, 3, 5, 30), ind=3)
|
|
run_test((24, 2, 2, 3, 2), ind=1)
|
|
run_test((3, 4, 2, 3, 2), ind=2)
|
|
run_test((1, 2, 3, 2, 3), ind=3)
|
|
run_test((3, 2, 1, 2, 12), ind=4)
|
|
|
|
@skipCUDAIfNoMagma
|
|
@skipCPUIfNoLapack
|
|
@dtypes(torch.float32, torch.float64, torch.complex64, torch.complex128)
|
|
@precisionOverride({torch.float: 1e-3, torch.cfloat: 1e-3})
|
|
@skipCUDAIfRocm
|
|
def test_tensorinv_non_contiguous(self, device, dtype):
|
|
|
|
def run_test(a_shape, ind):
|
|
# check for permuted (transposed) case
|
|
a = torch.randn(a_shape, dtype=dtype, device=device)
|
|
permutation = list(range(0, a.ndim))
|
|
a = a.permute(permutation[ind:] + permutation[:ind])
|
|
self.assertFalse(a.is_contiguous())
|
|
a_numpy = a.cpu().numpy()
|
|
result = torch.linalg.tensorinv(a, ind=a.ndim - ind)
|
|
expected = np.linalg.tensorinv(a_numpy, ind=a.ndim - ind)
|
|
self.assertEqual(result, expected)
|
|
|
|
def run_test_skipped_elements(a_shape, ind):
|
|
# check for input with skipped elements
|
|
a = torch.randn(a_shape, dtype=dtype, device=device)
|
|
a = a[::2]
|
|
self.assertFalse(a.is_contiguous())
|
|
a_numpy = a.cpu().numpy()
|
|
result = torch.linalg.tensorinv(a, ind=ind)
|
|
expected = np.linalg.tensorinv(a_numpy, ind=ind)
|
|
self.assertEqual(result, expected)
|
|
|
|
# check non-contiguous out
|
|
out = torch.empty(2 * result.shape[0], *result.shape[1:], dtype=dtype, device=device)[::2]
|
|
self.assertFalse(out.is_contiguous())
|
|
ans = torch.linalg.tensorinv(a, ind=ind, out=out)
|
|
self.assertEqual(ans, out)
|
|
self.assertEqual(ans, result)
|
|
|
|
run_test((12, 3, 4), ind=1)
|
|
run_test((3, 8, 24), ind=2)
|
|
run_test((18, 3, 3, 2), ind=1)
|
|
run_test((1, 4, 2, 2), ind=2)
|
|
run_test((2, 3, 5, 30), ind=3)
|
|
run_test((24, 2, 2, 3, 2), ind=1)
|
|
run_test((3, 4, 2, 3, 2), ind=2)
|
|
run_test((1, 2, 3, 2, 3), ind=3)
|
|
run_test((3, 2, 1, 2, 12), ind=4)
|
|
|
|
run_test_skipped_elements((12, 3, 2), ind=1)
|
|
run_test_skipped_elements((18, 3, 3, 1), ind=1)
|
|
|
|
@skipMeta # See https://github.com/pytorch/pytorch/issues/53739
|
|
@skipCUDAIfNoMagma
|
|
@skipCPUIfNoLapack
|
|
@dtypes(torch.float32, torch.float64, torch.complex64, torch.complex128)
|
|
def test_tensorinv_empty(self, device, dtype):
|
|
for ind in range(1, 4):
|
|
# Check for empty inputs. NumPy does not work for these cases.
|
|
a = torch.empty(0, 0, 1, 2, 3, 0, dtype=dtype, device=device)
|
|
a_inv = torch.linalg.tensorinv(a, ind=ind)
|
|
self.assertEqual(a_inv.shape, a.shape[ind:] + a.shape[:ind])
|
|
|
|
@skipMeta # See https://github.com/pytorch/pytorch/issues/53739
|
|
@skipCUDAIfNoMagma
|
|
@skipCPUIfNoLapack
|
|
@dtypes(torch.float32, torch.float64, torch.complex64, torch.complex128)
|
|
def test_tensorinv_errors_and_warnings(self, device, dtype):
|
|
|
|
def check_shape(a_shape, ind):
|
|
# tensorinv requires the input to satisfy
|
|
# prod(a.shape[ind:]) == prod(a.shape[:ind])
|
|
a = torch.randn(a_shape, dtype=dtype, device=device)
|
|
with self.assertRaisesRegex(RuntimeError, "Expected self to satisfy the requirement"):
|
|
torch.linalg.tensorinv(a, ind=ind)
|
|
|
|
def check_ind(a_shape, ind):
|
|
a = torch.randn(a_shape, dtype=dtype, device=device)
|
|
with self.assertRaisesRegex(RuntimeError, "Expected a strictly positive integer"):
|
|
torch.linalg.tensorinv(a, ind=ind)
|
|
|
|
def check_out(a_shape, ind):
|
|
# if non-empty out tensor with wrong shape is passed a warning is given
|
|
a = torch.randn(a_shape, dtype=dtype, device=device)
|
|
out = torch.empty_like(a)
|
|
with warnings.catch_warnings(record=True) as w:
|
|
# Trigger warning
|
|
torch.linalg.tensorinv(a, ind=ind, out=out)
|
|
# Check warning occurs
|
|
self.assertEqual(len(w), 1)
|
|
self.assertTrue("An output with one or more elements was resized" in str(w[-1].message))
|
|
|
|
# dtypes should be safely castable
|
|
out = torch.empty(0, dtype=torch.int, device=device)
|
|
with self.assertRaisesRegex(RuntimeError, "but got result with dtype Int"):
|
|
torch.linalg.tensorinv(a, ind=ind, out=out)
|
|
|
|
# device should match
|
|
if torch.cuda.is_available():
|
|
wrong_device = 'cpu' if self.device_type != 'cpu' else 'cuda'
|
|
out = torch.empty(0, dtype=dtype, device=wrong_device)
|
|
with self.assertRaisesRegex(RuntimeError, "tensors to be on the same device"):
|
|
torch.linalg.tensorinv(a, ind=ind, out=out)
|
|
|
|
# test for invalid shape
|
|
check_shape((2, 3, 4), ind=1)
|
|
check_shape((1, 2, 3, 4), ind=3)
|
|
|
|
# test for invalid ind
|
|
check_ind((12, 3, 4), ind=-1)
|
|
check_ind((18, 3, 3, 2), ind=0)
|
|
|
|
# test for invalid out tensor
|
|
check_out((12, 3, 4), ind=1)
|
|
check_out((3, 8, 24), ind=2)
|
|
|
|
@skipCUDAIfNoMagma
|
|
@skipCPUIfNoLapack
|
|
@dtypes(torch.float32, torch.float64, torch.complex64, torch.complex128)
|
|
def test_tensorinv_singular_input(self, device, dtype):
|
|
|
|
def check_singular_input(a_shape, ind):
|
|
prod_ind_end = np.prod(a_shape[ind:])
|
|
a = torch.eye(prod_ind_end, dtype=dtype, device=device)
|
|
a[-1, -1] = 0 # Now `a` is singular
|
|
a = a.reshape(a_shape)
|
|
with self.assertRaisesRegex(RuntimeError, "Failed to invert the input tensor, because it is singular"):
|
|
torch.linalg.tensorinv(a, ind=ind)
|
|
|
|
# test for non-invertible input
|
|
check_singular_input((12, 3, 4), ind=1)
|
|
check_singular_input((3, 6, 18), ind=2)
|
|
|
|
def _test_dot_vdot_vs_numpy(self, device, dtype, torch_fn, np_fn):
|
|
def check(x, y):
|
|
# Compare with numpy
|
|
res = torch_fn(x, y)
|
|
ref = torch.from_numpy(np.array(np_fn(x.cpu().numpy(), y.cpu().numpy())))
|
|
self.assertEqual(res.cpu(), ref)
|
|
|
|
# Test out variant
|
|
out = torch.empty_like(res)
|
|
torch_fn(x, y, out=out)
|
|
self.assertEqual(out, res)
|
|
|
|
# Empty
|
|
x = torch.tensor([], dtype=dtype, device=device)
|
|
y = torch.tensor([], dtype=dtype, device=device)
|
|
check(x, y)
|
|
|
|
# Contiguous
|
|
x = torch.randn(10, dtype=dtype, device=device)
|
|
y = torch.randn(10, dtype=dtype, device=device)
|
|
check(x, y)
|
|
|
|
# 0 strided
|
|
y = torch.randn(1, dtype=dtype, device=device).expand(10)
|
|
check(x, y)
|
|
|
|
# 2 strided
|
|
check(x[::2], y[::2])
|
|
|
|
@dtypes(torch.float, torch.cfloat)
|
|
@precisionOverride({torch.cfloat: 1e-4, torch.float32: 5e-5})
|
|
def test_dot_vs_numpy(self, device, dtype):
|
|
self._test_dot_vdot_vs_numpy(device, dtype, torch.dot, np.dot)
|
|
|
|
@dtypes(torch.float, torch.cfloat)
|
|
@precisionOverride({torch.cfloat: 1e-4, torch.float32: 5e-5})
|
|
def test_vdot_vs_numpy(self, device, dtype):
|
|
self._test_dot_vdot_vs_numpy(device, dtype, torch.vdot, np.vdot)
|
|
|
|
def _test_dot_vdot_invalid_args(self, device, torch_fn, complex_dtypes=False):
|
|
def check(x, y, regex):
|
|
with self.assertRaisesRegex(RuntimeError, regex):
|
|
torch_fn(x, y)
|
|
|
|
if complex_dtypes:
|
|
x = torch.randn(1, dtype=torch.cfloat, device=device)
|
|
y = torch.randn(3, dtype=torch.cdouble, device=device)
|
|
else:
|
|
x = torch.randn(1, dtype=torch.float, device=device)
|
|
y = torch.randn(3, dtype=torch.double, device=device)
|
|
|
|
check(x, y, 'dot : expected both vectors to have same dtype')
|
|
check(x.reshape(1, 1), y, '1D tensors expected')
|
|
check(x.expand(9), y.to(x.dtype), 'inconsistent tensor size')
|
|
|
|
if self.device_type != 'cpu':
|
|
x_cpu = x.expand(3).cpu()
|
|
check(x_cpu, y.to(x.dtype), 'expected all tensors to be on the same device')
|
|
|
|
@onlyOnCPUAndCUDA
|
|
def test_vdot_invalid_args(self, device):
|
|
self._test_dot_vdot_invalid_args(device, torch.vdot)
|
|
self._test_dot_vdot_invalid_args(device, torch.vdot, complex_dtypes=True)
|
|
|
|
@onlyOnCPUAndCUDA
|
|
def test_dot_invalid_args(self, device):
|
|
self._test_dot_vdot_invalid_args(device, torch.dot)
|
|
self._test_dot_vdot_invalid_args(device, torch.dot, complex_dtypes=True)
|
|
|
|
@skipCUDAIfNoMagma
|
|
@skipCPUIfNoLapack
|
|
@dtypes(torch.float32, torch.float64, torch.complex64, torch.complex128)
|
|
def test_matrix_rank(self, device, dtype):
|
|
matrix_rank = torch.linalg.matrix_rank
|
|
|
|
def run_test(shape0, shape1, batch):
|
|
a = torch.randn(*batch, shape0, shape1, dtype=dtype, device=device)
|
|
rank_a = matrix_rank(a)
|
|
|
|
self.assertEqual(rank_a, matrix_rank(a.conj().transpose(-2, -1)))
|
|
aaH = torch.matmul(a, a.conj().transpose(-2, -1))
|
|
rank_aaH = matrix_rank(aaH)
|
|
rank_aaH_hermitian = matrix_rank(aaH, hermitian=True)
|
|
self.assertEqual(rank_aaH, rank_aaH_hermitian)
|
|
aHa = torch.matmul(a.conj().transpose(-2, -1), a)
|
|
self.assertEqual(matrix_rank(aHa), matrix_rank(aHa, hermitian=True))
|
|
|
|
# check against NumPy
|
|
self.assertEqual(rank_a, np.linalg.matrix_rank(a.cpu().numpy()))
|
|
self.assertEqual(matrix_rank(a, 0.01), np.linalg.matrix_rank(a.cpu().numpy(), 0.01))
|
|
|
|
self.assertEqual(rank_aaH, np.linalg.matrix_rank(aaH.cpu().numpy()))
|
|
self.assertEqual(matrix_rank(aaH, 0.01), np.linalg.matrix_rank(aaH.cpu().numpy(), 0.01))
|
|
|
|
# hermitian flag for NumPy was added in 1.14.0
|
|
if np.lib.NumpyVersion(np.__version__) >= '1.14.0':
|
|
self.assertEqual(rank_aaH_hermitian,
|
|
np.linalg.matrix_rank(aaH.cpu().numpy(), hermitian=True))
|
|
self.assertEqual(matrix_rank(aaH, 0.01, True),
|
|
np.linalg.matrix_rank(aaH.cpu().numpy(), 0.01, True))
|
|
|
|
# check out= variant
|
|
out = torch.empty(a.shape[:-2], dtype=torch.int64, device=device)
|
|
ans = matrix_rank(a, out=out)
|
|
self.assertEqual(ans, out)
|
|
self.assertEqual(ans, rank_a)
|
|
|
|
shapes = (3, 13)
|
|
batches = ((), (0, ), (4, ), (3, 5, ))
|
|
for (shape0, shape1), batch in zip(itertools.product(shapes, reversed(shapes)), batches):
|
|
run_test(shape0, shape1, batch)
|
|
|
|
@skipCUDAIfNoMagma
|
|
@skipCPUIfNoLapack
|
|
@dtypes(torch.float32, torch.float64, torch.complex64, torch.complex128)
|
|
def test_matrix_rank_empty(self, device, dtype):
|
|
matrix_rank = torch.linalg.matrix_rank
|
|
|
|
# NumPy doesn't work for input with no elements
|
|
def run_test(shape0, shape1, batch):
|
|
a = torch.randn(*batch, shape0, shape1, dtype=dtype, device=device)
|
|
rank_a = matrix_rank(a)
|
|
expected = torch.zeros(batch, dtype=torch.int64, device=device)
|
|
|
|
self.assertEqual(rank_a, matrix_rank(a.conj().transpose(-2, -1)))
|
|
|
|
aaH = torch.matmul(a, a.conj().transpose(-2, -1))
|
|
rank_aaH = matrix_rank(aaH)
|
|
rank_aaH_hermitian = matrix_rank(aaH, hermitian=True)
|
|
self.assertEqual(rank_aaH, rank_aaH_hermitian)
|
|
|
|
aHa = torch.matmul(a.conj().transpose(-2, -1), a)
|
|
self.assertEqual(matrix_rank(aHa), matrix_rank(aHa, hermitian=True))
|
|
|
|
self.assertEqual(rank_a, expected)
|
|
self.assertEqual(matrix_rank(a, 0.01), expected)
|
|
|
|
self.assertEqual(rank_aaH, expected)
|
|
self.assertEqual(matrix_rank(aaH, 0.01), expected)
|
|
|
|
self.assertEqual(rank_aaH_hermitian, expected)
|
|
self.assertEqual(matrix_rank(aaH, 0.01, True), expected)
|
|
|
|
batches = ((), (4, ), (3, 5, ))
|
|
for batch in batches:
|
|
run_test(0, 0, batch)
|
|
run_test(0, 3, batch)
|
|
run_test(3, 0, batch)
|
|
|
|
@skipCUDAIfNoMagma
|
|
@skipCPUIfNoLapack
|
|
@dtypes(torch.float32, torch.float64, torch.complex64, torch.complex128)
|
|
def test_matrix_rank_out_errors_and_warnings(self, device, dtype):
|
|
# dtypes should be safely castable
|
|
a = torch.eye(2, dtype=dtype, device=device)
|
|
out = torch.empty(0, dtype=torch.bool, device=device)
|
|
with self.assertRaisesRegex(RuntimeError, "but got result with dtype Bool"):
|
|
torch.linalg.matrix_rank(a, out=out)
|
|
|
|
# device should match
|
|
if torch.cuda.is_available():
|
|
wrong_device = 'cpu' if self.device_type != 'cpu' else 'cuda'
|
|
out = torch.empty(0, dtype=dtype, device=wrong_device)
|
|
with self.assertRaisesRegex(RuntimeError, "tensors to be on the same device"):
|
|
torch.linalg.matrix_rank(a, out=out)
|
|
|
|
# if out tensor with wrong shape is passed a warning is given
|
|
with warnings.catch_warnings(record=True) as w:
|
|
out = torch.empty(3, dtype=dtype, device=device)
|
|
# Trigger warning
|
|
torch.linalg.matrix_rank(a, out=out)
|
|
# Check warning occurs
|
|
self.assertEqual(len(w), 1)
|
|
self.assertTrue("An output with one or more elements was resized" in str(w[-1].message))
|
|
|
|
@skipCUDAIfNoMagma
|
|
@skipCPUIfNoLapack
|
|
@dtypes(torch.float32, torch.float64, torch.complex64, torch.complex128)
|
|
def test_matrix_rank_basic(self, device, dtype):
|
|
matrix_rank = torch.linalg.matrix_rank
|
|
|
|
a = torch.eye(10, dtype=dtype, device=device)
|
|
self.assertEqual(matrix_rank(a).item(), 10)
|
|
self.assertEqual(matrix_rank(a, hermitian=True).item(), 10)
|
|
|
|
a[5, 5] = 0
|
|
self.assertEqual(matrix_rank(a).item(), 9)
|
|
self.assertEqual(matrix_rank(a, hermitian=True).item(), 9)
|
|
|
|
@skipCUDAIfNoMagma
|
|
@skipCPUIfNoLapack
|
|
@dtypes(torch.float32, torch.float64, torch.complex64, torch.complex128)
|
|
def test_old_matrix_rank(self, device, dtype):
|
|
a = torch.eye(10, dtype=dtype, device=device)
|
|
self.assertEqual(torch.matrix_rank(a).item(), 10)
|
|
self.assertEqual(torch.matrix_rank(a, True).item(), 10)
|
|
|
|
a[5, 5] = 0
|
|
self.assertEqual(torch.matrix_rank(a).item(), 9)
|
|
self.assertEqual(torch.matrix_rank(a, True).item(), 9)
|
|
|
|
a = torch.randn(24, 42, dtype=dtype, device=device)
|
|
self.assertEqual(torch.matrix_rank(a), torch.matrix_rank(a.t()))
|
|
aaT = torch.mm(a, a.conj().t())
|
|
self.assertEqual(torch.matrix_rank(aaT), torch.matrix_rank(aaT, True))
|
|
aTa = torch.mm(a.conj().t(), a)
|
|
self.assertEqual(torch.matrix_rank(aTa), torch.matrix_rank(aTa, True))
|
|
|
|
a = torch.randn(35, 75, dtype=dtype, device=device)
|
|
self.assertEqual(torch.matrix_rank(a), np.linalg.matrix_rank(a.cpu().numpy()))
|
|
self.assertEqual(torch.matrix_rank(a, 0.01), np.linalg.matrix_rank(a.cpu().numpy(), 0.01))
|
|
|
|
aaT = torch.mm(a, a.conj().t())
|
|
self.assertEqual(torch.matrix_rank(aaT), np.linalg.matrix_rank(aaT.cpu().numpy()))
|
|
self.assertEqual(torch.matrix_rank(aaT, 0.01), np.linalg.matrix_rank(aaT.cpu().numpy(), 0.01))
|
|
|
|
if np.lib.NumpyVersion(np.__version__) >= '1.14.0':
|
|
self.assertEqual(torch.matrix_rank(aaT, True), np.linalg.matrix_rank(aaT.cpu().numpy(), True))
|
|
self.assertEqual(torch.matrix_rank(aaT, 0.01, True), np.linalg.matrix_rank(aaT.cpu().numpy(), 0.01, True))
|
|
|
|
@precisionOverride({torch.float32: 5e-6, torch.complex64: 5e-6})
|
|
@skipCUDAIfNoMagma
|
|
@skipCPUIfNoLapack
|
|
@dtypes(torch.float32, torch.float64, torch.complex64, torch.complex128)
|
|
def test_qr(self, device, dtype):
|
|
def run_test(tensor_dims, some):
|
|
A = torch.randn(*tensor_dims, dtype=dtype, device=device)
|
|
Q, R = torch.qr(A, some=some)
|
|
|
|
# Check0: Q[-2:] = (m, n_columns), R[-2:] = (n_columns, n)
|
|
m, n = tensor_dims[-2:]
|
|
n_columns = m if (not some) and m > n else min(m, n)
|
|
self.assertEqual(Q.size(-2), m)
|
|
self.assertEqual(R.size(-1), n)
|
|
self.assertEqual(Q.size(-1), n_columns)
|
|
|
|
A_ = A.cpu().numpy()
|
|
Q_ = Q.cpu().numpy()
|
|
R_ = R.cpu().numpy()
|
|
|
|
# Check1: A = QR
|
|
self.assertEqual(A_, np.matmul(Q_, R_))
|
|
|
|
# Check2: A = QR (with out)
|
|
Q_out, R_out = torch.full_like(Q, math.nan), torch.full_like(R, math.nan)
|
|
torch.qr(A, some=some, out=(Q_out, R_out))
|
|
Q_out_ = Q_out.cpu().numpy()
|
|
R_out_ = R_out.cpu().numpy()
|
|
self.assertEqual(A_, np.matmul(Q_out_, R_out_))
|
|
|
|
# Check3: Q == Q_out, R == R_out
|
|
self.assertEqual(Q_, Q_out_)
|
|
self.assertEqual(R_, R_out_)
|
|
|
|
# Check4: Q^{T}Q = I, triu(R) = R
|
|
eye = torch.eye(n_columns, device=device, dtype=dtype).expand(Q.shape[:-2] + (n_columns, n_columns)).cpu().numpy()
|
|
self.assertEqual(np.matmul(Q_.swapaxes(-1, -2).conj(), Q_), eye)
|
|
self.assertEqual(R.triu(), R)
|
|
|
|
tensor_dims_list = [(3, 5), (5, 5), (5, 3), # Single matrix
|
|
(7, 3, 5), (7, 5, 5), (7, 5, 3), # 3-dim Tensors
|
|
(7, 5, 3, 5), (7, 5, 5, 5), (7, 5, 5, 3)] # 4-dim Tensors
|
|
for tensor_dims, some in itertools.product(tensor_dims_list, [True, False]):
|
|
run_test(tensor_dims, some)
|
|
|
|
@skipCUDAIfNoMagma
|
|
@skipCPUIfNoLapack
|
|
@dtypes(torch.float, torch.double, torch.cfloat, torch.cdouble)
|
|
def test_qr_vs_numpy(self, device, dtype):
|
|
"""
|
|
test torch.linalg.qr vs numpy.linalg.qr
|
|
"""
|
|
sizes_to_test = [
|
|
(7, 5),
|
|
(5, 7),
|
|
(5, 0), # empty
|
|
(0, 5), # empty
|
|
]
|
|
for size in sizes_to_test:
|
|
t = torch.randn(size, device=device, dtype=dtype)
|
|
np_t = t.cpu().numpy()
|
|
for mode in ['reduced', 'complete']:
|
|
exp_q, exp_r = np.linalg.qr(np_t, mode=mode)
|
|
q, r = torch.linalg.qr(t, mode=mode)
|
|
self.assertEqual(q, exp_q)
|
|
self.assertEqual(r, exp_r)
|
|
#
|
|
# for mode='r' we need a special logic because numpy returns only r
|
|
exp_r = np.linalg.qr(np_t, mode='r')
|
|
q, r = torch.linalg.qr(t, mode='r')
|
|
# check that q is empty
|
|
self.assertEqual(q.shape, (0,))
|
|
self.assertEqual(q.dtype, t.dtype)
|
|
self.assertEqual(q.device, t.device)
|
|
# check r
|
|
self.assertEqual(r, exp_r)
|
|
|
|
@skipCUDAIfNoMagma
|
|
@skipCPUIfNoLapack
|
|
@dtypes(torch.float)
|
|
def test_linalg_qr_autograd_errors(self, device, dtype):
|
|
# torch.linalg.qr(mode='r') returns only 'r' and discards 'q', but
|
|
# without 'q' you cannot compute the backward pass. Check that
|
|
# linalg_qr_backward complains cleanly in that case.
|
|
inp = torch.randn((5, 7), device=device, dtype=dtype, requires_grad=True)
|
|
q, r = torch.linalg.qr(inp, mode='r')
|
|
self.assertEqual(q.shape, (0,)) # empty tensor
|
|
b = torch.sum(r)
|
|
with self.assertRaisesRegex(RuntimeError,
|
|
"The derivative of qr is not implemented when mode='r'"):
|
|
b.backward()
|
|
#
|
|
inp = torch.randn((7, 5), device=device, dtype=dtype, requires_grad=True)
|
|
q, r = torch.linalg.qr(inp, mode='complete')
|
|
b = torch.sum(r)
|
|
with self.assertRaisesRegex(RuntimeError,
|
|
"The derivative of qr is not implemented when mode='complete' and nrows > ncols"):
|
|
b.backward()
|
|
|
|
@skipCUDAIfNoMagma
|
|
@skipCPUIfNoLapack
|
|
@dtypes(torch.float, torch.double, torch.cfloat, torch.cdouble)
|
|
def test_qr_batched(self, device, dtype):
|
|
"""
|
|
test torch.linalg.qr vs numpy.linalg.qr. We need some special logic
|
|
because numpy does not support batched qr
|
|
"""
|
|
def np_qr_batched(a, mode):
|
|
"""poor's man batched version of np.linalg.qr"""
|
|
all_q = []
|
|
all_r = []
|
|
for matrix in a:
|
|
result = np.linalg.qr(matrix, mode=mode)
|
|
if mode == 'r':
|
|
all_r.append(result)
|
|
else:
|
|
q, r = result
|
|
all_q.append(q)
|
|
all_r.append(r)
|
|
if mode == 'r':
|
|
return np.array(all_r)
|
|
else:
|
|
return np.array(all_q), np.array(all_r)
|
|
|
|
t = torch.randn((3, 7, 5), device=device, dtype=dtype)
|
|
np_t = t.cpu().numpy()
|
|
for mode in ['reduced', 'complete']:
|
|
exp_q, exp_r = np_qr_batched(np_t, mode=mode)
|
|
q, r = torch.linalg.qr(t, mode=mode)
|
|
self.assertEqual(q, exp_q)
|
|
self.assertEqual(r, exp_r)
|
|
# for mode='r' we need a special logic because numpy returns only r
|
|
exp_r = np_qr_batched(np_t, mode='r')
|
|
q, r = torch.linalg.qr(t, mode='r')
|
|
# check that q is empty
|
|
self.assertEqual(q.shape, (0,))
|
|
self.assertEqual(q.dtype, t.dtype)
|
|
self.assertEqual(q.device, t.device)
|
|
# check r
|
|
self.assertEqual(r, exp_r)
|
|
|
|
@skipCUDAIfNoMagma
|
|
@skipCPUIfNoLapack
|
|
@dtypes(torch.float, torch.double, torch.cfloat, torch.cdouble)
|
|
def test_qr_out(self, device, dtype):
|
|
"""
|
|
test torch.linalg.qr(out=...) vs torch.lingalg.qr
|
|
"""
|
|
sizes_to_test = [
|
|
(7, 5),
|
|
(5, 7),
|
|
(5, 0), # empty
|
|
(0, 5), # empty
|
|
]
|
|
for size in sizes_to_test:
|
|
t = torch.randn(size, device=device, dtype=dtype)
|
|
np_t = t.cpu().numpy()
|
|
for mode in ['reduced', 'complete', 'r']:
|
|
q, r = torch.linalg.qr(t, mode=mode)
|
|
out = (torch.empty((0), dtype=dtype, device=device),
|
|
torch.empty((0), dtype=dtype, device=device))
|
|
q2, r2 = torch.linalg.qr(t, mode=mode, out=out)
|
|
self.assertIs(q2, out[0])
|
|
self.assertIs(r2, out[1])
|
|
self.assertEqual(q2, q)
|
|
self.assertEqual(r2, r)
|
|
|
|
@skipCUDAIfNoMagma
|
|
@skipCPUIfNoLapack
|
|
@dtypes(torch.float)
|
|
def test_qr_error_cases(self, device, dtype):
|
|
t1 = torch.randn(5, device=device, dtype=dtype)
|
|
with self.assertRaisesRegex(RuntimeError, 'qr input should have at least 2 dimensions, but has 1 dimensions instead'):
|
|
torch.linalg.qr(t1)
|
|
t2 = torch.randn((5, 7), device=device, dtype=dtype)
|
|
with self.assertRaisesRegex(RuntimeError, "qr received unrecognized mode 'hello'"):
|
|
torch.linalg.qr(t2, mode='hello')
|
|
|
|
@dtypes(torch.double, torch.cdouble)
|
|
def test_einsum(self, device, dtype):
|
|
def check(equation, *operands):
|
|
ref = np.einsum(equation, *[operand.cpu().numpy() for operand in operands])
|
|
res = torch.einsum(equation, operands)
|
|
self.assertEqual(res.cpu(), torch.from_numpy(np.array(ref)))
|
|
|
|
# Check autograd
|
|
ops = [op.detach().requires_grad_() for op in operands]
|
|
self.assertTrue(gradcheck(lambda *ops: torch.einsum(equation, ops), ops))
|
|
for op in ops:
|
|
self.assertTrue(op._version == 0)
|
|
|
|
# Test cases from https://gist.github.com/rockt/15ee013889d65342088e9260a377dc8f
|
|
x = torch.rand(5, device=device, dtype=dtype)
|
|
y = torch.rand(7, device=device, dtype=dtype)
|
|
A = torch.randn(3, 5, device=device, dtype=dtype)
|
|
B = torch.randn(2, 5, device=device, dtype=dtype)
|
|
C = torch.randn(2, 3, 5, device=device, dtype=dtype)
|
|
D = torch.randn(2, 5, 7, device=device, dtype=dtype)
|
|
E = torch.randn(7, 9, device=device, dtype=dtype)
|
|
F = torch.randn(2, 3, 3, 5, device=device, dtype=dtype)
|
|
G = torch.randn(5, 4, 6, device=device, dtype=dtype)
|
|
H = torch.randn(4, 4, device=device, dtype=dtype)
|
|
I = torch.rand(2, 3, 2, device=device, dtype=dtype)
|
|
|
|
# Note: gradcheck fails if the same input is given multiple times which is why the
|
|
# calls to clone below. (see https://github.com/pytorch/pytorch/issues/9282)
|
|
|
|
# Vector operations
|
|
check('i->', x) # sum
|
|
check('i,i->', x, x.clone()) # dot
|
|
check('i,i->i', x, x.clone()) # vector element-wisem mul
|
|
check('i,j->ij', x, y) # outer
|
|
|
|
# Matrix operations
|
|
check("ij->ji", A) # transpose
|
|
check("ij->j", A) # row sum
|
|
check("ij->i", A) # col sum
|
|
check("ij,ij->ij", A, A.clone()) # matrix element-wise mul
|
|
check("ij,j->i", A, x) # matrix vector multiplication
|
|
check("ij,kj->ik", A, B) # matmul
|
|
check("ij,ab->ijab", A, E) # matrix outer product
|
|
|
|
# Tensor operations
|
|
check("aij,ajk->aik", C, D) # batch matmul
|
|
check("ijk,jk->i", C, A) # tensor matrix contraction
|
|
check("aij,jk->aik", D, E) # tensor matrix contraction
|
|
check("abcd,dfg->abcfg", F, G) # tensor tensor contraction
|
|
check("ijk,jk->ik", C, A) # tensor matrix contraction with double indices
|
|
check("ijk,jk->ij", C, A) # tensor matrix contraction with double indices
|
|
check("ijk,ik->j", C, B) # non contiguous
|
|
check("ijk,ik->jk", C, B) # non contiguous with double indices
|
|
|
|
# Test diagonals
|
|
check("ii", H) # trace
|
|
check("ii->i", H) # diagonal
|
|
check('iji->j', I) # non-contiguous trace
|
|
check('ngrg...->nrg...', torch.rand((2, 1, 3, 1, 4), device=device, dtype=dtype))
|
|
|
|
# Test ellipsis
|
|
check("i...->...", H)
|
|
check("ki,...k->i...", A.t(), B)
|
|
check("k...,jk->...", A.t(), B)
|
|
check('...ik, ...j -> ...ij', C, x)
|
|
check('bik,k...j->i...j', C, torch.rand(5, 3, device=device, dtype=dtype))
|
|
check('i...j, ij... -> ...ij', C, torch.rand(2, 5, 2, 3, device=device, dtype=dtype))
|
|
|
|
# torch.bilinear with discontiguous tensors
|
|
l = torch.randn(10, 5, device=device, dtype=dtype).transpose(0, 1)
|
|
r = torch.randn(20, 5, device=device, dtype=dtype).transpose(0, 1)
|
|
w = torch.randn(15, 10, 20, device=device, dtype=dtype)
|
|
check("bn,anm,bm->ba", l, w, r)
|
|
|
|
# with strided tensors
|
|
check("bn,anm,bm->ba", l[:, ::2], w[:, ::2, ::2], r[:, ::2])
|
|
|
|
@dtypes(torch.double, torch.cdouble)
|
|
def test_einsum_random(self, device, dtype):
|
|
def check(equation, *operands):
|
|
ref = np.einsum(equation, *[op.cpu().numpy() for op in operands])
|
|
res = torch.einsum(equation, operands)
|
|
self.assertEqual(res.cpu(), torch.from_numpy(np.array(ref)))
|
|
|
|
for _ in range(20):
|
|
# Create a random number of input operands, each with a random
|
|
# number of dimensions randomly labeled.
|
|
op_labels = []
|
|
valid_labels = set()
|
|
for _ in range(random.randint(1, 3)):
|
|
labels = np.random.randint(0, 10, random.randint(1, 5))
|
|
op_labels.append(labels)
|
|
valid_labels.update(labels)
|
|
label_size = np.random.randint(1, 5, 10)
|
|
ell_sizes = np.random.randint(1, 5, 3)
|
|
|
|
# Build equation and tensors from input operand labels.
|
|
ops = []
|
|
equation = ''
|
|
for labels in op_labels:
|
|
sizes = [label_size[label] for label in labels]
|
|
labels = [chr(ord('a') + label) for label in labels]
|
|
|
|
# Add ellipsis dimensions at random
|
|
ell_num_dim = random.randint(0, 3)
|
|
if ell_num_dim > 0:
|
|
ell_index = random.randint(0, len(labels))
|
|
sizes[ell_index:ell_index] = ell_sizes[-ell_num_dim:]
|
|
labels.insert(ell_index, "...")
|
|
|
|
equation += ''.join(labels) + ','
|
|
ops.append(torch.rand(sizes, device=device, dtype=dtype))
|
|
equation = equation[:-1]
|
|
|
|
# Test with implicit output
|
|
check(equation, *ops)
|
|
|
|
# Randomly choose some labels to be part of the output
|
|
out_labels = np.unique(np.random.choice(list(valid_labels), random.randint(1, len(valid_labels))))
|
|
out_labels = [chr(ord('a') + label) for label in out_labels]
|
|
ell_index = random.randint(0, len(out_labels))
|
|
out_labels.insert(ell_index, '...')
|
|
equation += '->' + ''.join(out_labels)
|
|
|
|
# Randomly test the output
|
|
check(equation, *ops)
|
|
|
|
def test_einsum_corner_cases(self, device):
|
|
def check(equation, *operands, expected_output):
|
|
tensors = [torch.tensor(operand, dtype=torch.float32, device=device) if not isinstance(operand, tuple)
|
|
else torch.rand(operand, dtype=torch.float32, device=device) for operand in operands]
|
|
output = torch.einsum(equation, tensors)
|
|
self.assertEqual(output, torch.tensor(expected_output, dtype=torch.float32, device=device))
|
|
|
|
# Test equation variantions
|
|
check(' ', 1, expected_output=1)
|
|
check(' -> ', 1, expected_output=1)
|
|
check(' , ', 2, 2, expected_output=4)
|
|
check(' , , ', 2, 2, 2, expected_output=8)
|
|
check(' , -> ', 2, 2, expected_output=4)
|
|
check(' i ', [1], expected_output=[1])
|
|
check(' i -> ', [1], expected_output=1)
|
|
check(' i -> i ', [1], expected_output=[1])
|
|
check(' i , i ', [2], [2], expected_output=4)
|
|
check(' i , i -> i ', [2], [2], expected_output=[4])
|
|
|
|
# Test tensors with 0 size dimensions
|
|
check('i', [], expected_output=[])
|
|
check(' i j -> j', [[], []], expected_output=[])
|
|
check('ij->i', [[], []], expected_output=[0., 0.])
|
|
check(' i j k , k -> i j ', (3, 0, 6), (6,), expected_output=[[], [], []])
|
|
|
|
# Test broadcasting
|
|
check('i,j', [2], [1, 2], expected_output=[[2, 4]])
|
|
check('i,ij->ij', [1, 2], [[1, 2, 3], [2, 3, 4]], expected_output=[[1, 2, 3], [4, 6, 8]])
|
|
|
|
# Test ellipsis broadcasting
|
|
check('...', 1, expected_output=1)
|
|
check('...->', 1, expected_output=1)
|
|
check('...->...', 1, expected_output=1)
|
|
check('...', [1], expected_output=[1])
|
|
check('...->', [1], expected_output=1)
|
|
check('i...->i', [1], expected_output=[1])
|
|
check('i...->...i', [1], expected_output=[1])
|
|
check('...a->', [[2], [4]], expected_output=6)
|
|
check('a...b->ab', [[[1], [2]], [[3], [4]]], expected_output=[[3], [7]])
|
|
|
|
def test_einsum_error_cases(self, device):
|
|
def check(equation, operands, regex, exception=RuntimeError):
|
|
with self.assertRaisesRegex(exception, r'einsum\(\) ' + regex):
|
|
torch.einsum(equation, operands)
|
|
|
|
x = torch.rand(2)
|
|
y = torch.rand(2, 3)
|
|
|
|
check('', [], r'must provide at least one operand')
|
|
check('. ..', [x], r'found \'.\' for operand 0 that is not part of any ellipsis')
|
|
check('... ...', [x], r'found \'.\' for operand 0 for which an ellipsis was already found')
|
|
check('A', [x], r'operand subscript must be in range \[a, z\] but found A for operand 0')
|
|
check(',', [x], r'fewer operands were provided than specified in the equation')
|
|
check('', [x, x], r'more operands were provided than specified in the equation')
|
|
check('', [x], r'the number of subscripts in the equation \(0\) does not match the number '
|
|
r'of dimensions \(1\) for operand 0 and no ellipsis was given')
|
|
check('ai', [x], r'the number of subscripts in the equation \(2\) does not match the number '
|
|
r'of dimensions \(1\) for operand 0 and no ellipsis was given')
|
|
check('ai...', [x], r'the number of subscripts in the equation \(2\) is more than the number '
|
|
r'of dimensions \(1\) for operand 0')
|
|
check('a->... .', [x], r'found \'.\' for output but an ellipsis \(...\) was already found')
|
|
check('a->..', [x], r'found \'.\' for output that is not part of any ellipsis \(...\)')
|
|
check('a->A', [x], r'subscripts must be in range \[a, z\] but found A for the output')
|
|
check('a->aa', [x], r'output subscript a appears more than once in the output')
|
|
check('a->i', [x], r'output subscript i does not appear in the equation for any input operand')
|
|
check('aa', [y], r'subscript a is repeated for operand 0 but the sizes don\'t match, 3 != 2')
|
|
check('a, ba', [x, y], r'operands do not broadcast with remapped shapes \[original->remapped\]: '
|
|
r'\[2\]->\[1, 2\] \[2, 3\]->\[2, 3\]')
|
|
|
|
def triangular_solve_test_helper(self, A_dims, b_dims, upper, unitriangular,
|
|
device, dtype):
|
|
triangle_function = torch.triu if upper else torch.tril
|
|
b = torch.randn(*b_dims, dtype=dtype, device=device)
|
|
A = torch.randn(*A_dims, dtype=dtype, device=device)
|
|
# create positive definite matrix
|
|
A = torch.matmul(A, A.transpose(-2, -1))
|
|
A_triangular = triangle_function(A)
|
|
if unitriangular:
|
|
A_triangular.diagonal(dim1=-2, dim2=-1).fill_(1.)
|
|
return b, A_triangular
|
|
|
|
@skipCUDAIfNoMagma
|
|
@skipCPUIfNoLapack
|
|
@dtypes(torch.float32, torch.float64, torch.complex64, torch.complex128)
|
|
@precisionOverride({torch.float32: 1e-3, torch.complex64: 1e-3,
|
|
torch.float64: 1e-8, torch.complex128: 1e-8})
|
|
def test_triangular_solve(self, device, dtype):
|
|
ks = [0, 1, 3]
|
|
ns = [0, 5]
|
|
for (k, n), (upper, unitriangular, transpose) in itertools.product(zip(ks, ns),
|
|
itertools.product([True, False], repeat=3)):
|
|
b, A = self.triangular_solve_test_helper((n, n), (n, k), upper,
|
|
unitriangular, device, dtype)
|
|
x = torch.triangular_solve(b, A, upper=upper, unitriangular=unitriangular, transpose=transpose)[0]
|
|
if transpose:
|
|
self.assertEqual(b, np.matmul(A.t().cpu(), x.cpu()))
|
|
else:
|
|
self.assertEqual(b, np.matmul(A.cpu(), x.cpu()))
|
|
|
|
@skipCPUIfNoLapack
|
|
@skipCUDAIfNoMagma
|
|
@dtypes(torch.float32, torch.float64, torch.complex64, torch.complex128)
|
|
@precisionOverride({torch.float32: 1e-3, torch.complex64: 1e-3,
|
|
torch.float64: 1e-8, torch.complex128: 1e-8})
|
|
def test_triangular_solve_batched(self, device, dtype):
|
|
def triangular_solve_batch_helper(A_dims, b_dims, upper, unitriangular, transpose):
|
|
b, A = self.triangular_solve_test_helper(A_dims, b_dims, upper,
|
|
unitriangular, device, dtype)
|
|
x_exp_list = []
|
|
for i in range(b_dims[0]):
|
|
x_exp_list.append(torch.triangular_solve(b[i], A[i], upper=upper,
|
|
unitriangular=unitriangular,
|
|
transpose=transpose)[0])
|
|
x_exp = torch.stack(x_exp_list) # Stacked output
|
|
x_act = torch.triangular_solve(b, A, upper=upper,
|
|
unitriangular=unitriangular,
|
|
transpose=transpose)[0] # Actual output
|
|
self.assertEqual(x_act, x_exp) # Equality check
|
|
if transpose:
|
|
A = A.transpose(-2, -1)
|
|
|
|
Ax = np.matmul(A.cpu(), x_act.cpu())
|
|
self.assertEqual(b, Ax)
|
|
|
|
def triangular_solve_zero_batch_helper(A_dims, b_dims, upper, unitriangular, transpose):
|
|
b, A = self.triangular_solve_test_helper(A_dims, b_dims, upper,
|
|
unitriangular, device, dtype)
|
|
x = torch.triangular_solve(b, A, upper=upper,
|
|
unitriangular=unitriangular,
|
|
transpose=transpose)[0]
|
|
self.assertTrue(x.shape == b.shape)
|
|
|
|
for upper, unitriangular, transpose in itertools.product([True, False], repeat=3):
|
|
batchsize = 3
|
|
triangular_solve_batch_helper((batchsize, 5, 5), (batchsize, 5, 10),
|
|
upper, unitriangular, transpose)
|
|
|
|
# test empty input
|
|
triangular_solve_batch_helper((batchsize, 0, 0), (batchsize, 0, 10),
|
|
upper, unitriangular, transpose)
|
|
triangular_solve_batch_helper((batchsize, 0, 0), (batchsize, 0, 0),
|
|
upper, unitriangular, transpose)
|
|
|
|
# test zero batch case
|
|
batchsize = 0
|
|
triangular_solve_zero_batch_helper((batchsize, 5, 5), (batchsize, 5, 10),
|
|
upper, unitriangular, transpose)
|
|
|
|
|
|
@slowTest
|
|
@skipCUDAIfNoMagma
|
|
@skipCPUIfNoLapack
|
|
@dtypes(torch.float32, torch.float64, torch.complex64, torch.complex128)
|
|
@precisionOverride({torch.float32: 1e-3, torch.complex64: 1e-3,
|
|
torch.float64: 1e-8, torch.complex128: 1e-8})
|
|
def test_triangular_solve_batched_many_batches(self, device, dtype):
|
|
for upper, transpose, unitriangular in itertools.product([True, False], repeat=3):
|
|
# test batched A case
|
|
b, A = self.triangular_solve_test_helper((256, 256, 5, 5), (5, 1),
|
|
upper, unitriangular, device, dtype)
|
|
x, _ = torch.triangular_solve(b, A,
|
|
upper=upper, transpose=transpose, unitriangular=unitriangular)
|
|
if transpose:
|
|
A = A.transpose(-2, -1)
|
|
|
|
Ax = torch.matmul(A, x)
|
|
|
|
rtol = 1e-2 if dtype in [torch.float32, torch.complex64] else self.precision
|
|
self.assertEqual(Ax, b.expand_as(Ax), atol=self.precision, rtol=rtol)
|
|
|
|
# test batched b case
|
|
b, A = self.triangular_solve_test_helper((3, 3), (512, 512, 3, 1),
|
|
upper, unitriangular, device, dtype)
|
|
x, _ = torch.triangular_solve(b, A, upper=upper, transpose=transpose,
|
|
unitriangular=unitriangular)
|
|
if transpose:
|
|
A = A.transpose(-2, -1)
|
|
|
|
self.assertEqual(torch.matmul(A, x), b)
|
|
|
|
@skipCUDAIfNoMagma
|
|
@skipCPUIfNoLapack
|
|
@unittest.skipIf(not TEST_SCIPY, "SciPy not found")
|
|
@dtypes(torch.float32, torch.float64, torch.complex64, torch.complex128)
|
|
def test_triangular_solve_batched_broadcasting(self, device, dtype):
|
|
from scipy.linalg import solve_triangular as tri_solve
|
|
|
|
def scipy_tri_solve_batched(A, B, upper, trans, diag):
|
|
batch_dims_A, batch_dims_B = A.shape[:-2], B.shape[:-2]
|
|
single_dim_A, single_dim_B = A.shape[-2:], B.shape[-2:]
|
|
expand_dims = tuple(torch._C._infer_size(torch.Size(batch_dims_A),
|
|
torch.Size(batch_dims_B)))
|
|
expand_A = np.broadcast_to(A, expand_dims + single_dim_A)
|
|
expand_B = np.broadcast_to(B, expand_dims + single_dim_B)
|
|
flat_A = expand_A.reshape((-1,) + single_dim_A)
|
|
flat_B = expand_B.reshape((-1,) + single_dim_B)
|
|
flat_X = np.vstack([tri_solve(a, b, lower=(not upper), trans=int(trans), unit_diagonal=diag)
|
|
for a, b in zip(flat_A, flat_B)])
|
|
return flat_X.reshape(expand_B.shape)
|
|
|
|
def run_test(A_dims, b_dims, device, upper, transpose, unitriangular):
|
|
b, A = self.triangular_solve_test_helper(A_dims, b_dims, upper,
|
|
unitriangular, device, dtype)
|
|
x_exp = torch.as_tensor(scipy_tri_solve_batched(A.cpu().numpy(), b.cpu().numpy(),
|
|
upper, transpose, unitriangular))
|
|
x = torch.triangular_solve(b, A, upper=upper, transpose=transpose, unitriangular=unitriangular)[0]
|
|
|
|
self.assertEqual(x, x_exp.to(device))
|
|
|
|
for upper, transpose, unitriangular in itertools.product([True, False], repeat=3):
|
|
# test against scipy.linalg.solve_triangular
|
|
run_test((2, 1, 3, 4, 4), (2, 1, 3, 4, 6), device, upper, transpose, unitriangular) # no broadcasting
|
|
run_test((2, 1, 3, 4, 4), (4, 6), device, upper, transpose, unitriangular) # broadcasting b
|
|
run_test((4, 4), (2, 1, 3, 4, 2), device, upper, transpose, unitriangular) # broadcasting A
|
|
run_test((1, 3, 1, 4, 4), (2, 1, 3, 4, 5), device, upper, transpose, unitriangular) # broadcasting A & b
|
|
|
|
@onlyCPU
|
|
@skipCPUIfNoLapack
|
|
@dtypes(torch.float32, torch.float64, torch.complex64, torch.complex128)
|
|
def test_triangular_solve_singular(self, device, dtype):
|
|
b = torch.rand(3, 1, dtype=dtype, device=device)
|
|
A = torch.eye(3, 3, dtype=dtype, device=device)
|
|
A[-1, -1] = 0 # Now A is singular
|
|
err_str = r"triangular_solve: U\(3,3\) is zero, singular U\."
|
|
with self.assertRaisesRegex(RuntimeError, err_str):
|
|
torch.triangular_solve(b, A)
|
|
|
|
@skipCUDAIfNoMagma
|
|
@skipCPUIfNoLapack
|
|
@dtypes(torch.float32, torch.float64, torch.complex64, torch.complex128)
|
|
def test_triangular_solve_out_errors_and_warnings(self, device, dtype):
|
|
# dtypes should be safely castable
|
|
a = torch.eye(2, dtype=dtype, device=device)
|
|
b = torch.randn(2, 1, dtype=dtype, device=device)
|
|
out = torch.empty_like(b).to(torch.int)
|
|
clone_a = torch.empty_like(a)
|
|
with self.assertRaisesRegex(RuntimeError, "but got result with dtype Int"):
|
|
torch.triangular_solve(b, a, out=(out, clone_a))
|
|
|
|
out = torch.empty_like(b)
|
|
clone_a = clone_a.to(torch.int)
|
|
with self.assertRaisesRegex(RuntimeError, "but got clone_A with dtype Int"):
|
|
torch.triangular_solve(b, a, out=(out, clone_a))
|
|
|
|
# device should match
|
|
if torch.cuda.is_available():
|
|
wrong_device = 'cpu' if self.device_type != 'cpu' else 'cuda'
|
|
out = torch.empty(0, dtype=dtype, device=wrong_device)
|
|
clone_a = torch.empty_like(a)
|
|
with self.assertRaisesRegex(RuntimeError, "tensors to be on the same device"):
|
|
torch.triangular_solve(b, a, out=(out, clone_a))
|
|
out = torch.empty(0, dtype=dtype, device=device)
|
|
clone_a = torch.empty_like(a).to(wrong_device)
|
|
with self.assertRaisesRegex(RuntimeError, "tensors to be on the same device"):
|
|
torch.triangular_solve(b, a, out=(out, clone_a))
|
|
|
|
# if out tensor with wrong shape is passed a warning is given
|
|
with warnings.catch_warnings(record=True) as w:
|
|
out = torch.empty(1, dtype=dtype, device=device)
|
|
clone_a = torch.empty(1, dtype=dtype, device=device)
|
|
# Trigger warning
|
|
torch.triangular_solve(b, a, out=(out, clone_a))
|
|
# Check warning occurs
|
|
self.assertEqual(len(w), 2)
|
|
self.assertTrue("An output with one or more elements was resized" in str(w[-1].message))
|
|
self.assertTrue("An output with one or more elements was resized" in str(w[-2].message))
|
|
|
|
def check_single_matmul(self, x, y, shape):
|
|
a = np.array(x, copy=False)
|
|
b = np.array(y, copy=False)
|
|
expected = np.matmul(a, b)
|
|
|
|
ans = torch.matmul(x, y)
|
|
self.assertTrue(ans.is_contiguous())
|
|
self.assertTrue(np.array_equal(ans, expected))
|
|
|
|
out = torch.zeros(*shape, dtype=torch.int64).to(x.device)
|
|
ans = torch.matmul(x, y, out=out)
|
|
self.assertIs(ans, out)
|
|
self.assertTrue(ans.is_contiguous())
|
|
self.assertTrue(np.array_equal(ans, expected))
|
|
|
|
# TODO: update to run on CUDA, too
|
|
@onlyCPU
|
|
def test_matmul_small_brute_force_1d_Nd(self, device):
|
|
# Issue #20452: range(0, 10) does not work.
|
|
n = 1
|
|
for m in range(1, 8):
|
|
for p in range(1, 8):
|
|
for o in range(1, 5):
|
|
# 1d, 3d, inner dimensions C
|
|
x = torch.arange(m, device=device)
|
|
y = torch.arange(o * m * p, device=device).reshape(o, m, p)
|
|
self.check_single_matmul(x, y, (o, n, p))
|
|
|
|
# 1d, 3d, inner dimensions Fortran
|
|
x = torch.arange(m, device=device)
|
|
y = torch.arange(o * p * m, device=device).reshape(o, p, m).transpose(-1, -2)
|
|
self.check_single_matmul(x, y, (o, n, p))
|
|
|
|
# 1d, 3d, inner dimensions non-contiguous
|
|
x = torch.arange(2 * m, device=device)[::2]
|
|
y = torch.arange(o * m * 2 * p, device=device).reshape(o, m, 2 * p)[:, :, ::2]
|
|
self.check_single_matmul(x, y, (o, n, p))
|
|
|
|
for r in range(1, 5):
|
|
# 1d, 4d, inner dimensions C
|
|
x = torch.arange(m)
|
|
y = torch.arange(r * o * m * p, device=device).reshape(r, o, m, p)
|
|
self.check_single_matmul(x, y, (r, o, n, p))
|
|
|
|
# 1d, 4d, inner dimensions Fortran
|
|
x = torch.arange(m)
|
|
y = torch.arange(r * o * p * m, device=device).reshape(r, o, p, m).transpose(-1, -2)
|
|
self.check_single_matmul(x, y, (r, o, n, p))
|
|
|
|
# 1d, 4d, inner dimensions non-contiguous
|
|
x = torch.arange(2 * m, device=device)[::2]
|
|
y = torch.arange(r * o * m * 2 * p, device=device).reshape(r, o, m, 2 * p)[:, :, :, ::2]
|
|
self.check_single_matmul(x, y, (r, o, n, p))
|
|
|
|
# TODO: update to run on CUDA, too
|
|
@onlyCPU
|
|
def test_matmul_small_brute_force_2d_Nd(self, device):
|
|
# Issue #20452: range(0, 10) does not work.
|
|
for n in range(1, 5):
|
|
for m in range(1, 5):
|
|
for p in range(1, 5):
|
|
for o in range(1, 3):
|
|
# 2d, 3d, inner dimensions C
|
|
x = torch.arange(n * m, device=device).reshape(n, m)
|
|
y = torch.arange(o * m * p, device=device).reshape(o, m, p)
|
|
self.check_single_matmul(x, y, (o, n, p))
|
|
|
|
# 2d, 3d, inner dimensions Fortran
|
|
x = torch.arange(m * n, device=device).reshape(m, n).transpose(-1, -2)
|
|
y = torch.arange(o * p * m, device=device).reshape(o, p, m).transpose(-1, -2)
|
|
self.check_single_matmul(x, y, (o, n, p))
|
|
|
|
# 2d, 3d, inner dimensions non-contiguous
|
|
x = torch.arange(n * 2 * m, device=device).reshape(n, 2 * m)[:, ::2]
|
|
y = torch.arange(o * m * 2 * p, device=device).reshape(o, m, 2 * p)[:, :, ::2]
|
|
self.check_single_matmul(x, y, (o, n, p))
|
|
|
|
for r in range(1, 2):
|
|
# 2d, 4d, inner dimensions C
|
|
x = torch.arange(n * m, device=device).reshape(n, m)
|
|
y = torch.arange(r * o * m * p, device=device).reshape(r, o, m, p)
|
|
self.check_single_matmul(x, y, (r, o, n, p))
|
|
|
|
# 2d, 4d, inner dimensions Fortran
|
|
x = torch.arange(m * n, device=device).reshape(m, n).transpose(-1, -2)
|
|
y = torch.arange(r * o * p * m, device=device).reshape(r, o, p, m).transpose(-1, -2)
|
|
self.check_single_matmul(x, y, (r, o, n, p))
|
|
|
|
# 2d, 4d, inner dimensions non-contiguous
|
|
x = torch.arange(n * 2 * m, device=device).reshape(n, 2 * m)[:, ::2]
|
|
y = torch.arange(r * o * m * 2 * p, device=device).reshape(r, o, m, 2 * p)[:, :, :, ::2]
|
|
self.check_single_matmul(x, y, (r, o, n, p))
|
|
|
|
def test_linear_algebra_scalar_raises(self, device) -> None:
|
|
m = torch.randn(5, 5, device=device)
|
|
v = torch.randn(5, device=device)
|
|
s = torch.tensor(7, device=device)
|
|
self.assertRaises(RuntimeError, lambda: torch.mv(m, s))
|
|
self.assertRaises(RuntimeError, lambda: torch.addmv(v, m, s))
|
|
|
|
@onlyCPU
|
|
@dtypes(torch.float)
|
|
def test_cross(self, device, dtype):
|
|
x = torch.rand(100, 3, 100, dtype=dtype, device=device)
|
|
y = torch.rand(100, 3, 100, dtype=dtype, device=device)
|
|
res1 = torch.cross(x, y)
|
|
res2 = torch.tensor((), dtype=dtype, device=device)
|
|
torch.cross(x, y, out=res2)
|
|
self.assertEqual(res1, res2)
|
|
|
|
@onlyCPU
|
|
@dtypes(torch.float)
|
|
def test_cross_with_and_without_dim(self, device, dtype):
|
|
x = torch.rand(100, 3, dtype=dtype, device=device)
|
|
y = torch.rand(100, 3, dtype=dtype, device=device)
|
|
res1 = torch.cross(x, y, dim=1)
|
|
res2 = torch.cross(x, y, dim=-1)
|
|
res3 = torch.cross(x, y)
|
|
self.assertEqual(res1, res2)
|
|
self.assertEqual(res1, res3)
|
|
|
|
def test_cross_errors(self, device):
|
|
self.assertRaisesRegex(
|
|
RuntimeError, "inconsistent tensors dimensions",
|
|
lambda: torch.cross(torch.rand(100, 3, device=device), torch.rand(100, 3, 10, device=device)))
|
|
self.assertRaisesRegex(
|
|
RuntimeError, "inconsistent tensors sizes",
|
|
lambda: torch.cross(torch.rand(5, 3, device=device), torch.rand(3, 5, device=device)))
|
|
self.assertRaisesRegex(
|
|
RuntimeError, "no dimension of size 3 in input",
|
|
lambda: torch.cross(torch.rand(5, 4, device=device), torch.rand(5, 4, device=device)))
|
|
self.assertRaisesRegex(
|
|
RuntimeError, "dimension 0 does not have size 3",
|
|
lambda: torch.cross(torch.rand(5, 4, 3, device=device), torch.rand(5, 4, 3, device=device), dim=0))
|
|
self.assertRaisesRegex(
|
|
RuntimeError, "dimension -1 does not have size 3",
|
|
lambda: torch.cross(torch.rand(5, 3, 4, device=device), torch.rand(5, 3, 4, device=device), dim=-1))
|
|
self.assertRaisesRegex(
|
|
IndexError, "Dimension out of range",
|
|
lambda: torch.cross(torch.rand(5, 3, 4, device=device), torch.rand(5, 3, 4, device=device), dim=-5))
|
|
|
|
def test_renorm(self, device):
|
|
m1 = torch.randn(10, 5, device=device)
|
|
res1 = torch.tensor((), device=device)
|
|
|
|
def renorm(matrix, value, dim, max_norm):
|
|
m1 = matrix.transpose(dim, 0).contiguous()
|
|
# collapse non-dim dimensions.
|
|
m2 = m1.clone().resize_(m1.size(0), int(math.floor(m1.nelement() / m1.size(0))))
|
|
norms = m2.norm(value, 1, True)
|
|
# clip
|
|
new_norms = norms.clone()
|
|
new_norms[torch.gt(norms, max_norm)] = max_norm
|
|
new_norms.div_(norms.add_(1e-7))
|
|
# renormalize
|
|
m1.mul_(new_norms.expand_as(m1))
|
|
return m1.transpose(dim, 0)
|
|
|
|
# note that the axis fed to torch.renorm is different (2~=1)
|
|
maxnorm = m1.norm(2, 1).mean()
|
|
m2 = renorm(m1, 2, 1, maxnorm)
|
|
m1.renorm_(2, 1, maxnorm)
|
|
self.assertEqual(m1, m2, atol=1e-5, rtol=0)
|
|
self.assertEqual(m1.norm(2, 0), m2.norm(2, 0), atol=1e-5, rtol=0)
|
|
|
|
m1 = torch.randn(3, 4, 5, device=device)
|
|
m2 = m1.transpose(1, 2).contiguous().clone().resize_(15, 4)
|
|
maxnorm = m2.norm(2, 0).mean()
|
|
m2 = renorm(m2, 2, 1, maxnorm)
|
|
m1.renorm_(2, 1, maxnorm)
|
|
m3 = m1.transpose(1, 2).contiguous().clone().resize_(15, 4)
|
|
self.assertEqual(m3, m2)
|
|
self.assertEqual(m3.norm(2, 0), m2.norm(2, 0))
|
|
|
|
# TODO: make this work on CUDA, too
|
|
@onlyCPU
|
|
@skipCPUIfNoLapack
|
|
def test_ormqr(self, device):
|
|
mat1 = torch.randn(7, 7)
|
|
mat2 = torch.randn(7, 7)
|
|
q, r = torch.qr(mat1)
|
|
m, tau = torch.geqrf(mat1)
|
|
out_holder = torch.empty_like(mat1)
|
|
|
|
res1 = torch.mm(q, mat2)
|
|
res2 = torch.ormqr(m, tau, mat2, left=True, transpose=False)
|
|
torch.ormqr(m, tau, mat2, out=out_holder)
|
|
self.assertEqual(res1, res2)
|
|
self.assertEqual(res2, out_holder)
|
|
|
|
res1 = torch.mm(mat2, q)
|
|
res2 = torch.ormqr(m, tau, mat2, left=False, transpose=False)
|
|
torch.ormqr(m, tau, mat2, left=False, transpose=False, out=out_holder)
|
|
self.assertEqual(res1, res2)
|
|
self.assertEqual(res2, out_holder)
|
|
|
|
res1 = torch.mm(q.t(), mat2)
|
|
res2 = torch.ormqr(m, tau, mat2, left=True, transpose=True)
|
|
torch.ormqr(m, tau, mat2, left=True, transpose=True, out=out_holder)
|
|
self.assertEqual(res1, res2)
|
|
self.assertEqual(res2, out_holder)
|
|
|
|
res1 = torch.mm(mat2, q.t())
|
|
res2 = torch.ormqr(m, tau, mat2, left=False, transpose=True)
|
|
torch.ormqr(m, tau, mat2, left=False, transpose=True, out=out_holder)
|
|
self.assertEqual(res1, res2)
|
|
self.assertEqual(res2, out_holder)
|
|
|
|
@skipCUDAIfRocm
|
|
def test_blas_empty(self, device):
|
|
def fn(torchfn, *args, test_out=False, **kwargs):
|
|
def call_torch_fn(*args, **kwargs):
|
|
return torchfn(*tuple(torch.randn(shape, device=device) if isinstance(shape, tuple) else shape
|
|
for shape in args), **kwargs)
|
|
result = call_torch_fn(*args, **kwargs)
|
|
if not test_out:
|
|
return result
|
|
else:
|
|
out = torch.full_like(result, math.nan)
|
|
out1 = call_torch_fn(*args, **kwargs, out=out)
|
|
return out
|
|
|
|
# mm, addmm
|
|
self.assertEqual((0, 0), fn(torch.mm, (0, 0), (0, 0)).shape)
|
|
self.assertEqual((0, 5), fn(torch.mm, (0, 0), (0, 5)).shape)
|
|
self.assertEqual((5, 0), fn(torch.mm, (5, 0), (0, 0)).shape)
|
|
self.assertEqual((3, 0), fn(torch.mm, (3, 2), (2, 0)).shape)
|
|
self.assertEqual(torch.zeros((5, 6), device=device), fn(torch.mm, (5, 0), (0, 6)))
|
|
self.assertEqual(torch.zeros((5, 6), device=device), fn(torch.mm, (5, 0), (0, 6), test_out=True))
|
|
|
|
self.assertEqual((0, 0), fn(torch.addmm, (0, 0), (0, 0), (0, 0)).shape)
|
|
self.assertEqual((0, 1), fn(torch.addmm, (1, ), (0, 17), (17, 1)).shape)
|
|
t = torch.randn((5, 6), device=device)
|
|
self.assertEqual(t, fn(torch.addmm, t, (5, 0), (0, 6)))
|
|
self.assertEqual(t, fn(torch.addmm, t, (5, 0), (0, 6), test_out=True))
|
|
|
|
# mv, addmv
|
|
self.assertEqual((0,), fn(torch.mv, (0, 0), (0,)).shape)
|
|
self.assertEqual((0,), fn(torch.mv, (0, 2), (2,)).shape)
|
|
self.assertEqual(torch.zeros((3,), device=device), fn(torch.mv, (3, 0), (0,)))
|
|
self.assertEqual(torch.zeros((3,), device=device), fn(torch.mv, (3, 0), (0,), test_out=True))
|
|
|
|
self.assertEqual((0,), fn(torch.addmv, (0,), (0, 0), (0,)).shape)
|
|
t = torch.randn((3,), device=device)
|
|
self.assertEqual(t, fn(torch.addmv, t, (3, 0), (0,)))
|
|
self.assertEqual(t, fn(torch.addmv, t, (3, 0), (0,), test_out=True))
|
|
|
|
# bmm, baddbmm
|
|
self.assertEqual((0, 0, 0), fn(torch.bmm, (0, 0, 0), (0, 0, 0)).shape)
|
|
self.assertEqual((3, 0, 5), fn(torch.bmm, (3, 0, 0), (3, 0, 5)).shape)
|
|
self.assertEqual((0, 5, 6), fn(torch.bmm, (0, 5, 0), (0, 0, 6)).shape)
|
|
self.assertEqual(torch.zeros((3, 5, 6), device=device), fn(torch.bmm, (3, 5, 0), (3, 0, 6)))
|
|
self.assertEqual(torch.zeros((3, 5, 6), device=device), fn(torch.bmm, (3, 5, 0), (3, 0, 6), test_out=True))
|
|
|
|
self.assertEqual((0, 0, 0), fn(torch.baddbmm, (0, 0, 0), (0, 0, 0), (0, 0, 0)).shape)
|
|
self.assertEqual((3, 0, 5), fn(torch.baddbmm, (3, 0, 5), (3, 0, 0), (3, 0, 5)).shape)
|
|
self.assertEqual((0, 5, 6), fn(torch.baddbmm, (0, 5, 6), (0, 5, 0), (0, 0, 6)).shape)
|
|
self.assertEqual((3, 5, 6), fn(torch.baddbmm, (3, 5, 6), (3, 5, 0), (3, 0, 6)).shape)
|
|
c = torch.arange(30, dtype=torch.float32, device=device).reshape(3, 2, 5)
|
|
self.assertEqual(-2 * c, fn(torch.baddbmm, c, (3, 2, 0), (3, 0, 5), beta=-2)) # Issue #33467
|
|
self.assertEqual(-2 * c, fn(torch.baddbmm, c, (3, 2, 0), (3, 0, 5), beta=-2, test_out=True)) # Issue #33467
|
|
|
|
# addbmm
|
|
self.assertEqual((0, 0), fn(torch.addbmm, (0, 0), (0, 0, 0), (0, 0, 0)).shape)
|
|
self.assertEqual((0, 5), fn(torch.addbmm, (0, 5), (3, 0, 0), (3, 0, 5)).shape)
|
|
t = torch.randn((5, 6), device=device)
|
|
self.assertEqual(t, fn(torch.addbmm, t, (0, 5, 0), (0, 0, 6)))
|
|
self.assertEqual(t, fn(torch.addbmm, t, (0, 5, 0), (0, 0, 6), test_out=True))
|
|
|
|
# matmul
|
|
self.assertEqual(torch.tensor(0., device=device), fn(torch.matmul, (0,), (0,)))
|
|
self.assertEqual(torch.tensor(0., device=device), fn(torch.matmul, (0,), (0,), test_out=True))
|
|
self.assertEqual((0, 0), fn(torch.matmul, (0, 0), (0, 0)).shape)
|
|
self.assertEqual((0, 0, 0), fn(torch.matmul, (0, 0, 0), (0, 0, 0)).shape)
|
|
self.assertEqual((5, 0, 0), fn(torch.matmul, (5, 0, 0), (5, 0, 0)).shape)
|
|
self.assertEqual(torch.zeros((5, 3, 4), device=device), fn(torch.matmul, (5, 3, 0), (5, 0, 4)))
|
|
self.assertEqual(torch.zeros((5, 3, 4), device=device), fn(torch.matmul, (5, 3, 0), (5, 0, 4), test_out=True))
|
|
|
|
# dot
|
|
self.assertEqual(torch.tensor(0., device=device), fn(torch.dot, (0,), (0,)))
|
|
self.assertEqual(torch.tensor(0., device=device), fn(torch.dot, (0,), (0,), test_out=True))
|
|
|
|
if torch._C.has_lapack:
|
|
# lu
|
|
A_LU, pivots = fn(torch.lu, (0, 5, 5))
|
|
self.assertEqual([(0, 5, 5), (0, 5)], [A_LU.shape, pivots.shape])
|
|
A_LU, pivots = fn(torch.lu, (0, 0, 0))
|
|
self.assertEqual([(0, 0, 0), (0, 0)], [A_LU.shape, pivots.shape])
|
|
A_LU, pivots = fn(torch.lu, (2, 0, 0))
|
|
self.assertEqual([(2, 0, 0), (2, 0)], [A_LU.shape, pivots.shape])
|
|
|
|
@skipCUDAIfRocm
|
|
@dtypesIfCUDA(torch.cfloat, torch.cdouble,
|
|
*torch.testing.get_all_fp_dtypes(include_half=not CUDA9, include_bfloat16=(CUDA11OrLater and SM53OrLater)))
|
|
@dtypes(*(set(torch.testing.get_all_dtypes()) - {torch.half, torch.bool}))
|
|
def test_blas_alpha_beta_empty(self, device, dtype):
|
|
# This test is disabled on CUDA 9 due to:
|
|
# See: https://github.com/pytorch/pytorch/issues/31006
|
|
if dtype is torch.bfloat16 and self.device_type == 'xla':
|
|
# TODO (@zasdfgbnm): this causes the following error on test
|
|
# TestTorchDeviceTypeXLA.test_blas_alpha_beta_empty_xla_bfloat16:
|
|
#
|
|
# RuntimeError: _th_equal not supported on CPUType for BFloat16
|
|
return
|
|
# ensure beta is respected
|
|
value = 11
|
|
input = torch.full((2,), value, dtype=dtype, device=device)
|
|
mat = torch.ones((2, 0), dtype=dtype, device=device)
|
|
vec = torch.ones((0,), dtype=dtype, device=device)
|
|
out = torch.empty((2,), dtype=dtype, device=device)
|
|
if dtype.is_complex:
|
|
alpha = 6 + 7j
|
|
beta = 3 + 4j
|
|
else:
|
|
alpha = 6
|
|
beta = 3
|
|
self.assertEqual(torch.full((2,), beta * value, dtype=dtype, device=device),
|
|
torch.addmv(input=input, mat=mat, vec=vec, alpha=alpha, beta=beta))
|
|
self.assertEqual(torch.full((2,), beta * value, dtype=dtype, device=device),
|
|
torch.addmv(input=input, mat=mat, vec=vec, alpha=alpha, beta=beta, out=out))
|
|
|
|
# torch.addmm
|
|
input = torch.full((2, 3), value, dtype=dtype, device=device)
|
|
mat2 = torch.ones((0, 3), dtype=dtype, device=device)
|
|
out = torch.empty((2, 3), dtype=dtype, device=device)
|
|
self.assertEqual(torch.full((2, 3), beta * value, dtype=dtype, device=device),
|
|
torch.addmm(input=input, mat1=mat, mat2=mat2, alpha=alpha, beta=beta))
|
|
self.assertEqual(torch.full((2, 3), beta * value, dtype=dtype, device=device),
|
|
torch.addmm(input=input, mat1=mat, mat2=mat2, alpha=alpha, beta=beta, out=out))
|
|
|
|
@dtypes(*(torch.testing.get_all_complex_dtypes() + torch.testing.get_all_fp_dtypes()))
|
|
def test_blas_nan_out(self, device, dtype):
|
|
# These functions should work correctly with NaN filled outputs,
|
|
# but need special handling, see [NOTE: cpu_zero]
|
|
b = 3
|
|
n = 5
|
|
m = 7
|
|
p = 11
|
|
|
|
# torch.mv
|
|
nm = torch.randn((m, n), device=device).t()
|
|
_m = torch.randn((), device=device).expand(m)
|
|
_m_out = torch.full((m,), float('nan'), device=device)
|
|
self.assertEqual(torch.mv(nm, _m), torch.mv(nm, _m, out=_m_out))
|
|
self.assertEqual(0, torch.isnan(torch.mv(nm, _m)).sum())
|
|
|
|
# torch.mm
|
|
mp = torch.randn((p, m), device=device).t()
|
|
np_out = torch.full((n, p), float('nan'), device=device)
|
|
self.assertEqual(torch.mm(nm, mp), torch.mm(nm, mp, out=np_out))
|
|
|
|
# torch.bmm
|
|
bnm = torch.randn((b, m, n), device=device).transpose(1, 2)
|
|
bmp = torch.randn((b, p, m), device=device).transpose(1, 2)
|
|
bnp_out = torch.full((b, n, p), float('nan'), device=device)
|
|
self.assertEqual(torch.bmm(bnm, bmp), torch.bmm(bnm, bmp, out=bnp_out))
|
|
|
|
@onlyCPU # not supported by CUBLAS
|
|
def test_blas_mv_large_input(self, device):
|
|
# This would previously fail if the allocated output had NaNs, see:
|
|
# https://github.com/pytorch/pytorch/issues/31663 and [NOTE: cpu_zero]
|
|
n = 3000
|
|
m = 200
|
|
|
|
nm = torch.randn((m, n), device=device).t()
|
|
_m = torch.randn((), device=device).expand(m)
|
|
_m_out = torch.full((m,), 0., device=device)
|
|
|
|
self.assertEqual(torch.mv(nm, _m), torch.mv(nm, _m, out=_m_out))
|
|
|
|
@onlyCPU
|
|
def test_renorm_ps(self, device):
|
|
# full reduction
|
|
x = torch.randn(5, 5)
|
|
xn = x.numpy()
|
|
for p in [1, 2, 3, 4, inf]:
|
|
res = x.renorm(p, 1, 1)
|
|
expected = x / x.norm(p, 0, keepdim=True).clamp(min=1)
|
|
self.assertEqual(res, expected, msg="renorm failed for {}-norm".format(p))
|
|
|
|
@skipCPUIfNoLapack
|
|
@skipCUDAIfNoCusolver
|
|
@skipCUDAIfRocm
|
|
@dtypes(torch.float32, torch.float64, torch.complex64, torch.complex128)
|
|
def test_householder_product(self, device, dtype):
|
|
def generate_reflectors_and_tau(A):
|
|
"""
|
|
This function uses numpy.linalg.qr with mode "raw" to extract output of LAPACK's geqrf.
|
|
There is torch.geqrf function but it doesn't work with complex-valued input.
|
|
"""
|
|
if A.numel() > 0:
|
|
A_cpu = A.cpu()
|
|
flattened_batch_shape = [-1, *A_cpu.shape[-2:]]
|
|
reflectors = torch.empty_like(A_cpu).view(*flattened_batch_shape)
|
|
tau_shape = [*A_cpu.shape[:-2], A_cpu.shape[-1]]
|
|
tau = torch.empty(tau_shape, dtype=dtype).view(-1, A_cpu.shape[-1])
|
|
for A_i, reflectors_i, tau_i in zip(A_cpu.contiguous().view(*flattened_batch_shape), reflectors, tau):
|
|
reflectors_tmp, tau_i[:] = map(torch.from_numpy, np.linalg.qr(A_i, mode='raw'))
|
|
reflectors_i[:] = reflectors_tmp.T
|
|
reflectors = reflectors.view(*A_cpu.shape)
|
|
tau = tau.view(tau_shape)
|
|
return reflectors.to(A.device), tau.to(A.device)
|
|
|
|
reflectors = torch.empty_like(A)
|
|
tau = torch.empty(*A.shape[:-2], A.shape[-1], dtype=dtype, device=device)
|
|
return reflectors, tau
|
|
|
|
def run_test(shape):
|
|
A = torch.randn(*shape, dtype=dtype, device=device)
|
|
reflectors, tau = generate_reflectors_and_tau(A)
|
|
expected, _ = torch.linalg.qr(A)
|
|
actual = torch.linalg.householder_product(reflectors, tau)
|
|
# torch.linalg.qr does not work correctly for zero batch dimension tensors
|
|
# see https://github.com/pytorch/pytorch/issues/50576
|
|
if (A.numel() > 0):
|
|
self.assertEqual(expected, actual)
|
|
else:
|
|
self.assertTrue(actual.shape == shape)
|
|
|
|
# if tau is empty and A is not the result should be a matrix with ones on the diagonal
|
|
if (A.numel() > 0):
|
|
tau_empty = torch.empty(*shape[:-2], 0, dtype=dtype, device=device)
|
|
identity_mat = torch.zeros_like(reflectors)
|
|
identity_mat.diagonal(dim1=-1, dim2=-2)[:] = 1
|
|
actual = torch.linalg.householder_product(reflectors, tau_empty)
|
|
self.assertEqual(actual, identity_mat)
|
|
|
|
out = torch.empty_like(A)
|
|
ans = torch.linalg.householder_product(reflectors, tau, out=out)
|
|
self.assertEqual(ans, out)
|
|
if (A.numel() > 0):
|
|
self.assertEqual(expected, out)
|
|
|
|
shapes = [(0, 0), (5, 0), # Empty matrix
|
|
(5, 5), (5, 3), # Single matrix
|
|
(0, 0, 0), (0, 5, 5), (0, 5, 3), # Zero batch dimension tensors
|
|
(2, 5, 5), (2, 5, 3), # 3-dim tensors
|
|
(2, 1, 5, 5), (2, 1, 5, 3)] # 4-dim tensors
|
|
for shape in shapes:
|
|
run_test(shape)
|
|
|
|
@skipCPUIfNoLapack
|
|
@skipCUDAIfNoCusolver
|
|
@skipCUDAIfRocm
|
|
def test_householder_product_errors_and_warnings(self, device):
|
|
test_cases = [
|
|
# input1 size, input2 size, error regex
|
|
((10,), (2,), r"input must have at least 2 dimensions"),
|
|
((10, 6), (20,), r"input.shape\[-1\] must be greater than or equal to tau.shape\[-1\]"),
|
|
((6, 10), (5,), r"input.shape\[-2\] must be greater than or equal to input.shape\[-1\]"),
|
|
]
|
|
for a_size, tau_size, error_regex in test_cases:
|
|
a = torch.rand(*a_size, device=device)
|
|
tau = torch.rand(*tau_size, device=device)
|
|
with self.assertRaisesRegex(RuntimeError, error_regex):
|
|
torch.linalg.householder_product(a, tau)
|
|
|
|
# if out tensor with wrong shape is passed a warning is given
|
|
reflectors = torch.randn(3, 3, device=device)
|
|
tau = torch.randn(3, device=device)
|
|
out = torch.empty(2, 3, device=device)
|
|
with warnings.catch_warnings(record=True) as w:
|
|
# Trigger warning
|
|
torch.linalg.householder_product(reflectors, tau, out=out)
|
|
# Check warning occurs
|
|
self.assertEqual(len(w), 1)
|
|
self.assertTrue("An output with one or more elements was resized" in str(w[-1].message))
|
|
|
|
# dtypes should be safely castable
|
|
out = torch.empty_like(reflectors).to(torch.int)
|
|
with self.assertRaisesRegex(RuntimeError, "but got result with dtype Int"):
|
|
torch.linalg.householder_product(reflectors, tau, out=out)
|
|
|
|
with self.assertRaisesRegex(RuntimeError, "tau dtype Int does not match input dtype"):
|
|
torch.linalg.householder_product(reflectors, tau.to(torch.int))
|
|
|
|
if torch.cuda.is_available():
|
|
# device of out and input should match
|
|
wrong_device = 'cpu' if self.device_type != 'cpu' else 'cuda'
|
|
out = torch.empty_like(reflectors).to(wrong_device)
|
|
with self.assertRaisesRegex(RuntimeError, "Expected result and input tensors to be on the same device"):
|
|
torch.linalg.householder_product(reflectors, tau, out=out)
|
|
|
|
# device of tau and input should match
|
|
wrong_device = 'cpu' if self.device_type != 'cpu' else 'cuda'
|
|
tau = tau.to(wrong_device)
|
|
with self.assertRaisesRegex(RuntimeError, "Expected input and tau to be on the same device"):
|
|
torch.linalg.householder_product(reflectors, tau)
|
|
|
|
@precisionOverride({torch.complex64: 5e-6})
|
|
@skipCUDAIfNoMagma
|
|
@skipCPUIfNoLapack
|
|
@dtypes(torch.double, torch.cfloat, torch.cdouble)
|
|
@skipCUDAIfRocm
|
|
def test_lu(self, device, dtype):
|
|
from torch.testing._internal.common_utils import random_matrix
|
|
|
|
def run_test(device, pivot):
|
|
def run_subtest(matrix_size, batches, device, pivot, singular=False, a=None):
|
|
if isinstance(matrix_size, int):
|
|
rows = columns = matrix_size
|
|
else:
|
|
rows, columns = matrix_size
|
|
if a is None:
|
|
a = random_matrix(rows, columns, *batches, **dict(singular=singular, dtype=dtype)).to(device)
|
|
a_LU_info, pivots_info, info_ = a.lu(pivot=pivot, get_infos=True)
|
|
self.assertEqual(a_LU_info.size(), torch.Size(batches + (rows, columns)))
|
|
self.assertEqual(pivots_info.size(), torch.Size(batches + (min(rows, columns),)))
|
|
self.assertEqual(info_.size(), torch.Size(batches))
|
|
# If a randomly generated input matrix is singular,
|
|
# then info_ contains indices i such that U[i, i] ==
|
|
# 0. This however conveys that the factorization was
|
|
# successful albeit with a singular input. Therefore,
|
|
# we require info.min() >= 0
|
|
self.assertGreaterEqual(info_.min(), 0)
|
|
a_LU, pivots = a.lu(pivot=pivot)
|
|
self.assertEqual(a_LU, a_LU_info)
|
|
self.assertEqual(pivots_info, pivots)
|
|
|
|
|
|
P, L, U = torch.lu_unpack(a_LU, pivots)
|
|
P_ = P.cpu().numpy()
|
|
L_ = L.cpu().numpy()
|
|
U_ = U.cpu().numpy()
|
|
|
|
self.assertEqual(np.matmul(P_, np.matmul(L_, U_)), a)
|
|
|
|
if self.device_type == 'cuda':
|
|
# lu without pivoting is implemented only for cuda device
|
|
a_LU_info_nopiv, nopiv, info_nopiv = a.lu(pivot=False, get_infos=True)
|
|
P_nopiv, L_nopiv, U_nopiv = torch.lu_unpack(a_LU_info_nopiv, nopiv)
|
|
P_nopiv_ = P_nopiv.cpu().numpy()
|
|
L_nopiv_ = L_nopiv.cpu().numpy()
|
|
U_nopiv_ = U_nopiv.cpu().numpy()
|
|
|
|
self.assertEqual(np.matmul(P_nopiv_, np.matmul(L_nopiv_, U_nopiv_)), a)
|
|
|
|
k = min(rows, columns)
|
|
self.assertEqual(nopiv, torch.arange(1, 1 + k, device=device, dtype=torch.int32).expand(a.shape[:-2] + (k, )))
|
|
if not singular:
|
|
# It is not guaranteed that LU factorization
|
|
# without pivoting is able to determine if a
|
|
# matrix is singular while LU factorization
|
|
# with pivoting is. Therefore, we require the
|
|
# equality of info-s only for non-singular
|
|
# matrices.
|
|
# NOTE: infor_ is reshaped because info_nopiv might have
|
|
# squashed batch dimensions for complex types on CUDA,
|
|
# see the TODOs above.
|
|
self.assertEqual(info_.reshape(info_nopiv.shape), info_nopiv)
|
|
|
|
for ms, batch in itertools.product([3, 5, 7, (4, 2), (3, 4)], [(), (2,), (3,), (3, 5)]):
|
|
run_subtest(ms, batch, device, pivot)
|
|
run_subtest(ms, batch, device, pivot, singular=True)
|
|
|
|
# Reproducer of a magma bug, see https://bitbucket.org/icl/magma/issues/13/getrf_batched-kernel-produces-nans-on
|
|
a = torch.ones(batch + (ms if isinstance(ms, tuple) else (ms, ms)), dtype=torch.double, device=device)
|
|
run_subtest(ms, batch, device, pivot, singular=True, a=a)
|
|
|
|
# Info should be positive for rank deficient matrices
|
|
a = torch.ones(5, 3, 3, device=device)
|
|
self.assertGreater(a.lu(pivot=pivot, get_infos=True)[2][0], 0)
|
|
|
|
run_test(device, True)
|
|
|
|
if self.device_type == 'cpu':
|
|
# Error checking, no pivoting variant on CPU
|
|
with self.assertRaisesRegex(RuntimeError, 'lu without pivoting is not implemented on the CPU'):
|
|
torch.lu(torch.empty(1, 2, 2), pivot=False)
|
|
else:
|
|
run_test(device, False)
|
|
|
|
@skipCPUIfNoLapack
|
|
@skipCUDAIfNoMagma
|
|
@dtypes(torch.double)
|
|
@skipCUDAIfRocm
|
|
def test_lu_unpack(self, device, dtype):
|
|
def run_test(pivot):
|
|
for shape in ((3, 3), (5, 3, 3), (7, 3, 5, 5), (7, 5, 3, 3, 3)):
|
|
a = torch.randn(*shape, dtype=dtype, device=device)
|
|
a_lu, p = torch.lu(a, pivot=pivot)
|
|
p_ref, l_ref, u_ref = torch.lu_unpack(a_lu, p)
|
|
self.assertEqual(p_ref.matmul(l_ref.matmul(u_ref)), a)
|
|
|
|
run_test(True)
|
|
|
|
if self.device_type == 'cuda':
|
|
run_test(False)
|
|
|
|
@skipCUDAIfNoMagma
|
|
@skipCPUIfNoLapack
|
|
@dtypes(torch.double)
|
|
@skipCUDAIfRocm
|
|
def test_lobpcg_basic(self, device, dtype):
|
|
self._test_lobpcg_method(device, dtype, 'basic')
|
|
|
|
@skipCUDAIfNoMagma
|
|
@skipCPUIfNoLapack
|
|
@dtypes(torch.double)
|
|
@skipCUDAIfRocm
|
|
def test_lobpcg_ortho(self, device, dtype):
|
|
self._test_lobpcg_method(device, dtype, 'ortho')
|
|
|
|
def _test_lobpcg_method(self, device, dtype, method):
|
|
from torch.testing._internal.common_utils import random_symmetric_pd_matrix, random_sparse_pd_matrix
|
|
from torch._linalg_utils import matmul, qform
|
|
from torch._lobpcg import lobpcg
|
|
|
|
def test_tracker(worker):
|
|
k = worker.iparams['k']
|
|
nc = worker.ivars['converged_count']
|
|
if k <= nc:
|
|
tol = worker.fparams['tol']
|
|
rerr = worker.tvars['rerr']
|
|
X = worker.X
|
|
E = worker.E
|
|
B = worker.B
|
|
A = worker.A
|
|
dtype = X.dtype
|
|
device = X.device
|
|
|
|
# Check convergence
|
|
self.assertLessEqual(rerr[:k].max(), tol)
|
|
|
|
# Check B-orthogonality
|
|
I = torch.eye(k, k, dtype=dtype, device=device)
|
|
self.assertEqual(qform(B, X[:, :k]), I)
|
|
|
|
# Check block equation
|
|
self.assertEqual(qform(A, X[:, :k]) / E[:k], I, atol=0.2, rtol=0)
|
|
|
|
orig_lobpcg = lobpcg
|
|
|
|
def lobpcg(*args, **kwargs):
|
|
kwargs['tracker'] = test_tracker
|
|
kwargs['niter'] = 1000
|
|
kwargs['method'] = method
|
|
kwargs['tol'] = 1e-8
|
|
return orig_lobpcg(*args, **kwargs)
|
|
prec = 5e-4
|
|
|
|
# check dense input
|
|
mm = torch.matmul
|
|
for batches in [(), (2,), (2, 3)]:
|
|
for m, n, k in [
|
|
(9, 3, 1),
|
|
(9, 3, 2),
|
|
(9, 2, 2),
|
|
(100, 15, 5),
|
|
]:
|
|
# skip tests that are known to fail with the basic
|
|
# LOBPCG method due to calling cholesky on singular
|
|
# input
|
|
if method == 'basic' and (m, n, k) in [(9, 2, 2), (100, 15, 5)]:
|
|
continue
|
|
A = random_symmetric_pd_matrix(m, *batches, device=device, dtype=dtype)
|
|
B = random_symmetric_pd_matrix(m, *batches, device=device, dtype=dtype)
|
|
|
|
# classical eigenvalue problem, smallest eigenvalues
|
|
E, V = lobpcg(A, k=k, n=n, largest=False)
|
|
self.assertEqual(E.shape, batches + (k,))
|
|
self.assertEqual(V.shape, batches + (m, k))
|
|
self.assertEqual(matmul(A, V), mm(V, E.diag_embed()), atol=prec, rtol=0)
|
|
e = torch.symeig(A)[0]
|
|
e_smallest = e[..., :k]
|
|
self.assertEqual(E, e_smallest)
|
|
|
|
# classical eigenvalue problem, largest eigenvalues
|
|
E, V = lobpcg(A, k=k, n=n, largest=True)
|
|
e_largest, _ = torch.sort(e[..., -k:], descending=True)
|
|
self.assertEqual(E, e_largest, atol=prec, rtol=0)
|
|
self.assertEqual(matmul(A, V), mm(V, E.diag_embed()), atol=prec, rtol=0)
|
|
|
|
# generalized eigenvalue problem, smallest eigenvalues
|
|
E, V = lobpcg(A, B=B, k=k, n=n, largest=False)
|
|
self.assertEqual(matmul(A, V), mm(matmul(B, V), E.diag_embed()), atol=prec, rtol=0)
|
|
|
|
# generalized eigenvalue problem, largest eigenvalues
|
|
E, V = lobpcg(A, B=B, k=k, n=n, largest=True)
|
|
self.assertEqual(matmul(A, V) / E.max(), mm(matmul(B, V), (E / E.max()).diag_embed()),
|
|
atol=prec, rtol=0)
|
|
|
|
# check sparse input
|
|
for m, n, k, density in [
|
|
(5, 1, 1, 0.8),
|
|
(9, 3, 2, 0.5),
|
|
(100, 1, 1, 0.1),
|
|
(1000, 7, 3, 0.01),
|
|
]:
|
|
# skip tests that are known to fail with the basic LOBCG
|
|
# method due to insufficient accuracy
|
|
if method == 'basic' and (m, n, k, density) in [(1000, 7, 3, 0.01)]:
|
|
continue
|
|
A = random_sparse_pd_matrix(m, density=density, device=device, dtype=dtype)
|
|
B = random_sparse_pd_matrix(m, density=density, device=device, dtype=dtype)
|
|
A_eigenvalues = torch.arange(1, m + 1, dtype=dtype) / m
|
|
e_smallest = A_eigenvalues[..., :k]
|
|
e_largest, _ = torch.sort(A_eigenvalues[..., -k:], descending=True)
|
|
|
|
# classical eigenvalue problem, smallest eigenvalues
|
|
E, V = lobpcg(A, k=k, n=n, largest=False)
|
|
self.assertEqual(E, e_smallest)
|
|
self.assertEqual(matmul(A, V), mm(V, E.diag_embed()), atol=prec, rtol=0)
|
|
|
|
# classical eigenvalue problem, largest eigenvalues
|
|
E, V = lobpcg(A, k=k, n=n, largest=True)
|
|
self.assertEqual(matmul(A, V), mm(V, E.diag_embed()), atol=prec, rtol=0)
|
|
self.assertEqual(E, e_largest)
|
|
|
|
# generalized eigenvalue problem, smallest eigenvalues
|
|
E, V = lobpcg(A, B=B, k=k, n=n, largest=False)
|
|
self.assertEqual(matmul(A, V), matmul(B, mm(V, E.diag_embed())), atol=prec, rtol=0)
|
|
|
|
# generalized eigenvalue problem, largest eigenvalues
|
|
E, V = lobpcg(A, B=B, k=k, n=n, largest=True)
|
|
self.assertEqual(matmul(A, V) / E.max(), mm(matmul(B, V), (E / E.max()).diag_embed()),
|
|
atol=prec, rtol=0)
|
|
|
|
@skipCPUIfNoLapack
|
|
@onlyCPU
|
|
@dtypes(torch.double)
|
|
def test_lobpcg_torchscript(self, device, dtype):
|
|
from torch.testing._internal.common_utils import random_sparse_pd_matrix
|
|
from torch._linalg_utils import matmul as mm
|
|
|
|
lobpcg = torch.jit.script(torch.lobpcg)
|
|
|
|
m = 500
|
|
k = 5
|
|
A1 = random_sparse_pd_matrix(m, density=2.0 / m, device=device, dtype=dtype)
|
|
X1 = torch.randn((m, k), dtype=dtype, device=device)
|
|
E1, V1 = lobpcg(A1, X=X1)
|
|
eq_err = torch.norm((mm(A1, V1) - V1 * E1), 2) / E1.max()
|
|
self.assertLess(eq_err, 1e-6)
|
|
|
|
@unittest.skipIf(not TEST_SCIPY or (TEST_SCIPY and scipy.__version__ < '1.4.1'), "Scipy not found or older than 1.4.1")
|
|
@skipCPUIfNoLapack
|
|
@onlyCPU
|
|
@dtypes(torch.double)
|
|
def test_lobpcg_scipy(self, device, dtype):
|
|
"""Compare torch and scipy.sparse.linalg implementations of lobpcg
|
|
"""
|
|
import time
|
|
from torch.testing._internal.common_utils import random_sparse_pd_matrix
|
|
from torch._linalg_utils import matmul as mm
|
|
from scipy.sparse.linalg import lobpcg as scipy_lobpcg
|
|
import scipy.sparse
|
|
|
|
def toscipy(A):
|
|
if A.layout == torch.sparse_coo:
|
|
values = A.coalesce().values().cpu().numpy().copy()
|
|
indices = A.coalesce().indices().cpu().numpy().copy()
|
|
return scipy.sparse.coo_matrix((values, (indices[0], indices[1])), A.shape)
|
|
return A.cpu().numpy().copy()
|
|
|
|
niter = 1000
|
|
repeat = 10
|
|
m = 500 # size of the square matrix
|
|
k = 7 # the number of requested eigenpairs
|
|
A1 = random_sparse_pd_matrix(m, density=2.0 / m, device=device, dtype=dtype)
|
|
B1 = random_sparse_pd_matrix(m, density=2.0 / m, device=device, dtype=dtype)
|
|
X1 = torch.randn((m, k), dtype=dtype, device=device)
|
|
|
|
A2 = toscipy(A1)
|
|
B2 = toscipy(B1)
|
|
X2 = toscipy(X1)
|
|
|
|
lambdas1 = []
|
|
|
|
def tracker(worker):
|
|
lambdas1.append(worker.E[:])
|
|
|
|
tol = 1e-8
|
|
# tol for scipy lobpcg will be choosed so that the number of
|
|
# iterations will be equal or very close to pytorch lobpcg
|
|
# (that is around 170-180)
|
|
|
|
# Standard eigenvalue problem
|
|
E1, V1 = torch.lobpcg(A1, X=X1, niter=niter, largest=True, tracker=tracker, tol=tol)
|
|
E2, V2, lambdas2 = scipy_lobpcg(A2, X2, maxiter=niter, largest=True, retLambdaHistory=True, tol=1.1 * tol)
|
|
iters1 = len(lambdas1)
|
|
iters2 = len(lambdas2)
|
|
self.assertLess(abs(iters1 - iters2), 0.05 * max(iters1, iters2))
|
|
|
|
E2a, V2a = scipy_lobpcg(A2, X2, maxiter=niter, largest=False)
|
|
|
|
eq_err = torch.norm((mm(A1, V1) - V1 * E1), 2) / E1.max()
|
|
eq_err_scipy = (abs(A2.dot(V2) - V2 * E2)**2).sum() ** 0.5 / E2.max()
|
|
self.assertLess(eq_err, 1e-6) # std
|
|
self.assertLess(eq_err_scipy, 1e-6) # std
|
|
|
|
self.assertEqual(E1, torch.from_numpy(E2.copy()))
|
|
|
|
# Generalized eigenvalue problem
|
|
lambdas1 = []
|
|
|
|
def tracker(worker):
|
|
lambdas1.append(worker.E[:])
|
|
|
|
E1, V1 = torch.lobpcg(A1, B=B1, X=X1, niter=niter, largest=True, tracker=tracker, tol=tol)
|
|
E2, V2, lambdas2 = scipy_lobpcg(A2, X2, B=B2, maxiter=niter, largest=True, retLambdaHistory=True, tol=39 * tol)
|
|
E2a, V2a = scipy_lobpcg(A2, X2, B=B2, maxiter=niter, largest=False)
|
|
iters1 = len(lambdas1)
|
|
iters2 = len(lambdas2)
|
|
self.assertLess(abs(iters1 - iters2), 0.05 * max(iters1, iters2))
|
|
|
|
eq_err = torch.norm((mm(A1, V1) - mm(B1, V1) * E1), 2) / E1.max()
|
|
eq_err_scipy = (abs(A2.dot(V2) - B2.dot(V2) * E2)**2).sum() ** 0.5 / E2.max()
|
|
self.assertLess(eq_err, 1e-6) # general
|
|
self.assertLess(eq_err_scipy, 1e-6) # general
|
|
|
|
self.assertEqual(E1, torch.from_numpy(E2.copy()))
|
|
|
|
# Timings
|
|
elapsed_ortho = 0
|
|
elapsed_ortho_general = 0
|
|
elapsed_scipy = 0
|
|
elapsed_general_scipy = 0
|
|
for i in range(repeat):
|
|
start = time.time()
|
|
torch.lobpcg(A1, X=X1, niter=niter, method='ortho', tol=tol)
|
|
end = time.time()
|
|
elapsed_ortho += end - start
|
|
|
|
start = time.time()
|
|
torch.lobpcg(A1, X=X1, B=B1, niter=niter, method='ortho', tol=tol)
|
|
end = time.time()
|
|
elapsed_ortho_general += end - start
|
|
|
|
start = time.time()
|
|
scipy_lobpcg(A2, X2, maxiter=niter, tol=1.1 * tol)
|
|
end = time.time()
|
|
elapsed_scipy += end - start
|
|
|
|
start = time.time()
|
|
scipy_lobpcg(A2, X2, B=B2, maxiter=niter, tol=39 * tol)
|
|
end = time.time()
|
|
elapsed_general_scipy += end - start
|
|
|
|
elapsed_ortho_ms = 1000.0 * elapsed_ortho / repeat
|
|
elapsed_ortho_general_ms = 1000.0 * elapsed_ortho_general / repeat
|
|
elapsed_scipy_ms = 1000.0 * elapsed_scipy / repeat
|
|
elapsed_general_scipy_ms = 1000.0 * elapsed_general_scipy / repeat
|
|
|
|
print('''
|
|
CPU timings: torch.lobpcg vs scipy.sparse.linalg.lobpcg
|
|
-------------------------------------------------------
|
|
| standard | generalized | method
|
|
torch.lobpcg | {:10.2f} | {:10.2f} | ortho
|
|
scipy_lobpcg | {:10.2f} | {:10.2f} | N/A
|
|
-(input size: {:4}, eigenpairs:{:2}, units: ms per call)-
|
|
'''.format(elapsed_ortho_ms, elapsed_ortho_general_ms,
|
|
elapsed_scipy_ms, elapsed_general_scipy_ms,
|
|
m, k))
|
|
|
|
# Handling of very small tolerence
|
|
tol = 1e-100
|
|
|
|
lambdas1 = []
|
|
|
|
def tracker(worker):
|
|
lambdas1.append(worker.E[:])
|
|
|
|
E1, V1 = torch.lobpcg(A1, X=X1, niter=niter, largest=True, tracker=tracker, tol=tol)
|
|
iters1 = len(lambdas1)
|
|
eq_err = torch.norm((mm(A1, V1) - V1 * E1), 2) / E1.max()
|
|
|
|
try:
|
|
E2, V2, lambdas2 = scipy_lobpcg(A2, X2, maxiter=niter, largest=True, retLambdaHistory=True, tol=tol)
|
|
iters2 = len(lambdas2)
|
|
eq_err_scipy = (abs(A2.dot(V2) - V2 * E2)**2).sum() ** 0.5 / E2.max()
|
|
except Exception as msg:
|
|
print('Calling scipy_lobpcg failed [standard]:', msg)
|
|
iters2 = -1
|
|
eq_err_scipy = -1
|
|
|
|
lambdas1 = []
|
|
|
|
def tracker(worker):
|
|
lambdas1.append(worker.E[:])
|
|
|
|
E1, V1 = torch.lobpcg(A1, X=X1, B=B1, niter=niter, largest=True, tracker=tracker, tol=tol)
|
|
iters1_general = len(lambdas1)
|
|
eq_err_general = torch.norm((mm(A1, V1) - mm(B1, V1) * E1), 2) / E1.max()
|
|
|
|
try:
|
|
E2, V2, lambdas2 = scipy_lobpcg(A2, X2, B=B2, maxiter=niter, largest=True, retLambdaHistory=True, tol=tol)
|
|
iters2_general = len(lambdas2)
|
|
eq_err_general_scipy = (abs(A2.dot(V2) - B2.dot(V2) * E2)**2).sum() ** 0.5 / E2.max()
|
|
except Exception as msg:
|
|
print('Calling scipy_lobpcg failed [generalized]:', msg)
|
|
iters2_general = -1
|
|
eq_err_general_scipy = -1
|
|
|
|
print('''\
|
|
Handling of small tol={:6.0e}: torch.lobpcg vs scipy.sparse.linalg.lobpcg
|
|
----------------------------------------------------------------------------
|
|
| standard | generalized | niter | method
|
|
torch.lobpcg | {:10.2e} | {:10.2e} | {:6} | ortho
|
|
scipy_lobpcg | {:10.2e} | {:10.2e} | {:6} | N/A
|
|
---(input size: {:4}, eigenpairs:{:2}, units: relative error, maxiter={:4})---
|
|
'''.format(tol, eq_err, eq_err_general, iters1, eq_err_scipy, eq_err_general_scipy, iters2, m, k, niter))
|
|
|
|
def _test_addmm_addmv(self, f, t, m, v, *, alpha=None, beta=None, transpose_out=False):
|
|
dtype = t.dtype
|
|
numpy_dtype = dtype
|
|
if dtype in {torch.bfloat16}:
|
|
numpy_dtype = torch.float
|
|
if dtype.is_complex:
|
|
alpha = 0.9 + 0.3j if alpha is None else alpha
|
|
beta = 0.5 + 0.6j if beta is None else beta
|
|
else:
|
|
alpha = 1.2 if alpha is None else alpha
|
|
beta = 0.8 if beta is None else beta
|
|
res1 = f(t, m, v, alpha=alpha, beta=beta)
|
|
res2 = torch.full_like(res1, math.nan)
|
|
if transpose_out:
|
|
res2 = res2.t().clone(memory_format=torch.contiguous_format).t()
|
|
f(t, m, v, alpha=alpha, beta=beta, out=res2)
|
|
res3 = alpha * (m.to(numpy_dtype).cpu().numpy() @ v.to(numpy_dtype).cpu().numpy())
|
|
if beta != 0:
|
|
res3 += (beta * t).to(numpy_dtype).cpu().numpy()
|
|
res3 = torch.from_numpy(res3).to(dtype)
|
|
self.assertEqual(res1, res2)
|
|
self.assertEqual(res1, res3)
|
|
|
|
@precisionOverride({torch.bfloat16: 1e-0, torch.half: 5e-4, torch.float: 1e-4, torch.double: 1e-8,
|
|
torch.cfloat: 1e-4, torch.cdouble: 1e-8})
|
|
@dtypesIfCUDA(*torch.testing.get_all_complex_dtypes(),
|
|
*torch.testing.get_all_fp_dtypes(include_bfloat16=(TEST_WITH_ROCM or (CUDA11OrLater and SM53OrLater)),
|
|
include_half=(not TEST_WITH_ROCM)))
|
|
@dtypes(torch.bfloat16, torch.float, torch.double, torch.cfloat, torch.cdouble)
|
|
def test_addmv(self, device, dtype):
|
|
# have to use torch.randn(...).to(bfloat16) instead of
|
|
# torch.randn(..., dtype=bfloat16). randn does not support
|
|
# bfloat16 yet.
|
|
ts = [
|
|
torch.randn(10, device=device).to(dtype),
|
|
torch.randn(1, device=device).to(dtype).expand(10),
|
|
]
|
|
vs = [
|
|
torch.randn(100, device=device).to(dtype),
|
|
torch.ones(1, device=device).to(dtype).expand(100), # to reduce errors for low precision
|
|
]
|
|
ms = [
|
|
# 0d
|
|
torch.ones((), device=device).to(dtype).expand(10, 100), # to reduce errors for low precision
|
|
# 1d
|
|
torch.randn((1, 100), device=device).to(dtype).expand(10, 100),
|
|
# this initialization reduces errors for low precision for broadcasted matrices
|
|
# by making sure that intermediate and result values are exactly representable
|
|
# in low precision type
|
|
torch.randint(3, (10, 1), dtype=torch.float, device=device).to(dtype).expand(10, 100),
|
|
# 2d
|
|
torch.randn((10, 100), device=device).to(dtype),
|
|
torch.randn((100, 10), device=device).to(dtype).t(),
|
|
]
|
|
for m, v, t in itertools.product(ms, vs, ts):
|
|
self._test_addmm_addmv(torch.addmv, t, m, v)
|
|
# Test beta=0, t=nan
|
|
t = torch.full((10,), math.nan, device=device).to(dtype)
|
|
for m, v in itertools.product(ms, vs):
|
|
self._test_addmm_addmv(torch.addmv, t, m, v, beta=0)
|
|
|
|
@dtypesIfCUDA(*torch.testing.get_all_fp_dtypes(include_bfloat16=(TEST_WITH_ROCM or (CUDA11OrLater and SM53OrLater))))
|
|
@dtypes(torch.float, torch.double)
|
|
def test_addmv_rowmajor_colmajor_incx_incy_lda(self, device, dtype):
|
|
# tests (o, s)*(s). o is output size, s is summed size.
|
|
o = 5
|
|
s = 3
|
|
a_data = torch.arange(1, o * s + 1, device=device, dtype=dtype).view(o, s)
|
|
x_data = torch.arange(1, s + 1, 1, device=device, dtype=dtype)
|
|
y_data = torch.ones(o, device=device, dtype=dtype)
|
|
control = torch.tensor([15., 33., 51., 69., 87.], device=device, dtype=dtype)
|
|
|
|
def _test(row_major, incx, incy, lda_tail):
|
|
if row_major:
|
|
a_storage = torch.full((o, s + lda_tail), float('nan'), device=device, dtype=dtype)
|
|
else:
|
|
a_storage = torch.full((s, o + lda_tail), float('nan'), device=device, dtype=dtype).permute(1, 0)
|
|
a = a_storage[:o, :s].copy_(a_data)
|
|
|
|
x_storage = torch.full((s, incx), float('nan'), device=device, dtype=dtype)
|
|
x = x_storage[:, 0].copy_(x_data)
|
|
|
|
y_storage = torch.full((o, incy), float('nan'), device=device, dtype=dtype)
|
|
y = y_storage[:, 0].copy_(y_data)
|
|
|
|
self._test_addmm_addmv(torch.addmv, y, a, x)
|
|
|
|
for row_major, incx, incy, lda_tail in itertools.product((False, True), (1, 2), (1, 2), (0, 1)):
|
|
_test(row_major, incx, incy, lda_tail)
|
|
|
|
@precisionOverride({torch.double: 1e-8, torch.float: 1e-4, torch.bfloat16: 0.6,
|
|
torch.half: 1e-1, torch.cfloat: 1e-4, torch.cdouble: 1e-8})
|
|
@dtypesIfCUDA(*torch.testing.get_all_complex_dtypes(),
|
|
*torch.testing.get_all_fp_dtypes(include_bfloat16=(TEST_WITH_ROCM or (CUDA11OrLater and SM53OrLater))))
|
|
@dtypes(*torch.testing.get_all_complex_dtypes(), *torch.testing.get_all_fp_dtypes())
|
|
@tf32_on_and_off(0.05)
|
|
def test_addmm(self, device, dtype):
|
|
M = torch.randn(10, 25, device=device).to(dtype)
|
|
m1 = torch.randn(10, 50, device=device).to(dtype)
|
|
m2 = torch.randn(50, 25, device=device).to(dtype)
|
|
self._test_addmm_addmv(torch.addmm, M, m1, m2)
|
|
|
|
# Test 0-strided
|
|
M = torch.randn(10, 1, device=device).to(dtype).expand(10, 25)
|
|
m1 = torch.randn(10, 1, device=device).to(dtype).expand(10, 50)
|
|
m2 = torch.randn(50, 25, device=device).to(dtype)
|
|
self._test_addmm_addmv(torch.addmm, M, m1, m2)
|
|
|
|
# Test beta=0, M=nan
|
|
M = torch.full((10, 25), math.nan, device=device).to(dtype)
|
|
m1 = torch.randn(10, 50, device=device).to(dtype)
|
|
m2 = torch.randn(50, 25, device=device).to(dtype)
|
|
self._test_addmm_addmv(torch.addmm, M, m1, m2, beta=0)
|
|
|
|
# Test transpose
|
|
for t1, t2, t3, t4 in itertools.product([True, False], repeat=4):
|
|
def maybe_transpose(cond, m):
|
|
if not cond:
|
|
return m
|
|
return m.t().clone(memory_format=torch.contiguous_format).t()
|
|
|
|
M = maybe_transpose(t1, torch.randn(10, 25, device=device).to(dtype))
|
|
m1 = maybe_transpose(t2, torch.randn(10, 50, device=device).to(dtype))
|
|
m2 = maybe_transpose(t3, torch.randn(50, 25, device=device).to(dtype))
|
|
self._test_addmm_addmv(torch.addmm, M, m1, m2, transpose_out=t4)
|
|
|
|
@dtypes(torch.float, torch.double)
|
|
@dtypesIfCUDA(*([torch.float, torch.double] + torch.testing.get_all_complex_dtypes()))
|
|
@tf32_on_and_off(0.005)
|
|
def test_addmm_sizes(self, device, dtype):
|
|
for m in [0, 1, 25]:
|
|
for n in [0, 1, 10]:
|
|
for k in [0, 1, 8]:
|
|
M = torch.randn(n, m, device=device).to(dtype)
|
|
m1 = torch.randn(n, k, device=device).to(dtype)
|
|
m2 = torch.randn(k, m, device=device).to(dtype)
|
|
self._test_addmm_addmv(torch.addmm, M, m1, m2)
|
|
|
|
@unittest.skipIf(IS_FBCODE and IS_REMOTE_GPU, "cublas runtime error")
|
|
@onlyCUDA
|
|
def test_matmul_45724(self, device):
|
|
# https://github.com/pytorch/pytorch/issues/45724
|
|
a = torch.rand(65537, 22, 64, device=device, dtype=torch.half)
|
|
b = torch.rand(65537, 64, 22, device=device, dtype=torch.half)
|
|
c = torch.full((65537, 22, 22), math.nan, dtype=torch.half, device=device)
|
|
cpu_result = torch.matmul(a.cpu().float(), b.cpu().float()).cuda().half()
|
|
torch.matmul(a, b, out=c)
|
|
self.assertEqual(c, cpu_result)
|
|
|
|
@slowTest
|
|
@onlyOnCPUAndCUDA
|
|
@dtypes(torch.float32, torch.float64, torch.bfloat16, torch.int32, torch.int64, torch.cfloat, torch.cdouble)
|
|
@dtypesIfCUDA(torch.float32, torch.float64, torch.cfloat, torch.cdouble)
|
|
@tf32_on_and_off(0.01)
|
|
def test_mm(self, device, dtype):
|
|
def _test_mm(n, m, p, dtype, genf):
|
|
# helper function
|
|
def matrixmultiply(mat1, mat2):
|
|
n = mat1.size(0)
|
|
m = mat1.size(1)
|
|
p = mat2.size(1)
|
|
res = torch.zeros(n, p, dtype=dtype, device=device)
|
|
for i, j in iter_indices(res):
|
|
res[i, j] = sum(mat1[i, k] * mat2[k, j] for k in range(m))
|
|
return res
|
|
|
|
# contiguous case
|
|
mat1 = genf(n, m)
|
|
mat2 = genf(m, p)
|
|
res = torch.mm(mat1, mat2)
|
|
|
|
res2 = matrixmultiply(mat1, mat2)
|
|
self.assertEqual(res, res2)
|
|
|
|
# non contiguous case 1
|
|
mat1 = genf(n, m)
|
|
mat2 = genf(p, m).t()
|
|
res = torch.mm(mat1, mat2)
|
|
|
|
res2 = matrixmultiply(mat1, mat2)
|
|
self.assertEqual(res, res2)
|
|
|
|
# non contiguous case 2
|
|
mat1 = genf(m, n).t()
|
|
mat2 = genf(m, p)
|
|
res = torch.mm(mat1, mat2)
|
|
|
|
res2 = matrixmultiply(mat1, mat2)
|
|
self.assertEqual(res, res2)
|
|
|
|
# non contiguous case 3
|
|
mat1 = genf(m, n).t()
|
|
mat2 = genf(p, m).t()
|
|
res = torch.mm(mat1, mat2)
|
|
|
|
res2 = matrixmultiply(mat1, mat2)
|
|
self.assertEqual(res, res2)
|
|
|
|
# test with zero stride
|
|
mat1 = genf(n, m)
|
|
mat2 = genf(m, 1).expand(m, p)
|
|
res = torch.mm(mat1, mat2)
|
|
|
|
res2 = matrixmultiply(mat1, mat2)
|
|
self.assertEqual(res, res2)
|
|
|
|
# explicitly exercise the _out variant in torch.mm().
|
|
# contiguous case
|
|
mat1 = genf(n, m)
|
|
mat2 = genf(m, p)
|
|
res = genf(n, p)
|
|
torch.mm(mat1, mat2, out=res)
|
|
|
|
res2 = matrixmultiply(mat1, mat2)
|
|
self.assertEqual(res, res2)
|
|
|
|
# explicitly exercise the _out variant in torch.mm().
|
|
# non contiguous case 3
|
|
mat1 = genf(m, n).t()
|
|
mat2 = genf(p, m).t()
|
|
res = genf(n, p)
|
|
torch.mm(mat1, mat2, out=res)
|
|
|
|
res2 = matrixmultiply(mat1, mat2)
|
|
self.assertEqual(res, res2)
|
|
|
|
def genf_int(x, y):
|
|
return torch.randint(0, 100, (x, y), dtype=dtype, device=device)
|
|
|
|
def genf_bfloat(x, y):
|
|
return torch.randn(x, y, dtype=torch.float32, device=device).to(dtype)
|
|
|
|
def genf_float(x, y):
|
|
return torch.randn(x, y, dtype=dtype, device=device)
|
|
|
|
for (n, m, p) in [(20, 10, 5), (15, 5, 10), (5, 18, 10)]:
|
|
if (dtype == torch.int32) or (dtype == torch.int64):
|
|
genf = genf_int
|
|
elif (dtype == torch.bfloat16):
|
|
genf = genf_bfloat
|
|
else:
|
|
genf = genf_float
|
|
|
|
_test_mm(n, m, p, dtype, genf)
|
|
|
|
@onlyOnCPUAndCUDA
|
|
@dtypes(torch.float32, torch.float64)
|
|
def test_strided_mm_bmm(self, device, dtype):
|
|
# Tests strided view case with stride smaller than corresponding dimension size
|
|
x = torch.tensor([[1., 2., 3.], [4., 5., 6.]], dtype=dtype, device=device)
|
|
new_shape = [2, 2, 2]
|
|
new_stride = [3, 1, 1]
|
|
sx = torch.as_strided(x, size=new_shape, stride=new_stride)
|
|
|
|
torch_fn = lambda x: torch.bmm(x, x) # noqa: E731
|
|
np_fn = lambda x: np.matmul(x, x) # noqa: E731
|
|
self.compare_with_numpy(torch_fn, np_fn, sx)
|
|
|
|
torch_fn = lambda x: torch.mm(x, x) # noqa: E731
|
|
self.compare_with_numpy(torch_fn, np_fn, sx[0])
|
|
|
|
@precisionOverride({torch.half: 0.05, torch.bfloat16: 0.05})
|
|
@skipCUDAIf(torch.version.cuda == "10.1", "flaky on CUDA 10.1")
|
|
@onlyOnCPUAndCUDA
|
|
@dtypes(*torch.testing.get_all_fp_dtypes(), *torch.testing.get_all_complex_dtypes())
|
|
@tf32_on_and_off(0.05)
|
|
def test_bmm(self, device, dtype):
|
|
if self.device_type == 'cuda' and dtype is torch.bfloat16 and CUDA11OrLater and not SM53OrLater:
|
|
# cuBLAS does not guarantee BFloat16 support on SM < 53.
|
|
# So on PyTorch, we consider BFloat16 support on SM < 53 as
|
|
# undefined bahavior
|
|
return
|
|
|
|
batch_sizes = [1, 10]
|
|
M, N, O = 23, 8, 12
|
|
numpy_dtype = dtype if dtype != torch.bfloat16 else torch.float32
|
|
|
|
is_supported = True
|
|
if dtype == torch.bfloat16 and self.device_type == 'cuda':
|
|
is_supported = TEST_WITH_ROCM or (CUDA11OrLater and SM53OrLater)
|
|
|
|
if not is_supported:
|
|
for num_batches in batch_sizes:
|
|
b1 = torch.randn(num_batches, M, N, device=device).to(dtype)
|
|
b2 = torch.randn(num_batches, N, O, device=device).to(dtype)
|
|
self.assertRaisesRegex(RuntimeError, "type|Type|not implemented|CUBLAS_STATUS_NOT_SUPPORTED",
|
|
lambda: torch.bmm(b1, b2))
|
|
return
|
|
|
|
def invert_perm(p):
|
|
d = {x: i for i, x in enumerate(p)}
|
|
return (d[0], d[1], d[2])
|
|
|
|
def generate_inputs(num_batches):
|
|
# transposed tensors
|
|
for perm1, perm2 in itertools.product(itertools.permutations((0, 1, 2)), repeat=2):
|
|
b1 = make_tensor((num_batches, M, N), device, dtype, low=-1, high=1)
|
|
b2 = make_tensor((num_batches, N, O), device, dtype, low=-1, high=1)
|
|
b1 = b1.permute(perm1).contiguous().permute(invert_perm(perm1))
|
|
b2 = b2.permute(perm2).contiguous().permute(invert_perm(perm2))
|
|
yield b1, b2
|
|
# broadcasting tensors
|
|
for b1, b2, b3, b4, b5, b6 in itertools.product((True, False), repeat=6):
|
|
shape1 = (num_batches if b1 else 1, M if b2 else 1, N if b3 else 1)
|
|
shape2 = (num_batches if b4 else 1, N if b5 else 1, O if b6 else 1)
|
|
b1 = make_tensor(shape1, device, dtype, low=-1, high=1).expand(num_batches, M, N)
|
|
b2 = make_tensor(shape2, device, dtype, low=-1, high=1).expand(num_batches, N, O)
|
|
yield b1, b2
|
|
# zero-sized tensors
|
|
for z1, z2, z3, z4 in itertools.product((True, False), repeat=4):
|
|
shape1 = (num_batches if z1 else 0, M if z2 else 0, N if z3 else 0)
|
|
shape2 = (num_batches if z1 else 0, N if z3 else 0, O if z4 else 0)
|
|
b1 = torch.randn(shape1, dtype=dtype, device=device)
|
|
b2 = torch.randn(shape2, dtype=dtype, device=device)
|
|
yield b1, b2
|
|
|
|
for num_batches in batch_sizes:
|
|
for (b1, b2), perm3 in itertools.product(generate_inputs(num_batches), itertools.permutations((0, 1, 2))):
|
|
res1 = torch.bmm(b1, b2)
|
|
res2 = torch.full((num_batches, M, O), math.nan, dtype=dtype, device=device) \
|
|
.permute(perm3).contiguous().permute(invert_perm(perm3))
|
|
torch.bmm(b1, b2, out=res2)
|
|
expect = torch.from_numpy(
|
|
b1.to(numpy_dtype).cpu().numpy() @ b2.to(numpy_dtype).cpu().numpy()).to(device=device, dtype=dtype)
|
|
self.assertEqual(expect, res1)
|
|
self.assertEqual(expect, res2)
|
|
|
|
if self.device_type == 'cuda':
|
|
# check that mixed arguments are rejected
|
|
self.assertRaises(RuntimeError, lambda: torch.bmm(b1, b2.cpu()))
|
|
self.assertRaises(RuntimeError, lambda: torch.bmm(b1.cpu(), b2))
|
|
self.assertRaises(RuntimeError, lambda: torch.bmm(b1, b2, out=res2.cpu()))
|
|
|
|
@unittest.skipIf(IS_FBCODE and IS_REMOTE_GPU, "cublas runtime error")
|
|
@onlyCUDA
|
|
@wrapDeterministicFlagAPITest
|
|
def test_cublas_config_deterministic_error(self, device):
|
|
test_cases = [
|
|
# (function, (tensor sizes))
|
|
('mm', ((2, 2), (2, 2),)),
|
|
('mv', ((2, 2), (2,),)),
|
|
('bmm', ((1, 2, 2), (1, 2, 2),))]
|
|
|
|
test_configs = [
|
|
# (CuBLAS workspace config, is deterministic)
|
|
('garbage', False),
|
|
(None, False),
|
|
(':4096:8', True),
|
|
(':16:8', True)]
|
|
|
|
cublas_var_name = 'CUBLAS_WORKSPACE_CONFIG'
|
|
is_cuda10_2_or_higher = (
|
|
(torch.version.cuda is not None)
|
|
and ([int(x) for x in torch.version.cuda.split(".")] >= [10, 2]))
|
|
|
|
def test_case_info(fn_name, config):
|
|
return f'function "{fn_name}" with config "{"" if config is None else config}"'
|
|
|
|
# Create processes to test each combination of test cases and config settings
|
|
processes = []
|
|
for fn_name, arg_sizes in test_cases:
|
|
for config, is_config_deterministic in test_configs:
|
|
env = os.environ.copy()
|
|
if config is None:
|
|
if env.get(cublas_var_name) is not None:
|
|
del env[cublas_var_name]
|
|
else:
|
|
env[cublas_var_name] = config
|
|
should_throw_error = is_cuda10_2_or_higher and not is_config_deterministic
|
|
script = f"""
|
|
import torch
|
|
torch.use_deterministic_algorithms(True)
|
|
fn = torch.{fn_name}
|
|
arg_sizes = {arg_sizes}
|
|
device = '{device}'
|
|
should_throw_error = {should_throw_error}
|
|
args = []
|
|
for arg_size in arg_sizes:
|
|
args.append(torch.randn(*arg_size, device=device))
|
|
try:
|
|
fn(*args)
|
|
except RuntimeError as e:
|
|
if not should_throw_error:
|
|
raise RuntimeError('Did not expect any error to be raised')
|
|
elif 'Deterministic behavior was enabled with either' not in str(e):
|
|
raise RuntimeError('Expected a CuBLAS nondeterministic error, but got a different error')
|
|
else:
|
|
if should_throw_error:
|
|
raise RuntimeError('Expected a CuBLAS nondeterministic error, but it was not raised')
|
|
|
|
"""
|
|
try:
|
|
subprocess.check_output(
|
|
[sys.executable, '-c', script],
|
|
stderr=subprocess.STDOUT,
|
|
# On Windows, opening the subprocess with the default CWD makes `import torch`
|
|
# fail, so just set CWD to this script's directory
|
|
cwd=os.path.dirname(os.path.realpath(__file__)),
|
|
env=env)
|
|
except subprocess.CalledProcessError as e:
|
|
self.fail(msg=(
|
|
f'Subprocess exception while attempting to run {test_case_info(fn_name, config)}:\n'
|
|
+ e.output.decode("utf-8")))
|
|
|
|
def _test_addbmm_baddbmm(self, func, b1, b2, ref, out_tensor):
|
|
getattr(out_tensor, func + "_")(b1, b2)
|
|
self.assertEqual(out_tensor, ref)
|
|
res3 = out_tensor.clone()
|
|
|
|
with self.assertWarnsOnceRegex(
|
|
UserWarning, f"This overload of {func}_ is deprecated"):
|
|
getattr(out_tensor, func + "_")(1, b1, b2)
|
|
self.assertEqual(out_tensor, ref * 2),
|
|
getattr(res3, func + "_")(b1, b2, beta=1)
|
|
self.assertEqual(out_tensor, res3)
|
|
|
|
with self.assertWarnsOnceRegex(
|
|
UserWarning, f"This overload of {func}_ is deprecated"):
|
|
getattr(out_tensor, func + "_")(1., .5, b1, b2)
|
|
self.assertEqual(out_tensor, ref * 2.5)
|
|
getattr(res3, func + "_")(b1, b2, beta=1., alpha=.5)
|
|
self.assertEqual(out_tensor, res3)
|
|
|
|
with self.assertWarnsOnceRegex(
|
|
UserWarning, f"This overload of {func} is deprecated"):
|
|
self.assertEqual(out_tensor, getattr(torch, func)(1, out_tensor, 0, b1, b2))
|
|
|
|
res4 = getattr(torch, func)(out_tensor, b1, b2, beta=1, alpha=.5)
|
|
self.assertEqual(res4, ref * 3),
|
|
|
|
nan = torch.full_like(out_tensor, math.nan)
|
|
res5 = getattr(torch, func)(nan, b1, b2, beta=0, alpha=1)
|
|
self.assertEqual(res5, ref)
|
|
|
|
if b1.is_complex():
|
|
res6 = getattr(torch, func)(out_tensor, b1, b2, beta=.1j, alpha=.5j)
|
|
self.assertEqual(res6, out_tensor * .1j + .5j * ref)
|
|
else:
|
|
res6 = getattr(torch, func)(out_tensor, b1, b2, beta=.1, alpha=.5)
|
|
self.assertEqual(res6, out_tensor * .1 + .5 * ref)
|
|
|
|
res7 = torch.full_like(out_tensor, math.nan)
|
|
getattr(torch, func)(nan, b1, b2, beta=0, out=res7)
|
|
self.assertEqual(res7, ref)
|
|
|
|
@precisionOverride({torch.half: 0.05, torch.bfloat16: 0.05})
|
|
@onlyOnCPUAndCUDA
|
|
@dtypes(*torch.testing.get_all_fp_dtypes(), *torch.testing.get_all_complex_dtypes())
|
|
@tf32_on_and_off(0.05)
|
|
def test_addbmm(self, device, dtype):
|
|
if self.device_type == 'cuda' and dtype is torch.bfloat16 and CUDA11OrLater and not SM53OrLater:
|
|
# cuBLAS does not guarantee BFloat16 support on SM < 53.
|
|
# So on PyTorch, we consider BFloat16 support on SM < 53 as
|
|
# undefined bahavior
|
|
return
|
|
|
|
num_batches = 2
|
|
M, N, O = 2, 3, 4
|
|
|
|
is_supported = True
|
|
if dtype == torch.bfloat16:
|
|
if self.device_type == 'cpu':
|
|
self.precision = 1 # 43 vs 43.75
|
|
else:
|
|
is_supported = TEST_WITH_ROCM or (CUDA11OrLater and SM53OrLater)
|
|
|
|
if not is_supported:
|
|
b1 = make_tensor((num_batches, M, N), device, dtype, low=-1, high=1)
|
|
b2 = make_tensor((num_batches, N, O), device, dtype, low=-1, high=1)
|
|
t = make_tensor((M, O), device, dtype, low=-1, high=1)
|
|
self.assertRaisesRegex(RuntimeError, "type|Type|not implemented|CUBLAS_STATUS_NOT_SUPPORTED",
|
|
lambda: torch.addbmm(t, b1, b2))
|
|
return
|
|
|
|
def invert_perm(p):
|
|
d = {x: i for i, x in enumerate(p)}
|
|
return (d[0], d[1], d[2])
|
|
|
|
def generate_tensor():
|
|
numpy_dtype = dtype if dtype != torch.bfloat16 else torch.float32
|
|
# transposed tensors
|
|
for perm1, perm2 in itertools.product(itertools.permutations((0, 1, 2)), repeat=2):
|
|
for perm3 in itertools.permutations((0, 1)):
|
|
b1 = make_tensor((num_batches, M, N), device, dtype, low=-1, high=1)
|
|
b2 = make_tensor((num_batches, N, O), device, dtype, low=-1, high=1)
|
|
b1 = b1.permute(perm1).contiguous().permute(invert_perm(perm1))
|
|
b2 = b2.permute(perm2).contiguous().permute(invert_perm(perm2))
|
|
ref = torch.from_numpy(
|
|
b1.to(numpy_dtype).cpu().numpy() @ b2.to(numpy_dtype).cpu().numpy()
|
|
).to(device=device, dtype=dtype).sum(0)
|
|
out_tensor = torch.zeros_like(ref).permute(perm3).contiguous().permute(perm3)
|
|
yield b1, b2, ref, out_tensor
|
|
# broadcasting tensors
|
|
for s1, s2, s3, s4, s5, s6 in itertools.product((True, False), repeat=6):
|
|
shape1 = (num_batches if s1 else 1, M if s2 else 1, N if s3 else 1)
|
|
shape2 = (num_batches if s4 else 1, N if s5 else 1, O if s6 else 1)
|
|
b1 = make_tensor(shape1, device, dtype, low=-1, high=1).expand(num_batches, M, N)
|
|
b2 = make_tensor(shape2, device, dtype, low=-1, high=1).expand(num_batches, N, O)
|
|
ref = torch.from_numpy(
|
|
b1.to(numpy_dtype).cpu().numpy() @ b2.to(numpy_dtype).cpu().numpy()
|
|
).to(device=device, dtype=dtype).sum(0)
|
|
out_tensor = torch.zeros_like(ref)
|
|
yield b1, b2, ref, out_tensor
|
|
# zero-sized tensors
|
|
for z1, z2, z3, z4 in itertools.product((True, False), repeat=4):
|
|
shape1 = (num_batches if z1 else 0, M if z2 else 0, N if z3 else 0)
|
|
shape2 = (num_batches if z1 else 0, N if z3 else 0, O if z4 else 0)
|
|
b1 = make_tensor(shape1, device, dtype, low=-1, high=1)
|
|
b2 = make_tensor(shape2, device, dtype, low=-1, high=1)
|
|
ref = torch.from_numpy(
|
|
b1.to(numpy_dtype).cpu().numpy() @ b2.to(numpy_dtype).cpu().numpy()
|
|
).to(device=device, dtype=dtype).sum(0)
|
|
out_tensor = torch.zeros_like(ref)
|
|
yield b1, b2, ref, out_tensor
|
|
|
|
for b1, b2, ref, out_tensor in generate_tensor():
|
|
self._test_addbmm_baddbmm("addbmm", b1, b2, ref, out_tensor)
|
|
|
|
@precisionOverride({torch.half: 0.1, torch.bfloat16: 0.5})
|
|
@onlyOnCPUAndCUDA
|
|
@dtypes(*torch.testing.get_all_fp_dtypes(), *torch.testing.get_all_complex_dtypes())
|
|
@tf32_on_and_off(0.05)
|
|
def test_baddbmm(self, device, dtype):
|
|
if self.device_type == 'cuda' and dtype is torch.bfloat16 and CUDA11OrLater and not SM53OrLater:
|
|
# cuBLAS does not guarantee BFloat16 support on SM < 53.
|
|
# So on PyTorch, we consider BFloat16 support on SM < 53 as
|
|
# undefined bahavior
|
|
return
|
|
|
|
num_batches = 10
|
|
M, N, O = 12, 8, 5
|
|
|
|
is_supported = True
|
|
if dtype == torch.bfloat16 and self.device_type == 'cuda':
|
|
is_supported = TEST_WITH_ROCM or (CUDA11OrLater and SM53OrLater)
|
|
|
|
if not is_supported:
|
|
b1 = make_tensor((num_batches, M, N), device, dtype, low=-1, high=1)
|
|
b2 = make_tensor((num_batches, N, O), device, dtype, low=-1, high=1)
|
|
t = make_tensor((num_batches, M, O), device, dtype, low=-1, high=1)
|
|
self.assertRaisesRegex(RuntimeError, "type|Type|not implemented|CUBLAS_STATUS_NOT_SUPPORTED",
|
|
lambda: torch.baddbmm(t, b1, b2))
|
|
return
|
|
|
|
def invert_perm(p):
|
|
d = {x: i for i, x in enumerate(p)}
|
|
return (d[0], d[1], d[2])
|
|
|
|
def generate_tensor():
|
|
numpy_dtype = dtype if dtype != torch.bfloat16 else torch.float32
|
|
# transposed tensors
|
|
for perm1, perm2, perm3 in itertools.product(itertools.permutations((0, 1, 2)), repeat=3):
|
|
b1 = make_tensor((num_batches, M, N), device, dtype, low=-1, high=1)
|
|
b2 = make_tensor((num_batches, N, O), device, dtype, low=-1, high=1)
|
|
b1 = b1.permute(perm1).contiguous().permute(invert_perm(perm1))
|
|
b2 = b2.permute(perm2).contiguous().permute(invert_perm(perm2))
|
|
ref = torch.from_numpy(
|
|
b1.to(numpy_dtype).cpu().numpy() @ b2.to(numpy_dtype).cpu().numpy()).to(device=device, dtype=dtype)
|
|
out_tensor = torch.zeros_like(ref)
|
|
out_tensor = out_tensor.permute(perm3).contiguous().permute(invert_perm(perm3))
|
|
yield b1, b2, ref, out_tensor
|
|
# broadcasting tensors
|
|
for s1, s2, s3, s4, s5, s6 in itertools.product((True, False), repeat=6):
|
|
shape1 = (num_batches if s1 else 1, M if s2 else 1, N if s3 else 1)
|
|
shape2 = (num_batches if s4 else 1, N if s5 else 1, O if s6 else 1)
|
|
b1 = make_tensor(shape1, device, dtype, low=-1, high=1).expand(num_batches, M, N)
|
|
b2 = make_tensor(shape2, device, dtype, low=-1, high=1).expand(num_batches, N, O)
|
|
ref = torch.from_numpy(
|
|
b1.to(numpy_dtype).cpu().numpy() @ b2.to(numpy_dtype).cpu().numpy()).to(device=device, dtype=dtype)
|
|
out_tensor = torch.zeros_like(ref)
|
|
yield b1, b2, ref, out_tensor
|
|
# zero-sized tensors
|
|
for z1, z2, z3, z4 in itertools.product((True, False), repeat=4):
|
|
shape1 = (num_batches if z1 else 0, M if z2 else 0, N if z3 else 0)
|
|
shape2 = (num_batches if z1 else 0, N if z3 else 0, O if z4 else 0)
|
|
b1 = make_tensor(shape1, device, dtype, low=-2, high=2)
|
|
b2 = make_tensor(shape2, device, dtype, low=-2, high=2)
|
|
ref = torch.from_numpy(
|
|
b1.to(numpy_dtype).cpu().numpy() @ b2.to(numpy_dtype).cpu().numpy()).to(device=device, dtype=dtype)
|
|
out_tensor = torch.zeros_like(ref)
|
|
yield b1, b2, ref, out_tensor
|
|
|
|
for b1, b2, ref, out_tensor in generate_tensor():
|
|
self._test_addbmm_baddbmm("baddbmm", b1, b2, ref, out_tensor)
|
|
|
|
# TODO: update to compare against NumPy
|
|
@onlyCUDA
|
|
def test_solve_methods_arg_device(self, device):
|
|
for b_device, A_device in itertools.product(['cpu', device], repeat=2):
|
|
if b_device == A_device:
|
|
continue
|
|
|
|
b = torch.randn(3, 1, device=b_device)
|
|
A = torch.randn(3, 3, device=A_device)
|
|
err_str = "Expected b and A to be on the same device"
|
|
with self.assertRaisesRegex(RuntimeError, err_str):
|
|
torch.solve(b, A)
|
|
|
|
with self.assertRaisesRegex(RuntimeError, err_str):
|
|
torch.cholesky_solve(b, A)
|
|
|
|
with self.assertRaisesRegex(RuntimeError, err_str):
|
|
torch.triangular_solve(b, A)
|
|
|
|
# b and A have to be modified to match accepted inputs sizes for lu_solve
|
|
b = b.unsqueeze(0)
|
|
A = A.unsqueeze(0)
|
|
with self.assertRaisesRegex(RuntimeError, err_str):
|
|
torch.lu_solve(b, A, torch.rand(A.shape[:-1], device=A_device).int())
|
|
|
|
# This checks if a suitable error message is thrown
|
|
# when LU output and pivots are on the same device
|
|
with self.assertRaisesRegex(RuntimeError,
|
|
"Expected LU_pivots and LU_data to be on the same device"):
|
|
torch.lu_solve(b, A, torch.rand(A.shape[:-1], device=b_device).int())
|
|
|
|
@precisionOverride({torch.float32: 5e-3, torch.complex64: 1e-3})
|
|
@skipCUDAIfNoMagma
|
|
@skipCUDAIfRocm
|
|
@skipCPUIfNoLapack
|
|
@dtypes(torch.float32, torch.float64, torch.complex64, torch.complex128)
|
|
def test_pinverse(self, device, dtype):
|
|
from torch.testing._internal.common_utils import random_fullrank_matrix_distinct_singular_value as fullrank
|
|
|
|
def run_test(M):
|
|
# Testing against definition for pseudo-inverses
|
|
MPI = torch.pinverse(M)
|
|
MPI_ = MPI.cpu().numpy()
|
|
M_ = M.cpu().numpy()
|
|
if M.numel() > 0:
|
|
self.assertEqual(M_, np.matmul(np.matmul(M_, MPI_), M_))
|
|
self.assertEqual(MPI_, np.matmul(np.matmul(MPI_, M_), MPI_))
|
|
self.assertEqual(np.matmul(M_, MPI_), np.matmul(M_, MPI_).swapaxes(-2, -1).conj())
|
|
self.assertEqual(np.matmul(MPI_, M_), np.matmul(MPI_, M_).swapaxes(-2, -1).conj())
|
|
else:
|
|
self.assertEqual(M.shape, MPI.shape[:-2] + (MPI.shape[-1], MPI.shape[-2]))
|
|
for sizes in [(5, 5), (3, 5, 5), (3, 7, 5, 5), # square matrices
|
|
(3, 2), (5, 3, 2), (7, 5, 3, 2), # fat matrices
|
|
(2, 3), (5, 2, 3), (7, 5, 2, 3), # thin matrices
|
|
(0, 0), (0, 2), (2, 0), (3, 0, 0), (0, 3, 0), (0, 0, 3)]: # zero numel matrices
|
|
M = torch.randn(*sizes, dtype=dtype, device=device)
|
|
run_test(M)
|
|
|
|
# Test inverse and pseudo-inverse for invertible matrix
|
|
for sizes in [(5, 5), (3, 5, 5), (3, 7, 5, 5)]:
|
|
matsize = sizes[-1]
|
|
batchdims = sizes[:-2]
|
|
M = fullrank(matsize, *batchdims, dtype=dtype, device=device)
|
|
self.assertEqual(torch.eye(matsize, dtype=dtype, device=device).expand(sizes), M.pinverse().matmul(M),
|
|
atol=1e-7, rtol=0, msg='pseudo-inverse for invertible matrix')
|
|
|
|
@skipCPUIfNoLapack
|
|
@skipCUDAIfNoMagmaAndNoCusolver
|
|
@dtypes(torch.double, torch.cdouble)
|
|
def test_matrix_power_non_negative(self, device, dtype):
|
|
def check(*size, discontiguous=False):
|
|
t = make_tensor(size, device, dtype, discontiguous=discontiguous)
|
|
for n in range(8):
|
|
res = torch.linalg.matrix_power(t, n)
|
|
ref = np.linalg.matrix_power(t.cpu().numpy(), n)
|
|
self.assertEqual(res.cpu(), torch.from_numpy(ref))
|
|
|
|
check(0, 0)
|
|
check(1, 1)
|
|
check(5, 5)
|
|
check(5, 5, discontiguous=True)
|
|
check(0, 3, 3)
|
|
check(2, 3, 3)
|
|
check(2, 3, 4, 4, discontiguous=True)
|
|
|
|
@skipCUDAIfRocm
|
|
@skipCPUIfNoLapack
|
|
@skipCUDAIfNoMagmaAndNoCusolver
|
|
@dtypes(torch.double, torch.cdouble)
|
|
def test_matrix_power_negative(self, device, dtype):
|
|
from torch.testing._internal.common_utils import random_fullrank_matrix_distinct_singular_value
|
|
|
|
def check(*size):
|
|
t = random_fullrank_matrix_distinct_singular_value(*size, dtype=dtype, device=device)
|
|
for n in range(-7, 0):
|
|
res = torch.linalg.matrix_power(t, n)
|
|
ref = np.linalg.matrix_power(t.cpu().numpy(), n)
|
|
self.assertEqual(res.cpu(), torch.from_numpy(ref))
|
|
|
|
check(0)
|
|
check(5)
|
|
check(0, 2)
|
|
check(3, 0)
|
|
check(3, 2)
|
|
check(5, 2, 3)
|
|
|
|
@skipCUDAIfNoMagma
|
|
@skipCPUIfNoLapack
|
|
@dtypes(torch.float, torch.complex64)
|
|
def test_matrix_exp_utils(self, device, dtype):
|
|
# test linear combination
|
|
def run_test(coeff_shape, data_shape):
|
|
coeffs = torch.rand(*coeff_shape, device=device, dtype=torch.float)
|
|
x = torch.rand(coeff_shape[1], *data_shape, device=device, dtype=dtype)
|
|
|
|
res1 = torch._compute_linear_combination(x, coeffs)
|
|
res2 = (x.unsqueeze(0) * coeffs.view(*coeff_shape, *([1] * len(data_shape)))).sum(1)
|
|
self.assertEqual(res1, res2, atol=1e-5, rtol=0.0)
|
|
|
|
# check `out=` version
|
|
res3 = torch.zeros(coeff_shape[0], *data_shape, device=device, dtype=dtype)
|
|
torch._compute_linear_combination(x, coeffs, out=res3)
|
|
self.assertEqual(res1, res3, atol=1e-5, rtol=0.0)
|
|
|
|
res4 = torch.ones(coeff_shape[0], *data_shape, device=device, dtype=dtype)
|
|
torch._compute_linear_combination(x, coeffs, out=res4)
|
|
self.assertEqual(res1, res4 - 1.0, atol=1e-5, rtol=0.0)
|
|
|
|
res5 = torch.ones(coeff_shape[0], *data_shape, device=device, dtype=dtype)
|
|
res5_clone = res5.clone()
|
|
torch._compute_linear_combination(x, coeffs, out=res5)
|
|
self.assertEqual(res1, res5 - res5_clone, atol=1e-5, rtol=0.0)
|
|
|
|
run_test([1, 3], [2, 2])
|
|
run_test([3, 1], [2, 2])
|
|
run_test([1, 10], [10, 10])
|
|
run_test([10, 1], [10, 10])
|
|
run_test([5, 3], [2, 2])
|
|
run_test([5, 3], [100, 100])
|
|
run_test([3, 4], [3, 3, 3])
|
|
run_test([3, 4], [3, 3, 3, 3])
|
|
|
|
@skipCUDAIfNoMagma
|
|
@skipCPUIfNoLapack
|
|
@dtypes(torch.float, torch.double, torch.complex64, torch.complex128)
|
|
def test_matrix_exp_boundary_cases(self, device, dtype):
|
|
|
|
with self.assertRaisesRegex(RuntimeError, "expected a tensor of floating or complex types"):
|
|
torch.randn(3, 3).type(torch.int).matrix_exp()
|
|
|
|
with self.assertRaisesRegex(RuntimeError, "with dim at least 2"):
|
|
torch.randn(3).matrix_exp()
|
|
|
|
with self.assertRaisesRegex(RuntimeError, "expected a tensor of squared matrices"):
|
|
torch.randn(3, 2, 1).matrix_exp()
|
|
|
|
# check 1x1 matrices
|
|
x = torch.randn(3, 3, 1, 1)
|
|
mexp = x.matrix_exp()
|
|
self.assertEqual(mexp, x.exp())
|
|
|
|
@slowTest
|
|
@skipCUDAIfNoMagma
|
|
@skipCPUIfNoLapack
|
|
@dtypes(torch.float, torch.double, torch.cfloat, torch.cdouble)
|
|
def test_matrix_exp_analytic(self, device, dtype):
|
|
# check zero matrix
|
|
x = torch.zeros(20, 20, dtype=dtype, device=device)
|
|
self.assertTrue((x.matrix_exp() == torch.eye(20, 20, dtype=dtype, device=device)).all().item())
|
|
|
|
def normalize_to_1_operator_norm(sample, desired_norm):
|
|
sample_norm, _ = sample.abs().sum(-2).max(-1)
|
|
sample_to_1_norm = sample / sample_norm.unsqueeze(-1).unsqueeze(-1)
|
|
return sample_to_1_norm * desired_norm
|
|
|
|
def gen_good_cond_number_matrices(*n):
|
|
"""
|
|
Generates a diagonally-domimant matrix
|
|
with the eigenvalues centered at 1
|
|
and the radii at most (n[-1] - 1) / (n[-2] ** 2)
|
|
"""
|
|
identity = torch.eye(n[-2], n[-1], dtype=dtype, device=device).expand(*n)
|
|
x = torch.rand(*n, dtype=dtype, device=device) / (n[-1] ** 2)
|
|
x = (x - x * identity) + identity
|
|
return x
|
|
|
|
def run_test(*n):
|
|
if dtype == torch.float:
|
|
thetas = [
|
|
1.192092800768788e-07, # deg 1
|
|
5.978858893805233e-04, # deg 2
|
|
5.116619363445086e-02, # deg 4
|
|
5.800524627688768e-01, # deg 8
|
|
1.461661507209034e+00, # deg 12
|
|
3.010066362817634e+00 # deg 18
|
|
]
|
|
else: # if torch.double
|
|
thetas = [
|
|
2.220446049250313e-16, # deg 1
|
|
2.580956802971767e-08, # deg 2
|
|
3.397168839976962e-04, # deg 4
|
|
4.991228871115323e-02, # deg 8
|
|
2.996158913811580e-01, # deg 12
|
|
1.090863719290036e+00 # deg 18
|
|
]
|
|
|
|
# generate input
|
|
q = gen_good_cond_number_matrices(*n)
|
|
q_ = q.cpu().numpy()
|
|
qinv = torch.inverse(q)
|
|
qinv_ = qinv.cpu().numpy()
|
|
d = torch.randn(n[:-1], dtype=dtype, device=device)
|
|
x = torch.from_numpy(
|
|
np.matmul(q_, np.matmul(torch.diag_embed(d).cpu().numpy(), qinv_))).to(device)
|
|
x_norm, _ = x.abs().sum(-2).max(-1)
|
|
|
|
# test simple analytic whatever norm generated
|
|
mexp = x.matrix_exp()
|
|
mexp_analytic = np.matmul(
|
|
q_,
|
|
np.matmul(
|
|
torch.diag_embed(d.exp()).cpu().numpy(),
|
|
qinv_
|
|
)
|
|
)
|
|
self.assertEqual(mexp, mexp_analytic, atol=1e-3, rtol=0.0)
|
|
|
|
# generate norms to test different degree expansions
|
|
sample_norms = []
|
|
for i in range(len(thetas) - 1):
|
|
sample_norms.append(0.5 * (thetas[i] + thetas[i + 1]))
|
|
sample_norms = [thetas[0] / 2] + sample_norms + [thetas[-1] * 2]
|
|
|
|
# matrices to equal norm
|
|
for sample_norm in sample_norms:
|
|
x_normalized = normalize_to_1_operator_norm(x, sample_norm)
|
|
|
|
mexp = x_normalized.matrix_exp()
|
|
mexp_analytic = np.matmul(
|
|
q_,
|
|
np.matmul(
|
|
torch.diag_embed((d / x_norm.unsqueeze(-1) * sample_norm).exp()).cpu().numpy(),
|
|
qinv_
|
|
)
|
|
)
|
|
self.assertEqual(mexp, mexp_analytic, atol=1e-3, rtol=0.0)
|
|
|
|
# single matrix
|
|
run_test(2, 2)
|
|
run_test(3, 3)
|
|
run_test(4, 4)
|
|
run_test(5, 5)
|
|
run_test(100, 100)
|
|
run_test(200, 200)
|
|
|
|
# small batch of matrices
|
|
run_test(3, 2, 2)
|
|
run_test(3, 3, 3)
|
|
run_test(3, 4, 4)
|
|
run_test(3, 5, 5)
|
|
run_test(3, 100, 100)
|
|
run_test(3, 200, 200)
|
|
|
|
# large batch of matrices
|
|
run_test(3, 3, 2, 2)
|
|
run_test(3, 3, 3, 3)
|
|
run_test(3, 3, 4, 4)
|
|
run_test(3, 3, 5, 5)
|
|
run_test(3, 3, 100, 100)
|
|
run_test(3, 3, 200, 200)
|
|
|
|
@skipCUDAIfNoMagma
|
|
@skipCPUIfNoLapack
|
|
@dtypes(torch.float, torch.double)
|
|
def test_matrix_exp_batch(self, device, dtype):
|
|
|
|
def run_test(*n):
|
|
tensors_batch = torch.zeros(n, dtype=dtype, device=device)
|
|
tensors_batch = tensors_batch.view(-1, n[-2], n[-1])
|
|
|
|
num_matrices = tensors_batch.size(0)
|
|
tensors_list = []
|
|
for i in range(num_matrices):
|
|
tensors_list.append(torch.randn(n[-2], n[-1], dtype=dtype, device=device))
|
|
|
|
for i in range(num_matrices):
|
|
tensors_batch[i, ...] = tensors_list[i]
|
|
|
|
tensors_exp_map = (x.matrix_exp() for x in tensors_list)
|
|
tensors_exp_batch = tensors_batch.matrix_exp()
|
|
|
|
for i, tensor_exp in enumerate(tensors_exp_map):
|
|
self.assertEqual(tensors_exp_batch[i, ...], tensor_exp)
|
|
|
|
# small batch of matrices
|
|
run_test(3, 2, 2)
|
|
run_test(3, 3, 3)
|
|
run_test(3, 4, 4)
|
|
run_test(3, 5, 5)
|
|
|
|
# large batch of matrices
|
|
run_test(3, 3, 2, 2)
|
|
run_test(3, 3, 3, 3)
|
|
run_test(3, 3, 4, 4)
|
|
run_test(3, 3, 5, 5)
|
|
|
|
@skipCUDAIfNoMagma
|
|
@skipCPUIfNoLapack
|
|
@dtypes(torch.float, torch.double, torch.cfloat, torch.cdouble)
|
|
def test_matrix_exp_compare_with_taylor(self, device, dtype):
|
|
|
|
def normalize_to_1_operator_norm(sample, desired_norm):
|
|
sample_norm, _ = sample.abs().sum(-2).max(-1)
|
|
sample_to_1_norm = sample / sample_norm.unsqueeze(-1).unsqueeze(-1)
|
|
return sample_to_1_norm * desired_norm
|
|
|
|
def gen_good_cond_number_matrices(*n):
|
|
"""
|
|
Generates a diagonally-domimant matrix
|
|
with the eigenvalues centered at 1
|
|
and the radii at most (n[-1] - 1) / (n[-2] ** 2)
|
|
"""
|
|
identity = torch.eye(n[-2], n[-1], dtype=dtype, device=device).expand(*n)
|
|
x = torch.rand(*n, dtype=dtype, device=device) / (n[-1] ** 2)
|
|
x = (x - x * identity) + identity
|
|
return x
|
|
|
|
def get_taylor_approximation(a, deg):
|
|
a_ = a.cpu().numpy()
|
|
identity = torch.eye(a.size(-2), a.size(-1), dtype=dtype, device=device).expand_as(a)
|
|
res = identity.cpu().numpy()
|
|
taylor_term = identity.cpu().numpy()
|
|
|
|
for i in range(1, deg + 1):
|
|
taylor_term = np.matmul(a_, taylor_term) / i
|
|
res = res + taylor_term
|
|
|
|
return res
|
|
|
|
def scale_square(a, deg):
|
|
if a.abs().pow(2).sum().sqrt() < 1.0:
|
|
return get_taylor_approximation(a, 12)
|
|
else:
|
|
s = int(torch.log2(a.abs().pow(2).sum().sqrt()).ceil().item())
|
|
b = a / (2 ** s)
|
|
b = get_taylor_approximation(b, 18)
|
|
for _ in range(s):
|
|
b = np.matmul(b, b)
|
|
return torch.from_numpy(b).to(a.device)
|
|
|
|
def run_test(*n):
|
|
degs = [1, 2, 4, 8, 12, 18]
|
|
if dtype == torch.float:
|
|
thetas = [
|
|
1.192092800768788e-07, # deg 1
|
|
5.978858893805233e-04, # deg 2
|
|
5.116619363445086e-02, # deg 4
|
|
5.800524627688768e-01, # deg 8
|
|
1.461661507209034e+00, # deg 12
|
|
3.010066362817634e+00 # deg 18
|
|
]
|
|
else: # if torch.double
|
|
thetas = [
|
|
2.220446049250313e-16, # deg 1
|
|
2.580956802971767e-08, # deg 2
|
|
3.397168839976962e-04, # deg 4
|
|
4.991228871115323e-02, # deg 8
|
|
2.996158913811580e-01, # deg 12
|
|
1.090863719290036e+00 # deg 18
|
|
]
|
|
|
|
# generate norms to test different degree expansions
|
|
sample_norms = []
|
|
for i in range(len(thetas) - 1):
|
|
sample_norms.append(0.5 * (thetas[i] + thetas[i + 1]))
|
|
sample_norms = [thetas[0] / 2] + sample_norms + [thetas[-1] * 2]
|
|
degs = [degs[0]] + degs
|
|
|
|
for sample_norm, deg in zip(sample_norms, degs):
|
|
x = gen_good_cond_number_matrices(*n)
|
|
x = normalize_to_1_operator_norm(x, sample_norm)
|
|
|
|
mexp = x.matrix_exp()
|
|
mexp_taylor = scale_square(x, deg)
|
|
|
|
self.assertEqual(mexp, mexp_taylor, atol=1e-2, rtol=0.0)
|
|
|
|
# single matrix
|
|
run_test(2, 2)
|
|
run_test(3, 3)
|
|
run_test(4, 4)
|
|
run_test(5, 5)
|
|
|
|
# small batch of matrices
|
|
run_test(3, 2, 2)
|
|
run_test(3, 3, 3)
|
|
run_test(3, 4, 4)
|
|
run_test(3, 5, 5)
|
|
|
|
# large batch of matrices
|
|
run_test(3, 3, 2, 2)
|
|
run_test(3, 3, 3, 3)
|
|
run_test(3, 3, 4, 4)
|
|
run_test(3, 3, 5, 5)
|
|
|
|
@dtypes(torch.double)
|
|
def test_chain_matmul(self, device, dtype):
|
|
def product(matrices):
|
|
for mat in matrices[1:]:
|
|
matrices[0] = matrices[0].mm(mat)
|
|
return matrices[0]
|
|
|
|
def run_test(p):
|
|
matrices = []
|
|
for (pi, pi_1) in zip(p[:-1], p[1:]):
|
|
matrices.append(torch.randn(pi, pi_1, dtype=dtype, device=device))
|
|
self.assertEqual(torch.chain_matmul(*matrices), product(matrices))
|
|
|
|
run_test([10, 20, 30, 5])
|
|
run_test([15, 5, 10, 20, 25])
|
|
|
|
with self.assertRaisesRegex(RuntimeError, "chain_matmul: Expected one or more matrices"):
|
|
torch.chain_matmul()
|
|
|
|
@skipCUDAIfNoMagma
|
|
@skipCUDAIfRocm
|
|
@skipCPUIfNoLapack
|
|
@dtypes(torch.float32, torch.float64, torch.complex64, torch.complex128)
|
|
@precisionOverride({torch.float32: 1e-3, torch.complex64: 1e-3,
|
|
torch.float64: 1e-8, torch.complex128: 1e-8})
|
|
def test_slogdet(self, device, dtype):
|
|
from torch.testing._internal.common_utils import (random_hermitian_matrix, random_hermitian_psd_matrix,
|
|
random_hermitian_pd_matrix, random_square_matrix_of_rank)
|
|
|
|
# mat_chars denotes matrix characteristics
|
|
# possible values are: hermitian, hermitian_psd, hermitian_pd, singular, non_singular
|
|
def run_test(matsize, batchdims, mat_chars):
|
|
num_matrices = np.prod(batchdims)
|
|
list_of_matrices = []
|
|
if num_matrices != 0:
|
|
for idx in range(num_matrices):
|
|
mat_type = idx % len(mat_chars)
|
|
if mat_chars[mat_type] == 'hermitian':
|
|
list_of_matrices.append(random_hermitian_matrix(matsize, dtype=dtype, device=device))
|
|
elif mat_chars[mat_type] == 'hermitian_psd':
|
|
list_of_matrices.append(random_hermitian_psd_matrix(matsize, dtype=dtype, device=device))
|
|
elif mat_chars[mat_type] == 'hermitian_pd':
|
|
list_of_matrices.append(random_hermitian_pd_matrix(matsize, dtype=dtype, device=device))
|
|
elif mat_chars[mat_type] == 'singular':
|
|
list_of_matrices.append(torch.ones(matsize, matsize, dtype=dtype, device=device))
|
|
elif mat_chars[mat_type] == 'non_singular':
|
|
list_of_matrices.append(random_square_matrix_of_rank(matsize, matsize, dtype=dtype, device=device))
|
|
full_tensor = torch.stack(list_of_matrices, dim=0).reshape(batchdims + (matsize, matsize))
|
|
else:
|
|
full_tensor = torch.randn(*batchdims, matsize, matsize, dtype=dtype, device=device)
|
|
|
|
actual_value = torch.linalg.slogdet(full_tensor)
|
|
expected_value = np.linalg.slogdet(full_tensor.cpu().numpy())
|
|
self.assertEqual(expected_value[0], actual_value[0], atol=self.precision, rtol=self.precision)
|
|
self.assertEqual(expected_value[1], actual_value[1], atol=self.precision, rtol=self.precision)
|
|
|
|
# test out=variant
|
|
sign_out = torch.empty_like(actual_value[0])
|
|
logabsdet_out = torch.empty_like(actual_value[1])
|
|
ans = torch.linalg.slogdet(full_tensor, out=(sign_out, logabsdet_out))
|
|
self.assertEqual(ans[0], sign_out)
|
|
self.assertEqual(ans[1], logabsdet_out)
|
|
self.assertEqual(sign_out, actual_value[0])
|
|
self.assertEqual(logabsdet_out, actual_value[1])
|
|
|
|
for matsize, batchdims in itertools.product([0, 3, 5], [(0,), (3,), (5, 3)]):
|
|
run_test(matsize, batchdims, mat_chars=['hermitian_pd'])
|
|
run_test(matsize, batchdims, mat_chars=['singular'])
|
|
run_test(matsize, batchdims, mat_chars=['non_singular'])
|
|
run_test(matsize, batchdims, mat_chars=['hermitian', 'hermitian_pd', 'hermitian_psd'])
|
|
run_test(matsize, batchdims, mat_chars=['singular', 'non_singular'])
|
|
|
|
@skipCUDAIfNoMagma
|
|
@skipCPUIfNoLapack
|
|
@dtypes(torch.float32, torch.float64, torch.complex64, torch.complex128)
|
|
def test_slogdet_errors_and_warnings(self, device, dtype):
|
|
# slogdet requires the input to be a square matrix or batch of square matrices
|
|
a = torch.randn(2, 3, device=device, dtype=dtype)
|
|
with self.assertRaisesRegex(RuntimeError, r'must be batches of square matrices'):
|
|
torch.linalg.slogdet(a)
|
|
|
|
# slogdet requires the input to be at least 2 dimensional tensor
|
|
a = torch.randn(2, device=device, dtype=dtype)
|
|
with self.assertRaisesRegex(RuntimeError, r'must have at least 2 dimensions'):
|
|
torch.linalg.slogdet(a)
|
|
|
|
# slogdet requires the input to be of float, double, cfloat or cdouble types
|
|
a = torch.randn(2, 2, device=device, dtype=torch.bfloat16)
|
|
with self.assertRaisesRegex(RuntimeError, r'of float, double, cfloat or cdouble types'):
|
|
torch.linalg.slogdet(a)
|
|
|
|
# if non-empty out tensor with wrong shape is passed a warning is given
|
|
a = torch.randn(2, 3, 3, device=device, dtype=dtype)
|
|
sign_out = torch.empty(1, device=device, dtype=dtype)
|
|
real_dtype = a.real.dtype if dtype.is_complex else dtype
|
|
logabsdet_out = torch.empty(1, device=device, dtype=real_dtype)
|
|
with warnings.catch_warnings(record=True) as w:
|
|
# Trigger warning
|
|
torch.linalg.slogdet(a, out=(sign_out, logabsdet_out))
|
|
# Check warning occurs
|
|
self.assertEqual(len(w), 1)
|
|
self.assertTrue("An output with one or more elements was resized" in str(w[-1].message))
|
|
|
|
# dtypes should be safely castable
|
|
sign_out = torch.empty_like(a).to(torch.int)
|
|
logabsdet_out = torch.empty_like(a).to(torch.int)
|
|
with self.assertRaisesRegex(RuntimeError, "but got sign with dtype Int"):
|
|
torch.linalg.slogdet(a, out=(sign_out, logabsdet_out))
|
|
|
|
sign_out = torch.empty(0, device=device, dtype=dtype)
|
|
with self.assertRaisesRegex(RuntimeError, "but got logabsdet with dtype Int"):
|
|
torch.linalg.slogdet(a, out=(sign_out, logabsdet_out))
|
|
|
|
# device should match
|
|
if torch.cuda.is_available():
|
|
wrong_device = 'cpu' if self.device_type != 'cpu' else 'cuda'
|
|
sign_out = torch.empty(0, device=wrong_device, dtype=dtype)
|
|
logabsdet_out = torch.empty(0, device=wrong_device, dtype=real_dtype)
|
|
with self.assertRaisesRegex(RuntimeError, "tensors to be on the same device"):
|
|
torch.linalg.slogdet(a, out=(sign_out, logabsdet_out))
|
|
|
|
@slowTest
|
|
@skipCUDAIfNoMagma
|
|
@skipCPUIfNoLapack
|
|
@dtypes(torch.double)
|
|
def test_det_logdet_slogdet(self, device, dtype):
|
|
def reference_slogdet(M):
|
|
sdet, logabsdet = np.linalg.slogdet(M.detach().cpu().numpy())
|
|
return M.new_tensor(sdet), M.new_tensor(logabsdet)
|
|
|
|
def test_single_det(M, target, desc):
|
|
target_sdet, target_logabsdet = target
|
|
|
|
det = M.det()
|
|
logdet = M.logdet()
|
|
sdet, logabsdet = M.slogdet()
|
|
linalg_sdet, linalg_logabsdet = torch.linalg.slogdet(M)
|
|
|
|
# Test det
|
|
self.assertEqual(det, target_sdet * target_logabsdet.exp(),
|
|
atol=1e-7, rtol=0, msg='{} (det)'.format(desc))
|
|
|
|
# Test slogdet
|
|
# Compare the overall value rather than individual parts because of
|
|
# precision issues when det is near zero.
|
|
self.assertEqual(sdet * logabsdet.exp(), target_sdet * target_logabsdet.exp(),
|
|
atol=1e-7, rtol=0, msg='{} (slogdet)'.format(desc))
|
|
self.assertEqual(linalg_sdet * linalg_logabsdet.exp(), target_sdet * target_logabsdet.exp(),
|
|
atol=1e-7, rtol=0, msg='{} (linalg_slogdet)'.format(desc))
|
|
|
|
# Test logdet
|
|
# Compare logdet against our own pytorch slogdet because they should
|
|
# be consistent, while it may behave slightly differently with other
|
|
# slogdet implementations when det is near zero due to precision
|
|
# issues.
|
|
if sdet.item() < 0:
|
|
self.assertTrue(logdet.item() != logdet.item(), '{} (logdet negative case)'.format(desc))
|
|
else:
|
|
self.assertEqual(logdet.exp(), target_logabsdet.exp(),
|
|
atol=1e-7, rtol=0, msg='{} (logdet non-negative case)'.format(desc))
|
|
|
|
eye = torch.eye(5, dtype=dtype, device=device)
|
|
test_single_det(eye, (torch.ones((), dtype=dtype, device=device), torch.zeros((), dtype=dtype, device=device)), 'identity')
|
|
# Testing bug in #34061 (https://github.com/pytorch/pytorch/issues/34061)
|
|
for n in range(250, 551, 100):
|
|
mat = torch.randn(n, n, dtype=dtype, device=device)
|
|
q, _ = torch.qr(mat)
|
|
ref_det, ref_logabsdet = reference_slogdet(q)
|
|
test_single_det(q, (ref_det, ref_logabsdet), 'orthogonal')
|
|
|
|
def test(M):
|
|
assert M.size(0) >= 5, 'this helper fn assumes M to be at least 5x5'
|
|
M = M.to(device)
|
|
|
|
ref_M_sdet, ref_M_logabsdet = reference_slogdet(M)
|
|
|
|
test_single_det(M, (ref_M_sdet, ref_M_logabsdet), 'basic')
|
|
if ref_M_logabsdet.exp().item() >= 1e-6: # skip singular
|
|
M_inv = M.inverse()
|
|
test_single_det(M_inv, reference_slogdet(M_inv), 'inverse')
|
|
|
|
test_single_det(M, (ref_M_sdet, ref_M_logabsdet), 'transpose')
|
|
|
|
for x in [0, 2, 4]:
|
|
for scale in [-2, -0.1, 0, 10]:
|
|
if scale > 0:
|
|
target = ref_M_sdet, ref_M_logabsdet + math.log(scale)
|
|
elif scale == 0:
|
|
target = torch.zeros_like(ref_M_sdet), torch.full_like(ref_M_logabsdet, -inf)
|
|
else:
|
|
target = ref_M_sdet.neg(), ref_M_logabsdet + math.log(-scale)
|
|
|
|
# dim 0
|
|
M_clone = M.clone()
|
|
M_clone[:, x] *= scale
|
|
test_single_det(M_clone, target, 'scale a row')
|
|
# dim 1
|
|
M_clone = M.clone()
|
|
M_clone[x, :] *= scale
|
|
test_single_det(M_clone, target, 'scale a column')
|
|
|
|
for x1, x2 in [(0, 3), (4, 1), (3, 2)]:
|
|
assert x1 != x2, 'x1 and x2 needs to be different for this test'
|
|
target = torch.zeros_like(ref_M_sdet), torch.full_like(ref_M_logabsdet, -inf)
|
|
# dim 0
|
|
M_clone = M.clone()
|
|
M_clone[:, x2] = M_clone[:, x1]
|
|
test_single_det(M_clone, target, 'two rows are same')
|
|
# dim 1
|
|
M_clone = M.clone()
|
|
M_clone[x2, :] = M_clone[x1, :]
|
|
test_single_det(M_clone, target, 'two columns are same')
|
|
|
|
for scale1, scale2 in [(0.3, -1), (0, 2), (10, 0.1)]:
|
|
det_scale = scale1 * scale2 * -1
|
|
if det_scale > 0:
|
|
target = ref_M_sdet, ref_M_logabsdet + math.log(det_scale)
|
|
elif det_scale == 0:
|
|
target = torch.zeros_like(ref_M_sdet), torch.full_like(ref_M_logabsdet, -inf)
|
|
else:
|
|
target = ref_M_sdet.neg(), ref_M_logabsdet + math.log(-det_scale)
|
|
|
|
# dim 0
|
|
M_clone = M.clone()
|
|
t = M_clone[:, x1] * scale1
|
|
M_clone[:, x1] += M_clone[:, x2] * scale2
|
|
M_clone[:, x2] = t
|
|
test_single_det(M_clone, target, 'exchanging rows')
|
|
# dim 1
|
|
M_clone = M.clone()
|
|
t = M_clone[x1, :] * scale1
|
|
M_clone[x1, :] += M_clone[x2, :] * scale2
|
|
M_clone[x2, :] = t
|
|
test_single_det(M_clone, target, 'exchanging columns')
|
|
|
|
def get_random_mat_scale(n):
|
|
# For matrices with values i.i.d. with 0 mean, unit variance, and
|
|
# subexponential tail, we have:
|
|
# E[log det(A^2)] \approx log((n-1)!)
|
|
#
|
|
# Notice:
|
|
# log Var[det(A)] = log E[det(A^2)] >= E[log det(A^2)]
|
|
#
|
|
# So:
|
|
# stddev[det(A)] >= sqrt( (n-1)! )
|
|
#
|
|
# We use this as an intuitive guideline to scale random generated
|
|
# matrices so our closeness tests can work more robustly:
|
|
# scale by sqrt( (n-1)! )^(-1/n) = ( (n-1)! )^(-1/(2n))
|
|
#
|
|
# source: https://arxiv.org/pdf/1112.0752.pdf
|
|
|
|
# TODO: technically we need subexponential distn for this to hold,
|
|
# but we mostly use gaussian entries below. Consider switching
|
|
# to Chi-sq if this turns out not stable enough, since Chi-sq
|
|
# is easy enough to sample from.
|
|
return math.factorial(n - 1) ** (-1.0 / (2 * n))
|
|
|
|
for n in [5, 10, 25]:
|
|
scale = get_random_mat_scale(n)
|
|
test(torch.randn(n, n, dtype=dtype, device=device) * scale)
|
|
r = torch.randn(n, n, dtype=dtype, device=device) * scale
|
|
# symmetric psd
|
|
test(r.mm(r.t()))
|
|
# symmetric pd
|
|
r = torch.randn(n, n, dtype=dtype, device=device) * scale
|
|
test(r.mm(r.t()) + torch.eye(n, dtype=dtype, device=device) * 1e-6)
|
|
# symmetric
|
|
r = torch.randn(n, n, dtype=dtype, device=device) * scale
|
|
for i in range(n):
|
|
for j in range(i):
|
|
r[i, j] = r[j, i]
|
|
test(r)
|
|
# non-contiguous
|
|
test((torch.randn(n, n, n + 1, dtype=dtype, device=device) * scale)[:, 2, 1:])
|
|
# det = 0
|
|
r = torch.randn(n, n, dtype=dtype, device=device) * scale
|
|
u, s, v = r.svd()
|
|
if reference_slogdet(u)[0] < 0:
|
|
u = -u
|
|
if reference_slogdet(v)[0] < 0:
|
|
v = -v
|
|
s[0] *= -1
|
|
s[-1] = 0
|
|
test(u.mm(s.diag()).mm(v))
|
|
|
|
# Small values to test numerical stability. Note that we don't scale
|
|
# this matrix.
|
|
r = torch.randn(512, 512, dtype=dtype, device=device)
|
|
u, s, v = r.svd()
|
|
s.fill_(1. / (100 * s.numel()))
|
|
test(u.mm(s.diag()).mm(v))
|
|
|
|
@skipCUDAIfNoMagma
|
|
@skipCPUIfNoLapack
|
|
@dtypes(torch.double)
|
|
@skipCUDAIfRocm
|
|
def test_det_logdet_slogdet_batched(self, device, dtype):
|
|
from torch.testing._internal.common_utils import (random_symmetric_matrix, random_symmetric_psd_matrix,
|
|
random_symmetric_pd_matrix, random_square_matrix_of_rank)
|
|
|
|
# mat_chars denotes matrix characteristics
|
|
# possible values are: sym, sym_psd, sym_pd, sing, non_sym
|
|
def run_test(matsize, batchdims, mat_chars):
|
|
num_matrices = reduce(lambda x, y: x * y, batchdims, 1)
|
|
list_of_matrices = []
|
|
|
|
for idx in range(num_matrices):
|
|
mat_type = idx % len(mat_chars)
|
|
if mat_chars[mat_type] == 'sym':
|
|
list_of_matrices.append(random_symmetric_matrix(matsize, dtype=dtype, device=device))
|
|
elif mat_chars[mat_type] == 'sym_psd':
|
|
list_of_matrices.append(random_symmetric_psd_matrix(matsize, dtype=dtype, device=device))
|
|
elif mat_chars[mat_type] == 'sym_pd':
|
|
list_of_matrices.append(random_symmetric_pd_matrix(matsize, dtype=dtype, device=device))
|
|
elif mat_chars[mat_type] == 'sing':
|
|
list_of_matrices.append(torch.ones(matsize, matsize, dtype=dtype, device=device))
|
|
elif mat_chars[mat_type] == 'non_sing':
|
|
list_of_matrices.append(random_square_matrix_of_rank(matsize, matsize, dtype=dtype, device=device))
|
|
full_tensor = torch.stack(list_of_matrices, dim=0).reshape(batchdims + (matsize, matsize))
|
|
# Scaling adapted from `get_random_mat_scale` in _test_det_logdet_slogdet
|
|
full_tensor *= (math.factorial(matsize - 1) ** (-1.0 / (2 * matsize)))
|
|
|
|
for fn in [torch.det, torch.logdet, torch.slogdet, torch.linalg.slogdet]:
|
|
expected_value = []
|
|
actual_value = fn(full_tensor)
|
|
for full_idx in itertools.product(*map(lambda x: list(range(x)), batchdims)):
|
|
expected_value.append(fn(full_tensor[full_idx]))
|
|
|
|
if fn == torch.slogdet or fn == torch.linalg.slogdet:
|
|
sign_value = torch.stack([tup[0] for tup in expected_value], dim=0).reshape(batchdims)
|
|
expected_value = torch.stack([tup[1] for tup in expected_value], dim=0).reshape(batchdims)
|
|
self.assertEqual(sign_value, actual_value[0])
|
|
self.assertEqual(expected_value, actual_value[1])
|
|
else:
|
|
expected_value = torch.stack(expected_value, dim=0).reshape(batchdims)
|
|
self.assertEqual(actual_value, expected_value)
|
|
|
|
for matsize, batchdims in itertools.product([3, 5], [(3,), (5, 3)]):
|
|
run_test(matsize, batchdims, mat_chars=['sym_pd'])
|
|
run_test(matsize, batchdims, mat_chars=['sing'])
|
|
run_test(matsize, batchdims, mat_chars=['non_sing'])
|
|
run_test(matsize, batchdims, mat_chars=['sym', 'sym_pd', 'sym_psd'])
|
|
run_test(matsize, batchdims, mat_chars=['sing', 'non_sing'])
|
|
|
|
@skipCUDAIfNoMagma
|
|
@skipCUDAIfRocm
|
|
@skipCPUIfNoLapack
|
|
@dtypes(torch.float32, torch.float64, torch.complex64, torch.complex128)
|
|
def test_cholesky_inverse(self, device, dtype):
|
|
from torch.testing._internal.common_utils import random_hermitian_pd_matrix
|
|
|
|
def run_test(shape, batch, upper, contiguous):
|
|
A = random_hermitian_pd_matrix(shape, *batch, dtype=dtype, device=device)
|
|
if A.numel() > 0 and not contiguous:
|
|
A = A.transpose(-2, -1)
|
|
self.assertFalse(A.is_contiguous())
|
|
L = torch.linalg.cholesky(A)
|
|
expected_inverse = torch.inverse(A)
|
|
L = L.conj().transpose(-2, -1) if upper else L
|
|
actual_inverse = torch.cholesky_inverse(L, upper)
|
|
self.assertEqual(actual_inverse, expected_inverse)
|
|
|
|
shapes = (0, 3, 5)
|
|
batches = ((), (0,), (3, ), (2, 2))
|
|
for shape, batch, upper, contiguous in list(itertools.product(shapes, batches, (True, False), (True, False))):
|
|
run_test(shape, batch, upper, contiguous)
|
|
|
|
# check the out= variant
|
|
A = random_hermitian_pd_matrix(3, 2, dtype=dtype, device=device)
|
|
L = torch.linalg.cholesky(A)
|
|
|
|
# There are two code paths currently for the out= variant
|
|
# 1. When 'out' tensor is in Fortran (column-major) memory format
|
|
# then the fast route is taken and the storage is reused directly in the computations
|
|
# 2. When 'out' tensor is not in Fortran format then a temporary tensor is allocated internally
|
|
# and the result is copied from the temporary tensor to 'out' tensor
|
|
|
|
# This test checks the first code path
|
|
out = torch.empty_like(A)
|
|
out_t = out.transpose(-2, -1).clone(memory_format=torch.contiguous_format)
|
|
out = out_t.transpose(-2, -1)
|
|
ans = torch.cholesky_inverse(L, out=out)
|
|
self.assertEqual(ans, out)
|
|
expected = torch.inverse(A)
|
|
self.assertEqual(expected, out)
|
|
|
|
# This test checks the second code path
|
|
out = torch.empty_like(A)
|
|
ans = torch.cholesky_inverse(L, out=out)
|
|
self.assertEqual(ans, out)
|
|
expected = torch.inverse(A)
|
|
self.assertEqual(expected, out)
|
|
|
|
@skipCUDAIfNoMagma
|
|
@skipCPUIfNoLapack
|
|
@dtypes(torch.float32, torch.float64, torch.complex64, torch.complex128)
|
|
def test_cholesky_inverse_errors_and_warnings(self, device, dtype):
|
|
# cholesky_inverse requires the input to be at least 2 dimensional tensor
|
|
a = torch.randn(2, device=device, dtype=dtype)
|
|
with self.assertRaisesRegex(RuntimeError, "must have at least 2 dimensions"):
|
|
torch.cholesky_inverse(a)
|
|
|
|
# cholesky_inverse requires a square matrix
|
|
a = torch.randn(2, 3, device=device, dtype=dtype)
|
|
with self.assertRaisesRegex(RuntimeError, "must be batches of square matrices"):
|
|
torch.cholesky_inverse(a)
|
|
|
|
# if non-empty out tensor with wrong shape is passed a warning is given
|
|
a = torch.randn(3, 3, device=device, dtype=dtype)
|
|
out = torch.empty(2, 3, device=device, dtype=dtype)
|
|
with warnings.catch_warnings(record=True) as w:
|
|
# Trigger warning
|
|
torch.cholesky_inverse(a, out=out)
|
|
# Check warning occurs
|
|
self.assertEqual(len(w), 1)
|
|
self.assertTrue("An output with one or more elements was resized" in str(w[-1].message))
|
|
|
|
# dtypes should be safely castable
|
|
out = torch.empty(*a.shape, dtype=torch.int, device=device)
|
|
with self.assertRaisesRegex(RuntimeError, "but got result with dtype Int"):
|
|
torch.cholesky_inverse(a, out=out)
|
|
|
|
# device should match
|
|
if torch.cuda.is_available():
|
|
wrong_device = 'cpu' if self.device_type != 'cpu' else 'cuda'
|
|
out = torch.empty(0, device=wrong_device, dtype=dtype)
|
|
with self.assertRaisesRegex(RuntimeError, "Expected result and input tensors to be on the same device"):
|
|
torch.cholesky_inverse(a, out=out)
|
|
|
|
# cholesky_inverse raises an error for invalid inputs on CPU
|
|
# for example if at least one diagonal element is zero
|
|
a = torch.randn(3, 3, device=device, dtype=dtype)
|
|
a[1, 1] = 0
|
|
if self.device_type == 'cpu':
|
|
with self.assertRaisesRegex(RuntimeError, r"cholesky_inverse: U\(2,2\) is zero, singular U\."):
|
|
torch.cholesky_inverse(a)
|
|
# cholesky_inverse on GPU does not raise an error for this case
|
|
elif self.device_type == 'cuda':
|
|
out = torch.cholesky_inverse(a)
|
|
self.assertTrue(out.isinf().any() or out.isnan().any())
|
|
|
|
def _select_broadcastable_dims(self, dims_full=None):
|
|
# select full dimensionality
|
|
if dims_full is None:
|
|
dims_full = []
|
|
ndims = random.randint(1, 4)
|
|
dims_full = [random.randint(1, 8) for _ in range(ndims)]
|
|
else:
|
|
ndims = len(dims_full)
|
|
|
|
# select actual dimensions for ops:
|
|
# larger: full ndims, individual sizes may be reduced
|
|
# smaller: possibly reduced ndims, sizes may be reduced
|
|
smaller_ndims = random.randint(1, ndims)
|
|
dims_small = []
|
|
dims_large = []
|
|
for i in range(ndims - 1, -1, -1):
|
|
j = random.randint(1, 3)
|
|
if j == 1: # no reduced singleton dimension
|
|
ds = dims_full[i]
|
|
dl = dims_full[i]
|
|
elif j == 2: # larger may have reduced singleton dimension
|
|
ds = dims_full[i]
|
|
dl = 1 if len(dims_small) < smaller_ndims else dims_full[i]
|
|
elif j == 3: # smaller may have reduced singleton dimension
|
|
ds = 1
|
|
dl = dims_full[i]
|
|
dims_large = [dl] + dims_large
|
|
if len(dims_small) < smaller_ndims:
|
|
dims_small = [ds] + dims_small
|
|
return (dims_small, dims_large, dims_full)
|
|
|
|
def test_broadcast_fused_matmul(self, device):
|
|
fns = ["baddbmm", "addbmm", "addmm", "addmv", "addr"]
|
|
|
|
for fn in fns:
|
|
batch_dim = random.randint(1, 8)
|
|
n_dim = random.randint(1, 8)
|
|
m_dim = random.randint(1, 8)
|
|
p_dim = random.randint(1, 8)
|
|
|
|
def dims_full_for_fn():
|
|
if fn == "baddbmm":
|
|
return ([batch_dim, n_dim, p_dim], [batch_dim, n_dim, m_dim], [batch_dim, m_dim, p_dim])
|
|
elif fn == "addbmm":
|
|
return ([n_dim, p_dim], [batch_dim, n_dim, m_dim], [batch_dim, m_dim, p_dim])
|
|
elif fn == "addmm":
|
|
return ([n_dim, p_dim], [n_dim, m_dim], [m_dim, p_dim])
|
|
elif fn == "addmv":
|
|
return ([n_dim], [n_dim, m_dim], [m_dim])
|
|
elif fn == "addr":
|
|
return ([n_dim, m_dim], [n_dim], [m_dim])
|
|
else:
|
|
raise AssertionError("unknown function")
|
|
|
|
(t0_dims_full, t1_dims, t2_dims) = dims_full_for_fn()
|
|
(t0_dims_small, _, _) = self._select_broadcastable_dims(t0_dims_full)
|
|
|
|
t0_small = torch.randn(*t0_dims_small, device=device).float()
|
|
t1 = torch.randn(*t1_dims, device=device).float()
|
|
t2 = torch.randn(*t2_dims, device=device).float()
|
|
|
|
t0_full = t0_small.expand(*t0_dims_full).to(device)
|
|
|
|
fntorch = getattr(torch, fn)
|
|
r0 = fntorch(t0_small, t1, t2)
|
|
r1 = fntorch(t0_full, t1, t2)
|
|
self.assertEqual(r0, r1)
|
|
|
|
@tf32_on_and_off(0.001)
|
|
def test_broadcast_batched_matmul(self, device):
|
|
n_dim = random.randint(1, 8)
|
|
m_dim = random.randint(1, 8)
|
|
p_dim = random.randint(1, 8)
|
|
full_batch_dims = [random.randint(1, 3) for i in range(random.randint(1, 3))]
|
|
(batch_dims_small, _, _) = self._select_broadcastable_dims(full_batch_dims)
|
|
|
|
def verify_batched_matmul(full_lhs, one_dimensional):
|
|
if not one_dimensional:
|
|
lhs_dims = [n_dim, m_dim]
|
|
rhs_dims = [m_dim, p_dim]
|
|
result_dims = [n_dim, p_dim]
|
|
else:
|
|
lhs_dims = [n_dim, m_dim] if full_lhs else [m_dim]
|
|
rhs_dims = [m_dim, p_dim] if not full_lhs else [m_dim]
|
|
result_dims = [n_dim] if full_lhs else [p_dim]
|
|
|
|
lhs_mat_dims = lhs_dims if len(lhs_dims) != 1 else [1, m_dim]
|
|
rhs_mat_dims = rhs_dims if len(rhs_dims) != 1 else [m_dim, 1]
|
|
full_mat_dims = lhs_mat_dims if full_lhs else rhs_mat_dims
|
|
dim0_dims = rhs_dims if full_lhs else lhs_dims
|
|
small_dims = batch_dims_small + (rhs_mat_dims if full_lhs else lhs_mat_dims)
|
|
|
|
small = torch.randn(*(small_dims), device=device).float()
|
|
dim0 = torch.randn(*(dim0_dims), device=device).float()
|
|
full = torch.randn(*(full_batch_dims + full_mat_dims), device=device).float()
|
|
if not one_dimensional:
|
|
(lhsTensors, rhsTensors) = ((full,), (small, dim0)) if full_lhs else ((small, dim0), (full,))
|
|
else:
|
|
(lhsTensors, rhsTensors) = ((full,), (dim0,)) if full_lhs else ((dim0,), (full,))
|
|
|
|
def maybe_squeeze_result(l, r, result):
|
|
if len(lhs_dims) == 1 and l.dim() != 1:
|
|
return result.squeeze(-2)
|
|
elif len(rhs_dims) == 1 and r.dim() != 1:
|
|
return result.squeeze(-1)
|
|
else:
|
|
return result
|
|
|
|
for lhs in lhsTensors:
|
|
lhs_expanded = lhs.expand(*(torch.Size(full_batch_dims) + torch.Size(lhs_mat_dims)))
|
|
lhs_expanded_matmul_fn = lhs_expanded.matmul
|
|
for rhs in rhsTensors:
|
|
rhs_expanded = ((rhs if len(rhs_dims) != 1 else rhs.unsqueeze(-1)).
|
|
expand(*(torch.Size(full_batch_dims) + torch.Size(rhs_mat_dims))))
|
|
truth = maybe_squeeze_result(lhs_expanded, rhs_expanded, lhs_expanded_matmul_fn(rhs_expanded))
|
|
for l in (lhs, lhs_expanded):
|
|
for r in (rhs, rhs_expanded):
|
|
l_matmul_fn = l.matmul
|
|
result = maybe_squeeze_result(l, r, l_matmul_fn(r))
|
|
self.assertEqual(truth, result)
|
|
# test torch.matmul function as well
|
|
torch_result = maybe_squeeze_result(l, r, torch.matmul(l, r))
|
|
self.assertEqual(truth, torch_result)
|
|
# test torch.matmul with out
|
|
out = torch.zeros_like(torch_result)
|
|
torch.matmul(l, r, out=out)
|
|
self.assertEqual(truth, maybe_squeeze_result(l, r, out))
|
|
|
|
# compare to bmm
|
|
bmm_result = (torch.bmm(lhs_expanded.contiguous().view(-1, *lhs_mat_dims),
|
|
rhs_expanded.contiguous().view(-1, *rhs_mat_dims)))
|
|
self.assertEqual(truth.view(-1, *result_dims), bmm_result.view(-1, *result_dims))
|
|
|
|
for indices in itertools.product((True, False), repeat=2):
|
|
verify_batched_matmul(*indices)
|
|
|
|
@skipCUDAIfNoMagma
|
|
@skipCPUIfNoLapack
|
|
@dtypes(torch.float32, torch.float64, torch.complex64, torch.complex128)
|
|
@skipCUDAIfRocm
|
|
def test_lu_solve_batched_non_contiguous(self, device, dtype):
|
|
from numpy.linalg import solve
|
|
from torch.testing._internal.common_utils import random_fullrank_matrix_distinct_singular_value
|
|
|
|
A = random_fullrank_matrix_distinct_singular_value(2, 2, dtype=dtype, device='cpu')
|
|
b = torch.randn(2, 2, 2, dtype=dtype, device='cpu')
|
|
x_exp = torch.as_tensor(solve(A.permute(0, 2, 1).numpy(), b.permute(2, 1, 0).numpy())).to(device)
|
|
A = A.to(device).permute(0, 2, 1)
|
|
b = b.to(device).permute(2, 1, 0)
|
|
assert not A.is_contiguous() and not b.is_contiguous(), "contiguous inputs"
|
|
LU_data, LU_pivots = torch.lu(A)
|
|
x = torch.lu_solve(b, LU_data, LU_pivots)
|
|
self.assertEqual(x, x_exp)
|
|
|
|
def lu_solve_test_helper(self, A_dims, b_dims, pivot, device, dtype):
|
|
from torch.testing._internal.common_utils import random_fullrank_matrix_distinct_singular_value
|
|
|
|
b = torch.randn(*b_dims, dtype=dtype, device=device)
|
|
A = random_fullrank_matrix_distinct_singular_value(*A_dims, dtype=dtype).to(device)
|
|
LU_data, LU_pivots, info = torch.lu(A, get_infos=True, pivot=pivot)
|
|
self.assertEqual(info, torch.zeros_like(info))
|
|
return b, A, LU_data, LU_pivots
|
|
|
|
@skipCPUIfNoLapack
|
|
@skipCUDAIfNoMagma
|
|
@dtypes(torch.float32, torch.float64, torch.complex64, torch.complex128)
|
|
@precisionOverride({torch.float32: 1e-3, torch.complex64: 1e-3,
|
|
torch.float64: 1e-8, torch.complex128: 1e-8})
|
|
def test_lu_solve(self, device, dtype):
|
|
def sub_test(pivot):
|
|
for k, n in zip([2, 3, 5], [3, 5, 7]):
|
|
b, A, LU_data, LU_pivots = self.lu_solve_test_helper((n,), (n, k), pivot, device, dtype)
|
|
x = torch.lu_solve(b, LU_data, LU_pivots)
|
|
self.assertEqual(b, np.matmul(A.cpu(), x.cpu()))
|
|
|
|
sub_test(True)
|
|
if self.device_type == 'cuda':
|
|
sub_test(False)
|
|
|
|
@skipCUDAIfNoMagma
|
|
@skipCPUIfNoLapack
|
|
@dtypes(torch.float32, torch.float64, torch.complex64, torch.complex128)
|
|
@precisionOverride({torch.float32: 1e-3, torch.complex64: 1e-3,
|
|
torch.float64: 1e-8, torch.complex128: 1e-8})
|
|
@skipCUDAIfRocm
|
|
def test_lu_solve_batched(self, device, dtype):
|
|
def sub_test(pivot):
|
|
def lu_solve_batch_test_helper(A_dims, b_dims, pivot):
|
|
b, A, LU_data, LU_pivots = self.lu_solve_test_helper(A_dims, b_dims, pivot, device, dtype)
|
|
x_exp_list = []
|
|
for i in range(b_dims[0]):
|
|
x_exp_list.append(torch.lu_solve(b[i], LU_data[i], LU_pivots[i]))
|
|
x_exp = torch.stack(x_exp_list) # Stacked output
|
|
x_act = torch.lu_solve(b, LU_data, LU_pivots) # Actual output
|
|
self.assertEqual(x_exp, x_act) # Equality check
|
|
Ax = np.matmul(A.cpu(), x_act.cpu())
|
|
self.assertEqual(b, Ax)
|
|
|
|
for batchsize in [1, 3, 4]:
|
|
lu_solve_batch_test_helper((5, batchsize), (batchsize, 5, 10), pivot)
|
|
|
|
# Tests tensors with 0 elements
|
|
b = torch.randn(3, 0, 3, dtype=dtype, device=device)
|
|
A = torch.randn(3, 0, 0, dtype=dtype, device=device)
|
|
LU_data, LU_pivots = torch.lu(A)
|
|
self.assertEqual(torch.empty_like(b), b.lu_solve(LU_data, LU_pivots))
|
|
|
|
sub_test(True)
|
|
if self.device_type == 'cuda':
|
|
sub_test(False)
|
|
|
|
@slowTest
|
|
@skipCUDAIfNoMagma
|
|
@skipCPUIfNoLapack
|
|
@dtypes(torch.float32, torch.float64, torch.complex64, torch.complex128)
|
|
def test_lu_solve_batched_many_batches(self, device, dtype):
|
|
def run_test(A_dims, b_dims):
|
|
b, A, LU_data, LU_pivots = self.lu_solve_test_helper(A_dims, b_dims, True, device, dtype)
|
|
x = torch.lu_solve(b, LU_data, LU_pivots)
|
|
Ax = torch.matmul(A, x)
|
|
self.assertEqual(Ax, b.expand_as(Ax))
|
|
|
|
run_test((5, 65536), (65536, 5, 10))
|
|
run_test((5, 262144), (262144, 5, 10))
|
|
|
|
@skipCUDAIfNoMagma
|
|
@skipCPUIfNoLapack
|
|
@dtypes(torch.float32, torch.float64, torch.complex64, torch.complex128)
|
|
@skipCUDAIfRocm
|
|
def test_lu_solve_batched_broadcasting(self, device, dtype):
|
|
from numpy.linalg import solve
|
|
from torch.testing._internal.common_utils import random_fullrank_matrix_distinct_singular_value
|
|
|
|
def run_test(A_dims, b_dims, pivot=True):
|
|
A_matrix_size = A_dims[-1]
|
|
A_batch_dims = A_dims[:-2]
|
|
A = random_fullrank_matrix_distinct_singular_value(A_matrix_size, *A_batch_dims, dtype=dtype)
|
|
b = torch.randn(*b_dims, dtype=dtype)
|
|
x_exp = torch.as_tensor(solve(A.numpy(), b.numpy())).to(dtype=dtype, device=device)
|
|
A, b = A.to(device), b.to(device)
|
|
LU_data, LU_pivots = torch.lu(A, pivot=pivot)
|
|
x = torch.lu_solve(b, LU_data, LU_pivots)
|
|
self.assertEqual(x, x_exp)
|
|
|
|
# test against numpy.linalg.solve
|
|
run_test((2, 1, 3, 4, 4), (2, 1, 3, 4, 6)) # no broadcasting
|
|
run_test((2, 1, 3, 4, 4), (4, 6)) # broadcasting b
|
|
run_test((4, 4), (2, 1, 3, 4, 2)) # broadcasting A
|
|
run_test((1, 3, 1, 4, 4), (2, 1, 3, 4, 5)) # broadcasting A & b
|
|
|
|
@skipCUDAIfNoMagma
|
|
@skipCPUIfNoLapack
|
|
@dtypes(torch.float32, torch.float64, torch.complex64, torch.complex128)
|
|
def test_lu_solve_out_errors_and_warnings(self, device, dtype):
|
|
# dtypes should be safely castable
|
|
a = torch.eye(2, dtype=dtype, device=device)
|
|
LU_data, LU_pivots = torch.lu(a, pivot=True)
|
|
b = torch.randn(2, 1, dtype=dtype, device=device)
|
|
out = torch.empty(0, dtype=torch.int, device=device)
|
|
with self.assertRaisesRegex(RuntimeError, "but got result with dtype Int"):
|
|
torch.lu_solve(b, LU_data, LU_pivots, out=out)
|
|
|
|
# device should match
|
|
if torch.cuda.is_available():
|
|
wrong_device = 'cpu' if self.device_type != 'cpu' else 'cuda'
|
|
out = torch.empty(0, dtype=dtype, device=wrong_device)
|
|
with self.assertRaisesRegex(RuntimeError, "tensors to be on the same device"):
|
|
torch.lu_solve(b, LU_data, LU_pivots, out=out)
|
|
|
|
# if out tensor with wrong shape is passed a warning is given
|
|
with warnings.catch_warnings(record=True) as w:
|
|
out = torch.empty(1, dtype=dtype, device=device)
|
|
# Trigger warning
|
|
torch.lu_solve(b, LU_data, LU_pivots, out=out)
|
|
# Check warning occurs
|
|
self.assertEqual(len(w), 1)
|
|
self.assertTrue("An output with one or more elements was resized" in str(w[-1].message))
|
|
|
|
@precisionOverride({torch.float32: 1e-5, torch.complex64: 1e-5})
|
|
@skipCUDAIfNoMagma
|
|
@skipCPUIfNoLapack
|
|
@dtypes(torch.float32, torch.float64, torch.complex64, torch.complex128)
|
|
def test_symeig(self, device, dtype):
|
|
from torch.testing._internal.common_utils import random_hermitian_matrix
|
|
|
|
def run_test(dims, eigenvectors, upper):
|
|
x = random_hermitian_matrix(*dims, dtype=dtype, device=device)
|
|
if dtype.is_complex:
|
|
real_dtype = torch.float32 if dtype is torch.complex64 else torch.float64
|
|
else:
|
|
real_dtype = dtype
|
|
oute = torch.empty(dims[1:] + dims[:1], dtype=real_dtype, device=device)
|
|
outv = torch.empty(dims[1:] + dims[:1] * 2, dtype=dtype, device=device)
|
|
torch.symeig(x, eigenvectors=eigenvectors, upper=upper, out=(oute, outv))
|
|
|
|
if eigenvectors:
|
|
outv_ = outv.cpu().numpy()
|
|
x_recon = np.matmul(np.matmul(outv_, torch.diag_embed(oute.to(dtype)).cpu().numpy()),
|
|
outv_.swapaxes(-2, -1).conj())
|
|
self.assertEqual(x, x_recon, atol=1e-8, rtol=0, msg='Incorrect reconstruction using V @ diag(e) @ V.T')
|
|
else:
|
|
eigvals, _ = torch.symeig(x, eigenvectors=True, upper=upper)
|
|
self.assertEqual(eigvals, oute, msg='Eigenvalues mismatch')
|
|
self.assertEqual(torch.empty(0, device=device, dtype=dtype), outv, msg='Eigenvector matrix not empty')
|
|
|
|
rese, resv = x.symeig(eigenvectors=eigenvectors, upper=upper)
|
|
self.assertEqual(rese, oute, msg="outputs of symeig and symeig with out don't match")
|
|
self.assertEqual(resv, outv, msg="outputs of symeig and symeig with out don't match")
|
|
|
|
# test non-contiguous
|
|
x = random_hermitian_matrix(*dims, dtype=dtype, device=device)
|
|
n_dim = len(dims) + 1
|
|
# Reverse the batch dimensions and the matrix dimensions and then concat them
|
|
x = x.permute(tuple(range(n_dim - 3, -1, -1)) + (n_dim - 1, n_dim - 2))
|
|
assert not x.is_contiguous(), "x is intentionally non-contiguous"
|
|
rese, resv = torch.symeig(x, eigenvectors=eigenvectors, upper=upper)
|
|
if eigenvectors:
|
|
resv_ = resv.cpu().numpy()
|
|
x_recon = np.matmul(np.matmul(resv_, torch.diag_embed(rese.to(dtype)).cpu().numpy()),
|
|
resv_.swapaxes(-2, -1).conj())
|
|
self.assertEqual(x, x_recon, atol=1e-8, rtol=0, msg='Incorrect reconstruction using V @ diag(e) @ V.T')
|
|
else:
|
|
eigvals, _ = torch.symeig(x, eigenvectors=True, upper=upper)
|
|
self.assertEqual(eigvals, rese, msg='Eigenvalues mismatch')
|
|
self.assertEqual(torch.empty(0, device=device, dtype=dtype), resv, msg='Eigenvector matrix not empty')
|
|
|
|
batch_dims_set = [(), (3,), (3, 5), (5, 3, 5)]
|
|
for batch_dims, eigenvectors, upper in itertools.product(batch_dims_set, (True, False), (True, False)):
|
|
run_test((5,) + batch_dims, eigenvectors, upper)
|
|
|
|
@skipCUDAIfNoMagma
|
|
@skipCPUIfNoLapack
|
|
@dtypes(torch.float32, torch.float64, torch.complex64, torch.complex128)
|
|
def test_symeig_out_errors_and_warnings(self, device, dtype):
|
|
from torch.testing._internal.common_utils import random_hermitian_matrix
|
|
|
|
# if non-empty out tensor with wrong shape is passed a warning is given
|
|
a = random_hermitian_matrix(3, dtype=dtype, device=device)
|
|
real_dtype = a.real.dtype if dtype.is_complex else dtype
|
|
out_w = torch.empty(7, 7, dtype=real_dtype, device=device)
|
|
out_v = torch.empty(7, 7, dtype=dtype, device=device)
|
|
with warnings.catch_warnings(record=True) as w:
|
|
# Trigger warning
|
|
torch.symeig(a, out=(out_w, out_v))
|
|
# Check warning occurs
|
|
self.assertEqual(len(w), 2)
|
|
self.assertTrue("An output with one or more elements was resized" in str(w[-2].message))
|
|
self.assertTrue("An output with one or more elements was resized" in str(w[-1].message))
|
|
|
|
# dtypes should be safely castable
|
|
out_w = torch.empty(0, dtype=real_dtype, device=device)
|
|
out_v = torch.empty(0, dtype=torch.int, device=device)
|
|
with self.assertRaisesRegex(RuntimeError, "but got eigenvectors with dtype Int"):
|
|
torch.symeig(a, out=(out_w, out_v))
|
|
|
|
out_w = torch.empty(0, dtype=torch.int, device=device)
|
|
out_v = torch.empty(0, dtype=dtype, device=device)
|
|
with self.assertRaisesRegex(RuntimeError, "but got eigenvalues with dtype Int"):
|
|
torch.symeig(a, out=(out_w, out_v))
|
|
|
|
# device should match
|
|
if torch.cuda.is_available():
|
|
wrong_device = 'cpu' if self.device_type != 'cpu' else 'cuda'
|
|
out_w = torch.empty(0, device=wrong_device, dtype=dtype)
|
|
out_v = torch.empty(0, device=device, dtype=dtype)
|
|
with self.assertRaisesRegex(RuntimeError, "tensors to be on the same device"):
|
|
torch.symeig(a, out=(out_w, out_v))
|
|
out_w = torch.empty(0, device=device, dtype=dtype)
|
|
out_v = torch.empty(0, device=wrong_device, dtype=dtype)
|
|
with self.assertRaisesRegex(RuntimeError, "tensors to be on the same device"):
|
|
torch.symeig(a, out=(out_w, out_v))
|
|
|
|
@skipCUDAIfNoMagma
|
|
@skipCPUIfNoLapack
|
|
def test_pca_lowrank(self, device):
|
|
from torch.testing._internal.common_utils import random_lowrank_matrix, random_sparse_matrix
|
|
|
|
dtype = torch.double
|
|
|
|
def run_subtest(guess_rank, actual_rank, matrix_size, batches, device, pca, **options):
|
|
density = options.pop('density', 1)
|
|
if isinstance(matrix_size, int):
|
|
rows = columns = matrix_size
|
|
else:
|
|
rows, columns = matrix_size
|
|
if density == 1:
|
|
a_input = random_lowrank_matrix(actual_rank, rows, columns, *batches, device=device, dtype=dtype)
|
|
a = a_input
|
|
else:
|
|
a_input = random_sparse_matrix(rows, columns, density, device=device, dtype=dtype)
|
|
a = a_input.to_dense()
|
|
|
|
u, s, v = pca(a_input, q=guess_rank, **options)
|
|
|
|
self.assertEqual(s.shape[-1], guess_rank)
|
|
self.assertEqual(u.shape[-2], rows)
|
|
self.assertEqual(u.shape[-1], guess_rank)
|
|
self.assertEqual(v.shape[-1], guess_rank)
|
|
self.assertEqual(v.shape[-2], columns)
|
|
|
|
A1 = u.matmul(s.diag_embed()).matmul(v.transpose(-2, -1))
|
|
ones_m1 = torch.ones(batches + (rows, 1), dtype=a.dtype, device=device)
|
|
c = a.sum(axis=-2) / rows
|
|
c = c.reshape(batches + (1, columns))
|
|
A2 = a - ones_m1.matmul(c)
|
|
self.assertEqual(A1, A2)
|
|
|
|
if density == 1:
|
|
# actual rank is known only for dense input
|
|
detect_rank = (s.abs() > 1e-5).sum(axis=-1)
|
|
self.assertEqual(actual_rank * torch.ones(batches, device=device, dtype=torch.int64), detect_rank)
|
|
U, S, V = torch.svd(A2)
|
|
self.assertEqual(s[..., :actual_rank], S[..., :actual_rank])
|
|
|
|
all_batches = [(), (1,), (3,), (2, 3)]
|
|
for actual_rank, size, all_batches in [
|
|
(2, (17, 4), all_batches),
|
|
(2, (100, 4), all_batches),
|
|
(6, (100, 40), all_batches),
|
|
(12, (1000, 1000), [()]),
|
|
]:
|
|
for batches in all_batches:
|
|
for guess_rank in [
|
|
actual_rank,
|
|
actual_rank + 2,
|
|
actual_rank + 6,
|
|
]:
|
|
if guess_rank <= min(*size):
|
|
run_subtest(guess_rank, actual_rank, size, batches, device, torch.pca_lowrank)
|
|
run_subtest(guess_rank, actual_rank, size[::-1], batches, device, torch.pca_lowrank)
|
|
|
|
# sparse input
|
|
for guess_rank, size in [
|
|
(4, (17, 4)), (4, (4, 17)), (16, (17, 17)),
|
|
(21, (100, 40)), (20, (40, 100)), (600, (1000, 1000))]:
|
|
for density in [0.005, 0.1]:
|
|
run_subtest(guess_rank, None, size, (), device, torch.pca_lowrank, density=density)
|
|
|
|
# jitting support
|
|
jitted = torch.jit.script(torch.pca_lowrank)
|
|
guess_rank, actual_rank, size, batches = 2, 2, (17, 4), ()
|
|
run_subtest(guess_rank, actual_rank, size, batches, device, jitted)
|
|
|
|
# Ensure that nuclear_norm's out variant gives the same result as the non-out
|
|
@onlyOnCPUAndCUDA
|
|
@skipCUDAIfNoMagma
|
|
@skipCPUIfNoLapack
|
|
@dtypes(torch.float32, torch.float64)
|
|
def test_nuclear_norm_out(self, device, dtype):
|
|
test_cases = [
|
|
# input size, dim
|
|
((25, 25), None),
|
|
((25, 25), (0, 1)),
|
|
((25, 25), (1, 0)),
|
|
((25, 25, 25), (2, 0)),
|
|
((25, 25, 25), (0, 1)),
|
|
]
|
|
for keepdim in [False, True]:
|
|
for input_size, dim in test_cases:
|
|
msg = f'input_size: {input_size}, dim: {dim}, keepdim: {keepdim}'
|
|
x = torch.randn(*input_size, device=device, dtype=dtype)
|
|
result_out = torch.empty(0, device=device, dtype=dtype)
|
|
if dim is None:
|
|
result = torch.nuclear_norm(x, keepdim=keepdim)
|
|
torch.nuclear_norm(x, keepdim=keepdim, out=result_out)
|
|
else:
|
|
result = torch.nuclear_norm(x, keepdim=keepdim, dim=dim)
|
|
torch.nuclear_norm(x, keepdim=keepdim, dim=dim, out=result_out)
|
|
self.assertEqual(result, result_out, msg=msg)
|
|
|
|
@skipCUDAIfNoMagma
|
|
@skipCPUIfNoLapack
|
|
def test_geqrf(self, device):
|
|
a = torch.randn(5, 5, device=device)
|
|
b, c = torch.geqrf(a)
|
|
b_placeholder, c_placeholder = torch.empty_like(b), torch.empty_like(c)
|
|
torch.geqrf(a, out=(b_placeholder, c_placeholder))
|
|
self.assertEqual(b, b_placeholder)
|
|
self.assertEqual(c, c_placeholder)
|
|
|
|
@skipCUDAIfNoMagma
|
|
@skipCPUIfNoLapack
|
|
@dtypes(torch.double)
|
|
def test_lstsq(self, device, dtype):
|
|
def _test_underdetermined(a, b, expectedNorm):
|
|
# underdetermined systems are only supported on CPU
|
|
if self.device_type != 'cpu':
|
|
return
|
|
|
|
m = a.size()[0]
|
|
n = a.size()[1]
|
|
assert(m <= n)
|
|
|
|
a_copy = a.clone()
|
|
b_copy = b.clone()
|
|
res1 = torch.lstsq(b, a)[0]
|
|
self.assertEqual(a, a_copy, atol=0, rtol=0)
|
|
self.assertEqual(b, b_copy, atol=0, rtol=0)
|
|
self.assertEqual((torch.mm(a, res1) - b).norm(), expectedNorm, atol=1e-8, rtol=0)
|
|
|
|
ta = torch.tensor((), dtype=dtype, device=device)
|
|
tb = torch.tensor((), dtype=dtype, device=device)
|
|
res2 = torch.lstsq(b, a, out=(tb, ta))[0]
|
|
self.assertEqual(a, a_copy, atol=0, rtol=0)
|
|
self.assertEqual(b, b_copy, atol=0, rtol=0)
|
|
self.assertEqual((torch.mm(a, res1) - b).norm(), expectedNorm, atol=1e-8, rtol=0)
|
|
|
|
res3 = torch.lstsq(b, a, out=(b, a))[0]
|
|
self.assertEqual((torch.mm(a_copy, b) - b_copy).norm(), expectedNorm, atol=1e-8, rtol=0)
|
|
self.assertEqual(res1, tb, atol=0, rtol=0)
|
|
self.assertEqual(res1, b, atol=0, rtol=0)
|
|
self.assertEqual(res1, res2, atol=0, rtol=0)
|
|
self.assertEqual(res1, res3, atol=0, rtol=0)
|
|
|
|
def _test_overdetermined(a, b, expectedNorm):
|
|
m = a.size()[0]
|
|
n = a.size()[1]
|
|
assert(m > n)
|
|
|
|
def check_norm(a, b, expected_norm, gels_result):
|
|
# Checks |ax - b| and the residual info from the result
|
|
|
|
# The first n rows is the least square solution.
|
|
# Rows n to m-1 contain residual information.
|
|
x = gels_result[:n]
|
|
resid_info = gels_result[n:]
|
|
|
|
resid_norm = (torch.mm(a, x) - b).norm()
|
|
self.assertEqual(resid_norm, expectedNorm, atol=1e-8, rtol=0)
|
|
self.assertEqual(resid_info.norm(), resid_norm, atol=1e-8, rtol=0)
|
|
|
|
a_copy = a.clone()
|
|
b_copy = b.clone()
|
|
res1 = torch.lstsq(b, a)[0]
|
|
self.assertEqual(a, a_copy, atol=0, rtol=0)
|
|
self.assertEqual(b, b_copy, atol=0, rtol=0)
|
|
check_norm(a, b, expectedNorm, res1)
|
|
|
|
ta = torch.tensor((), dtype=dtype, device=device)
|
|
tb = torch.tensor((), dtype=dtype, device=device)
|
|
res2 = torch.lstsq(b, a, out=(tb, ta))[0]
|
|
self.assertEqual(a, a_copy, atol=0, rtol=0)
|
|
self.assertEqual(b, b_copy, atol=0, rtol=0)
|
|
check_norm(a, b, expectedNorm, res2)
|
|
|
|
res3 = torch.lstsq(b, a, out=(b, a))[0]
|
|
check_norm(a_copy, b_copy, expectedNorm, res3)
|
|
|
|
self.assertEqual(res1, tb, atol=0, rtol=0)
|
|
self.assertEqual(res1, b, atol=0, rtol=0)
|
|
self.assertEqual(res1, res2, atol=0, rtol=0)
|
|
self.assertEqual(res1, res3, atol=0, rtol=0)
|
|
|
|
# basic test
|
|
expectedNorm = 0
|
|
a = torch.tensor(((1.44, -9.96, -7.55, 8.34),
|
|
(-7.84, -0.28, 3.24, 8.09),
|
|
(-4.39, -3.24, 6.27, 5.28),
|
|
(4.53, 3.83, -6.64, 2.06)), dtype=dtype, device=device).t()
|
|
b = torch.tensor(((8.58, 8.26, 8.48, -5.28),
|
|
(9.35, -4.43, -0.70, -0.26)), dtype=dtype, device=device).t()
|
|
_test_underdetermined(a, b, expectedNorm)
|
|
|
|
# test overdetermined
|
|
expectedNorm = 17.390200628863
|
|
a = torch.tensor(((1.44, -9.96, -7.55, 8.34, 7.08, -5.45),
|
|
(-7.84, -0.28, 3.24, 8.09, 2.52, -5.70),
|
|
(-4.39, -3.24, 6.27, 5.28, 0.74, -1.19),
|
|
(4.53, 3.83, -6.64, 2.06, -2.47, 4.70)), dtype=dtype, device=device).t()
|
|
b = torch.tensor(((8.58, 8.26, 8.48, -5.28, 5.72, 8.93),
|
|
(9.35, -4.43, -0.70, -0.26, -7.36, -2.52)), dtype=dtype, device=device).t()
|
|
_test_overdetermined(a, b, expectedNorm)
|
|
|
|
# test underdetermined
|
|
expectedNorm = 0
|
|
a = torch.tensor(((1.44, -9.96, -7.55),
|
|
(-7.84, -0.28, 3.24),
|
|
(-4.39, -3.24, 6.27),
|
|
(4.53, 3.83, -6.64)), dtype=dtype, device=device).t()
|
|
b = torch.tensor(((8.58, 8.26, 8.48),
|
|
(9.35, -4.43, -0.70)), dtype=dtype, device=device).t()
|
|
_test_underdetermined(a, b, expectedNorm)
|
|
|
|
# test reuse
|
|
expectedNorm = 0
|
|
a = torch.tensor(((1.44, -9.96, -7.55, 8.34),
|
|
(-7.84, -0.28, 3.24, 8.09),
|
|
(-4.39, -3.24, 6.27, 5.28),
|
|
(4.53, 3.83, -6.64, 2.06)), dtype=dtype, device=device).t()
|
|
b = torch.tensor(((8.58, 8.26, 8.48, -5.28),
|
|
(9.35, -4.43, -0.70, -0.26)), dtype=dtype, device=device).t()
|
|
ta = torch.tensor((), dtype=dtype, device=device)
|
|
tb = torch.tensor((), dtype=dtype, device=device)
|
|
torch.lstsq(b, a, out=(tb, ta))
|
|
self.assertEqual((torch.mm(a, tb) - b).norm(), expectedNorm, atol=1e-8, rtol=0)
|
|
torch.lstsq(b, a, out=(tb, ta))
|
|
self.assertEqual((torch.mm(a, tb) - b).norm(), expectedNorm, atol=1e-8, rtol=0)
|
|
torch.lstsq(b, a, out=(tb, ta))
|
|
self.assertEqual((torch.mm(a, tb) - b).norm(), expectedNorm, atol=1e-8, rtol=0)
|
|
|
|
@skipCUDAIfNoMagma
|
|
@skipCUDAIfRocm
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@skipCPUIfNoLapack
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def test_lapack_empty(self, device):
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# FIXME: these are just a selection of LAPACK functions -- we need a general strategy here.
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# The LAPACK functions themselves generally do NOT work with zero sized dimensions, although
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# numpy/sci often has a direct wrapper (e.g. lu_factor) and a wrapper that "does the right thing"
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# (e.g. lu). We often name our functions identically to the lapack function, so it will take work
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# to name / migrate-to better wrappers.
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def fn(torchfn, *args):
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return torchfn(*tuple(torch.randn(shape, device=device) if isinstance(shape, tuple) else shape
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for shape in args))
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# inverse, pinverse
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self.assertEqual((0, 0), fn(torch.inverse, (0, 0)).shape)
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self.assertEqual((5, 0), fn(torch.pinverse, (0, 5)).shape)
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self.assertEqual((0, 5), fn(torch.pinverse, (5, 0)).shape)
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self.assertEqual((0, 0), fn(torch.pinverse, (0, 0)).shape)
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# det, logdet, slogdet
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self.assertEqual(torch.tensor(1., device=device), fn(torch.det, (0, 0)))
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self.assertEqual(torch.tensor(0., device=device), fn(torch.logdet, (0, 0)))
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self.assertEqual((torch.tensor(1., device=device), torch.tensor(0., device=device)),
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fn(torch.slogdet, (0, 0)))
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# eig, symeig
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evalues, evectors = fn(torch.eig, (0, 0), True)
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self.assertEqual([(0, 2), (0, 0)], [evalues.shape, evectors.shape])
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evalues, evectors = fn(torch.symeig, (0, 0), True)
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self.assertEqual([(0,), (0, 0)], [evalues.shape, evectors.shape])
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# qr
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q, r = fn(torch.qr, (3, 0), True)
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self.assertEqual([(3, 0), (0, 0)], [q.shape, r.shape])
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q, r = fn(torch.qr, (0, 3), True)
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self.assertEqual([(0, 0), (0, 3)], [q.shape, r.shape])
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q, r = fn(torch.qr, (3, 0), False)
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self.assertEqual([(3, 3), (3, 0)], [q.shape, r.shape])
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# lstsq
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self.assertRaises(RuntimeError, lambda: torch.lstsq(torch.randn(0, 0), torch.randn(0, 0)))
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self.assertRaises(RuntimeError, lambda: torch.lstsq(torch.randn(0,), torch.randn(0, 0)))
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@tf32_on_and_off(0.005)
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def test_tensordot(self, device):
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a = torch.arange(60., device=device).reshape(3, 4, 5)
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b = torch.arange(24., device=device).reshape(4, 3, 2)
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c = torch.tensordot(a, b, dims=([1, 0], [0, 1])).cpu()
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cn = torch.from_numpy(np.tensordot(a.cpu().numpy(), b.cpu().numpy(),
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axes=([1, 0], [0, 1])))
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self.assertEqual(c, cn)
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cout = torch.zeros((5, 2))
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torch.tensordot(a, b, dims=([1, 0], [0, 1]), out=cout).cpu()
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self.assertEqual(c, cout)
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a = torch.randn(2, 3, 4, 5, device=device)
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b = torch.randn(4, 5, 6, 7, device=device)
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c = torch.tensordot(a, b, dims=2).cpu()
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cn = torch.from_numpy(np.tensordot(a.cpu().numpy(), b.cpu().numpy(),
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axes=2))
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with self.assertRaisesRegex(RuntimeError, "expects dims >= 0"):
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torch.tensordot(a, b, dims=-1)
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self.assertEqual(c, cn)
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c = torch.tensordot(a, b).cpu()
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cn = torch.from_numpy(np.tensordot(a.cpu().numpy(), b.cpu().numpy()))
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self.assertEqual(c, cn)
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instantiate_device_type_tests(TestLinalg, globals())
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if __name__ == '__main__':
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run_tests()
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