Kim Juhyeong 89c844db9b [torch.distributions] Implement positive-semidefinite constraint (#71375) ...

Summary:
While implementing https://github.com/pytorch/pytorch/issues/70275, I thought that it will be useful if there is a `torch.distributions.constraints` to check the positive-semidefiniteness of matrix random variables.
This PR implements it with `torch.linalg.eigvalsh`, different from `torch.distributions.constraints.positive_definite` implemented with `torch.linalg.cholesky_ex`.
Currently, `torch.linalg.cholesky_ex` returns only the order of the leading minor that is not positive-definite in symmetric matrices and we can't check positive semi-definiteness by the mechanism.
cc neerajprad

Pull Request resolved: https://github.com/pytorch/pytorch/pull/71375

Reviewed By: H-Huang

Differential Revision: D33663990

Pulled By: neerajprad

fbshipit-source-id: 02cefbb595a1da5e54a239d4f17b33c619416518
(cherry picked from commit 43eaea5bd861714f234e9efc1a7fb571631298f4)

2022-01-20 17:33:08 +00:00

..

ao/sparsity

[sparsity] Convert function for sparse kernels without a context manager (#66778)

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autograd

[skip ci] Set test owners for autograd tests (#66834)

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benchmark_utils

Add lint to ensure all test files have headers with ownership info (#66826)

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bottleneck_test

Set test owners for tests with unknown owners (#67552)

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cpp

add flatbuffer_loader and flatbuffer_serializer as BUCK target (#71463)

2022-01-20 04:51:10 +00:00

cpp_api_parity

ENH Adds test and docs for modules that already support no batch dims (#62729)

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cpp_extensions

Resubmit #67161 (#67735)

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custom_backend

[PyTorch] Adopt IValue::toTupleRef() where obvious (#65505)

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custom_operator

Set test owners for tests with unknown owners (#67552)

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distributed

Additional unit test for sharded linear. (#70476)

2022-01-20 01:23:44 +00:00

distributions

[torch.distributions] Implement positive-semidefinite constraint (#71375)

2022-01-20 17:33:08 +00:00

error_messages

Revert D30279364: [codemod][lint][fbcode/c*] Enable BLACK by default

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expect

[FX] Add a default_value arg to Graph.placeholder and fix split_module (#71016)

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forward_backward_compatibility

Remove deprecated cuDNN convolution ops (#71128)

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fx

[const_fold] Fix call_module const folding (#68614)

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fx2trt

Add silu and hardsigmoid converter (#71453)

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fx_acc

[fx2trt] break down div (#71172)

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jit

backout D33469839 (#71443)

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jit_hooks

Revert D30279364: [codemod][lint][fbcode/c*] Enable BLACK by default

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mobile

Reland D33284352: [jit][edge] Do not reuse mobile type parser for all unpicklers. (#71048)

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onnx

backout D33469839 (#71443)

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package

detect mocked module on saving pass (#70641)

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quantization

[quant][fix][fx][graphmode] Fix qconfig setting for fused modules (#71254)

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scripts

Revert D30279364: [codemod][lint][fbcode/c*] Enable BLACK by default

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test_img

[PyTorch Operator] [2/n] Adding python test

2020-06-25 18:36:44 -07:00

typing

Deprecate QR (#57745)

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delete.py

Introducing DataChunk for DataPipes batching (#62768)

2021-08-06 08:38:33 -07:00

HowToWriteTestsUsingFileCheck.md

Allow for heterogenous List and Dict values + Improve container typing algorithm (#57137)

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linear.py

Revert D30279364: [codemod][lint][fbcode/c*] Enable BLACK by default

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run_test.py

Fix fx2trt CI test trigger condition (#71014)

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simulate_nccl_errors.py

Revert D30279364: [codemod][lint][fbcode/c*] Enable BLACK by default

2021-08-12 11:45:01 -07:00

test_ao_sparsity.py

[sparsity] Fix and enable the pruning tests (#66411)

2021-11-22 15:28:12 -08:00

test_autocast.py

Set test owners for tests with unknown owners (#67552)

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test_autograd.py

Enable nested default hooks (#70932)

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test_binary_ufuncs.py

Low precision support for jiterator (#70157)

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test_bundled_images.py

Add ownership to more edge tests (#67859)

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test_bundled_inputs.py

Add lint to ensure all test files have headers with ownership info (#66826)

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test_complex.py

[skip ci] Set test owner for test_complex.py (#66835)

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test_cpp_api_parity.py

[skip ci] Set test owners for cpp test (#66836)

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test_cpp_extensions_aot.py

No-batch-dim support for ConvNd (#70506)

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test_cpp_extensions_jit.py

Remove remaining THC code (#69039)

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test_cuda_primary_ctx.py

[skip ci] Set test owner for test_cuda* tests (#66838)

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test_cuda.py

Document torch.cuda.ExternalStream, torch.cuda.caching_allocator_alloc and torch.cuda.caching_allocator_delete (#70126)

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test_dataloader.py

[DataPipe] Control shuffle settings from DataLoader2 (#65756)

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test_datapipe.py

[DataPipe] improving DataPipe unit tests (#70215)

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test_deploy.py

[skip ci] Set test owner for deploy/package tests (#66830)

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test_determination.py

Have test classes extend from common_utils.TestCase, not unittest.TestCase (#66900)

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test_dispatch.py

[skip ci] Set test owner for test_dispatch.py (#66840)

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test_foreach.py

Fix device type / dtype handling for parametrized test names (#65217)

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test_function_schema.py

Add forward compatability tests in CI (#64139)

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test_functional_autograd_benchmark.py

[skip ci] Add test owners for a special hi-pri class of tests (#67553)

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test_functional_optim.py

Add test owner to distributed files starting with test_ (#66797)

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test_functionalization.py

functionalization: update is_aliased() logic (#68881)

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test_futures.py

Set test owners for tests with unknown owners (#67552)

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test_fx_experimental.py

fix conv+bn folding issue when bn hasn't running states (#71259)

2022-01-18 22:12:41 +00:00

test_fx.py

OpInfos for: normal, bernoulli, multinomial (#66358)

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test_import_stats.py

Set test owners for module: ci (#66796)

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test_indexing.py

Fixes CUDA vs CPU consistency for index_put_ when accumulating (part 2) (#67189)

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test_jit_autocast.py

[JIT] additional support for CallMethod with autocasting (#67925)

2021-11-08 14:37:09 -08:00

test_jit_cuda_fuser.py

Allow single node fusion for nvfuser (#70000)

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test_jit_disabled.py

Set test owners for jit tests (#66808)

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test_jit_fuser_legacy.py

Set test owners for jit tests (#66808)

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test_jit_fuser_te.py

[nnc] Update block and thread extents in cuda_codegen to use int64_t (#71428)

2022-01-19 23:21:24 +00:00

test_jit_fuser.py

skip test_jit_legacy (#68129)

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test_jit_legacy.py

Set test owners for jit tests (#66808)

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test_jit_profiling.py

Set test owners for jit tests (#66808)

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test_jit_simple.py

Set test owners for jit tests (#66808)

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test_jit_string.py

[PyTorch] Move prim string ops to JIT op registry (#70501)

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test_jit.py

Update min python version to 3.7 in setup.py and mypy configs (#71494)

2022-01-20 00:03:57 +00:00

test_kernel_launch_checks.py

Set test owners for tests with unknown owners (#67552)

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test_license.py

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test_linalg.py

Remove random_fullrank_matrix_distinc_singular_value (#68183)

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test_logging.py

Set test owners for tests with unknown owners (#67552)

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test_masked.py

Strided masked var. (#68738)

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test_metal.py

[skip ci] Set test owner for mobile tests (#66829)

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test_mkldnn.py

Avoid the view for mkldnn case in 1D convolution (#68166)

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test_mobile_optimizer.py

[skip ci] Set test owner for mobile tests (#66829)

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test_model_dump.py

Add ownership to more edge tests (#67859)

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test_module_init.py

[quant] fix dropout in FX graph mode quantization (#71043)

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test_modules.py

No-batch-dim support for ConvNd (#70506)

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test_monitor.py

torch/monitor: add pybind (#69567)

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test_multiprocessing_spawn.py

make ProcessException pickleable (#70118)

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test_multiprocessing.py

[skip ci] Set test owner for multiprocessing tests (#66848)

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test_namedtensor.py

[skip ci] Set test owner for named tensor tests (#66849)

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test_namedtuple_return_api.py

Add linalg.lu_factor (#66933)

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test_native_functions.py

Set test owners for tests with unknown owners (#67552)

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test_nn.py

add BFloat16 support for AvgPool2d on CPU (#66927)

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test_nnapi.py

NNAPI: quant logistic fix (#70847)

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test_numba_integration.py

Remove unwanted comma (#71193)

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test_numpy_interop.py

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test_openmp.py

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test_ops.py

Do not use ZeroTensor for inplace ops (#69998)

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test_optim.py

Remove unused optimizers variable in test (#70668)

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test_overrides.py

Add linalg.solve_triangular (#63568)

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test_package.py

[skip ci] Set test owner for deploy/package tests (#66830)

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test_profiler.py

[Profiler] Fix memory profile type from recent refactor (#71417)

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test_pruning_op.py

Set test owners for tests with unknown owners (#67552)

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test_public_bindings.py

Have test classes extend from common_utils.TestCase, not unittest.TestCase (#66900)

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test_python_dispatch.py

Enable Python bindings for UntypedStorage (#68945)

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test_pytree.py

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test_quantization.py

dbr quant: break up test class into multiple classes (#70246)

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test_reductions.py

Updated searchsorted functionality (#66818)

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test_segment_reductions.py

Set test owners for tests with unknown owners (#67552)

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test_serialization.py

Avoid dtype mismatch error in torch.save if storages are unallocated (#68787)

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test_set_default_mobile_cpu_allocator.py

Add ownership to more edge tests (#67859)

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test_shape_ops.py

replace onlyOnCPUAndCUDA with onlyNativeDeviceTypes (#65201)

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test_show_pickle.py

Add ownership to more edge tests (#67859)

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test_sort_and_select.py

Implement topk with sort for some cases (#68632)

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test_sparse_csr.py

Sparse CSR: Handle zero matrix consistently for triangular_solve (#71304)

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test_sparse.py

Support sparse.sum on empty sparse tensor (#71091)

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test_spectral_ops.py

replace onlyOnCPUAndCUDA with onlyNativeDeviceTypes (#65201)

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test_stateless.py

[skip ci] Add test owners for a special hi-pri class of tests (#67553)

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test_static_runtime.py

[static runtime][dper] multi_env tests for static runtime: selective enable (#67467)

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test_tensor_creation_ops.py

Add meta support to tensor range factories (#67032)

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test_tensorboard.py

Set test owners for tests with unknown owners (#67552)

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test_tensorexpr_pybind.py

[tensorexpr] check for index out of bounds in ir_eval (#68858)

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test_tensorexpr.py

[skip ci] Set test owners for NNC tests (#66833)

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test_testing.py

fix TensorLikePair origination (#70304)

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test_throughput_benchmark.py

Set test owners for tests with unknown owners (#67552)

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test_torch.py

Copy: Fix CPU transpose path ignoring neg and conj bits (#69026)

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test_type_hints.py

[skip ci] Set test owners for test_typing.py (#66869)

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test_type_info.py

[skip ci] Set test owners for test_typing.py (#66869)

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test_type_promotion.py

replace onlyOnCPUAndCUDA with onlyNativeDeviceTypes (#65201)

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test_typing.py

[skip ci] Set test owners for test_typing.py (#66869)

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test_unary_ufuncs.py

The Jiterator (#69439)

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test_utils.py

Add support for C++ frontend wrapper on Linux (#69094)

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test_view_ops.py

Add forward AD support for as_strided (#68629)

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test_vmap.py

update example in classification losses (#69816)

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test_vulkan.py

[skip ci] Set test owner for mobile tests (#66829)

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test_xnnpack_integration.py

Add ownership to more edge tests (#67859)

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