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Fix for svd API #1190

Merged
merged 8 commits into from
Feb 4, 2023
Merged

Fix for svd API #1190

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5ccf5ae
Fix svd API
lowener Jan 26, 2023
ef9ad77
Merge branch 'branch-23.02' into 23.02-svd-fix
lowener Feb 1, 2023
e520832
Add test for svd API
lowener Feb 1, 2023
99a26a0
Merge branch 'branch-23.02' into 23.02-svd-fix
cjnolet Feb 1, 2023
4b61b83
Fix svd transpose check
lowener Feb 2, 2023
4ce9893
Merge branch 'branch-23.04' into 23.02-svd-fix
cjnolet Feb 3, 2023
4c2e1cc
Merge branch 'branch-23.04' into 23.02-svd-fix
cjnolet Feb 4, 2023
cb352d4
Merge branch 'branch-23.04' into 23.02-svd-fix
cjnolet Feb 4, 2023
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43 changes: 33 additions & 10 deletions cpp/include/raft/linalg/svd.cuh
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Original file line number Diff line number Diff line change
Expand Up @@ -214,22 +214,26 @@ void svd_qr(raft::device_resources const& handle,
std::forward<UType>(U_in);
std::optional<raft::device_matrix_view<ValueType, IndexType, raft::col_major>> V =
std::forward<VType>(V_in);
ValueType* left_sing_vecs_ptr = nullptr;
ValueType* right_sing_vecs_ptr = nullptr;

if (U) {
RAFT_EXPECTS(in.extent(0) == U.value().extent(0) && in.extent(1) == U.value().extent(1),
"U should have dimensions m * n");
left_sing_vecs_ptr = U.value().data_handle();
}
if (V) {
RAFT_EXPECTS(in.extent(1) == V.value().extent(0) && in.extent(1) == V.value().extent(1),
"V should have dimensions n * n");
right_sing_vecs_ptr = V.value().data_handle();
}
svdQR(handle,
const_cast<ValueType*>(in.data_handle()),
in.extent(0),
in.extent(1),
sing_vals.data_handle(),
U.value().data_handle(),
V.value().data_handle(),
left_sing_vecs_ptr,
right_sing_vecs_ptr,
false,
U.has_value(),
V.has_value(),
Expand Down Expand Up @@ -278,22 +282,26 @@ void svd_qr_transpose_right_vec(
std::forward<UType>(U_in);
std::optional<raft::device_matrix_view<ValueType, IndexType, raft::col_major>> V =
std::forward<VType>(V_in);
ValueType* left_sing_vecs_ptr = nullptr;
ValueType* right_sing_vecs_ptr = nullptr;

if (U) {
RAFT_EXPECTS(in.extent(0) == U.value().extent(0) && in.extent(1) == U.value().extent(1),
"U should have dimensions m * n");
left_sing_vecs_ptr = U.value().data_handle();
}
if (V) {
RAFT_EXPECTS(in.extent(1) == V.value().extent(0) && in.extent(1) == V.value().extent(1),
"V should have dimensions n * n");
right_sing_vecs_ptr = V.value().data_handle();
}
svdQR(handle,
const_cast<ValueType*>(in.data_handle()),
in.extent(0),
in.extent(1),
sing_vals.data_handle(),
U.value().data_handle(),
V.value().data_handle(),
left_sing_vecs_ptr,
right_sing_vecs_ptr,
true,
U.has_value(),
V.has_value(),
Expand All @@ -320,7 +328,7 @@ void svd_qr_transpose_right_vec(Args... args)
* @param[in] in input raft::device_matrix_view with layout raft::col_major of shape (M, N)
* @param[out] S singular values raft::device_vector_view of shape (K)
* @param[out] V right singular values of raft::device_matrix_view with layout
* raft::col_major and dimensions (m, n)
* raft::col_major and dimensions (n, n)
* @param[out] U optional left singular values of raft::device_matrix_view with layout
* raft::col_major and dimensions (m, n)
*/
Expand All @@ -332,38 +340,52 @@ void svd_eig(
raft::device_matrix_view<ValueType, IndexType, raft::col_major> V,
std::optional<raft::device_matrix_view<ValueType, IndexType, raft::col_major>> U = std::nullopt)
{
ValueType* left_sing_vecs_ptr = nullptr;
if (U) {
RAFT_EXPECTS(in.extent(0) == U.value().extent(0) && in.extent(1) == U.value().extent(1),
"U should have dimensions m * n");
left_sing_vecs_ptr = U.value().data_handle();
}
RAFT_EXPECTS(in.extent(0) == V.extent(0) && in.extent(1) == V.extent(1),
RAFT_EXPECTS(in.extent(1) == V.extent(0) && in.extent(1) == V.extent(1),
"V should have dimensions n * n");
svdEig(handle,
const_cast<ValueType*>(in.data_handle()),
in.extent(0),
in.extent(1),
S.data_handle(),
U.value().data_handle(),
V.value().data_handle(),
left_sing_vecs_ptr,
V.data_handle(),
U.has_value(),
handle.get_stream());
}

template <typename ValueType, typename IndexType, typename UType>
void svd_eig(const raft::handle_t& handle,
raft::device_matrix_view<const ValueType, IndexType, raft::col_major> in,
raft::device_vector_view<ValueType, IndexType> S,
raft::device_matrix_view<ValueType, IndexType, raft::col_major> V,
UType&& U = std::nullopt)
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{
std::optional<raft::device_matrix_view<ValueType, IndexType, raft::col_major>> U_optional =
std::forward<UType>(U);
svd_eig(handle, in, S, V, U_optional);
}

/**
* @brief reconstruct a matrix use left and right singular vectors and
* singular values
* @param[in] handle raft::device_resources
* @param[in] U left singular values of raft::device_matrix_view with layout
* raft::col_major and dimensions (m, k)
* @param[in] S singular values raft::device_vector_view of shape (k, k)
* @param[in] S square matrix with singular values on its diagonal of shape (k, k)
* @param[in] V right singular values of raft::device_matrix_view with layout
* raft::col_major and dimensions (k, n)
* @param[out] out output raft::device_matrix_view with layout raft::col_major of shape (m, n)
*/
template <typename ValueType, typename IndexType>
void svd_reconstruction(raft::device_resources const& handle,
raft::device_matrix_view<const ValueType, IndexType, raft::col_major> U,
raft::device_vector_view<const ValueType, IndexType> S,
raft::device_matrix_view<const ValueType, IndexType, raft::col_major> S,
raft::device_matrix_view<const ValueType, IndexType, raft::col_major> V,
raft::device_matrix_view<ValueType, IndexType, raft::col_major> out)
{
Expand All @@ -380,6 +402,7 @@ void svd_reconstruction(raft::device_resources const& handle,
const_cast<ValueType*>(U.data_handle()),
const_cast<ValueType*>(S.data_handle()),
const_cast<ValueType*>(V.data_handle()),
out.data_handle(),
out.extent(0),
out.extent(1),
S.extent(0),
Expand Down