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implement batched serial pbtrf #2322
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yasahi-hpc:implement-batched-serial-pbtrf
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//@HEADER | ||
// ************************************************************************ | ||
// | ||
// Kokkos v. 4.0 | ||
// Copyright (2022) National Technology & Engineering | ||
// Solutions of Sandia, LLC (NTESS). | ||
// | ||
// Under the terms of Contract DE-NA0003525 with NTESS, | ||
// the U.S. Government retains certain rights in this software. | ||
// | ||
// Part of Kokkos, under the Apache License v2.0 with LLVM Exceptions. | ||
// See https://kokkos.org/LICENSE for license information. | ||
// SPDX-License-Identifier: Apache-2.0 WITH LLVM-exception | ||
// | ||
//@HEADER | ||
#ifndef KOKKOSBATCHED_PBTRF_SERIAL_IMPL_HPP_ | ||
#define KOKKOSBATCHED_PBTRF_SERIAL_IMPL_HPP_ | ||
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#include <KokkosBatched_Util.hpp> | ||
#include "KokkosBatched_Pbtrf_Serial_Internal.hpp" | ||
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/// \author Yuuichi Asahi (yuuichi.asahi@cea.fr) | ||
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namespace KokkosBatched { | ||
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template <typename ABViewType> | ||
KOKKOS_INLINE_FUNCTION static int checkPbtrfInput([[maybe_unused]] const ABViewType &Ab) { | ||
static_assert(Kokkos::is_view_v<ABViewType>, "KokkosBatched::pbtrf: ABViewType is not a Kokkos::View."); | ||
static_assert(ABViewType::rank == 2, "KokkosBatched::pbtrf: ABViewType must have rank 2."); | ||
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#if (KOKKOSKERNELS_DEBUG_LEVEL > 0) | ||
const int kd = Ab.extent(0) - 1; | ||
if (kd < 0) { | ||
Kokkos::printf( | ||
"KokkosBatched::pbtrf: input parameter kd must not be less than 0: kd " | ||
"= " | ||
"%d\n", | ||
kd); | ||
return 1; | ||
} | ||
#endif | ||
return 0; | ||
} | ||
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//// Lower //// | ||
template <> | ||
struct SerialPbtrf<Uplo::Lower, Algo::Pbtrf::Unblocked> { | ||
template <typename ABViewType> | ||
KOKKOS_INLINE_FUNCTION static int invoke(const ABViewType &Ab) { | ||
// Quick return if possible | ||
const int n = Ab.extent(1); | ||
if (n == 0) return 0; | ||
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auto info = checkPbtrfInput(Ab); | ||
if (info) return info; | ||
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const int kd = Ab.extent(0) - 1; | ||
return SerialPbtrfInternalLower<Algo::Pbtrf::Unblocked>::invoke(n, Ab.data(), Ab.stride_0(), Ab.stride_1(), kd); | ||
} | ||
}; | ||
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//// Upper //// | ||
template <> | ||
struct SerialPbtrf<Uplo::Upper, Algo::Pbtrf::Unblocked> { | ||
template <typename ABViewType> | ||
KOKKOS_INLINE_FUNCTION static int invoke(const ABViewType &Ab) { | ||
// Quick return if possible | ||
const int n = Ab.extent(1); | ||
if (n == 0) return 0; | ||
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auto info = checkPbtrfInput(Ab); | ||
if (info) return info; | ||
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const int kd = Ab.extent(0) - 1; | ||
return SerialPbtrfInternalUpper<Algo::Pbtrf::Unblocked>::invoke(n, Ab.data(), Ab.stride_0(), Ab.stride_1(), kd); | ||
} | ||
}; | ||
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} // namespace KokkosBatched | ||
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#endif // KOKKOSBATCHED_PBTRF_SERIAL_IMPL_HPP_ |
268 changes: 268 additions & 0 deletions
268
batched/dense/impl/KokkosBatched_Pbtrf_Serial_Internal.hpp
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//@HEADER | ||
// ************************************************************************ | ||
// | ||
// Kokkos v. 4.0 | ||
// Copyright (2022) National Technology & Engineering | ||
// Solutions of Sandia, LLC (NTESS). | ||
// | ||
// Under the terms of Contract DE-NA0003525 with NTESS, | ||
// the U.S. Government retains certain rights in this software. | ||
// | ||
// Part of Kokkos, under the Apache License v2.0 with LLVM Exceptions. | ||
// See https://kokkos.org/LICENSE for license information. | ||
// SPDX-License-Identifier: Apache-2.0 WITH LLVM-exception | ||
// | ||
//@HEADER | ||
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#ifndef KOKKOSBATCHED_PBTRF_SERIAL_INTERNAL_HPP_ | ||
#define KOKKOSBATCHED_PBTRF_SERIAL_INTERNAL_HPP_ | ||
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#include "KokkosBatched_Util.hpp" | ||
#include "KokkosBlas1_serial_scal_impl.hpp" | ||
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namespace KokkosBatched { | ||
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/// | ||
/// Serial Internal Impl | ||
/// ==================== | ||
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/// | ||
/// Lower | ||
/// | ||
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template <typename AlgoType> | ||
struct SerialPbtrfInternalLower { | ||
template <typename ValueType> | ||
KOKKOS_INLINE_FUNCTION static int invoke(const int an, | ||
/**/ ValueType *KOKKOS_RESTRICT AB, const int as0, const int as1, | ||
const int kd); | ||
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template <typename ValueType> | ||
KOKKOS_INLINE_FUNCTION static int invoke(const int an, | ||
/**/ Kokkos::complex<ValueType> *KOKKOS_RESTRICT AB, const int as0, | ||
const int as1, const int kd); | ||
}; | ||
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/// | ||
/// Real matrix | ||
/// | ||
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template <> | ||
template <typename ValueType> | ||
KOKKOS_INLINE_FUNCTION int SerialPbtrfInternalLower<Algo::Pbtrf::Unblocked>::invoke(const int an, | ||
/**/ ValueType *KOKKOS_RESTRICT AB, | ||
const int as0, const int as1, | ||
const int kd) { | ||
// Compute the Cholesky factorization A = L*L'. | ||
for (int j = 0; j < an; ++j) { | ||
auto a_jj = AB[0 * as0 + j * as1]; | ||
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// Check if L (j, j) is positive definite | ||
#if (KOKKOSKERNELS_DEBUG_LEVEL > 0) | ||
if (a_jj <= 0) { | ||
return j + 1; | ||
} | ||
#endif | ||
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a_jj = Kokkos::sqrt(a_jj); | ||
AB[0 * as0 + j * as1] = a_jj; | ||
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// Compute elements J+1:J+KN of column J and update the | ||
// trailing submatrix within the band. | ||
int kn = Kokkos::min(an - j - 1, kd); | ||
if (kn > 0) { | ||
// scale to diagonal elements | ||
const ValueType alpha = 1.0 / a_jj; | ||
KokkosBlas::Impl::SerialScaleInternal::invoke(kn, alpha, &(AB[1 * as0 + j * as1]), 1); | ||
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// syr (lower) with alpha = -1.0 to diagonal elements | ||
for (int k = 0; k < kn; ++k) { | ||
auto x_k = AB[(k + 1) * as0 + j * as1]; | ||
if (x_k != 0) { | ||
auto temp = -1.0 * x_k; | ||
for (int i = k; i < kn; ++i) { | ||
auto x_i = AB[(i + 1) * as0 + j * as1]; | ||
AB[i * as0 + (j + 1 + k - i) * as1] += x_i * temp; | ||
} | ||
} | ||
} | ||
} | ||
} | ||
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return 0; | ||
} | ||
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/// | ||
/// Complex matrix | ||
/// | ||
template <> | ||
template <typename ValueType> | ||
KOKKOS_INLINE_FUNCTION int SerialPbtrfInternalLower<Algo::Pbtrf::Unblocked>::invoke( | ||
const int an, | ||
/**/ Kokkos::complex<ValueType> *KOKKOS_RESTRICT AB, const int as0, const int as1, const int kd) { | ||
// Compute the Cholesky factorization A = L*L**H | ||
for (int j = 0; j < an; ++j) { | ||
auto a_jj = AB[0 * as0 + j * as1].real(); | ||
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// Check if L (j, j) is positive definite | ||
if (a_jj <= 0) { | ||
AB[0 * as0 + j * as1] = a_jj; | ||
return j + 1; | ||
} | ||
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a_jj = Kokkos::sqrt(a_jj); | ||
AB[0 * as0 + j * as1] = a_jj; | ||
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// Compute elements J+1:J+KN of column J and update the | ||
// trailing submatrix within the band. | ||
int kn = Kokkos::min(kd, an - j - 1); | ||
if (kn > 0) { | ||
// scale to diagonal elements | ||
const ValueType alpha = 1.0 / a_jj; | ||
KokkosBlas::Impl::SerialScaleInternal::invoke(kn, alpha, &(AB[1 * as0 + j * as1]), 1); | ||
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// zher (lower) with alpha = -1.0 to diagonal elements | ||
for (int k = 0; k < kn; ++k) { | ||
auto x_k = AB[(k + 1) * as0 + j * as1]; | ||
if (x_k != 0) { | ||
auto temp = -1.0 * Kokkos::conj(x_k); | ||
AB[k * as0 + (j + 1) * as1] = AB[k * as0 + (j + 1) * as1].real() + (temp * x_k).real(); | ||
for (int i = k + 1; i < kn; ++i) { | ||
auto x_i = AB[(i + 1) * as0 + j * as1]; | ||
AB[i * as0 + (j + 1 + k - i) * as1] += x_i * temp; | ||
} | ||
} else { | ||
AB[k * as0 + (j + 1) * as1] = AB[k * as0 + (j + 1) * as1].real(); | ||
} | ||
} | ||
} | ||
} | ||
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return 0; | ||
} | ||
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/// | ||
/// Upper | ||
/// | ||
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template <typename AlgoType> | ||
struct SerialPbtrfInternalUpper { | ||
template <typename ValueType> | ||
KOKKOS_INLINE_FUNCTION static int invoke(const int an, | ||
/**/ ValueType *KOKKOS_RESTRICT AB, const int as0, const int as1, | ||
const int kd); | ||
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template <typename ValueType> | ||
KOKKOS_INLINE_FUNCTION static int invoke(const int an, | ||
/**/ Kokkos::complex<ValueType> *KOKKOS_RESTRICT AB, const int as0, | ||
const int as1, const int kd); | ||
}; | ||
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/// | ||
/// Real matrix | ||
/// | ||
template <> | ||
template <typename ValueType> | ||
KOKKOS_INLINE_FUNCTION int SerialPbtrfInternalUpper<Algo::Pbtrf::Unblocked>::invoke(const int an, | ||
/**/ ValueType *KOKKOS_RESTRICT AB, | ||
const int as0, const int as1, | ||
const int kd) { | ||
// Compute the Cholesky factorization A = U'*U. | ||
for (int j = 0; j < an; ++j) { | ||
auto a_jj = AB[kd * as0 + j * as1]; | ||
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// Check if U (j,j) is positive definite | ||
#if (KOKKOSKERNELS_DEBUG_LEVEL > 0) | ||
if (a_jj <= 0) { | ||
return j + 1; | ||
} | ||
#endif | ||
a_jj = Kokkos::sqrt(a_jj); | ||
AB[kd * as0 + j * as1] = a_jj; | ||
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// Compute elements J+1:J+KN of row J and update the | ||
// trailing submatrix within the band. | ||
int kn = Kokkos::min(kd, an - j - 1); | ||
int kld = Kokkos::max(1, as0 - 1); | ||
if (kn > 0) { | ||
// scale to diagonal elements | ||
const ValueType alpha = 1.0 / a_jj; | ||
KokkosBlas::Impl::SerialScaleInternal::invoke(kn, alpha, &(AB[(kd - 1) * as0 + (j + 1) * as1]), kld); | ||
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// syr (upper) with alpha = -1.0 to diagonal elements | ||
for (int k = 0; k < kn; ++k) { | ||
auto x_k = AB[(k + kd - 1) * as0 + (j + 1 - k) * as1]; | ||
if (x_k != 0) { | ||
auto temp = -1.0 * x_k; | ||
for (int i = 0; i < k + 1; ++i) { | ||
auto x_i = AB[(i + kd - 1) * as0 + (j + 1 - i) * as1]; | ||
AB[(kd + i) * as0 + (j + 1 + k - i) * as1] += x_i * temp; | ||
} | ||
} | ||
} | ||
} | ||
} | ||
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return 0; | ||
} | ||
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/// | ||
/// Complex matrix | ||
/// | ||
template <> | ||
template <typename ValueType> | ||
KOKKOS_INLINE_FUNCTION int SerialPbtrfInternalUpper<Algo::Pbtrf::Unblocked>::invoke( | ||
const int an, | ||
/**/ Kokkos::complex<ValueType> *KOKKOS_RESTRICT AB, const int as0, const int as1, const int kd) { | ||
// Compute the Cholesky factorization A = U**H * U. | ||
for (int j = 0; j < an; ++j) { | ||
auto a_jj = AB[kd * as0 + j * as1].real(); | ||
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// Check if U (j,j) is positive definite | ||
if (a_jj <= 0) { | ||
There was a problem hiding this comment. Choose a reason for hiding this commentThe reason will be displayed to describe this comment to others. Learn more. Same as lower case above |
||
AB[kd * as0 + j * as1] = a_jj; | ||
return j + 1; | ||
} | ||
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a_jj = Kokkos::sqrt(a_jj); | ||
AB[kd * as0 + j * as1] = a_jj; | ||
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// Compute elements J+1:J+KN of row J and update the | ||
// trailing submatrix within the band. | ||
int kn = Kokkos::min(kd, an - j - 1); | ||
int kld = Kokkos::max(1, as0 - 1); | ||
if (kn > 0) { | ||
// scale to diagonal elements | ||
const ValueType alpha = 1.0 / a_jj; | ||
KokkosBlas::Impl::SerialScaleInternal::invoke(kn, alpha, &(AB[(kd - 1) * as0 + (j + 1) * as1]), kld); | ||
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// zlacgv to diagonal elements | ||
for (int i = 0; i < kn; ++i) { | ||
AB[(i + kd - 1) * as0 + (j + 1 - i) * as1] = Kokkos::conj(AB[(i + kd - 1) * as0 + (j + 1 - i) * as1]); | ||
} | ||
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// zher (upper) with alpha = -1.0 to diagonal elements | ||
for (int k = 0; k < kn; ++k) { | ||
auto x_k = AB[(k + kd - 1) * as0 + (j + 1 - k) * as1]; | ||
if (x_k != 0) { | ||
auto temp = -1.0 * Kokkos::conj(x_k); | ||
for (int i = 0; i < k + 1; ++i) { | ||
auto x_i = AB[(i + kd - 1) * as0 + (j + 1 - i) * as1]; | ||
AB[(kd + i) * as0 + (j + 1 + k - i) * as1] += x_i * temp; | ||
} | ||
} | ||
} | ||
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// zlacgv to diagonal elements | ||
for (int i = 0; i < kn; ++i) { | ||
AB[(i + kd - 1) * as0 + (j + 1 - i) * as1] = Kokkos::conj(AB[(i + kd - 1) * as0 + (j + 1 - i) * as1]); | ||
} | ||
} | ||
} | ||
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return 0; | ||
} | ||
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} // namespace KokkosBatched | ||
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#endif // KOKKOSBATCHED_PBTRF_SERIAL_INTERNAL_HPP_ |
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Here the check is not guarded by a debug level, is that on purpose? If so why is it different from the real case?
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This is actually on purpose, based on the reference implementation. After some consideration, I added a debug level guard. In case
L (j, j)
is not positive definite, subsequent operations are invalid anyway. We do not care whether the complex part ofL (j, j)
is suppressed or not for the invalid case.