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Add new API cholesky_solve #38167

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merged 1 commit into from
Dec 24, 2021
Merged

Add new API cholesky_solve #38167

merged 1 commit into from
Dec 24, 2021

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zhiboniu
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@zhiboniu zhiboniu commented Dec 15, 2021 •
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PR types

New features

PR changes

APIs

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Add new API cholesky_solve

import paddle
import numpy as np


u = paddle.to_tensor([[1, 1, 1], 
​                        [0, 2, 1],
​                        [0, 0,-1]], dtype="float64")
b = paddle.to_tensor([[0], [-9], [5]], dtype="float64")
out = paddle.linalg.cholesky_solve(b, u, upper=True)

  Tensor(shape=[3, 1], dtype=float64, place=CUDAPlace(0), stop_gradient=True,
  ​       [[-2.50000000],
  ​        [-7.        ],
  ​        [ 9.50000000]])

备注：
修改op 反向测试精度原因：
线性代数相关API，反向实现通常由各种矩阵操作组合，这些操作依赖paddle底层Tensor操作，通常与numpy实现误差达不到1e-5的要求，这是线性代数共性问题。

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Thanks for your contribution!
Please wait for the result of CI firstly. See Paddle CI Manual for details.

jeff41404
jeff41404 reviewed Dec 21, 2021
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paddle/fluid/operators/cholesky_solve_op.cu
int *devInfo);

template <>
void cusolver_potrs<float>(const cusolverDnHandle_t &cusolverH,
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@jeff41404 jeff41404 Dec 21, 2021 •
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shall we also support cusolver_potrs<platform::complex<float>> and cusolver_potrs<platform::complex<double>>?

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用于boardcast 输入Tensor的TensorExpand操作暂不支持复数，所以先不注册复数类型。底层代码逻辑实现考虑了复数情况。

jeff41404
jeff41404 reviewed Dec 21, 2021
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paddle/fluid/operators/cholesky_solve_op.cc
Comment on lines +164 to +165
ops::CholeskySolveKernel<paddle::platform::CPUDeviceContext, float>,
ops::CholeskySolveKernel<paddle::platform::CPUDeviceContext, double>);
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@jeff41404 jeff41404 Dec 21, 2021 •
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register kernel of platform::complex<float> and platform::complex<double> ?

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用于boardcast 输入Tensor的TensorExpand操作暂不支持复数，所以先不注册复数类型。底层代码逻辑实现考虑了复数情况。

jeff41404
jeff41404 reviewed Dec 21, 2021
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paddle/fluid/operators/cholesky_solve_op.cc
Comment on lines +169 to +170
ops::CholeskySolveGradKernel<paddle::platform::CPUDeviceContext, float>,
ops::CholeskySolveGradKernel<paddle::platform::CPUDeviceContext, double>);
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register kernel of platform::complex<float> and platform::complex<double> ?

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用于boardcast 输入Tensor的TensorExpand操作暂不支持复数，所以先不注册复数类型。底层代码逻辑实现考虑了复数情况。

lanxianghit
lanxianghit previously approved these changes Dec 21, 2021
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jeff41404
jeff41404 previously approved these changes Dec 21, 2021
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LGTM

XiaoguangHu01
XiaoguangHu01 previously approved these changes Dec 22, 2021
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LG API

jzhang533
jzhang533 reviewed Dec 22, 2021
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python/paddle/tensor/linalg.py Outdated
.. code-block:: python

import paddle
import numpy as np
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numpy 没用到。

python/paddle/tensor/linalg.py Outdated
For more information, please refer to :ref:`api_guide_Name`.

Returns:
Tensor: The solution of the system of equations. Its data type should be the same as that of `x`.
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should be不对吧？这是返回的tensor。

jzhang533
jzhang533 approved these changes Dec 23, 2021
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lgtm

XiaoguangHu01
XiaoguangHu01 approved these changes Dec 23, 2021
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LG API

Xreki
Xreki approved these changes Dec 24, 2021
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LGTM for the change of max_relative_error

@jeff41404 jeff41404 merged commit 39f7c41 into PaddlePaddle:develop Dec 24, 2021
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@juncaipeng juncaipeng juncaipeng approved these changes

@XiaoguangHu01 XiaoguangHu01 XiaoguangHu01 approved these changes

@Xreki Xreki Xreki approved these changes

@jzhang533 jzhang533 jzhang533 approved these changes

@lanxianghit lanxianghit lanxianghit left review comments

@jeff41404 jeff41404 jeff41404 left review comments

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7 participants
@zhiboniu @jzhang533 @jeff41404 @Xreki @XiaoguangHu01 @lanxianghit @juncaipeng