arcadiaphy commented on a change in pull request #15007: Add matrix determinant
operator in linalg
URL: https://github.com/apache/incubator-mxnet/pull/15007#discussion_r287327180
##########
File path: src/operator/linalg.h
##########
@@ -195,50 +195,67 @@ int linalg_syevd_workspace_query(const Tensor<xpu, 2,
DType>& A,
// CPU/GPU-versions of LAPACK function "getrf". Please refer to the
// LAPACK documentation for further details.
-// Note that this is A = getrf(A), so A is input and output parameter.
+// Note:
+// - A is input and output parameter (overwritten by LU)
+// - Param check_singular is only useful in cpu version. If check_singular is
false,
+// don't throw error when A is non-invertible matrix.
template<typename xpu, typename DType>
void linalg_getrf(const Tensor<xpu, 2, DType>& A,
- const Tensor<xpu, 1, DType>& work,
+ const Tensor<xpu, 1, int>& pivot,
+ bool check_singular,
Stream<xpu> *s = 0);
template<typename xpu, typename DType>
void linalg_batch_getrf(const Tensor<xpu, 3, DType>& A,
- const Tensor<xpu, 1, DType>& work,
+ const Tensor<xpu, 2, int>& pivot,
+ bool check_singular,
Stream<xpu> *s = 0);
//////////////////////////////// GETRI
////////////////////////////////////////////
// CPU/GPU-versions of LAPACK function "getri". Please refer to the
// LAPACK documentation for further details.
-// Note that this is A = getri(A), so A is input and output parameter.
+// Note:
+// - pivot and LU is the output of getrf(A)
+// - LU is also the output parameter (overwritten by inverse(A))
template<typename xpu, typename DType>
-void linalg_getri(const Tensor<xpu, 2, DType>& A,
+void linalg_getri(const Tensor<xpu, 2, DType>& LU,
+ const Tensor<xpu, 1, int>& pivot, \
const Tensor<xpu, 1, DType>& work,
Stream<xpu> *s = 0);
+// Note that this function only implements GPU version with "getriBatched" in
cuBLAS.
+// Unlike lapack routines in cpu, it is computed out-of-place, so the final
matrix
+// inversion is stored in A.
template<typename xpu, typename DType>
void linalg_batch_getri(const Tensor<xpu, 3, DType>& A,
- const Tensor<xpu, 3, DType>& B,
- const Tensor<xpu, 1, DType>& work,
+ const Tensor<xpu, 3, DType>& LU,
+ const Tensor<xpu, 2, int>& pivot,
Stream<xpu> *s = 0);
-// This function determines the amount of workspace needed for linalg_getri to
operate
-// on a batch of matrices which is returned as number of elements of type
DType.
-template<typename xpu, typename DType>
-int linalg_getri_workspace_query(const Tensor<xpu, 3, DType>& A,
- Stream<xpu> *s = 0);
-
//////////////////////////////// INVERSE
////////////////////////////////////////////
// CPU/GPU-versions of matrix inversion combining LAPACK function "getrf" and
"getri"
// Note that A = inverse(B)
template<typename xpu, typename DType>
void linalg_batch_inverse(const Tensor<xpu, 3, DType>& A,
const Tensor<xpu, 3, DType>& B,
- const Tensor<xpu, 1, DType>& work,
- Stream<xpu> *s = 0);
+ const mxnet::OpContext& ctx);
+
+//////////////////////////////// DET
////////////////////////////////////////////
+
+// CPU/GPU-versions of helper functions to compute matrix determinant
+// Compute matrix inversion with LU and pivot using temp workspace,
+// the result stores back to LU
+template<typename xpu, typename DType>
+void linalg_batch_det_helper(const Tensor<xpu, 3, DType>& LU,
Review comment:
Updated.
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