mseeger commented on a change in pull request #15795: [Numpy] Differentiable svd URL: https://github.com/apache/incubator-mxnet/pull/15795#discussion_r313284716
########## File path: src/operator/linalg_impl.h ########## @@ -1234,6 +1234,137 @@ LINALG_GPU_SYEVD_WORKSPACE_QUERY(DnDsyevd, double) #endif // __CUDACC__ +//////////////////////////////// GESVD //////////////////////////////////////////// + +// CPU/GPU-versions of LAPACK function "gesvd" + +template<typename xpu, typename DType> inline +void check_gesvd(const Tensor<xpu, 2, DType>& UT, + const Tensor<xpu, 1, DType>& L, + const Tensor<xpu, 2, DType>& V) { + // Any checking that helps user debug potential problems. + CHECK_LE(V.size(0), V.size(1)) + << "The second to last dimension of A must be less or equal to the " + << "last dimension"; + CHECK_EQ(UT.size(0), UT.size(1)) + << "UT must be square matrix"; + CHECK_EQ(V.size(0), L.size(0)) + << "V, L have incompatible sizes"; + CHECK_EQ(V.size(0), UT.size(0)) + << "V, UT must have compatible sizes"; +} + +#define LINALG_CPU_GESVD(fname, DType) \ +template<> inline \ +void linalg_gesvd<cpu, DType>(const Tensor<cpu, 2, DType>& UT, \ + const Tensor<cpu, 1, DType>& L, \ + const Tensor<cpu, 2, DType>& V, \ + const Tensor<cpu, 1, DType>& work, \ + Stream<cpu> *s) { \ + check_gesvd(UT, L, V); \ + DType lwork(0); \ + MXNET_LAPACK_##fname(MXNET_LAPACK_ROW_MAJOR, V.size(0), V.size(1), \ + UT.dptr_, UT.stride_, L.dptr_, V.dptr_, V.stride_, \ + &lwork, -1); \ + int ret(MXNET_LAPACK_##fname(MXNET_LAPACK_ROW_MAJOR, V.size(0), V.size(1), \ + UT.dptr_, UT.stride_, L.dptr_, V.dptr_, V.stride_, \ + work.dptr_, static_cast<int>(lwork))); \ + CHECK_EQ(ret, 0) << #fname << " failed in lapack on cpu."; \ +} + +LINALG_CPU_GESVD(sgesvd, float) +LINALG_CPU_GESVD(dgesvd, double) + +// Mangle temp storage requirements for DType and int into a single Review comment: Remove this comment, it only applies to syevd. See my comment above, you have a single workspace here. ---------------------------------------------------------------- This is an automated message from the Apache Git Service. To respond to the message, please log on to GitHub and use the URL above to go to the specific comment. For queries about this service, please contact Infrastructure at: us...@infra.apache.org With regards, Apache Git Services