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[NDTensorsCUDAExt] Fix QR-based SVD for some rectangular matrices #1229

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merged 9 commits into from
Nov 2, 2023
Merged

[NDTensorsCUDAExt] Fix QR-based SVD for some rectangular matrices #1229

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48a8c15
Add logic to fix CUDA qr with rectangular matrices
kmp5VT Nov 1, 2023
02cd879
format
kmp5VT Nov 1, 2023
ed9b192
Merge branch 'main' into kmp5/debug/cu_qr_svd
kmp5VT Nov 2, 2023
7db5672
Use lowercase naming convention for svd algorithms
kmp5VT Nov 2, 2023
63498c4
Merge branch 'main' into kmp5/debug/cu_qr_svd
kmp5VT Nov 2, 2023
f5c7701
Add type based default_svd_alg
kmp5VT Nov 2, 2023
913b830
Don't return SVD of U, S, V
kmp5VT Nov 2, 2023
9c3e1ed
format
kmp5VT Nov 2, 2023
4e3b304
Address matts comments
kmp5VT Nov 2, 2023
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30 changes: 28 additions & 2 deletions NDTensors/ext/NDTensorsCUDAExt/linearalgebra.jl
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Original file line number Diff line number Diff line change
@@ -1,13 +1,39 @@
function NDTensors.svd_catch_error(A::CuMatrix; alg="JacobiAlgorithm")
function NDTensors.svd_catch_error(A::CuMatrix; alg::String="JacobiAlgorithm")
if alg == "JacobiAlgorithm"
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alg = CUDA.CUSOLVER.JacobiAlgorithm()
else
alg = CUDA.CUSOLVER.QRAlgorithm()
end
return NDTensors.svd_catch_error(A, alg)
end

function NDTensors.svd_catch_error(A::CuMatrix, ::CUDA.CUSOLVER.JacobiAlgorithm)
USV = try
svd(expose(A); alg=alg)
svd(A; alg=CUDA.CUSOLVER.JacobiAlgorithm())
catch
return nothing
end
return USV
end

function NDTensors.svd_catch_error(A::CuMatrix, ::CUDA.CUSOLVER.QRAlgorithm)
s = size(A)
if s[1] < s[2]
At = copy(Adjoint(A))

USV = try
svd(At; alg=CUDA.CUSOLVER.QRAlgorithm())
catch
return nothing
end
MV, MS, MU = USV
USV = SVD(copy(MU), MS, Adjoint(MV))
else
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USV = try
svd(A; alg=CUDA.CUSOLVER.QRAlgorithm())
catch
return nothing
end
end
return USV
end
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