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MPS solve #145

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MPS solve #145

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83a4fe5
ldiv
tgymnich Sep 5, 2023
af07cd6
add test
tgymnich Sep 5, 2023
15d58e4
Merge branch 'main' into mps-solve
tgymnich Apr 15, 2024
a081497
add solvers
tgymnich Apr 15, 2024
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2 changes: 2 additions & 0 deletions lib/mps/MPS.jl
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Expand Up @@ -27,6 +27,8 @@ include("linalg.jl")
# decompositions
include("decomposition.jl")

include("solve.jl")

# matrix copy
include("copy.jl")

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142 changes: 142 additions & 0 deletions lib/mps/linalg.jl
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Expand Up @@ -274,5 +274,147 @@ function LinearAlgebra.transpose!(B::MtlMatrix{T}, A::MtlMatrix{T}) where {T}

commit!(cmdbuf)

wait_completed(cmdbuf)

return B
end


function LinearAlgebra.:(\)(A::LU{T,<:MtlMatrix{T},<:MtlVector{UInt32}}, B::MtlVecOrMat{T}) where {T<:MtlFloat}
C = deepcopy(B)
LinearAlgebra.ldiv!(A, C)
return C
end


function LinearAlgebra.ldiv!(A::LU{T,<:MtlMatrix{T},<:MtlVector{UInt32}}, B::MtlVecOrMat{T}) where {T<:MtlFloat}
M, N = size(B, 1), size(B, 2)
dev = current_device()
queue = global_queue(dev)

At = similar(A.factors)
Bt = similar(B, (N, M))
P = reshape((A.ipiv .- UInt32(1)), (1, M))
X = similar(B, (N, M))

transpose!(At, A.factors)
transpose!(Bt, B)

mps_a = MPSMatrix(At)
mps_b = MPSMatrix(Bt)
mps_p = MPSMatrix(P)
mps_x = MPSMatrix(X)

MTLCommandBuffer(queue) do cmdbuf
kernel = MPSMatrixSolveLU(dev, false, M, N)
encode!(cmdbuf, kernel, mps_a, mps_b, mps_p, mps_x)
end

transpose!(B, X)
return B
end


function LinearAlgebra.ldiv!(A::UpperTriangular{T,<:MtlMatrix{T}}, B::MtlVecOrMat{T}) where {T<:MtlFloat}
M, N = size(B, 1), size(B, 2)
dev = current_device()
queue = global_queue(dev)

Ad = MtlMatrix(A')
Br = similar(B, (M, M))
X = similar(Br)

transpose!(Br, B)

mps_a = MPSMatrix(Ad)
mps_b = MPSMatrix(Br)
mps_x = MPSMatrix(X)

buf = MTLCommandBuffer(queue) do cmdbuf
kernel = MPSMatrixSolveTriangular(dev, false, true, false, false, N, M, 1.0)
encode!(cmdbuf, kernel, mps_a, mps_b, mps_x)
end

wait_completed(buf)

copy!(B, X)
return B
end


function LinearAlgebra.ldiv!(A::UnitUpperTriangular{T,<:MtlMatrix{T}}, B::MtlVecOrMat{T}) where {T<:MtlFloat}
M, N = size(B, 1), size(B, 2)
dev = current_device()
queue = global_queue(dev)

Ad = MtlMatrix(A)
Br = reshape(B, (M, N))
X = similar(Br)

mps_a = MPSMatrix(Ad)
mps_b = MPSMatrix(Br)
mps_x = MPSMatrix(X)


buf = MTLCommandBuffer(queue) do cmdbuf
kernel = MPSMatrixSolveTriangular(dev, true, false, false, true, M, N, 1.0)
encode!(cmdbuf, kernel, mps_a, mps_b, mps_x)
end

wait_completed(buf)

copy!(Br, X)
return B
end


function LinearAlgebra.ldiv!(A::LowerTriangular{T,<:MtlMatrix{T}}, B::MtlVecOrMat{T}) where {T<:MtlFloat}
M, N = size(B, 1), size(B, 2)
dev = current_device()
queue = global_queue(dev)

Ad = MtlMatrix(A)
Br = reshape(B, (M, N))
X = similar(Br)

mps_a = MPSMatrix(Ad)
mps_b = MPSMatrix(Br)
mps_x = MPSMatrix(X)


buf = MTLCommandBuffer(queue) do cmdbuf
kernel = MPSMatrixSolveTriangular(dev, true, true, false, false, M, N, 1.0)
encode!(cmdbuf, kernel, mps_a, mps_b, mps_x)
end

wait_completed(buf)

copy!(Br, X)
return B
end


function LinearAlgebra.ldiv!(A::UnitLowerTriangular{T,<:MtlMatrix{T}}, B::MtlVecOrMat{T}) where {T<:MtlFloat}
M, N = size(B, 1), size(B, 2)
dev = current_device()
queue = global_queue(dev)

Ad = MtlMatrix(A)
Br = reshape(B, (M, N))
X = similar(Br)

mps_a = MPSMatrix(Ad)
mps_b = MPSMatrix(Br)
mps_x = MPSMatrix(X)


buf = MTLCommandBuffer(queue) do cmdbuf
kernel = MPSMatrixSolveTriangular(dev, true, true, false, true, M, N, 1.0)
encode!(cmdbuf, kernel, mps_a, mps_b, mps_x)
end

wait_completed(buf)

copy!(Br, X)
return B
end
77 changes: 77 additions & 0 deletions lib/mps/solve.jl
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@@ -0,0 +1,77 @@

export MPSMatrixSolveTriangular

@objcwrapper immutable=false MPSMatrixSolveTriangular <: MPSMatrixUnaryKernel

function MPSMatrixSolveTriangular(device, right, upper, unit, order, numberOfRightHandSides, alpha)
kernel = @objc [MPSMatrixSolveTriangular alloc]::id{MPSMatrixSolveTriangular}
obj = MPSMatrixSolveTriangular(kernel)
finalizer(release, obj)
@objc [obj::id{MPSMatrixSolveTriangular} initWithDevice:device::id{MTLDevice}
right:right::Bool
upper:upper::Bool
transpose:transpose::Bool
unit:unit::Bool
order:order::NSUInteger
numberOfRightHandSides:numberOfRightHandSides::NSUInteger
alpha:alpha::Float64]::id{MPSMatrixSolveTriangular}
return obj
end

function encode!(cmdbuf::MTLCommandBuffer, kernel::MPSMatrixSolveTriangular, sourceMatrix, resultMatrix, pivotIndices, status)
@objc [kernel::id{MPSMatrixSolveTriangular} encodeToCommandBuffer:cmdbuf::id{MTLCommandBuffer}
sourceMatrix:sourceMatrix::id{MPSMatrix}
resultMatrix:resultMatrix::id{MPSMatrix}
pivotIndices:pivotIndices::id{MPSMatrix}
status:status::id{MPSMatrix}]::Nothing
end


export MPSMatrixSolveLU

@objcwrapper immutable=false MPSMatrixSolveLU <: MPSMatrixUnaryKernel

function MPSMatrixSolveLU(device, transpose, order, numberOfRightHandSides)
kernel = @objc [MPSMatrixSolveLU alloc]::id{MPSMatrixSolveLU}
obj = MPSMatrixSolveLU(kernel)
finalizer(release, obj)
@objc [obj::id{MPSMatrixSolveLU} initWithDevice:device::id{MTLDevice}
transpose:transpose::Bool
order:order::NSUInteger
numberOfRightHandSides:numberOfRightHandSides::NSUInteger]::id{MPSMatrixSolveLU}
return obj
end

function encode!(cmdbuf::MTLCommandBuffer, kernel::MPSMatrixSolveLU, sourceMatrix, rightHandSideMatrix, pivotIndices, solutionMatrix)
@objc [kernel::id{MPSMatrixSolveLU} encodeToCommandBuffer:cmdbuf::id{MTLCommandBuffer}
sourceMatrix:sourceMatrix::id{MPSMatrix}
rightHandSideMatrix:rightHandSideMatrix::id{MPSMatrix}
pivotIndices:pivotIndices::id{MPSMatrix}
solutionMatrix:solutionMatrix::id{MPSMatrix}]::Nothing
end




export MPSMatrixSolveCholesky

@objcwrapper immutable=false MPSMatrixSolveCholesky <: MPSMatrixUnaryKernel

function MPSMatrixSolveCholesky(device, upper, order, numberOfRightHandSides)
kernel = @objc [MPSMatrixSolveCholesky alloc]::id{MPSMatrixSolveCholesky}
obj = MPSMatrixSolveCholesky(kernel)
finalizer(release, obj)
@objc [obj::id{MPSMatrixSolveCholesky} initWithDevice:device::id{MTLDevice}
upper:upper::Bool
order:order::NSUInteger
numberOfRightHandSides:numberOfRightHandSides::NSUInteger]::id{MPSMatrixSolveCholesky}
return obj
end

function encode!(cmdbuf::MTLCommandBuffer, kernel::MPSMatrixSolveCholesky, sourceMatrix, rightHandSideMatrix, solutionMatrix)
@objc [kernel::id{MPSMatrixSolveCholesky} encodeToCommandBuffer:cmdbuf::id{MTLCommandBuffer}
sourceMatrix:sourceMatrix::id{MPSMatrix}
rightHandSideMatrix:rightHandSideMatrix::id{MPSMatrix}
pivotIndices:pivotIndices::id{MPSMatrix}
solutionMatrix:solutionMatrix::id{MPSMatrix}]::Nothing
end
35 changes: 35 additions & 0 deletions test/mps.jl
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Expand Up @@ -213,4 +213,39 @@ end
@test_throws SingularException lu(A)
end

@testset "solves" begin
b = MtlVector(rand(Float32, 1024))
B = MtlMatrix(rand(Float32, 1024, 1024))

A = MtlMatrix(rand(Float32, 1024, 512))
x = lu(A) \ b
@test A * x ≈ b
X = lu(A) \ B
@test A * X ≈ B

A = UpperTriangular(MtlMatrix(rand(Float32, 1024, 1024)))
x = A \ b
@test A * x ≈ b
X = A \ B
@test A * X ≈ B

A = UnitUpperTriangular(MtlMatrix(rand(Float32, 1024, 1024)))
x = A \ b
@test A * x ≈ b
X = A \ B
@test A * X ≈ B

A = LowerTriangular(MtlMatrix(rand(Float32, 1024, 1024)))
x = A \ b
@test A * x ≈ b
X = A \ B
@test A * X ≈ B

A = UnitLowerTriangular(MtlMatrix(rand(Float32, 1024, 1024)))
x = A \ b
@test A * x ≈ b
X = A \ B
@test A * X ≈ B
end

end