non square qr (#1783)

This commit is contained in:
Awni Hannun
2025-01-21 14:07:47 -08:00
committed by GitHub
parent 1f4c127fb9
commit e6a7ab9675
3 changed files with 37 additions and 15 deletions

View File

@@ -41,7 +41,7 @@ template <typename T>
void qrf_impl(const array& a, array& q, array& r) {
const int M = a.shape(-2);
const int N = a.shape(-1);
const int lda = std::max(M, N);
const int lda = M;
size_t num_matrices = a.size() / (M * N);
int num_reflectors = std::min(M, N);
auto tau =
@@ -89,13 +89,16 @@ void qrf_impl(const array& a, array& q, array& r) {
allocator::free(work);
r.set_data(allocator::malloc_or_wait(r.nbytes()));
copy_inplace(in, r, CopyType::General);
for (int i = 0; i < num_matrices; ++i) {
// Zero lower triangle
/// num_reflectors x N
for (int j = 0; j < r.shape(-2); ++j) {
for (int k = 0; k < j; ++k) {
r.data<T>()[i * N * M + j * N + k] = 0;
r.data<T>()[i * N * num_reflectors + j * N + k] = 0;
}
for (int k = j; k < r.shape(-1); ++k) {
r.data<T>()[i * N * num_reflectors + j * N + k] =
in.data<T>()[i * N * M + j + k * M];
}
}
}
@@ -104,7 +107,7 @@ void qrf_impl(const array& a, array& q, array& r) {
lwork = -1;
lpack<T>::xorgqr(
&M,
&N,
&num_reflectors,
&num_reflectors,
nullptr,
&lda,
@@ -120,7 +123,7 @@ void qrf_impl(const array& a, array& q, array& r) {
// Compute Q
lpack<T>::xorgqr(
&M,
&N,
&num_reflectors,
&num_reflectors,
in.data<float>() + M * N * i,
&lda,
@@ -131,7 +134,15 @@ void qrf_impl(const array& a, array& q, array& r) {
}
q.set_data(allocator::malloc_or_wait(q.nbytes()));
copy_inplace(in, q, CopyType::General);
for (int i = 0; i < num_matrices; ++i) {
// M x num_reflectors
for (int j = 0; j < q.shape(-2); ++j) {
for (int k = 0; k < q.shape(-1); ++k) {
q.data<T>()[i * M * num_reflectors + j * num_reflectors + k] =
in.data<T>()[i * N * M + j + k * M];
}
}
}
// Cleanup
allocator::free(work);

View File

@@ -187,13 +187,13 @@ std::pair<array, array> qr(const array& a, StreamOrDevice s /* = {} */) {
<< a.ndim() << " dimensions.";
throw std::invalid_argument(msg.str());
}
if (a.shape(-1) != a.shape(-2)) {
throw std::invalid_argument(
"[linalg::qr] Support for non-square matrices NYI.");
}
int k = std::min(a.shape(-2), a.shape(-1));
auto q_shape = a.shape();
q_shape.back() = k;
auto r_shape = a.shape();
r_shape[r_shape.size() - 2] = k;
auto out = array::make_arrays(
{a.shape(), a.shape()},
{std::move(q_shape), std::move(r_shape)},
{a.dtype(), a.dtype()},
std::make_shared<QRF>(to_stream(s)),
{astype(a, a.dtype(), s)});