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体验新版 GitCode,发现更多精彩内容 >>
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5f2059db
编写于
11月 03, 2016
作者:
L
lzhao4ever
提交者:
emailweixu
11月 03, 2016
浏览文件
操作
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下载
电子邮件补丁
差异文件
Add matrix inverse (#240)
* Add matrix inverse
上级
9f9b4afc
变更
9
隐藏空白更改
内联
并排
Showing
9 changed file
with
261 addition
and
9 deletion
+261
-9
cmake/cblas.cmake
cmake/cblas.cmake
+13
-3
paddle/cuda/include/hl_cuda_cublas.h
paddle/cuda/include/hl_cuda_cublas.h
+20
-4
paddle/cuda/include/stub/hl_cuda_cublas_stub.h
paddle/cuda/include/stub/hl_cuda_cublas_stub.h
+6
-0
paddle/cuda/src/hl_cuda_cublas.cc
paddle/cuda/src/hl_cuda_cublas.cc
+55
-0
paddle/math/MathFunctions.cpp
paddle/math/MathFunctions.cpp
+40
-0
paddle/math/MathFunctions.h
paddle/math/MathFunctions.h
+15
-0
paddle/math/Matrix.cpp
paddle/math/Matrix.cpp
+65
-0
paddle/math/Matrix.h
paddle/math/Matrix.h
+20
-0
paddle/math/tests/test_matrixCompare.cpp
paddle/math/tests/test_matrixCompare.cpp
+27
-2
未找到文件。
cmake/cblas.cmake
浏览文件 @
5f2059db
# Find the CBlas libraries
# Find the CBlas
and lapack
libraries
#
# It will search MKL, atlas, OpenBlas, reference-cblas in order.
#
...
...
@@ -19,6 +19,8 @@ set(MKL_ROOT $ENV{MKL_ROOT} CACHE PATH "Folder contains MKL")
find_path
(
MKL_INCLUDE_DIR mkl.h PATHS
${
MKL_ROOT
}
/include
)
find_path
(
MKL_INCLUDE_DIR mkl_lapacke.h PATHS
${
MKL_ROOT
}
/include
)
find_library
(
MKL_CORE_LIB NAMES mkl_core PATHS
${
MKL_ROOT
}
/lib
${
MKL_ROOT
}
/lib/intel64
)
...
...
@@ -37,6 +39,7 @@ if(MKL_INCLUDE_DIR AND MKL_CORE_LIB AND MKL_SEQUENTIAL_LIB AND MKL_INTEL_LP64)
${
MKL_SEQUENTIAL_LIB
}
${
MKL_CORE_LIB
}
)
add_definitions
(
-DPADDLE_USE_MKL
)
message
(
STATUS
"Found MKL (include:
${
CBLAS_INC_DIR
}
, library:
${
CBLAS_LIBS
}
)"
)
return
()
# return file.
endif
()
...
...
@@ -55,15 +58,19 @@ set(ATLAS_LIB_SEARCH_PATHS
)
find_path
(
ATLAS_INC_DIR NAMES cblas.h
PATHS
${
ATLAS_INCLUDE_SEARCH_PATHS
}
)
find_path
(
ATLAS_CLAPACK_INC_DIR NAMES clapack.h
PATHS
${
ATLAS_INCLUDE_SEARCH_PATHS
}
)
find_library
(
ATLAS_CBLAS_LIB NAMES cblas libcblas.so.3
PATHS
${
ATLAS_LIB_SEARCH_PATHS
}
)
find_library
(
ATLAS_LIB NAMES
atlas lib
atlas.so.3
find_library
(
ATLAS_LIB NAMES
lapack_atlas liblapack_
atlas.so.3
PATHS
${
ATLAS_LIB_SEARCH_PATHS
}
)
if
(
ATLAS_INC_DIR AND ATLAS_CBLAS_LIB AND ATLAS_LIB
)
set
(
CBLAS_PROVIDER ATLAS
)
set
(
CBLAS_INC_DIR
${
ATLAS_INC_DIR
}
)
set
(
CBLAS_INC_DIR
${
ATLAS_INC_DIR
}
${
ATLAS_CLAPACK_INC_DIR
}
)
set
(
CBLAS_LIBS
${
ATLAS_LIB
}
${
ATLAS_CBLAS_LIB
}
)
add_definitions
(
-DPADDLE_USE_ATLAS
)
message
(
STATUS
"Found Atlas (include:
${
CBLAS_INC_DIR
}
, library:
${
CBLAS_LIBS
}
)"
)
return
()
endif
()
...
...
@@ -83,6 +90,8 @@ set(OPENBLAS_LIB_SEARCH_PATHS
find_path
(
OPENBLAS_INC_DIR NAMES cblas.h
PATHS
${
OPENBLAS_INCLUDE_SEARCH_PATHS
}
)
find_path
(
OPENBLAS_LAPACKE_INC_DIR NAMES lapacke.h
PATHS
${
OPENBLAS_INCLUDE_SEARCH_PATHS
}
)
find_library
(
OPENBLAS_LIB NAMES openblas
PATHS
${
OPENBLAS_LIB_SEARCH_PATHS
}
)
...
...
@@ -90,6 +99,7 @@ if(OPENBLAS_INC_DIR AND OPENBLAS_LIB)
set
(
CBLAS_PROVIDER OPENBLAS
)
set
(
CBLAS_INC_DIR
${
OPENBLAS_INC_DIR
}
)
set
(
CBLAS_LIBS
${
OPENBLAS_LIB
}
)
message
(
STATUS
"Found OpenBlas (include:
${
CBLAS_INC_DIR
}
, library:
${
CBLAS_LIBS
}
)"
)
return
()
endif
()
...
...
paddle/cuda/include/hl_cuda_cublas.h
浏览文件 @
5f2059db
...
...
@@ -21,8 +21,8 @@ limitations under the License. */
/**
* @brief Matrix transpose: C_d = T(A_d)
*
* @param[in] A_d input matrix (
M x
N).
* @param[out] C_d output matrix (
N x
M).
* @param[in] A_d input matrix (
dimM x dim
N).
* @param[out] C_d output matrix (
dimN x dim
M).
* @param[in] dimM matrix height.
* @param[in] dimN matrix width.
* @param[in] lda the first dimension of A_d.
...
...
@@ -39,8 +39,8 @@ extern void hl_matrix_transpose(real *A_d,
/*
* @brief Matrix transpose, while lda = dimN, ldc = dimM.
*
* @param[in] A_d input matrix (
M x
N).
* @param[out] C_d output matrix (
N x
M).
* @param[in] A_d input matrix (
dimM x dim
N).
* @param[out] C_d output matrix (
dimN x dim
M).
* @param[in] dimM matrix height.
* @param[in] dimN matrix width.
*
...
...
@@ -50,6 +50,22 @@ extern void hl_matrix_transpose(real *A_d,
int
dimM
,
int
dimN
);
/*
* @brief Matrix inverse
*
* @param[in] A_d input matrix (dimN x dimN).
* @param[out] C_d output matrix (dimN x dimN).
* @param[in] dimN matrix height = matrix width
* @param[in] lda the first dimension of A_d
* @param[in] ldc the first dimension of C_d
*
*/
extern
void
hl_matrix_inverse
(
real
*
A_d
,
real
*
C_d
,
int
dimN
,
int
lda
,
int
ldc
);
/**
* @brief C_d = alpha*(op(A_d) * op(B_d)) + beta*C_d
*
...
...
paddle/cuda/include/stub/hl_cuda_cublas_stub.h
浏览文件 @
5f2059db
...
...
@@ -30,6 +30,12 @@ inline void hl_matrix_transpose(real *A_d,
int
dimM
,
int
dimN
)
{}
inline
void
hl_matrix_inverse
(
real
*
A_d
,
real
*
C_d
,
int
dimN
,
int
lda
,
int
ldc
)
{}
inline
void
hl_matrix_mul
(
real
*
A_d
,
hl_trans_op_t
transa
,
real
*
B_d
,
hl_trans_op_t
transb
,
real
*
C_d
,
...
...
paddle/cuda/src/hl_cuda_cublas.cc
浏览文件 @
5f2059db
...
...
@@ -15,6 +15,7 @@ limitations under the License. */
#include <sys/time.h>
#include <mutex>
#include "hl_cuda.h"
#include "hl_cuda_cublas.h"
#include "hl_thread.ph"
#include "hl_dso_loader.h"
...
...
@@ -75,6 +76,8 @@ DYNAMIC_LOAD_CUBLAS_WRAP(cublasSgemmBatched)
DYNAMIC_LOAD_CUBLAS_WRAP
(
cublasDgemmBatched
)
DYNAMIC_LOAD_CUBLAS_WRAP
(
cublasCgemmBatched
)
DYNAMIC_LOAD_CUBLAS_WRAP
(
cublasZgemmBatched
)
DYNAMIC_LOAD_CUBLAS_WRAP
(
cublasSgetrfBatched
)
DYNAMIC_LOAD_CUBLAS_WRAP
(
cublasSgetriBatched
)
CUBLAS_BLAS_ROUTINE_EACH
(
DYNAMIC_LOAD_CUBLAS_V2_WRAP
)
#undef DYNAMIC_LOAD_CUBLAS_WRAP
...
...
@@ -88,10 +91,14 @@ CUBLAS_BLAS_ROUTINE_EACH(DYNAMIC_LOAD_CUBLAS_V2_WRAP)
#define CUBLAS_GEAM dynload::cublasSgeam
#define CUBLAS_GEMV dynload::cublasSgemv
#define CUBLAS_GEMM dynload::cublasSgemm
#define CUBLAS_GETRF dynload::cublasSgetrfBatched
#define CUBLAS_GETRI dynload::cublasSgetriBatched
#else
#define CUBLAS_GEAM dynload::cublasDgeam
#define CUBLAS_GEMV dynload::cublasDgemv
#define CUBLAS_GEMM dynload::cublasDgemm
#define CUBLAS_GETRF dynload::cublasDgetrfBatched
#define CUBLAS_GETRI dynload::cublasDgetriBatched
#endif
const
char
*
hl_cublas_get_error_string
(
cublasStatus_t
status
)
{
...
...
@@ -162,6 +169,54 @@ void hl_matrix_transpose(real *A_d, real *C_d, int dimM, int dimN) {
hl_matrix_transpose
(
A_d
,
C_d
,
dimM
,
dimN
,
dimN
,
dimM
);
}
void
hl_matrix_inverse
(
real
*
A_d
,
real
*
C_d
,
int
dimN
,
int
lda
,
int
ldc
)
{
/* Solve Ax = I */
CHECK_NOTNULL
(
A_d
);
CHECK_NOTNULL
(
C_d
);
/* Step 1: Compute the LU decomposition of matrix A */
real
**
inout_h
=
&
A_d
;
real
**
inout_d
=
(
real
**
)
hl_malloc_device
(
sizeof
(
real
*
));
hl_memcpy
(
inout_d
,
inout_h
,
sizeof
(
real
*
));
int
*
pivot_d
=
(
int
*
)
hl_malloc_device
(
dimN
*
sizeof
(
int
));
int
*
info_d
=
(
int
*
)
t_resource
.
gpu_mem
;
/* Note: cublasSgetrfBatched is used to calculate a number of
small-sized matrices. There may be a better way to reconstruct
the API for better performance.
*/
CHECK_CUBLAS
(
CUBLAS_GETRF
(
t_resource
.
handle
,
dimN
,
inout_d
,
lda
,
pivot_d
,
info_d
,
1
));
int
info_h
;
hl_memcpy
(
&
info_h
,
info_d
,
sizeof
(
int
));
if
(
info_h
!=
0
)
{
LOG
(
FATAL
)
<<
"Factorization of matrix failed: matrix may be singular.
\n
"
;
}
/* Step 2: Compute the inverse of the matrix given its LU decomposition */
real
**
out_h
=
&
C_d
;
real
**
out_d
=
(
real
**
)
hl_malloc_device
(
sizeof
(
real
*
));
hl_memcpy
(
out_d
,
out_h
,
sizeof
(
real
*
));
CHECK_CUBLAS
(
CUBLAS_GETRI
(
t_resource
.
handle
,
dimN
,
(
const
real
**
)
inout_d
,
lda
,
pivot_d
,
out_d
,
ldc
,
info_d
,
1
));
hl_memcpy
(
&
info_h
,
info_d
,
sizeof
(
int
));
if
(
info_h
!=
0
)
{
LOG
(
FATAL
)
<<
"Inversion of matrix failed: matrix may be singular.
\n
"
;
}
hl_free_mem_device
(
inout_d
);
hl_free_mem_device
(
pivot_d
);
hl_free_mem_device
(
out_d
);
CHECK_SYNC
(
"hl_matrix_inverse failed"
);
}
void
hl_matrix_mul
(
real
*
A_d
,
hl_trans_op_t
transa
,
real
*
B_d
,
hl_trans_op_t
transb
,
real
*
C_d
,
...
...
paddle/math/MathFunctions.cpp
浏览文件 @
5f2059db
...
...
@@ -39,6 +39,46 @@ void gemm<double>(const CBLAS_TRANSPOSE transA, const CBLAS_TRANSPOSE transB,
beta
,
C
,
ldc
);
}
template
<
>
int
getrf
<
float
>
(
const
CBLAS_ORDER
order
,
const
int
M
,
const
int
N
,
float
*
A
,
const
int
lda
,
int
*
ipiv
)
{
#ifdef PADDLE_USE_ATLAS
return
clapack_sgetrf
(
order
,
M
,
N
,
A
,
lda
,
ipiv
);
#else
return
LAPACKE_sgetrf
(
order
,
M
,
N
,
A
,
lda
,
ipiv
);
#endif
}
template
<
>
int
getrf
<
double
>
(
const
CBLAS_ORDER
order
,
const
int
M
,
const
int
N
,
double
*
A
,
const
int
lda
,
int
*
ipiv
)
{
#ifdef PADDLE_USE_ATLAS
return
clapack_dgetrf
(
order
,
M
,
N
,
A
,
lda
,
ipiv
);
#else
return
LAPACKE_dgetrf
(
order
,
M
,
N
,
A
,
lda
,
ipiv
);
#endif
}
template
<
>
int
getri
<
float
>
(
const
CBLAS_ORDER
order
,
const
int
N
,
float
*
A
,
const
int
lda
,
const
int
*
ipiv
)
{
#ifdef PADDLE_USE_ATLAS
return
clapack_sgetri
(
order
,
N
,
A
,
lda
,
ipiv
);
#else
return
LAPACKE_sgetri
(
order
,
N
,
A
,
lda
,
ipiv
);
#endif
}
template
<
>
int
getri
<
double
>
(
const
CBLAS_ORDER
order
,
const
int
N
,
double
*
A
,
const
int
lda
,
const
int
*
ipiv
)
{
#ifdef PADDLE_USE_ATLAS
return
clapack_dgetri
(
order
,
N
,
A
,
lda
,
ipiv
);
#else
return
LAPACKE_dgetri
(
order
,
N
,
A
,
lda
,
ipiv
);
#endif
}
template
<
>
void
axpy
<
float
>
(
const
int
n
,
const
float
alpha
,
const
float
*
x
,
float
*
y
)
{
cblas_saxpy
(
n
,
alpha
,
x
,
1
,
y
,
1
);
...
...
paddle/math/MathFunctions.h
浏览文件 @
5f2059db
...
...
@@ -21,6 +21,13 @@ limitations under the License. */
extern
"C"
{
#include <cblas.h>
}
#ifdef PADDLE_USE_ATLAS
extern
"C"
{
#include <clapack.h>
}
#else
#include <lapacke.h>
#endif
#endif
#include <cmath>
...
...
@@ -34,6 +41,14 @@ void gemm(const CBLAS_TRANSPOSE transA, const CBLAS_TRANSPOSE transB,
const
T
*
B
,
const
int
ldb
,
const
T
beta
,
T
*
C
,
const
int
ldc
);
template
<
class
T
>
int
getrf
(
const
CBLAS_ORDER
Order
,
const
int
M
,
const
int
N
,
T
*
A
,
const
int
lda
,
int
*
ipiv
);
template
<
class
T
>
int
getri
(
const
CBLAS_ORDER
Order
,
const
int
N
,
T
*
A
,
const
int
lda
,
const
int
*
ipiv
);
template
<
class
T
>
void
axpy
(
const
int
n
,
const
T
alpha
,
const
T
*
x
,
T
*
y
);
...
...
paddle/math/Matrix.cpp
浏览文件 @
5f2059db
...
...
@@ -335,6 +335,30 @@ void GpuMatrix::transpose(MatrixPtr matTrans, bool memAlloc) {
hl_matrix_transpose
(
data
,
dataTrans
,
height_
,
width_
,
lda
,
ldc
);
}
MatrixPtr
GpuMatrix
::
getInverse
()
{
MatrixPtr
matInv
;
inverse
(
matInv
,
true
);
return
matInv
;
}
void
GpuMatrix
::
inverse
(
MatrixPtr
matInv
,
bool
memAlloc
)
{
CHECK_EQ
(
height_
,
width_
);
if
(
memAlloc
)
{
matInv
=
std
::
make_shared
<
GpuMatrix
>
(
height_
,
width_
);
}
else
{
CHECK
(
matInv
!=
NULL
);
}
real
*
data
=
getData
();
real
*
dataInv
=
matInv
->
getData
();
int
lda
=
getStride
();
int
ldc
=
matInv
->
getStride
();
hl_matrix_inverse
(
data
,
dataInv
,
height_
,
lda
,
ldc
);
}
void
GpuMatrix
::
addBias
(
Matrix
&
b
,
real
scale
)
{
CHECK
(
b
.
getHeight
()
==
1
)
<<
"the Bias should be a vector"
;
BaseMatrix
::
addBias
(
b
,
scale
);
...
...
@@ -1437,6 +1461,47 @@ void CpuMatrix::transpose(MatrixPtr matTrans, bool memAlloc) {
}
}
MatrixPtr
CpuMatrix
::
getInverse
()
{
MatrixPtr
matInv
;
inverse
(
matInv
,
true
);
return
matInv
;
}
void
CpuMatrix
::
inverse
(
MatrixPtr
matInv
,
bool
memAlloc
)
{
CHECK_EQ
(
height_
,
width_
);
if
(
memAlloc
)
{
matInv
=
std
::
make_shared
<
CpuMatrix
>
(
height_
,
width_
);
}
else
{
CHECK
(
matInv
!=
NULL
);
}
CHECK_EQ
(
height_
,
matInv
->
getHeight
());
CHECK_EQ
(
width_
,
matInv
->
getWidth
());
matInv
->
copyFrom
(
*
this
);
real
*
data
=
getData
();
real
*
dataInv
=
matInv
->
getData
();
int
ldc
=
matInv
->
getStride
();
if
(
height_
==
1
)
{
CHECK_NE
(
*
data
,
0
);
*
dataInv
=
1.0
/
(
*
data
);
return
;
}
/* Compute the LU decomposition of the matrix */
std
::
vector
<
int
>
ipiv
(
height_
);
CBLAS_ORDER
order
=
(
matInv
->
isTransposed
()
?
CblasColMajor
:
CblasRowMajor
);
int
info
=
getrf
<
real
>
(
order
,
height_
,
height_
,
dataInv
,
ldc
,
ipiv
.
data
());
CHECK_EQ
(
info
,
0
);
/* Compute the inverse of the matrix given its LU decompsotion */
info
=
getri
<
real
>
(
order
,
height_
,
dataInv
,
ldc
,
ipiv
.
data
());
CHECK_EQ
(
info
,
0
);
}
void
CpuMatrix
::
convExpand
(
Matrix
&
feature
,
int
feaImgHeight
,
int
feaImgWidth
,
int
channels
,
int
blockH
,
int
blockW
,
int
strideH
,
int
strideW
,
int
paddingH
,
int
paddingW
,
...
...
paddle/math/Matrix.h
浏览文件 @
5f2059db
...
...
@@ -328,6 +328,20 @@ public:
LOG
(
FATAL
)
<<
"Not implemented"
;
}
virtual
MatrixPtr
getInverse
()
{
LOG
(
FATAL
)
<<
"Not implemented"
;
}
/**
* @brief inverse.
*
* if allocate matInv's memory outside, then set memAlloc as false;
* else set as true.
*/
virtual
void
inverse
(
MatrixPtr
matInv
,
bool
memAlloc
)
{
LOG
(
FATAL
)
<<
"Not implemented"
;
}
public:
/// Only set all variables to 0 or NULL but not free them.
virtual
void
clear
()
{
...
...
@@ -1043,6 +1057,9 @@ public:
MatrixPtr
getTranspose
();
void
transpose
(
MatrixPtr
matTrans
,
bool
memAlloc
);
MatrixPtr
getInverse
();
void
inverse
(
MatrixPtr
matInv
,
bool
memAlloc
);
/// add b to each sample of this.
void
addBias
(
Matrix
&
b
,
real
scale
);
void
addSharedBias
(
Matrix
&
b
,
real
scale
);
...
...
@@ -1282,6 +1299,9 @@ public:
MatrixPtr
getTranspose
();
void
transpose
(
MatrixPtr
matTrans
,
bool
memAlloc
);
MatrixPtr
getInverse
();
void
inverse
(
MatrixPtr
matInv
,
bool
memAlloc
);
void
copyFrom
(
const
Matrix
&
src
);
void
copyFrom
(
const
Matrix
&
src
,
hl_stream_t
stream
);
...
...
paddle/math/tests/test_matrixCompare.cpp
浏览文件 @
5f2059db
...
...
@@ -641,9 +641,32 @@ void testMatrixTranspose(int height, int width) {
MatrixCheckEqual
(
*
cpuT
,
*
outputCheck
);
}
void
testMatrixInverse
(
int
height
)
{
MatrixPtr
cpu
=
std
::
make_shared
<
CpuMatrix
>
(
height
,
height
);
MatrixPtr
gpu
=
std
::
make_shared
<
GpuMatrix
>
(
height
,
height
);
MatrixPtr
cpuI
=
std
::
make_shared
<
CpuMatrix
>
(
height
,
height
);
MatrixPtr
gpuI
=
std
::
make_shared
<
GpuMatrix
>
(
height
,
height
);
cpu
->
randomizeUniform
();
gpu
->
copyFrom
(
*
cpu
);
cpu
->
inverse
(
cpuI
,
false
);
gpu
->
inverse
(
gpuI
,
false
);
MatrixPtr
outputCheck
=
std
::
make_shared
<
CpuMatrix
>
(
height
,
height
);
outputCheck
->
copyFrom
(
*
gpuI
);
MatrixCheckErr
(
*
cpuI
,
*
outputCheck
);
outputCheck
->
mul
(
cpu
,
cpuI
);
cpu
->
zeroMem
();
for
(
int
i
=
0
;
i
<
height
;
i
++
)
{
cpu
->
getRowBuf
(
i
)[
i
]
=
1.0
;
}
MatrixCheckErr
(
*
cpu
,
*
outputCheck
);
}
TEST
(
Matrix
,
unary
)
{
for
(
auto
height
:
{
1
,
11
,
73
,
128
,
200
,
330
})
{
for
(
auto
width
:
{
1
,
32
,
100
,
512
,
1000
,
3210
})
{
for
(
auto
height
:
{
1
,
3
,
11
,
73
,
128
,
200
,
330
})
{
for
(
auto
width
:
{
1
,
3
,
3
2
,
100
,
512
,
1000
,
3210
})
{
VLOG
(
3
)
<<
" height="
<<
height
<<
" width="
<<
width
;
// applyUnary
...
...
@@ -675,6 +698,8 @@ TEST(Matrix, unary) {
// transpose
testMatrixTranspose
(
height
,
width
);
}
// inverse
testMatrixInverse
(
height
);
}
}
...
...
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