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implement distributed qr (#30)
This commit is contained in:
committed by
Philipp Moritz
parent
bffae5a80e
commit
37ac8faae5
Vendored
+1
-1
@@ -1,2 +1,2 @@
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import random
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import random, linalg
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from core import *
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Vendored
+121
-80
@@ -4,16 +4,16 @@ import arrays.single as single
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import orchpy as op
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__all__ = ["BLOCK_SIZE", "DistArray", "assemble", "zeros", "ones", "copy",
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"eye", "triu", "tril", "blockwise_dot", "dot", "block_column", "block_row"]
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"eye", "triu", "tril", "blockwise_dot", "dot", "transpose", "add", "subtract", "eye2", "numpy_to_dist", "subblocks"]
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BLOCK_SIZE = 10
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class DistArray(object):
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def construct(self, shape, objrefs):
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def construct(self, shape, objrefs=None):
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self.shape = shape
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self.objrefs = objrefs
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self.ndim = len(shape)
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self.num_blocks = [int(np.ceil(1.0 * a / BLOCK_SIZE)) for a in self.shape]
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self.objrefs = objrefs if objrefs is not None else np.empty(self.num_blocks, dtype=object)
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if self.num_blocks != list(self.objrefs.shape):
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raise Exception("The fields `num_blocks` and `objrefs` are inconsistent, `num_blocks` is {} and `objrefs` has shape {}".format(self.num_blocks, list(self.objrefs.shape)))
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@@ -24,20 +24,20 @@ class DistArray(object):
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def serialize(self):
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return (self.shape, self.objrefs)
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def __init__(self):
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self.shape = None
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self.objrefs = None
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def __init__(self, shape=None):
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if shape is not None:
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self.construct(shape)
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@staticmethod
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def compute_block_lower(index, shape):
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# TODO(rkn): Check that the entries of index are in the correct range.
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# TODO(rkn): Check that len(index) == len(shape).
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if len(index) != len(shape):
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raise Exception("The fields `index` and `shape` must have the same length, but `index` is {} and `shape` is {}.".format(index, shape))
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return [elem * BLOCK_SIZE for elem in index]
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@staticmethod
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def compute_block_upper(index, shape):
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# TODO(rkn): Check that the entries of index are in the correct range.
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# TODO(rkn): Check that len(index) == len(shape).
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if len(index) != len(shape):
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raise Exception("The fields `index` and `shape` must have the same length, but `index` is {} and `shape` is {}.".format(index, shape))
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upper = []
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for i in range(len(shape)):
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upper.append(min((index[i] + 1) * BLOCK_SIZE, shape[i]))
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@@ -73,82 +73,87 @@ class DistArray(object):
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def assemble(a):
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return a.assemble()
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# TODO(rkn): what should we call this method
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@op.distributed([np.ndarray], [DistArray])
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def numpy_to_dist(a):
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result = DistArray(a.shape)
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for index in np.ndindex(*result.num_blocks):
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lower = DistArray.compute_block_lower(index, a.shape)
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upper = DistArray.compute_block_upper(index, a.shape)
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result.objrefs[index] = op.push(a[[slice(l, u) for (l, u) in zip(lower, upper)]])
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return result
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@op.distributed([List[int], str], [DistArray])
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def zeros(shape, dtype_name):
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num_blocks = DistArray.compute_num_blocks(shape)
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objrefs = np.empty(num_blocks, dtype=object)
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for index in np.ndindex(*num_blocks):
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objrefs[index] = single.zeros(DistArray.compute_block_shape(index, shape), dtype_name)
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result = DistArray()
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result.construct(shape, objrefs)
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result = DistArray(shape)
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for index in np.ndindex(*result.num_blocks):
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result.objrefs[index] = single.zeros(DistArray.compute_block_shape(index, shape), dtype_name)
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return result
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@op.distributed([List[int], str], [DistArray])
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def ones(shape, dtype_name):
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num_blocks = DistArray.compute_num_blocks(shape)
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objrefs = np.empty(num_blocks, dtype=object)
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for index in np.ndindex(*num_blocks):
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objrefs[index] = single.ones(DistArray.compute_block_shape(index, shape), dtype_name)
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result = DistArray()
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result.construct(shape, objrefs)
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result = DistArray(shape)
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for index in np.ndindex(*result.num_blocks):
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result.objrefs[index] = single.ones(DistArray.compute_block_shape(index, shape), dtype_name)
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return result
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@op.distributed([DistArray], [DistArray])
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def copy(a):
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num_blocks = DistArray.compute_num_blocks(a.shape)
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objrefs = np.empty(num_blocks, dtype=object)
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for index in np.ndindex(*num_blocks):
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objrefs[index] = single.copy(a.objrefs[index])
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result = DistArray()
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result.construct(a.shape, objrefs)
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result = DistArray(a.shape)
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for index in np.ndindex(*result.num_blocks):
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result.objrefs[index] = a.objrefs[index] # We don't need to actually copy the objects because cluster-level objects are assumed to be immutable.
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return result
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@op.distributed([int, str], [DistArray])
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def eye(dim, dtype_name):
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shape = [dim, dim]
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num_blocks = DistArray.compute_num_blocks(shape)
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objrefs = np.empty(num_blocks, dtype=object)
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for (i, j) in np.ndindex(*num_blocks):
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result = DistArray(shape)
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for (i, j) in np.ndindex(*result.num_blocks):
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if i == j:
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objrefs[i, j] = single.eye(DistArray.compute_block_shape([i, j], shape)[0], dtype_name)
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result.objrefs[i, j] = single.eye(DistArray.compute_block_shape([i, j], shape)[0], dtype_name)
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else:
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objrefs[i, j] = single.zeros(DistArray.compute_block_shape([i, j], shape), dtype_name)
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result = DistArray()
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result.construct(shape, objrefs)
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result.objrefs[i, j] = single.zeros(DistArray.compute_block_shape([i, j], shape), dtype_name)
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return result
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# TODO(rkn): Support optional arguments so that we can make this part of eye.
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@op.distributed([int, int, str], [DistArray])
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def eye2(dim1, dim2, dtype_name):
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shape = [dim1, dim2]
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result = DistArray(shape)
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for (i, j) in np.ndindex(*result.num_blocks):
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block_shape = DistArray.compute_block_shape([i, j], shape)
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if i == j:
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result.objrefs[i, j] = single.eye2(block_shape[0], block_shape[1], dtype_name)
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else:
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result.objrefs[i, j] = single.zeros(block_shape, dtype_name)
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return result
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@op.distributed([DistArray], [DistArray])
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def triu(a):
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if a.ndim != 2:
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raise Exception("Input must have 2 dimensions, but a.ndim is " + str(a.ndim))
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objrefs = np.empty(a.num_blocks, dtype=object)
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for i in range(a.num_blocks[0]):
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for j in range(a.num_blocks[1]):
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if i < j:
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objrefs[i, j] = single.copy(a.objrefs[i, j])
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elif i == j:
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objrefs[i, j] = single.triu(a.objrefs[i, j])
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else:
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objrefs[i, j] = single.zeros_like(a.objrefs[i, j])
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result = DistArray()
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result.construct(a.shape, objrefs)
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result = DistArray(a.shape)
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for (i, j) in np.ndindex(*result.num_blocks):
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if i < j:
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result.objrefs[i, j] = single.copy(a.objrefs[i, j])
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elif i == j:
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result.objrefs[i, j] = single.triu(a.objrefs[i, j])
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else:
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result.objrefs[i, j] = single.zeros_like(a.objrefs[i, j])
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return result
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@op.distributed([DistArray], [DistArray])
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def tril(a):
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if a.ndim != 2:
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raise Exception("Input must have 2 dimensions, but a.ndim is " + str(a.ndim))
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objrefs = np.empty(a.num_blocks, dtype=object)
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for i in range(a.num_blocks[0]):
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for j in range(a.num_blocks[1]):
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if i > j:
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objrefs[i, j] = single.copy(a.objrefs[i, j])
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elif i == j:
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objrefs[i, j] = single.tril(a.objrefs[i, j])
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else:
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objrefs[i, j] = single.zeros_like(a.objrefs[i, j])
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result = DistArray()
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result.construct(a.shape, objrefs)
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result = DistArray(a.shape)
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for (i, j) in np.ndindex(*result.num_blocks):
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if i > j:
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result.objrefs[i, j] = single.copy(a.objrefs[i, j])
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elif i == j:
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result.objrefs[i, j] = single.tril(a.objrefs[i, j])
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else:
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result.objrefs[i, j] = single.zeros_like(a.objrefs[i, j])
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return result
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@op.distributed([np.ndarray, None], [np.ndarray])
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@@ -171,34 +176,70 @@ def dot(a, b):
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if a.shape[1] != b.shape[0]:
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raise Exception("dot expects a.shape[1] to equal b.shape[0], but a.shape = {} and b.shape = {}.".format(a.shape, b.shape))
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shape = [a.shape[0], b.shape[1]]
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num_blocks = DistArray.compute_num_blocks(shape)
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objrefs = np.empty(num_blocks, dtype=object)
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for i in range(num_blocks[0]):
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for j in range(num_blocks[1]):
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args = list(a.objrefs[i, :]) + list(b.objrefs[:, j])
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objrefs[i, j] = blockwise_dot(*args)
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result = DistArray()
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result.construct(shape, objrefs)
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result = DistArray(shape)
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for (i, j) in np.ndindex(*result.num_blocks):
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args = list(a.objrefs[i, :]) + list(b.objrefs[:, j])
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result.objrefs[i, j] = blockwise_dot(*args)
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return result
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# This is not in numpy, should we expose this?
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@op.distributed([DistArray], [DistArray])
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def block_column(a, col):
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if a.ndim != 2:
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raise Exception("block_column expects its argument to be 2-dimensional, but a.ndim = {}, a.shape = {}.".format(a.ndim, a.shape))
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top_block_shape = DistArray.compute_block_shape([0, col])
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shape = [a.shape[0], top_block_shape[1]]
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result = DistArray()
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result.construct(shape, a.objrefs[:, col])
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@op.distributed([DistArray, List[int], None], [DistArray])
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def subblocks(a, *ranges):
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"""
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This function produces a distributed array from a subset of the blocks in the `a`. The result and `a` will have the same number of dimensions.For example,
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subblocks(a, [0, 1], [2, 4])
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will produce a DistArray whose objrefs are
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[[a.objrefs[0, 2], a.objrefs[0, 4]],
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[a.objrefs[1, 2], a.objrefs[1, 4]]]
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We allow the user to pass in an empty list [] to indicate the full range.
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"""
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ranges = list(ranges)
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if len(ranges) != a.ndim:
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raise Exception("sub_blocks expects to receive a number of ranges equal to a.ndim, but it received {} ranges and a.ndim = {}.".format(len(ranges), a.ndim))
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for i in range(len(ranges)):
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if ranges[i] == []: # We allow the user to pass in an empty list to indicate the full range
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ranges[i] = range(a.num_blocks[i])
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if not np.alltrue(ranges[i] == np.sort(ranges[i])):
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raise Exception("Ranges passed to sub_blocks must be sorted, but the {}th range is {}.".format(i, ranges[i]))
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if ranges[i][0] < 0:
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raise Exception("Values in the ranges passed to sub_blocks must be at least 0, but the {}th range is {}.".format(i, ranges[i]))
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if ranges[i][-1] >= a.num_blocks[i]:
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raise Exception("Values in the ranges passed to sub_blocks must be less than the relevant number of blocks, but the {}th range is {}, and a.num_blocks = {}.".format(i, ranges[i], a.num_blocks))
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last_index = [r[-1] for r in ranges]
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last_block_shape = DistArray.compute_block_shape(last_index, a.shape)
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shape = [(len(ranges[i]) - 1) * BLOCK_SIZE + last_block_shape[i] for i in range(a.ndim)]
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result = DistArray(shape)
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for index in np.ndindex(*result.num_blocks):
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print tuple([ranges[i][index[i]] for i in range(a.ndim)])
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result.objrefs[index] = a.objrefs[tuple([ranges[i][index[i]] for i in range(a.ndim)])]
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return result
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# This is not in numpy, should we expose this?
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@op.distributed([DistArray], [DistArray])
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def block_row(a, row):
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def transpose(a):
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if a.ndim != 2:
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raise Exception("block_row expects its argument to be 2-dimensional, but a.ndim = {}, a.shape = {}.".format(a.ndim, a.shape))
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left_block_shape = DistArray.compute_block_shape([row, 0])
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shape = [left_block_shape[0], a.shape[1]]
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result = DistArray()
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result.construct(shape, a.objrefs[row, :])
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raise Exception("transpose expects its argument to be 2-dimensional, but a.ndim = {}, a.shape = {}.".format(a.ndim, a.shape))
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result = DistArray([a.shape[1], a.shape[0]])
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for i in range(result.num_blocks[0]):
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for j in range(result.num_blocks[1]):
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result.objrefs[i, j] = single.transpose(a.objrefs[j, i])
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return result
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# TODO(rkn): support broadcasting?
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@op.distributed([DistArray, DistArray], [DistArray])
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def add(x1, x2):
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if x1.shape != x2.shape:
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raise Exception("add expects arguments `x1` and `x2` to have the same shape, but x1.shape = {}, and x2.shape = {}.".format(x1.shape, x2.shape))
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result = DistArray(x1.shape)
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for index in np.ndindex(*result.num_blocks):
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result.objrefs[index] = single.add(x1.objrefs[index], x2.objrefs[index])
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return result
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# TODO(rkn): support broadcasting?
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@op.distributed([DistArray, DistArray], [DistArray])
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def subtract(x1, x2):
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if x1.shape != x2.shape:
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raise Exception("subtract expects arguments `x1` and `x2` to have the same shape, but x1.shape = {}, and x2.shape = {}.".format(x1.shape, x2.shape))
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result = DistArray(x1.shape)
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for index in np.ndindex(*result.num_blocks):
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result.objrefs[index] = single.subtract(x1.objrefs[index], x2.objrefs[index])
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return result
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Vendored
+192
@@ -0,0 +1,192 @@
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from typing import List
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import numpy as np
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import arrays.single as single
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import orchpy as op
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from core import *
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__all__ = ["tsqr", "modified_lu", "tsqr_hr", "qr"]
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@op.distributed([DistArray], [DistArray, np.ndarray])
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def tsqr(a):
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"""
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arguments:
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a: a distributed matrix
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Suppose that
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a.shape == (M, N)
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K == min(M, N)
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return values:
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q: DistArray, if q_full = op.context.pull(DistArray, q).assemble(), then
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q_full.shape == (M, K)
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np.allclose(np.dot(q_full.T, q_full), np.eye(K)) == True
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r: np.ndarray, if r_val = op.context.pull(np.ndarray, r), then
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r_val.shape == (K, N)
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np.allclose(r, np.triu(r)) == True
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"""
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if len(a.shape) != 2:
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raise Exception("tsqr requires len(a.shape) == 2, but a.shape is {}".format(a.shape))
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if a.num_blocks[1] != 1:
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raise Exception("tsqr requires a.num_blocks[1] == 1, but a.num_blocks is {}".format(a.num_blocks))
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num_blocks = a.num_blocks[0]
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K = int(np.ceil(np.log2(num_blocks))) + 1
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q_tree = np.empty((num_blocks, K), dtype=object)
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current_rs = []
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for i in range(num_blocks):
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block = a.objrefs[i, 0]
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q, r = single.linalg.qr(block)
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q_tree[i, 0] = q
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current_rs.append(r)
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for j in range(1, K):
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new_rs = []
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for i in range(int(np.ceil(1.0 * len(current_rs) / 2))):
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stacked_rs = single.vstack(*current_rs[(2 * i):(2 * i + 2)])
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q, r = single.linalg.qr(stacked_rs)
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q_tree[i, j] = q
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new_rs.append(r)
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current_rs = new_rs
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assert len(current_rs) == 1, "len(current_rs) = " + str(len(current_rs))
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q_result = DistArray()
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# handle the special case in which the whole DistArray "a" fits in one block
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# and has fewer rows than columns, this is a bit ugly so think about how to
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# remove it
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if a.shape[0] >= a.shape[1]:
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q_shape = a.shape
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else:
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q_shape = [a.shape[0], a.shape[0]]
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q_num_blocks = DistArray.compute_num_blocks(q_shape)
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q_result = DistArray()
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q_objrefs = np.empty(q_num_blocks, dtype=object)
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q_result.construct(q_shape, q_objrefs)
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# reconstruct output
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for i in range(num_blocks):
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q_block_current = q_tree[i, 0]
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ith_index = i
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for j in range(1, K):
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if np.mod(ith_index, 2) == 0:
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lower = [0, 0]
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upper = [a.shape[1], BLOCK_SIZE]
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else:
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lower = [a.shape[1], 0]
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upper = [2 * a.shape[1], BLOCK_SIZE]
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ith_index /= 2
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q_block_current = single.dot(q_block_current, single.subarray(q_tree[ith_index, j], lower, upper))
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q_result.objrefs[i] = q_block_current
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r = current_rs[0]
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return q_result, r
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# TODO(rkn): This is unoptimized, we really want a block version of this.
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@op.distributed([DistArray], [DistArray, np.ndarray, np.ndarray])
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def modified_lu(q):
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"""
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Algorithm 5 from http://www.eecs.berkeley.edu/Pubs/TechRpts/2013/EECS-2013-175.pdf
|
||||
takes a matrix q with orthonormal columns, returns l, u, s such that q - s = l * u
|
||||
arguments:
|
||||
q: a two dimensional orthonormal q
|
||||
return values:
|
||||
l: lower triangular
|
||||
u: upper triangular
|
||||
s: a diagonal matrix represented by its diagonal
|
||||
"""
|
||||
q = q.assemble()
|
||||
m, b = q.shape[0], q.shape[1]
|
||||
S = np.zeros(b)
|
||||
|
||||
q_work = np.copy(q)
|
||||
|
||||
for i in range(b):
|
||||
S[i] = -1 * np.sign(q_work[i, i])
|
||||
q_work[i, i] -= S[i]
|
||||
q_work[(i + 1):m, i] /= q_work[i, i] # scale ith column of L by diagonal element
|
||||
q_work[(i + 1):m, (i + 1):b] -= np.outer(q_work[(i + 1):m, i], q_work[i, (i + 1):b]) # perform Schur complement update
|
||||
|
||||
L = np.tril(q_work)
|
||||
for i in range(b):
|
||||
L[i, i] = 1
|
||||
U = np.triu(q_work)[:b, :]
|
||||
return numpy_to_dist(op.push(L)), U, S # TODO(rkn): get rid of push and pull
|
||||
|
||||
@op.distributed([np.ndarray, np.ndarray, np.ndarray, int], [np.ndarray, np.ndarray])
|
||||
def tsqr_hr_helper1(u, s, y_top_block, b):
|
||||
y_top = y_top_block[:b, :b]
|
||||
s_full = np.diag(s)
|
||||
t = -1 * np.dot(u, np.dot(s_full, np.linalg.inv(y_top).T))
|
||||
return t, y_top
|
||||
|
||||
@op.distributed([np.ndarray, np.ndarray], [np.ndarray])
|
||||
def tsqr_hr_helper2(s, r_temp):
|
||||
s_full = np.diag(s)
|
||||
return np.dot(s_full, r_temp)
|
||||
|
||||
@op.distributed([DistArray], [DistArray, np.ndarray, np.ndarray, np.ndarray])
|
||||
def tsqr_hr(a):
|
||||
"""Algorithm 6 from http://www.eecs.berkeley.edu/Pubs/TechRpts/2013/EECS-2013-175.pdf"""
|
||||
q, r_temp = tsqr(a)
|
||||
y, u, s = modified_lu(q)
|
||||
y_blocked = op.pull(y)
|
||||
t, y_top = tsqr_hr_helper1(u, s, y_blocked.objrefs[0, 0], a.shape[1])
|
||||
r = tsqr_hr_helper2(s, r_temp)
|
||||
return y, t, y_top, r
|
||||
|
||||
@op.distributed([np.ndarray, np.ndarray, np.ndarray, np.ndarray], [np.ndarray])
|
||||
def qr_helper1(a_rc, y_ri, t, W_c):
|
||||
return a_rc - np.dot(y_ri, np.dot(t.T, W_c))
|
||||
|
||||
@op.distributed([np.ndarray, np.ndarray], [np.ndarray])
|
||||
def qr_helper2(y_ri, a_rc):
|
||||
return np.dot(y_ri.T, a_rc)
|
||||
|
||||
@op.distributed([DistArray], [DistArray, DistArray])
|
||||
def qr(a):
|
||||
"""Algorithm 7 from http://www.eecs.berkeley.edu/Pubs/TechRpts/2013/EECS-2013-175.pdf"""
|
||||
m, n = a.shape[0], a.shape[1]
|
||||
k = min(m, n)
|
||||
|
||||
# we will store our scratch work in a_work
|
||||
a_work = DistArray()
|
||||
a_work.construct(a.shape, np.copy(a.objrefs))
|
||||
|
||||
result_dtype = np.linalg.qr(op.pull(a.objrefs[0, 0]))[0].dtype.name
|
||||
r_res = op.pull(zeros([k, n], result_dtype)) # TODO(rkn): It would be preferable not to pull this right after creating it.
|
||||
y_res = op.pull(zeros([m, k], result_dtype)) # TODO(rkn): It would be preferable not to pull this right after creating it.
|
||||
Ts = []
|
||||
|
||||
for i in range(min(a.num_blocks[0], a.num_blocks[1])): # this differs from the paper, which says "for i in range(a.num_blocks[1])", but that doesn't seem to make any sense when a.num_blocks[1] > a.num_blocks[0]
|
||||
sub_dist_array = subblocks(a_work, range(i, a_work.num_blocks[0]), [i])
|
||||
y, t, _, R = tsqr_hr(sub_dist_array)
|
||||
y_val = op.pull(y)
|
||||
|
||||
for j in range(i, a.num_blocks[0]):
|
||||
y_res.objrefs[j, i] = y_val.objrefs[j - i, 0]
|
||||
if a.shape[0] > a.shape[1]:
|
||||
# in this case, R needs to be square
|
||||
R_shape = op.pull(single.shape(R))
|
||||
eye_temp = single.eye2(R_shape[1], R_shape[0], result_dtype)
|
||||
r_res.objrefs[i, i] = single.dot(eye_temp, R)
|
||||
else:
|
||||
r_res.objrefs[i, i] = R
|
||||
Ts.append(numpy_to_dist(t))
|
||||
|
||||
for c in range(i + 1, a.num_blocks[1]):
|
||||
W_rcs = []
|
||||
for r in range(i, a.num_blocks[0]):
|
||||
y_ri = y_val.objrefs[r - i, 0]
|
||||
W_rcs.append(qr_helper2(y_ri, a_work.objrefs[r, c]))
|
||||
W_c = single.sum(0, *W_rcs)
|
||||
for r in range(i, a.num_blocks[0]):
|
||||
y_ri = y_val.objrefs[r - i, 0]
|
||||
A_rc = qr_helper1(a_work.objrefs[r, c], y_ri, t, W_c)
|
||||
a_work.objrefs[r, c] = A_rc
|
||||
r_res.objrefs[i, c] = a_work.objrefs[i, c]
|
||||
|
||||
# construct q_res from Ys and Ts
|
||||
q = eye2(m, k, result_dtype)
|
||||
for i in range(len(Ts))[::-1]:
|
||||
y_col_block = subblocks(y_res, [], [i])
|
||||
q = subtract(q, dot(y_col_block, dot(Ts[i], dot(transpose(y_col_block), q))))
|
||||
|
||||
return q, r_res
|
||||
@@ -1,2 +1,2 @@
|
||||
import random, linalg
|
||||
from core import zeros, zeros_like, ones, eye, dot, vstack, hstack, subarray, copy, tril, triu
|
||||
from core import *
|
||||
|
||||
@@ -2,6 +2,8 @@ from typing import List
|
||||
import numpy as np
|
||||
import orchpy as op
|
||||
|
||||
__all__ = ["zeros", "zeros_like", "ones", "eye", "dot", "vstack", "hstack", "subarray", "copy", "tril", "triu", "diag", "transpose", "add", "subtract", "eye2", "sum", "shape"]
|
||||
|
||||
@op.distributed([List[int], str], [np.ndarray])
|
||||
def zeros(shape, dtype_name):
|
||||
return np.zeros(shape, dtype=np.dtype(dtype_name))
|
||||
@@ -18,6 +20,11 @@ def ones(shape, dtype_name):
|
||||
def eye(dim, dtype_name):
|
||||
return np.eye(dim, dtype=np.dtype(dtype_name))
|
||||
|
||||
# TODO(rkn): This should be part of eye
|
||||
@op.distributed([int, int, str], [np.ndarray])
|
||||
def eye2(dim1, dim2, dtype_name):
|
||||
return np.eye(dim1, dim2, dtype=np.dtype(dtype_name))
|
||||
|
||||
@op.distributed([np.ndarray, np.ndarray], [np.ndarray])
|
||||
def dot(a, b):
|
||||
return np.dot(a, b)
|
||||
@@ -49,3 +56,27 @@ def tril(a):
|
||||
@op.distributed([np.ndarray], [np.ndarray])
|
||||
def triu(a):
|
||||
return np.triu(a)
|
||||
|
||||
@op.distributed([np.ndarray], [np.ndarray])
|
||||
def diag(a):
|
||||
return np.diag(a)
|
||||
|
||||
@op.distributed([np.ndarray], [np.ndarray])
|
||||
def transpose(a):
|
||||
return np.transpose(a)
|
||||
|
||||
@op.distributed([np.ndarray, np.ndarray], [np.ndarray])
|
||||
def add(x1, x2):
|
||||
return np.add(x1, x2)
|
||||
|
||||
@op.distributed([np.ndarray, np.ndarray], [np.ndarray])
|
||||
def subtract(x1, x2):
|
||||
return np.subtract(x1, x2)
|
||||
|
||||
@op.distributed([int, np.ndarray, None], [np.ndarray])
|
||||
def sum(axis, *xs):
|
||||
return np.sum(xs, axis=axis)
|
||||
|
||||
@op.distributed([np.ndarray], [tuple])
|
||||
def shape(a):
|
||||
return np.shape(a)
|
||||
|
||||
@@ -86,39 +86,3 @@ def matrix_rank(M):
|
||||
@op.distributed([np.ndarray, None], [np.ndarray])
|
||||
def multi_dot(a):
|
||||
raise NotImplementedError
|
||||
|
||||
|
||||
|
||||
# This isn't in numpy, should we expose it?
|
||||
@op.distributed([np.ndarray], [np.ndarray, np.ndarray, np.ndarray])
|
||||
def modified_lu(q):
|
||||
"""
|
||||
Algorithm 5 from http://www.eecs.berkeley.edu/Pubs/TechRpts/2013/EECS-2013-175.pdf
|
||||
takes a matrix q with orthonormal columns, returns l, u, s such that q - s = l * u
|
||||
arguments:
|
||||
q: a two dimensional orthonormal q
|
||||
return values:
|
||||
l: lower triangular
|
||||
u: upper triangular
|
||||
s: a diagonal matrix represented by its diagonal
|
||||
"""
|
||||
m, b = q.shape[0], q.shape[1]
|
||||
S = np.zeros(b)
|
||||
|
||||
q_work = np.copy(q)
|
||||
|
||||
for i in range(b):
|
||||
S[i] = -1 * np.sign(q_work[i, i])
|
||||
q_work[i, i] -= S[i]
|
||||
|
||||
# scale ith column of L by diagonal element
|
||||
q_work[(i + 1):m, i] /= q_work[i, i]
|
||||
|
||||
# perform Schur complement update
|
||||
q_work[(i + 1):m, (i + 1):b] -= np.outer(q_work[(i + 1):m, i], q_work[i, (i + 1):b])
|
||||
|
||||
L = np.tril(q_work)
|
||||
for i in range(b):
|
||||
L[i, i] = 1
|
||||
U = np.triu(q_work)[:b, :]
|
||||
return L, U, S
|
||||
|
||||
@@ -99,10 +99,10 @@ def distributed(arg_types, return_types, worker=global_worker):
|
||||
def distributed_decorator(func):
|
||||
def func_executor(arguments):
|
||||
"""This is what gets executed remotely on a worker after a distributed function is scheduled by the scheduler."""
|
||||
print "Calling function {} with arguments {}".format(func.__name__, arguments)
|
||||
print "Calling function {}".format(func.__name__)
|
||||
result = func(*arguments)
|
||||
check_return_values(func_call, result) # throws an exception if result is invalid
|
||||
print "Finished executing function {} with arguments {}".format(func.__name__, arguments)
|
||||
print "Finished executing function {}".format(func.__name__)
|
||||
return result
|
||||
def func_call(*args):
|
||||
"""This is what gets run immediately when a worker calls a distributed function."""
|
||||
|
||||
Reference in New Issue
Block a user