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testgroup
pytensor
Commits
a3eed0b4
提交
a3eed0b4
authored
6月 21, 2023
作者:
Ricardo Vieira
提交者:
Thomas Wiecki
9月 06, 2023
浏览文件
操作
浏览文件
下载
电子邮件补丁
差异文件
Blockwise some linalg Ops by default
上级
7fb4e70a
显示空白字符变更
内嵌
并排
正在显示
8 个修改的文件
包含
209 行增加
和
95 行删除
+209
-95
basic.py
pytensor/tensor/basic.py
+1
-1
nlinalg.py
pytensor/tensor/nlinalg.py
+15
-5
linalg.py
pytensor/tensor/rewriting/linalg.py
+94
-46
slinalg.py
pytensor/tensor/slinalg.py
+63
-12
test_nlinalg.py
tests/link/numba/test_nlinalg.py
+2
-2
test_linalg.py
tests/tensor/rewriting/test_linalg.py
+9
-12
test_blockwise.py
tests/tensor/test_blockwise.py
+8
-2
test_slinalg.py
tests/tensor/test_slinalg.py
+17
-15
没有找到文件。
pytensor/tensor/basic.py
浏览文件 @
a3eed0b4
...
@@ -3764,7 +3764,7 @@ def stacklists(arg):
...
@@ -3764,7 +3764,7 @@ def stacklists(arg):
return
arg
return
arg
def
swapaxes
(
y
,
axis1
,
axis2
)
:
def
swapaxes
(
y
,
axis1
:
int
,
axis2
:
int
)
->
TensorVariable
:
"Swap the axes of a tensor."
"Swap the axes of a tensor."
y
=
as_tensor_variable
(
y
)
y
=
as_tensor_variable
(
y
)
ndim
=
y
.
ndim
ndim
=
y
.
ndim
...
...
pytensor/tensor/nlinalg.py
浏览文件 @
a3eed0b4
...
@@ -10,11 +10,13 @@ from pytensor.graph.op import Op
...
@@ -10,11 +10,13 @@ from pytensor.graph.op import Op
from
pytensor.tensor
import
basic
as
at
from
pytensor.tensor
import
basic
as
at
from
pytensor.tensor
import
math
as
tm
from
pytensor.tensor
import
math
as
tm
from
pytensor.tensor.basic
import
as_tensor_variable
,
extract_diag
from
pytensor.tensor.basic
import
as_tensor_variable
,
extract_diag
from
pytensor.tensor.blockwise
import
Blockwise
from
pytensor.tensor.type
import
dvector
,
lscalar
,
matrix
,
scalar
,
vector
from
pytensor.tensor.type
import
dvector
,
lscalar
,
matrix
,
scalar
,
vector
class
MatrixPinv
(
Op
):
class
MatrixPinv
(
Op
):
__props__
=
(
"hermitian"
,)
__props__
=
(
"hermitian"
,)
gufunc_signature
=
"(m,n)->(n,m)"
def
__init__
(
self
,
hermitian
):
def
__init__
(
self
,
hermitian
):
self
.
hermitian
=
hermitian
self
.
hermitian
=
hermitian
...
@@ -75,7 +77,7 @@ def pinv(x, hermitian=False):
...
@@ -75,7 +77,7 @@ def pinv(x, hermitian=False):
solve op.
solve op.
"""
"""
return
MatrixPinv
(
hermitian
=
hermitian
)(
x
)
return
Blockwise
(
MatrixPinv
(
hermitian
=
hermitian
)
)(
x
)
class
MatrixInverse
(
Op
):
class
MatrixInverse
(
Op
):
...
@@ -93,6 +95,8 @@ class MatrixInverse(Op):
...
@@ -93,6 +95,8 @@ class MatrixInverse(Op):
"""
"""
__props__
=
()
__props__
=
()
gufunc_signature
=
"(m,m)->(m,m)"
gufunc_spec
=
(
"numpy.linalg.inv"
,
1
,
1
)
def
__init__
(
self
):
def
__init__
(
self
):
pass
pass
...
@@ -150,7 +154,7 @@ class MatrixInverse(Op):
...
@@ -150,7 +154,7 @@ class MatrixInverse(Op):
return
shapes
return
shapes
inv
=
matrix_inverse
=
MatrixInverse
(
)
inv
=
matrix_inverse
=
Blockwise
(
MatrixInverse
()
)
def
matrix_dot
(
*
args
):
def
matrix_dot
(
*
args
):
...
@@ -181,6 +185,8 @@ class Det(Op):
...
@@ -181,6 +185,8 @@ class Det(Op):
"""
"""
__props__
=
()
__props__
=
()
gufunc_signature
=
"(m,m)->()"
gufunc_spec
=
(
"numpy.linalg.det"
,
1
,
1
)
def
make_node
(
self
,
x
):
def
make_node
(
self
,
x
):
x
=
as_tensor_variable
(
x
)
x
=
as_tensor_variable
(
x
)
...
@@ -209,7 +215,7 @@ class Det(Op):
...
@@ -209,7 +215,7 @@ class Det(Op):
return
"Det"
return
"Det"
det
=
Det
(
)
det
=
Blockwise
(
Det
()
)
class
SLogDet
(
Op
):
class
SLogDet
(
Op
):
...
@@ -218,6 +224,8 @@ class SLogDet(Op):
...
@@ -218,6 +224,8 @@ class SLogDet(Op):
"""
"""
__props__
=
()
__props__
=
()
gufunc_signature
=
"(m, m)->(),()"
gufunc_spec
=
(
"numpy.linalg.slogdet"
,
1
,
2
)
def
make_node
(
self
,
x
):
def
make_node
(
self
,
x
):
x
=
as_tensor_variable
(
x
)
x
=
as_tensor_variable
(
x
)
...
@@ -242,7 +250,7 @@ class SLogDet(Op):
...
@@ -242,7 +250,7 @@ class SLogDet(Op):
return
"SLogDet"
return
"SLogDet"
slogdet
=
SLogDet
(
)
slogdet
=
Blockwise
(
SLogDet
()
)
class
Eig
(
Op
):
class
Eig
(
Op
):
...
@@ -252,6 +260,8 @@ class Eig(Op):
...
@@ -252,6 +260,8 @@ class Eig(Op):
"""
"""
__props__
:
Tuple
[
str
,
...
]
=
()
__props__
:
Tuple
[
str
,
...
]
=
()
gufunc_signature
=
"(m,m)->(m),(m,m)"
gufunc_spec
=
(
"numpy.linalg.eig"
,
1
,
2
)
def
make_node
(
self
,
x
):
def
make_node
(
self
,
x
):
x
=
as_tensor_variable
(
x
)
x
=
as_tensor_variable
(
x
)
...
@@ -270,7 +280,7 @@ class Eig(Op):
...
@@ -270,7 +280,7 @@ class Eig(Op):
return
[(
n
,),
(
n
,
n
)]
return
[(
n
,),
(
n
,
n
)]
eig
=
Eig
(
)
eig
=
Blockwise
(
Eig
()
)
class
Eigh
(
Eig
):
class
Eigh
(
Eig
):
...
...
pytensor/tensor/rewriting/linalg.py
浏览文件 @
a3eed0b4
import
logging
import
logging
from
typing
import
cast
from
pytensor.graph.rewriting.basic
import
node_rewriter
from
pytensor.graph.rewriting.basic
import
node_rewriter
from
pytensor.tensor
import
basic
as
at
from
pytensor.tensor
.basic
import
TensorVariable
,
diagonal
,
swapaxes
from
pytensor.tensor.blas
import
Dot22
from
pytensor.tensor.blas
import
Dot22
from
pytensor.tensor.blockwise
import
Blockwise
from
pytensor.tensor.elemwise
import
DimShuffle
from
pytensor.tensor.elemwise
import
DimShuffle
from
pytensor.tensor.math
import
Dot
,
Prod
,
log
,
prod
from
pytensor.tensor.math
import
Dot
,
Prod
,
log
,
prod
from
pytensor.tensor.nlinalg
import
Det
,
MatrixInverse
from
pytensor.tensor.nlinalg
import
MatrixInverse
,
det
from
pytensor.tensor.rewriting.basic
import
(
from
pytensor.tensor.rewriting.basic
import
(
register_canonicalize
,
register_canonicalize
,
register_specialize
,
register_specialize
,
register_stabilize
,
register_stabilize
,
)
)
from
pytensor.tensor.slinalg
import
Cholesky
,
Solve
,
SolveTriangular
,
cholesky
,
solve
from
pytensor.tensor.slinalg
import
Cholesky
,
Solve
,
cholesky
,
solve
,
solve_triangular
logger
=
logging
.
getLogger
(
__name__
)
logger
=
logging
.
getLogger
(
__name__
)
def
is_matrix_transpose
(
x
:
TensorVariable
)
->
bool
:
"""Check if a variable corresponds to a transpose of the last two axes"""
node
=
x
.
owner
if
(
node
and
isinstance
(
node
.
op
,
DimShuffle
)
and
not
(
node
.
op
.
drop
or
node
.
op
.
augment
)
):
[
inp
]
=
node
.
inputs
ndims
=
inp
.
type
.
ndim
if
ndims
<
2
:
return
False
transpose_order
=
tuple
(
range
(
ndims
-
2
))
+
(
ndims
-
1
,
ndims
-
2
)
return
cast
(
bool
,
node
.
op
.
new_order
==
transpose_order
)
return
False
def
_T
(
x
:
TensorVariable
)
->
TensorVariable
:
"""Matrix transpose for potentially higher dimensionality tensors"""
return
swapaxes
(
x
,
-
1
,
-
2
)
@register_canonicalize
@register_canonicalize
@node_rewriter
([
DimShuffle
])
@node_rewriter
([
DimShuffle
])
def
transinv_to_invtrans
(
fgraph
,
node
):
def
transinv_to_invtrans
(
fgraph
,
node
):
if
isinstance
(
node
.
op
,
DimShuffle
):
if
is_matrix_transpose
(
node
.
outputs
[
0
]):
if
node
.
op
.
new_order
==
(
1
,
0
):
(
A
,)
=
node
.
inputs
(
A
,)
=
node
.
inputs
if
A
.
owner
:
if
(
if
isinstance
(
A
.
owner
.
op
,
MatrixInverse
):
A
.
owner
and
isinstance
(
A
.
owner
.
op
,
Blockwise
)
and
isinstance
(
A
.
owner
.
op
.
core_op
,
MatrixInverse
)
):
(
X
,)
=
A
.
owner
.
inputs
(
X
,)
=
A
.
owner
.
inputs
return
[
A
.
owner
.
op
(
node
.
op
(
X
))]
return
[
A
.
owner
.
op
(
node
.
op
(
X
))]
...
@@ -37,43 +63,72 @@ def inv_as_solve(fgraph, node):
...
@@ -37,43 +63,72 @@ def inv_as_solve(fgraph, node):
"""
"""
if
isinstance
(
node
.
op
,
(
Dot
,
Dot22
)):
if
isinstance
(
node
.
op
,
(
Dot
,
Dot22
)):
l
,
r
=
node
.
inputs
l
,
r
=
node
.
inputs
if
l
.
owner
and
isinstance
(
l
.
owner
.
op
,
MatrixInverse
):
if
(
l
.
owner
and
isinstance
(
l
.
owner
.
op
,
Blockwise
)
and
isinstance
(
l
.
owner
.
op
.
core_op
,
MatrixInverse
)
):
return
[
solve
(
l
.
owner
.
inputs
[
0
],
r
)]
return
[
solve
(
l
.
owner
.
inputs
[
0
],
r
)]
if
r
.
owner
and
isinstance
(
r
.
owner
.
op
,
MatrixInverse
):
if
(
r
.
owner
and
isinstance
(
r
.
owner
.
op
,
Blockwise
)
and
isinstance
(
r
.
owner
.
op
.
core_op
,
MatrixInverse
)
):
x
=
r
.
owner
.
inputs
[
0
]
x
=
r
.
owner
.
inputs
[
0
]
if
getattr
(
x
.
tag
,
"symmetric"
,
None
)
is
True
:
if
getattr
(
x
.
tag
,
"symmetric"
,
None
)
is
True
:
return
[
solve
(
x
,
l
.
T
)
.
T
]
return
[
_T
(
solve
(
x
,
_T
(
l
)))
]
else
:
else
:
return
[
solve
(
x
.
T
,
l
.
T
)
.
T
]
return
[
_T
(
solve
(
_T
(
x
),
_T
(
l
)))
]
@register_stabilize
@register_stabilize
@register_canonicalize
@register_canonicalize
@node_rewriter
([
Solv
e
])
@node_rewriter
([
Blockwis
e
])
def
generic_solve_to_solve_triangular
(
fgraph
,
node
):
def
generic_solve_to_solve_triangular
(
fgraph
,
node
):
"""
"""
If any solve() is applied to the output of a cholesky op, then
If any solve() is applied to the output of a cholesky op, then
replace it with a triangular solve.
replace it with a triangular solve.
"""
"""
if
isinstance
(
node
.
op
,
Solve
):
if
isinstance
(
node
.
op
.
core_op
,
Solve
):
if
node
.
op
.
core_op
.
assume_a
==
"gen"
:
A
,
b
=
node
.
inputs
# result is solution Ax=b
A
,
b
=
node
.
inputs
# result is solution Ax=b
if
A
.
owner
and
isinstance
(
A
.
owner
.
op
,
Cholesky
):
if
A
.
owner
.
op
.
lower
:
return
[
SolveTriangular
(
lower
=
True
)(
A
,
b
)]
else
:
return
[
SolveTriangular
(
lower
=
False
)(
A
,
b
)]
if
(
if
(
A
.
owner
A
.
owner
and
isinstance
(
A
.
owner
.
op
,
DimShuffl
e
)
and
isinstance
(
A
.
owner
.
op
,
Blockwis
e
)
and
A
.
owner
.
op
.
new_order
==
(
1
,
0
)
and
isinstance
(
A
.
owner
.
op
.
core_op
,
Cholesky
)
):
):
if
A
.
owner
.
op
.
core_op
.
lower
:
return
[
solve_triangular
(
A
,
b
,
lower
=
True
,
b_ndim
=
node
.
op
.
core_op
.
b_ndim
)
]
else
:
return
[
solve_triangular
(
A
,
b
,
lower
=
False
,
b_ndim
=
node
.
op
.
core_op
.
b_ndim
)
]
if
is_matrix_transpose
(
A
):
(
A_T
,)
=
A
.
owner
.
inputs
(
A_T
,)
=
A
.
owner
.
inputs
if
A_T
.
owner
and
isinstance
(
A_T
.
owner
.
op
,
Cholesky
):
if
(
A_T
.
owner
and
isinstance
(
A_T
.
owner
.
op
,
Blockwise
)
and
isinstance
(
A_T
.
owner
.
op
,
Cholesky
)
):
if
A_T
.
owner
.
op
.
lower
:
if
A_T
.
owner
.
op
.
lower
:
return
[
SolveTriangular
(
lower
=
False
)(
A
,
b
)]
return
[
solve_triangular
(
A
,
b
,
lower
=
False
,
b_ndim
=
node
.
op
.
core_op
.
b_ndim
)
]
else
:
else
:
return
[
SolveTriangular
(
lower
=
True
)(
A
,
b
)]
return
[
solve_triangular
(
A
,
b
,
lower
=
True
,
b_ndim
=
node
.
op
.
core_op
.
b_ndim
)
]
@register_canonicalize
@register_canonicalize
...
@@ -81,34 +136,33 @@ def generic_solve_to_solve_triangular(fgraph, node):
...
@@ -81,34 +136,33 @@ def generic_solve_to_solve_triangular(fgraph, node):
@register_specialize
@register_specialize
@node_rewriter
([
DimShuffle
])
@node_rewriter
([
DimShuffle
])
def
no_transpose_symmetric
(
fgraph
,
node
):
def
no_transpose_symmetric
(
fgraph
,
node
):
if
is
instance
(
node
.
op
,
DimShuffle
):
if
is
_matrix_transpose
(
node
.
outputs
[
0
]
):
x
=
node
.
inputs
[
0
]
x
=
node
.
inputs
[
0
]
if
x
.
type
.
ndim
==
2
and
getattr
(
x
.
tag
,
"symmetric"
,
None
)
is
True
:
if
getattr
(
x
.
tag
,
"symmetric"
,
None
):
if
node
.
op
.
new_order
==
[
1
,
0
]:
return
[
x
]
return
[
x
]
@register_stabilize
@register_stabilize
@node_rewriter
([
Solv
e
])
@node_rewriter
([
Blockwis
e
])
def
psd_solve_with_chol
(
fgraph
,
node
):
def
psd_solve_with_chol
(
fgraph
,
node
):
"""
"""
This utilizes a boolean `psd` tag on matrices.
This utilizes a boolean `psd` tag on matrices.
"""
"""
if
isinstance
(
node
.
op
,
Solve
)
:
if
isinstance
(
node
.
op
.
core_op
,
Solve
)
and
node
.
op
.
core_op
.
b_ndim
==
2
:
A
,
b
=
node
.
inputs
# result is solution Ax=b
A
,
b
=
node
.
inputs
# result is solution Ax=b
if
getattr
(
A
.
tag
,
"psd"
,
None
)
is
True
:
if
getattr
(
A
.
tag
,
"psd"
,
None
)
is
True
:
L
=
cholesky
(
A
)
L
=
cholesky
(
A
)
# N.B. this can be further reduced to a yet-unwritten cho_solve Op
# N.B. this can be further reduced to a yet-unwritten cho_solve Op
# __if__ no other Op makes use of the
the
L matrix during the
# __if__ no other Op makes use of the L matrix during the
# stabilization
# stabilization
Li_b
=
Solve
(
assume_a
=
"sym"
,
lower
=
True
)(
L
,
b
)
Li_b
=
solve
(
L
,
b
,
assume_a
=
"sym"
,
lower
=
True
,
b_ndim
=
2
)
x
=
Solve
(
assume_a
=
"sym"
,
lower
=
False
)(
L
.
T
,
Li_b
)
x
=
solve
(
_T
(
L
),
Li_b
,
assume_a
=
"sym"
,
lower
=
False
,
b_ndim
=
2
)
return
[
x
]
return
[
x
]
@register_canonicalize
@register_canonicalize
@register_stabilize
@register_stabilize
@node_rewriter
([
Cholesky
])
@node_rewriter
([
Blockwise
])
def
cholesky_ldotlt
(
fgraph
,
node
):
def
cholesky_ldotlt
(
fgraph
,
node
):
"""
"""
rewrite cholesky(dot(L, L.T), lower=True) = L, where L is lower triangular,
rewrite cholesky(dot(L, L.T), lower=True) = L, where L is lower triangular,
...
@@ -116,7 +170,7 @@ def cholesky_ldotlt(fgraph, node):
...
@@ -116,7 +170,7 @@ def cholesky_ldotlt(fgraph, node):
This utilizes a boolean `lower_triangular` or `upper_triangular` tag on matrices.
This utilizes a boolean `lower_triangular` or `upper_triangular` tag on matrices.
"""
"""
if
not
isinstance
(
node
.
op
,
Cholesky
):
if
not
isinstance
(
node
.
op
.
core_op
,
Cholesky
):
return
return
A
=
node
.
inputs
[
0
]
A
=
node
.
inputs
[
0
]
...
@@ -128,45 +182,40 @@ def cholesky_ldotlt(fgraph, node):
...
@@ -128,45 +182,40 @@ def cholesky_ldotlt(fgraph, node):
# cholesky(dot(L,L.T)) case
# cholesky(dot(L,L.T)) case
if
(
if
(
getattr
(
l
.
tag
,
"lower_triangular"
,
False
)
getattr
(
l
.
tag
,
"lower_triangular"
,
False
)
and
r
.
owner
and
is_matrix_transpose
(
r
)
and
isinstance
(
r
.
owner
.
op
,
DimShuffle
)
and
r
.
owner
.
op
.
new_order
==
(
1
,
0
)
and
r
.
owner
.
inputs
[
0
]
==
l
and
r
.
owner
.
inputs
[
0
]
==
l
):
):
if
node
.
op
.
lower
:
if
node
.
op
.
core_op
.
lower
:
return
[
l
]
return
[
l
]
return
[
r
]
return
[
r
]
# cholesky(dot(U.T,U)) case
# cholesky(dot(U.T,U)) case
if
(
if
(
getattr
(
r
.
tag
,
"upper_triangular"
,
False
)
getattr
(
r
.
tag
,
"upper_triangular"
,
False
)
and
l
.
owner
and
is_matrix_transpose
(
l
)
and
isinstance
(
l
.
owner
.
op
,
DimShuffle
)
and
l
.
owner
.
op
.
new_order
==
(
1
,
0
)
and
l
.
owner
.
inputs
[
0
]
==
r
and
l
.
owner
.
inputs
[
0
]
==
r
):
):
if
node
.
op
.
lower
:
if
node
.
op
.
core_op
.
lower
:
return
[
l
]
return
[
l
]
return
[
r
]
return
[
r
]
@register_stabilize
@register_stabilize
@register_specialize
@register_specialize
@node_rewriter
([
D
et
])
@node_rewriter
([
d
et
])
def
local_det_chol
(
fgraph
,
node
):
def
local_det_chol
(
fgraph
,
node
):
"""
"""
If we have det(X) and there is already an L=cholesky(X)
If we have det(X) and there is already an L=cholesky(X)
floating around, then we can use prod(diag(L)) to get the determinant.
floating around, then we can use prod(diag(L)) to get the determinant.
"""
"""
if
isinstance
(
node
.
op
,
Det
):
(
x
,)
=
node
.
inputs
(
x
,)
=
node
.
inputs
for
cl
,
xpos
in
fgraph
.
clients
[
x
]:
for
cl
,
xpos
in
fgraph
.
clients
[
x
]:
if
cl
==
"output"
:
if
cl
==
"output"
:
continue
continue
if
isinstance
(
cl
.
op
,
Cholesky
):
if
isinstance
(
cl
.
op
,
Blockwise
)
and
isinstance
(
cl
.
op
.
core_
op
,
Cholesky
):
L
=
cl
.
outputs
[
0
]
L
=
cl
.
outputs
[
0
]
return
[
prod
(
at
.
extract_diag
(
L
)
**
2
)]
return
[
prod
(
diagonal
(
L
,
axis1
=-
2
,
axis2
=-
1
)
**
2
,
axis
=-
1
)]
@register_canonicalize
@register_canonicalize
...
@@ -177,7 +226,6 @@ def local_log_prod_sqr(fgraph, node):
...
@@ -177,7 +226,6 @@ def local_log_prod_sqr(fgraph, node):
"""
"""
This utilizes a boolean `positive` tag on matrices.
This utilizes a boolean `positive` tag on matrices.
"""
"""
if
node
.
op
==
log
:
(
x
,)
=
node
.
inputs
(
x
,)
=
node
.
inputs
if
x
.
owner
and
isinstance
(
x
.
owner
.
op
,
Prod
):
if
x
.
owner
and
isinstance
(
x
.
owner
.
op
,
Prod
):
# we cannot always make this substitution because
# we cannot always make this substitution because
...
...
pytensor/tensor/slinalg.py
浏览文件 @
a3eed0b4
import
logging
import
logging
import
typing
import
typing
import
warnings
import
warnings
from
typing
import
TYPE_CHECKING
,
Literal
,
Union
from
typing
import
TYPE_CHECKING
,
Literal
,
Optional
,
Union
import
numpy
as
np
import
numpy
as
np
import
scipy.linalg
import
scipy.linalg
...
@@ -13,6 +13,7 @@ from pytensor.graph.op import Op
...
@@ -13,6 +13,7 @@ from pytensor.graph.op import Op
from
pytensor.tensor
import
as_tensor_variable
from
pytensor.tensor
import
as_tensor_variable
from
pytensor.tensor
import
basic
as
at
from
pytensor.tensor
import
basic
as
at
from
pytensor.tensor
import
math
as
atm
from
pytensor.tensor
import
math
as
atm
from
pytensor.tensor.blockwise
import
Blockwise
from
pytensor.tensor.nlinalg
import
matrix_dot
from
pytensor.tensor.nlinalg
import
matrix_dot
from
pytensor.tensor.shape
import
reshape
from
pytensor.tensor.shape
import
reshape
from
pytensor.tensor.type
import
matrix
,
tensor
,
vector
from
pytensor.tensor.type
import
matrix
,
tensor
,
vector
...
@@ -48,6 +49,7 @@ class Cholesky(Op):
...
@@ -48,6 +49,7 @@ class Cholesky(Op):
# TODO: LAPACK wrapper with in-place behavior, for solve also
# TODO: LAPACK wrapper with in-place behavior, for solve also
__props__
=
(
"lower"
,
"destructive"
,
"on_error"
)
__props__
=
(
"lower"
,
"destructive"
,
"on_error"
)
gufunc_signature
=
"(m,m)->(m,m)"
def
__init__
(
self
,
*
,
lower
=
True
,
on_error
=
"raise"
):
def
__init__
(
self
,
*
,
lower
=
True
,
on_error
=
"raise"
):
self
.
lower
=
lower
self
.
lower
=
lower
...
@@ -109,7 +111,7 @@ class Cholesky(Op):
...
@@ -109,7 +111,7 @@ class Cholesky(Op):
def
conjugate_solve_triangular
(
outer
,
inner
):
def
conjugate_solve_triangular
(
outer
,
inner
):
"""Computes L^{-T} P L^{-1} for lower-triangular L."""
"""Computes L^{-T} P L^{-1} for lower-triangular L."""
solve_upper
=
SolveTriangular
(
lower
=
False
)
solve_upper
=
SolveTriangular
(
lower
=
False
,
b_ndim
=
2
)
return
solve_upper
(
outer
.
T
,
solve_upper
(
outer
.
T
,
inner
.
T
)
.
T
)
return
solve_upper
(
outer
.
T
,
solve_upper
(
outer
.
T
,
inner
.
T
)
.
T
)
s
=
conjugate_solve_triangular
(
s
=
conjugate_solve_triangular
(
...
@@ -128,7 +130,7 @@ class Cholesky(Op):
...
@@ -128,7 +130,7 @@ class Cholesky(Op):
def
cholesky
(
x
,
lower
=
True
,
on_error
=
"raise"
):
def
cholesky
(
x
,
lower
=
True
,
on_error
=
"raise"
):
return
Cholesky
(
lower
=
lower
,
on_error
=
on_error
)(
x
)
return
Blockwise
(
Cholesky
(
lower
=
lower
,
on_error
=
on_error
)
)(
x
)
class
SolveBase
(
Op
):
class
SolveBase
(
Op
):
...
@@ -137,6 +139,7 @@ class SolveBase(Op):
...
@@ -137,6 +139,7 @@ class SolveBase(Op):
__props__
=
(
__props__
=
(
"lower"
,
"lower"
,
"check_finite"
,
"check_finite"
,
"b_ndim"
,
)
)
def
__init__
(
def
__init__
(
...
@@ -144,9 +147,16 @@ class SolveBase(Op):
...
@@ -144,9 +147,16 @@ class SolveBase(Op):
*
,
*
,
lower
=
False
,
lower
=
False
,
check_finite
=
True
,
check_finite
=
True
,
b_ndim
,
):
):
self
.
lower
=
lower
self
.
lower
=
lower
self
.
check_finite
=
check_finite
self
.
check_finite
=
check_finite
assert
b_ndim
in
(
1
,
2
)
self
.
b_ndim
=
b_ndim
if
b_ndim
==
1
:
self
.
gufunc_signature
=
"(m,m),(m)->(m)"
else
:
self
.
gufunc_signature
=
"(m,m),(m,n)->(m,n)"
def
perform
(
self
,
node
,
inputs
,
outputs
):
def
perform
(
self
,
node
,
inputs
,
outputs
):
pass
pass
...
@@ -157,8 +167,8 @@ class SolveBase(Op):
...
@@ -157,8 +167,8 @@ class SolveBase(Op):
if
A
.
ndim
!=
2
:
if
A
.
ndim
!=
2
:
raise
ValueError
(
f
"`A` must be a matrix; got {A.type} instead."
)
raise
ValueError
(
f
"`A` must be a matrix; got {A.type} instead."
)
if
b
.
ndim
not
in
(
1
,
2
)
:
if
b
.
ndim
!=
self
.
b_ndim
:
raise
ValueError
(
f
"`b` must
be a matrix or a vector
; got {b.type} instead."
)
raise
ValueError
(
f
"`b` must
have {self.b_ndim} dims
; got {b.type} instead."
)
# Infer dtype by solving the most simple case with 1x1 matrices
# Infer dtype by solving the most simple case with 1x1 matrices
o_dtype
=
scipy
.
linalg
.
solve
(
o_dtype
=
scipy
.
linalg
.
solve
(
...
@@ -209,6 +219,16 @@ class SolveBase(Op):
...
@@ -209,6 +219,16 @@ class SolveBase(Op):
return
[
A_bar
,
b_bar
]
return
[
A_bar
,
b_bar
]
def
_default_b_ndim
(
b
,
b_ndim
):
if
b_ndim
is
not
None
:
assert
b_ndim
in
(
1
,
2
)
return
b_ndim
b
=
as_tensor_variable
(
b
)
if
b_ndim
is
None
:
return
min
(
b
.
ndim
,
2
)
# By default assume the core case is a matrix
class
CholeskySolve
(
SolveBase
):
class
CholeskySolve
(
SolveBase
):
def
__init__
(
self
,
**
kwargs
):
def
__init__
(
self
,
**
kwargs
):
kwargs
.
setdefault
(
"lower"
,
True
)
kwargs
.
setdefault
(
"lower"
,
True
)
...
@@ -228,7 +248,7 @@ class CholeskySolve(SolveBase):
...
@@ -228,7 +248,7 @@ class CholeskySolve(SolveBase):
raise
NotImplementedError
()
raise
NotImplementedError
()
def
cho_solve
(
c_and_lower
,
b
,
*
,
check_finite
=
True
):
def
cho_solve
(
c_and_lower
,
b
,
*
,
check_finite
=
True
,
b_ndim
:
Optional
[
int
]
=
None
):
"""Solve the linear equations A x = b, given the Cholesky factorization of A.
"""Solve the linear equations A x = b, given the Cholesky factorization of A.
Parameters
Parameters
...
@@ -241,9 +261,15 @@ def cho_solve(c_and_lower, b, *, check_finite=True):
...
@@ -241,9 +261,15 @@ def cho_solve(c_and_lower, b, *, check_finite=True):
Whether to check that the input matrices contain only finite numbers.
Whether to check that the input matrices contain only finite numbers.
Disabling may give a performance gain, but may result in problems
Disabling may give a performance gain, but may result in problems
(crashes, non-termination) if the inputs do contain infinities or NaNs.
(crashes, non-termination) if the inputs do contain infinities or NaNs.
b_ndim : int
Whether the core case of b is a vector (1) or matrix (2).
This will influence how batched dimensions are interpreted.
"""
"""
A
,
lower
=
c_and_lower
A
,
lower
=
c_and_lower
return
CholeskySolve
(
lower
=
lower
,
check_finite
=
check_finite
)(
A
,
b
)
b_ndim
=
_default_b_ndim
(
b
,
b_ndim
)
return
Blockwise
(
CholeskySolve
(
lower
=
lower
,
check_finite
=
check_finite
,
b_ndim
=
b_ndim
)
)(
A
,
b
)
class
SolveTriangular
(
SolveBase
):
class
SolveTriangular
(
SolveBase
):
...
@@ -254,6 +280,7 @@ class SolveTriangular(SolveBase):
...
@@ -254,6 +280,7 @@ class SolveTriangular(SolveBase):
"unit_diagonal"
,
"unit_diagonal"
,
"lower"
,
"lower"
,
"check_finite"
,
"check_finite"
,
"b_ndim"
,
)
)
def
__init__
(
self
,
*
,
trans
=
0
,
unit_diagonal
=
False
,
**
kwargs
):
def
__init__
(
self
,
*
,
trans
=
0
,
unit_diagonal
=
False
,
**
kwargs
):
...
@@ -291,6 +318,7 @@ def solve_triangular(
...
@@ -291,6 +318,7 @@ def solve_triangular(
lower
:
bool
=
False
,
lower
:
bool
=
False
,
unit_diagonal
:
bool
=
False
,
unit_diagonal
:
bool
=
False
,
check_finite
:
bool
=
True
,
check_finite
:
bool
=
True
,
b_ndim
:
Optional
[
int
]
=
None
,
)
->
TensorVariable
:
)
->
TensorVariable
:
"""Solve the equation `a x = b` for `x`, assuming `a` is a triangular matrix.
"""Solve the equation `a x = b` for `x`, assuming `a` is a triangular matrix.
...
@@ -314,12 +342,19 @@ def solve_triangular(
...
@@ -314,12 +342,19 @@ def solve_triangular(
Whether to check that the input matrices contain only finite numbers.
Whether to check that the input matrices contain only finite numbers.
Disabling may give a performance gain, but may result in problems
Disabling may give a performance gain, but may result in problems
(crashes, non-termination) if the inputs do contain infinities or NaNs.
(crashes, non-termination) if the inputs do contain infinities or NaNs.
b_ndim : int
Whether the core case of b is a vector (1) or matrix (2).
This will influence how batched dimensions are interpreted.
"""
"""
return
SolveTriangular
(
b_ndim
=
_default_b_ndim
(
b
,
b_ndim
)
return
Blockwise
(
SolveTriangular
(
lower
=
lower
,
lower
=
lower
,
trans
=
trans
,
trans
=
trans
,
unit_diagonal
=
unit_diagonal
,
unit_diagonal
=
unit_diagonal
,
check_finite
=
check_finite
,
check_finite
=
check_finite
,
b_ndim
=
b_ndim
,
)
)(
a
,
b
)
)(
a
,
b
)
...
@@ -332,6 +367,7 @@ class Solve(SolveBase):
...
@@ -332,6 +367,7 @@ class Solve(SolveBase):
"assume_a"
,
"assume_a"
,
"lower"
,
"lower"
,
"check_finite"
,
"check_finite"
,
"b_ndim"
,
)
)
def
__init__
(
self
,
*
,
assume_a
=
"gen"
,
**
kwargs
):
def
__init__
(
self
,
*
,
assume_a
=
"gen"
,
**
kwargs
):
...
@@ -352,7 +388,15 @@ class Solve(SolveBase):
...
@@ -352,7 +388,15 @@ class Solve(SolveBase):
)
)
def
solve
(
a
,
b
,
*
,
assume_a
=
"gen"
,
lower
=
False
,
check_finite
=
True
):
def
solve
(
a
,
b
,
*
,
assume_a
=
"gen"
,
lower
=
False
,
check_finite
=
True
,
b_ndim
:
Optional
[
int
]
=
None
,
):
"""Solves the linear equation set ``a * x = b`` for the unknown ``x`` for square ``a`` matrix.
"""Solves the linear equation set ``a * x = b`` for the unknown ``x`` for square ``a`` matrix.
If the data matrix is known to be a particular type then supplying the
If the data matrix is known to be a particular type then supplying the
...
@@ -375,9 +419,9 @@ def solve(a, b, *, assume_a="gen", lower=False, check_finite=True):
...
@@ -375,9 +419,9 @@ def solve(a, b, *, assume_a="gen", lower=False, check_finite=True):
Parameters
Parameters
----------
----------
a : (N, N) array_like
a : (
...,
N, N) array_like
Square input data
Square input data
b : (N, NRHS) array_like
b : (
...,
N, NRHS) array_like
Input data for the right hand side.
Input data for the right hand side.
lower : bool, optional
lower : bool, optional
If True, only the data contained in the lower triangle of `a`. Default
If True, only the data contained in the lower triangle of `a`. Default
...
@@ -388,11 +432,18 @@ def solve(a, b, *, assume_a="gen", lower=False, check_finite=True):
...
@@ -388,11 +432,18 @@ def solve(a, b, *, assume_a="gen", lower=False, check_finite=True):
(crashes, non-termination) if the inputs do contain infinities or NaNs.
(crashes, non-termination) if the inputs do contain infinities or NaNs.
assume_a : str, optional
assume_a : str, optional
Valid entries are explained above.
Valid entries are explained above.
b_ndim : int
Whether the core case of b is a vector (1) or matrix (2).
This will influence how batched dimensions are interpreted.
"""
"""
return
Solve
(
b_ndim
=
_default_b_ndim
(
b
,
b_ndim
)
return
Blockwise
(
Solve
(
lower
=
lower
,
lower
=
lower
,
check_finite
=
check_finite
,
check_finite
=
check_finite
,
assume_a
=
assume_a
,
assume_a
=
assume_a
,
b_ndim
=
b_ndim
,
)
)(
a
,
b
)
)(
a
,
b
)
...
...
tests/link/numba/test_nlinalg.py
浏览文件 @
a3eed0b4
...
@@ -91,7 +91,7 @@ def test_Cholesky(x, lower, exc):
...
@@ -91,7 +91,7 @@ def test_Cholesky(x, lower, exc):
],
],
)
)
def
test_Solve
(
A
,
x
,
lower
,
exc
):
def
test_Solve
(
A
,
x
,
lower
,
exc
):
g
=
slinalg
.
Solve
(
lower
=
lower
)(
A
,
x
)
g
=
slinalg
.
Solve
(
lower
=
lower
,
b_ndim
=
1
)(
A
,
x
)
if
isinstance
(
g
,
list
):
if
isinstance
(
g
,
list
):
g_fg
=
FunctionGraph
(
outputs
=
g
)
g_fg
=
FunctionGraph
(
outputs
=
g
)
...
@@ -125,7 +125,7 @@ def test_Solve(A, x, lower, exc):
...
@@ -125,7 +125,7 @@ def test_Solve(A, x, lower, exc):
],
],
)
)
def
test_SolveTriangular
(
A
,
x
,
lower
,
exc
):
def
test_SolveTriangular
(
A
,
x
,
lower
,
exc
):
g
=
slinalg
.
SolveTriangular
(
lower
=
lower
)(
A
,
x
)
g
=
slinalg
.
SolveTriangular
(
lower
=
lower
,
b_ndim
=
1
)(
A
,
x
)
if
isinstance
(
g
,
list
):
if
isinstance
(
g
,
list
):
g_fg
=
FunctionGraph
(
outputs
=
g
)
g_fg
=
FunctionGraph
(
outputs
=
g
)
...
...
tests/tensor/rewriting/test_linalg.py
浏览文件 @
a3eed0b4
...
@@ -9,11 +9,12 @@ from pytensor import function
...
@@ -9,11 +9,12 @@ from pytensor import function
from
pytensor
import
tensor
as
at
from
pytensor
import
tensor
as
at
from
pytensor.compile
import
get_default_mode
from
pytensor.compile
import
get_default_mode
from
pytensor.configdefaults
import
config
from
pytensor.configdefaults
import
config
from
pytensor.tensor.blockwise
import
Blockwise
from
pytensor.tensor.elemwise
import
DimShuffle
from
pytensor.tensor.elemwise
import
DimShuffle
from
pytensor.tensor.math
import
_allclose
from
pytensor.tensor.math
import
_allclose
from
pytensor.tensor.nlinalg
import
Det
,
MatrixInverse
,
matrix_inverse
from
pytensor.tensor.nlinalg
import
Det
,
MatrixInverse
,
matrix_inverse
from
pytensor.tensor.rewriting.linalg
import
inv_as_solve
from
pytensor.tensor.rewriting.linalg
import
inv_as_solve
from
pytensor.tensor.slinalg
import
Cholesky
,
Solve
,
SolveTriangular
,
solve
from
pytensor.tensor.slinalg
import
Cholesky
,
Solve
,
SolveTriangular
,
cholesky
,
solve
from
pytensor.tensor.type
import
dmatrix
,
matrix
,
vector
from
pytensor.tensor.type
import
dmatrix
,
matrix
,
vector
from
tests
import
unittest_tools
as
utt
from
tests
import
unittest_tools
as
utt
from
tests.test_rop
import
break_op
from
tests.test_rop
import
break_op
...
@@ -23,7 +24,7 @@ def test_rop_lop():
...
@@ -23,7 +24,7 @@ def test_rop_lop():
mx
=
matrix
(
"mx"
)
mx
=
matrix
(
"mx"
)
mv
=
matrix
(
"mv"
)
mv
=
matrix
(
"mv"
)
v
=
vector
(
"v"
)
v
=
vector
(
"v"
)
y
=
matrix_inverse
(
mx
)
.
sum
(
axis
=
0
)
y
=
MatrixInverse
()
(
mx
)
.
sum
(
axis
=
0
)
yv
=
pytensor
.
gradient
.
Rop
(
y
,
mx
,
mv
)
yv
=
pytensor
.
gradient
.
Rop
(
y
,
mx
,
mv
)
rop_f
=
function
([
mx
,
mv
],
yv
)
rop_f
=
function
([
mx
,
mv
],
yv
)
...
@@ -83,13 +84,11 @@ def test_transinv_to_invtrans():
...
@@ -83,13 +84,11 @@ def test_transinv_to_invtrans():
def
test_generic_solve_to_solve_triangular
():
def
test_generic_solve_to_solve_triangular
():
cholesky_lower
=
Cholesky
(
lower
=
True
)
cholesky_upper
=
Cholesky
(
lower
=
False
)
A
=
matrix
(
"A"
)
A
=
matrix
(
"A"
)
x
=
matrix
(
"x"
)
x
=
matrix
(
"x"
)
L
=
cholesky
_lower
(
A
)
L
=
cholesky
(
A
,
lower
=
True
)
U
=
cholesky
_upper
(
A
)
U
=
cholesky
(
A
,
lower
=
False
)
b1
=
solve
(
L
,
x
)
b1
=
solve
(
L
,
x
)
b2
=
solve
(
U
,
x
)
b2
=
solve
(
U
,
x
)
f
=
pytensor
.
function
([
A
,
x
],
b1
)
f
=
pytensor
.
function
([
A
,
x
],
b1
)
...
@@ -130,15 +129,15 @@ def test_matrix_inverse_solve():
...
@@ -130,15 +129,15 @@ def test_matrix_inverse_solve():
b
=
dmatrix
(
"b"
)
b
=
dmatrix
(
"b"
)
node
=
matrix_inverse
(
A
)
.
dot
(
b
)
.
owner
node
=
matrix_inverse
(
A
)
.
dot
(
b
)
.
owner
[
out
]
=
inv_as_solve
.
transform
(
None
,
node
)
[
out
]
=
inv_as_solve
.
transform
(
None
,
node
)
assert
isinstance
(
out
.
owner
.
op
,
Solve
)
assert
isinstance
(
out
.
owner
.
op
,
Blockwise
)
and
isinstance
(
out
.
owner
.
op
.
core_op
,
Solve
)
@pytest.mark.parametrize
(
"tag"
,
(
"lower"
,
"upper"
,
None
))
@pytest.mark.parametrize
(
"tag"
,
(
"lower"
,
"upper"
,
None
))
@pytest.mark.parametrize
(
"cholesky_form"
,
(
"lower"
,
"upper"
))
@pytest.mark.parametrize
(
"cholesky_form"
,
(
"lower"
,
"upper"
))
@pytest.mark.parametrize
(
"product"
,
(
"lower"
,
"upper"
,
None
))
@pytest.mark.parametrize
(
"product"
,
(
"lower"
,
"upper"
,
None
))
def
test_cholesky_ldotlt
(
tag
,
cholesky_form
,
product
):
def
test_cholesky_ldotlt
(
tag
,
cholesky_form
,
product
):
cholesky
=
Cholesky
(
lower
=
(
cholesky_form
==
"lower"
))
transform_removes_chol
=
tag
is
not
None
and
product
==
tag
transform_removes_chol
=
tag
is
not
None
and
product
==
tag
transform_transposes
=
transform_removes_chol
and
cholesky_form
!=
tag
transform_transposes
=
transform_removes_chol
and
cholesky_form
!=
tag
...
@@ -153,11 +152,9 @@ def test_cholesky_ldotlt(tag, cholesky_form, product):
...
@@ -153,11 +152,9 @@ def test_cholesky_ldotlt(tag, cholesky_form, product):
else
:
else
:
M
=
A
M
=
A
C
=
cholesky
(
M
)
C
=
cholesky
(
M
,
lower
=
(
cholesky_form
==
"lower"
)
)
f
=
pytensor
.
function
([
A
],
C
,
mode
=
get_default_mode
()
.
including
(
"cholesky_ldotlt"
))
f
=
pytensor
.
function
([
A
],
C
,
mode
=
get_default_mode
()
.
including
(
"cholesky_ldotlt"
))
print
(
f
.
maker
.
fgraph
.
apply_nodes
)
no_cholesky_in_graph
=
not
any
(
no_cholesky_in_graph
=
not
any
(
isinstance
(
node
.
op
,
Cholesky
)
for
node
in
f
.
maker
.
fgraph
.
apply_nodes
isinstance
(
node
.
op
,
Cholesky
)
for
node
in
f
.
maker
.
fgraph
.
apply_nodes
)
)
...
...
tests/tensor/test_blockwise.py
浏览文件 @
a3eed0b4
...
@@ -24,6 +24,7 @@ def test_vectorize_blockwise():
...
@@ -24,6 +24,7 @@ def test_vectorize_blockwise():
assert
isinstance
(
vect_node
.
op
,
Blockwise
)
and
isinstance
(
assert
isinstance
(
vect_node
.
op
,
Blockwise
)
and
isinstance
(
vect_node
.
op
.
core_op
,
MatrixInverse
vect_node
.
op
.
core_op
,
MatrixInverse
)
)
assert
vect_node
.
op
.
signature
==
(
"(m,m)->(m,m)"
)
assert
vect_node
.
inputs
[
0
]
is
tns
assert
vect_node
.
inputs
[
0
]
is
tns
# Useless blockwise
# Useless blockwise
...
@@ -253,6 +254,11 @@ class TestMatrixInverse(MatrixOpBlockwiseTester):
...
@@ -253,6 +254,11 @@ class TestMatrixInverse(MatrixOpBlockwiseTester):
signature
=
"(m, m) -> (m, m)"
signature
=
"(m, m) -> (m, m)"
class
TestSolve
(
BlockwiseOpTester
):
class
TestSolve
Vector
(
BlockwiseOpTester
):
core_op
=
Solve
(
lower
=
True
)
core_op
=
Solve
(
lower
=
True
,
b_ndim
=
1
)
signature
=
"(m, m),(m) -> (m)"
signature
=
"(m, m),(m) -> (m)"
class
TestSolveMatrix
(
BlockwiseOpTester
):
core_op
=
Solve
(
lower
=
True
,
b_ndim
=
2
)
signature
=
"(m, m),(m, n) -> (m, n)"
tests/tensor/test_slinalg.py
浏览文件 @
a3eed0b4
...
@@ -181,7 +181,7 @@ class TestSolveBase(utt.InferShapeTester):
...
@@ -181,7 +181,7 @@ class TestSolveBase(utt.InferShapeTester):
(
(
matrix
,
matrix
,
functools
.
partial
(
tensor
,
dtype
=
"floatX"
,
shape
=
(
None
,)
*
3
),
functools
.
partial
(
tensor
,
dtype
=
"floatX"
,
shape
=
(
None
,)
*
3
),
"`b` must
be a matrix or a vector
.*"
,
"`b` must
have 2 dims
.*"
,
),
),
],
],
)
)
...
@@ -190,20 +190,20 @@ class TestSolveBase(utt.InferShapeTester):
...
@@ -190,20 +190,20 @@ class TestSolveBase(utt.InferShapeTester):
with
pytest
.
raises
(
ValueError
,
match
=
error_message
):
with
pytest
.
raises
(
ValueError
,
match
=
error_message
):
A
=
A_func
()
A
=
A_func
()
b
=
b_func
()
b
=
b_func
()
SolveBase
()(
A
,
b
)
SolveBase
(
b_ndim
=
2
)(
A
,
b
)
def
test__repr__
(
self
):
def
test__repr__
(
self
):
np
.
random
.
default_rng
(
utt
.
fetch_seed
())
np
.
random
.
default_rng
(
utt
.
fetch_seed
())
A
=
matrix
()
A
=
matrix
()
b
=
matrix
()
b
=
matrix
()
y
=
SolveBase
()(
A
,
b
)
y
=
SolveBase
(
b_ndim
=
2
)(
A
,
b
)
assert
y
.
__repr__
()
==
"SolveBase{lower=False, check_finite=True}.0"
assert
y
.
__repr__
()
==
"SolveBase{lower=False, check_finite=True
, b_ndim=2
}.0"
class
TestSolve
(
utt
.
InferShapeTester
):
class
TestSolve
(
utt
.
InferShapeTester
):
def
test__init__
(
self
):
def
test__init__
(
self
):
with
pytest
.
raises
(
ValueError
)
as
excinfo
:
with
pytest
.
raises
(
ValueError
)
as
excinfo
:
Solve
(
assume_a
=
"test"
)
Solve
(
assume_a
=
"test"
,
b_ndim
=
2
)
assert
"is not a recognized matrix structure"
in
str
(
excinfo
.
value
)
assert
"is not a recognized matrix structure"
in
str
(
excinfo
.
value
)
@pytest.mark.parametrize
(
"b_shape"
,
[(
5
,
1
),
(
5
,)])
@pytest.mark.parametrize
(
"b_shape"
,
[(
5
,
1
),
(
5
,)])
...
@@ -278,7 +278,7 @@ class TestSolve(utt.InferShapeTester):
...
@@ -278,7 +278,7 @@ class TestSolve(utt.InferShapeTester):
if
config
.
floatX
==
"float64"
:
if
config
.
floatX
==
"float64"
:
eps
=
2e-8
eps
=
2e-8
solve_op
=
Solve
(
assume_a
=
assume_a
,
lower
=
lower
)
solve_op
=
Solve
(
assume_a
=
assume_a
,
lower
=
lower
,
b_ndim
=
1
if
n
is
None
else
2
)
utt
.
verify_grad
(
solve_op
,
[
A_val
,
b_val
],
3
,
rng
,
eps
=
eps
)
utt
.
verify_grad
(
solve_op
,
[
A_val
,
b_val
],
3
,
rng
,
eps
=
eps
)
...
@@ -349,19 +349,20 @@ class TestSolveTriangular(utt.InferShapeTester):
...
@@ -349,19 +349,20 @@ class TestSolveTriangular(utt.InferShapeTester):
if
config
.
floatX
==
"float64"
:
if
config
.
floatX
==
"float64"
:
eps
=
2e-8
eps
=
2e-8
solve_op
=
SolveTriangular
(
lower
=
lower
)
solve_op
=
SolveTriangular
(
lower
=
lower
,
b_ndim
=
1
if
n
is
None
else
2
)
utt
.
verify_grad
(
solve_op
,
[
A_val
,
b_val
],
3
,
rng
,
eps
=
eps
)
utt
.
verify_grad
(
solve_op
,
[
A_val
,
b_val
],
3
,
rng
,
eps
=
eps
)
class
TestCholeskySolve
(
utt
.
InferShapeTester
):
class
TestCholeskySolve
(
utt
.
InferShapeTester
):
def
setup_method
(
self
):
def
setup_method
(
self
):
self
.
op_class
=
CholeskySolve
self
.
op_class
=
CholeskySolve
self
.
op
=
CholeskySolve
()
self
.
op_upper
=
CholeskySolve
(
lower
=
False
)
super
()
.
setup_method
()
super
()
.
setup_method
()
def
test_repr
(
self
):
def
test_repr
(
self
):
assert
repr
(
CholeskySolve
())
==
"CholeskySolve(lower=True,check_finite=True)"
assert
(
repr
(
CholeskySolve
(
lower
=
True
,
b_ndim
=
1
))
==
"CholeskySolve(lower=True,check_finite=True,b_ndim=1)"
)
def
test_infer_shape
(
self
):
def
test_infer_shape
(
self
):
rng
=
np
.
random
.
default_rng
(
utt
.
fetch_seed
())
rng
=
np
.
random
.
default_rng
(
utt
.
fetch_seed
())
...
@@ -369,7 +370,7 @@ class TestCholeskySolve(utt.InferShapeTester):
...
@@ -369,7 +370,7 @@ class TestCholeskySolve(utt.InferShapeTester):
b
=
matrix
()
b
=
matrix
()
self
.
_compile_and_check
(
self
.
_compile_and_check
(
[
A
,
b
],
# pytensor.function inputs
[
A
,
b
],
# pytensor.function inputs
[
self
.
op
(
A
,
b
)],
# pytensor.function outputs
[
self
.
op
_class
(
b_ndim
=
2
)
(
A
,
b
)],
# pytensor.function outputs
# A must be square
# A must be square
[
[
np
.
asarray
(
rng
.
random
((
5
,
5
)),
dtype
=
config
.
floatX
),
np
.
asarray
(
rng
.
random
((
5
,
5
)),
dtype
=
config
.
floatX
),
...
@@ -383,7 +384,7 @@ class TestCholeskySolve(utt.InferShapeTester):
...
@@ -383,7 +384,7 @@ class TestCholeskySolve(utt.InferShapeTester):
b
=
vector
()
b
=
vector
()
self
.
_compile_and_check
(
self
.
_compile_and_check
(
[
A
,
b
],
# pytensor.function inputs
[
A
,
b
],
# pytensor.function inputs
[
self
.
op
(
A
,
b
)],
# pytensor.function outputs
[
self
.
op
_class
(
b_ndim
=
1
)
(
A
,
b
)],
# pytensor.function outputs
# A must be square
# A must be square
[
[
np
.
asarray
(
rng
.
random
((
5
,
5
)),
dtype
=
config
.
floatX
),
np
.
asarray
(
rng
.
random
((
5
,
5
)),
dtype
=
config
.
floatX
),
...
@@ -397,10 +398,10 @@ class TestCholeskySolve(utt.InferShapeTester):
...
@@ -397,10 +398,10 @@ class TestCholeskySolve(utt.InferShapeTester):
rng
=
np
.
random
.
default_rng
(
utt
.
fetch_seed
())
rng
=
np
.
random
.
default_rng
(
utt
.
fetch_seed
())
A
=
matrix
()
A
=
matrix
()
b
=
matrix
()
b
=
matrix
()
y
=
self
.
op
(
A
,
b
)
y
=
self
.
op
_class
(
lower
=
True
,
b_ndim
=
2
)
(
A
,
b
)
cho_solve_lower_func
=
pytensor
.
function
([
A
,
b
],
y
)
cho_solve_lower_func
=
pytensor
.
function
([
A
,
b
],
y
)
y
=
self
.
op_
upper
(
A
,
b
)
y
=
self
.
op_
class
(
lower
=
False
,
b_ndim
=
2
)
(
A
,
b
)
cho_solve_upper_func
=
pytensor
.
function
([
A
,
b
],
y
)
cho_solve_upper_func
=
pytensor
.
function
([
A
,
b
],
y
)
b_val
=
np
.
asarray
(
rng
.
random
((
5
,
1
)),
dtype
=
config
.
floatX
)
b_val
=
np
.
asarray
(
rng
.
random
((
5
,
1
)),
dtype
=
config
.
floatX
)
...
@@ -435,12 +436,13 @@ class TestCholeskySolve(utt.InferShapeTester):
...
@@ -435,12 +436,13 @@ class TestCholeskySolve(utt.InferShapeTester):
A_val
=
np
.
eye
(
2
)
A_val
=
np
.
eye
(
2
)
b_val
=
np
.
ones
((
2
,
1
))
b_val
=
np
.
ones
((
2
,
1
))
op
=
self
.
op_class
(
b_ndim
=
2
)
# try all dtype combinations
# try all dtype combinations
for
A_dtype
,
b_dtype
in
itertools
.
product
(
dtypes
,
dtypes
):
for
A_dtype
,
b_dtype
in
itertools
.
product
(
dtypes
,
dtypes
):
A
=
matrix
(
dtype
=
A_dtype
)
A
=
matrix
(
dtype
=
A_dtype
)
b
=
matrix
(
dtype
=
b_dtype
)
b
=
matrix
(
dtype
=
b_dtype
)
x
=
self
.
op
(
A
,
b
)
x
=
op
(
A
,
b
)
fn
=
function
([
A
,
b
],
x
)
fn
=
function
([
A
,
b
],
x
)
x_result
=
fn
(
A_val
.
astype
(
A_dtype
),
b_val
.
astype
(
b_dtype
))
x_result
=
fn
(
A_val
.
astype
(
A_dtype
),
b_val
.
astype
(
b_dtype
))
...
...
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