Commit Graph

223 Commits

Author SHA1 Message Date
lezcano
baeca11a21 Remove random_fullrank_matrix_distinc_singular_value (#68183)
Summary:
Pull Request resolved: https://github.com/pytorch/pytorch/pull/68183

We do so in favour of
`make_fullrank_matrices_with_distinct_singular_values` as this latter
one not only has an even longer name, but also generates inputs
correctly for them to work with the PR that tests noncontig inputs
latter in this stack.

We also heavily simplified the generation of samples for the SVD, as it was
fairly convoluted and it was not generating the inputs correclty for
the noncontiguous test.

To do the transition, we also needed to fix the following issue, as it was popping
up in the tests:

Fixes https://github.com/pytorch/pytorch/issues/66856

cc jianyuh nikitaved pearu mruberry walterddr IvanYashchuk xwang233 Lezcano

Test Plan: Imported from OSS

Reviewed By: ngimel

Differential Revision: D32684853

Pulled By: mruberry

fbshipit-source-id: e88189c8b67dbf592eccdabaf2aa6d2e2f7b95a4
2022-01-05 20:33:37 -08:00
lezcano
a35b4b49d2 Add linalg.lu_factor (#66933)
Summary:
Pull Request resolved: https://github.com/pytorch/pytorch/pull/66933

This PR exposes `torch.lu` as `torch.linalg.lu_factor` and
`torch.linalg.lu_factor_ex`.

This PR also adds support for matrices with zero elements both in
the size of the matrix and the batch. Note that this function simply
returns empty tensors of the correct size in this case.

We add a test and an OpInfo for the new function.

This PR also adds documentation for this new function in line of
the documentation in the rest of `torch.linalg`.

Fixes https://github.com/pytorch/pytorch/issues/56590
Fixes https://github.com/pytorch/pytorch/issues/64014

cc jianyuh nikitaved pearu mruberry walterddr IvanYashchuk xwang233 Lezcano

Test Plan: Imported from OSS

Reviewed By: gchanan

Differential Revision: D32834069

Pulled By: mruberry

fbshipit-source-id: 51ef12535fa91d292f419acf83b800b86ee9c7eb
2022-01-05 20:32:12 -08:00
Sameer Deshmukh
d100d98db8 torch.linalg routines return torch.linalg.LinAlgError when a numerical error in the computation is found. (#68571)
Summary:
This PR fixes https://github.com/pytorch/pytorch/issues/64785 by introducing a `torch.LinAlgError` for reporting errors caused by bad values in linear algebra routines which should allow users to easily catch errors caused by numerical errors.

Pull Request resolved: https://github.com/pytorch/pytorch/pull/68571

Reviewed By: malfet

Differential Revision: D33254087

Pulled By: albanD

fbshipit-source-id: 94b59000fdb6a9765e397158e526d1f815f18f0f
2021-12-23 10:53:26 -08:00
Jane Xu
c555b7bacb GHA: Remove caffe2 check in Windows shard 1 smoke tests (#70010)
Summary:
Windows shard 1 hasn't actually been running any tests because the script that does so exited before running the python tests but did not report an error. This has been happening to all windows tests across the board, for example https://github.com/pytorch/pytorch/runs/4526170542?check_suite_focus=true

Removing the caffe2.python check passes the smoke tests now. You can observe that the run_test.py file is called in the windows cpu job now https://github.com/pytorch/pytorch/runs/4541331717?check_suite_focus=true

Pull Request resolved: https://github.com/pytorch/pytorch/pull/70010

Reviewed By: malfet, seemethere

Differential Revision: D33161291

Pulled By: janeyx99

fbshipit-source-id: 85024b0ebb3ac42297684467ee4d0898ecf394de
2021-12-20 16:05:38 -08:00
Xiao Wang
bfe5ad28e6 [Linalg] Add a runtime switch to let pytorch prefer a backend impl in linalg functions on GPU (#67980)
Summary:
Per title.

This PR introduces a global flag that lets pytorch prefer one of the many backend implementations while calling linear algebra functions on GPU.

Usage:
```python
torch.backends.cuda.preferred_linalg_library('cusolver')
```

Available options (str): `'default'`, `'cusolver'`, `'magma'`.

Issue https://github.com/pytorch/pytorch/issues/63992 inspired me to write this PR. No heuristic is perfect on all devices, library versions, matrix shapes, workloads, etc. We can obtain better performance if we can conveniently switch linear algebra backends at runtime.

Performance of linear algebra operators after this PR should be no worse than before. The flag is set to **`'default'`** by default, which makes everything the same as before this PR.

The implementation of this PR is basically following that of https://github.com/pytorch/pytorch/pull/67790.

Pull Request resolved: https://github.com/pytorch/pytorch/pull/67980

Reviewed By: mruberry

Differential Revision: D32849457

Pulled By: ngimel

fbshipit-source-id: 679fee7744a03af057995aef06316306073010a6
2021-12-03 19:06:30 -08:00
lezcano
cafcf599d0 Deprecate torch.triangular_solve (#63570)
Summary:
Pull Request resolved: https://github.com/pytorch/pytorch/pull/63570

There is a use of `at::triangular_solve_out` in the file
`torch/csrc/jit/tensorexpr/external_functions.cpp` that I have not dared
to move to `at::linalg_solve_triangular_out`.

**Deprecation note:**

This PR deprecates the `torch.triangular_solve` function in favor of
`torch.linalg.solve_triangular`. An upgrade guide is added to the
documentation for `torch.triangular_solve`.

Note that it DOES NOT remove `torch.triangular_solve`, but
`torch.triangular_solve` will be removed in a future PyTorch release.

cc jianyuh nikitaved pearu mruberry walterddr IvanYashchuk xwang233 Lezcano

Test Plan: Imported from OSS

Reviewed By: mruberry

Differential Revision: D32618035

Pulled By: anjali411

fbshipit-source-id: 0bfb48eeb6d96eff3e96e8a14818268cceb93c83
2021-12-02 13:24:55 -08:00
Mike Ruberry
6ae34ea6f8 Revert D32521980: Add linalg.lu_factor
Test Plan: revert-hammer

Differential Revision:
D32521980 (b10929a14a)

Original commit changeset: 26a49ebd87f8

fbshipit-source-id: e1a6bb9c2ece9bd78190fe17e16a46e3358c5c82
2021-11-28 17:22:15 -08:00
lezcano
b10929a14a Add linalg.lu_factor (#66933)
Summary:
Pull Request resolved: https://github.com/pytorch/pytorch/pull/66933

This PR exposes `torch.lu` as `torch.linalg.lu_factor` and
`torch.linalg.lu_factor_ex`.

This PR also adds support for matrices with zero elements both in
the size of the matrix and the batch. Note that this function simply
returns empty tensors of the correct size in this case.

We add a test and an OpInfo for the new function.

This PR also adds documentation for this new function in line of
the documentation in the rest of `torch.linalg`.

Fixes https://github.com/pytorch/pytorch/issues/56590
Fixes https://github.com/pytorch/pytorch/issues/64014

cc jianyuh nikitaved pearu mruberry walterddr IvanYashchuk xwang233 Lezcano

Test Plan: Imported from OSS

Reviewed By: albanD

Differential Revision: D32521980

Pulled By: mruberry

fbshipit-source-id: 26a49ebd87f8a41472f8cd4e9de4ddfb7f5581fb
2021-11-27 17:52:48 -08:00
Xiao Wang
2cd48d14ef Fix test_svd_errors_and_warnings warning message when cuda >= 11.5 (#68683)
Summary:
In SVD cusolverDnXgesvd computations,

When cuda < 11.5, cusolver raises CUSOLVER_STATUS_EXECUTION_FAILED when input contains nan.
When cuda >= 11.5, cusolver normally finishes execution and sets info array indicating convergence issue.

Related: https://github.com/pytorch/pytorch/issues/68259 #64533

Pull Request resolved: https://github.com/pytorch/pytorch/pull/68683

Reviewed By: dagitses

Differential Revision: D32583576

Pulled By: mruberry

fbshipit-source-id: f732872522e0bda2703450ffcc64ae3a0d3f5bc0
2021-11-23 14:16:23 -08:00
lezcano
b46c89d950 Add linalg.solve_triangular (#63568)
Summary:
Pull Request resolved: https://github.com/pytorch/pytorch/pull/63568

This PR adds the first solver with structure to `linalg`. This solver
has an API compatible with that of `linalg.solve` preparing these for a
possible future merge of the APIs. The new API:
- Just returns the solution, rather than the solution and a copy of `A`
- Removes the confusing `transpose` argument and replaces it by a
correct handling of conj and strides within the call
- Adds a `left=True` kwarg. This can be achieved via transposes of the
inputs and the result, but it's exposed for convenience.

This PR also implements a dataflow that minimises the number of copies
needed before calling LAPACK / MAGMA / cuBLAS and takes advantage of the
conjugate and neg bits.

This algorithm is implemented for `solve_triangular` (which, for this, is
the most complex of all the solvers due to the `upper` parameters).
Once more solvers are added, we will factor out this calling algorithm,
so that all of them can take advantage of it.

Given the complexity of this algorithm, we implement some thorough
testing. We also added tests for all the backends, which was not done
before.

We also add forward AD support for `linalg.solve_triangular` and improve the
docs of `linalg.solve_triangular`. We also fix a few issues with those of
`torch.triangular_solve`.

Resolves https://github.com/pytorch/pytorch/issues/54258
Resolves https://github.com/pytorch/pytorch/issues/56327
Resolves https://github.com/pytorch/pytorch/issues/45734

cc jianyuh nikitaved pearu mruberry walterddr IvanYashchuk xwang233 Lezcano

Test Plan: Imported from OSS

Reviewed By: jbschlosser

Differential Revision: D32588230

Pulled By: mruberry

fbshipit-source-id: 69e484849deb9ad7bb992cc97905df29c8915910
2021-11-22 12:41:06 -08:00
Jane Xu
9f4e004abd Revert D32283178: Add linalg.solve_triangular
Test Plan: revert-hammer

Differential Revision:
D32283178 (0706607abc)

Original commit changeset: deb672e6e52f

fbshipit-source-id: d2a3421292147426cc61c2f063b721acf9004755
2021-11-18 14:46:10 -08:00
lezcano
0706607abc Add linalg.solve_triangular (#63568)
Summary:
Pull Request resolved: https://github.com/pytorch/pytorch/pull/63568

This PR adds the first solver with structure to `linalg`. This solver
has an API compatible with that of `linalg.solve` preparing these for a
possible future merge of the APIs. The new API:
- Just returns the solution, rather than the solution and a copy of `A`
- Removes the confusing `transpose` argument and replaces it by a
correct handling of conj and strides within the call
- Adds a `left=True` kwarg. This can be achieved via transposes of the
inputs and the result, but it's exposed for convenience.

This PR also implements a dataflow that minimises the number of copies
needed before calling LAPACK / MAGMA / cuBLAS and takes advantage of the
conjugate and neg bits.

This algorithm is implemented for `solve_triangular` (which, for this, is
the most complex of all the solvers due to the `upper` parameters).
Once more solvers are added, we will factor out this calling algorithm,
so that all of them can take advantage of it.

Given the complexity of this algorithm, we implement some thorough
testing. We also added tests for all the backends, which was not done
before.

We also add forward AD support for `linalg.solve_triangular` and improve the
docs of `linalg.solve_triangular`. We also fix a few issues with those of
`torch.triangular_solve`.

Resolves https://github.com/pytorch/pytorch/issues/54258
Resolves https://github.com/pytorch/pytorch/issues/56327
Resolves https://github.com/pytorch/pytorch/issues/45734

cc jianyuh nikitaved pearu mruberry walterddr IvanYashchuk xwang233 Lezcano

Test Plan: Imported from OSS

Reviewed By: zou3519, JacobSzwejbka

Differential Revision: D32283178

Pulled By: mruberry

fbshipit-source-id: deb672e6e52f58b76536ab4158073927a35e43a8
2021-11-18 09:45:51 -08:00
eqy
391be39575 Use reduced precision switch in test_addmm_baddbmm_overflow (#68399)
Summary:
https://github.com/pytorch/pytorch/issues/68125
Checking to see if actually using the switch fixes the test...

CC mruberry ngimel ptrblck

Pull Request resolved: https://github.com/pytorch/pytorch/pull/68399

Reviewed By: VitalyFedyunin

Differential Revision: D32466974

Pulled By: ngimel

fbshipit-source-id: aa8643ed913b344977fd103974625c527d20dbb8
2021-11-16 10:50:17 -08:00
lezcano
43874d79e7 Fix failing test due to a bug in NumPy when using OpenBLAS (#67679)
Summary:
Pull Request resolved: https://github.com/pytorch/pytorch/pull/67679

implementations

Fixes https://github.com/pytorch/pytorch/issues/67675

cc mruberry

Test Plan: Imported from OSS

Reviewed By: anjali411

Differential Revision: D32368698

Pulled By: mruberry

fbshipit-source-id: 3ea6ebc43c061af2f376cdf5da06884859bbbf53
2021-11-15 08:25:12 -08:00
Sameer Deshmukh
6afb414c21 Nan in linalg eig (#67544)
Summary:
Fixes https://github.com/pytorch/pytorch/issues/61251. As per the comment here (https://github.com/pytorch/pytorch/issues/61251#issuecomment-954676082), a consensus has been reached to raise an error if there is a NaN value in the input when calling `eig()`. This PR implements that feature.

cc jianyuh nikitaved pearu mruberry walterddr IvanYashchuk xwang233 Lezcano

Pull Request resolved: https://github.com/pytorch/pytorch/pull/67544

Reviewed By: malfet

Differential Revision: D32310919

Pulled By: mruberry

fbshipit-source-id: fc74a1ae2d929157c2d4c9051e3e9a4bf03dd5be
2021-11-11 14:33:49 -08:00
Anirudh Dagar
b07a11929d Array API: Add torch.linalg.cross (#63285)
Summary:
### Create `linalg.cross`

Fixes https://github.com/pytorch/pytorch/issues/62810

As discussed in the corresponding issue, this PR adds `cross` to the `linalg` namespace (**Note**: There is no method variant) which is slightly different in behaviour compared to `torch.cross`.

**Note**: this is NOT an alias as suggested in mruberry's [https://github.com/pytorch/pytorch/issues/62810 comment](https://github.com/pytorch/pytorch/issues/62810#issuecomment-897504372) below
> linalg.cross being consistent with the Python Array API (over NumPy) makes sense because NumPy has no linalg.cross. I also think we can implement linalg.cross without immediately deprecating torch.cross, although we should definitely refer users to linalg.cross. Deprecating torch.cross will require additional review. While it's not used often it is used, and it's unclear if users are relying on its unique behavior or not.

The current default implementation of `torch.cross` is extremely weird and confusing. This has also been reported multiple times previously. (See https://github.com/pytorch/pytorch/issues/17229, https://github.com/pytorch/pytorch/issues/39310, https://github.com/pytorch/pytorch/issues/41850, https://github.com/pytorch/pytorch/issues/50273)

- [x] Add `torch.linalg.cross` with default `dim=-1`
- [x] Add OpInfo and other tests for `torch.linalg.cross`
- [x] Add broadcasting support to `torch.cross` and `torch.linalg.cross`
- [x] Remove out skip from `torch.cross` OpInfo
- [x] Add docs for `torch.linalg.cross`. Improve docs for `torch.cross` mentioning `linalg.cross` and the difference between the two. Also adds a warning to `torch.cross`, that it may change in the future (we might want to deprecate it later)

 ---

### Additional Fixes to `torch.cross`
- [x] Fix Doc for Tensor.cross
- [x] Fix torch.cross in `torch/overridres.py`

While working on `linalg.cross` I noticed these small issues with `torch.cross` itself.

[Tensor.cross docs](https://pytorch.org/docs/stable/generated/torch.Tensor.cross.html) still mentions `dim=-1` default which is actually wrong. It should be `dim=None` after the behaviour was updated in PR https://github.com/pytorch/pytorch/issues/17582 but the documentation for the `method` or `function` variant wasn’t updated. Later PR https://github.com/pytorch/pytorch/issues/41850 updated the documentation for the `function` variant i.e `torch.cross` and also added the following warning about the weird behaviour.
> If `dim` is not given, it defaults to the first dimension found with the size 3. Note that this might be unexpected.

But still, the `Tensor.cross` docs were missed and remained outdated. I’m finally fixing that here. Also fixing `torch/overrides.py` for `torch.cross` as well now, with `dim=None`.

To verify according to the docs the default behaviour of `dim=-1` should raise, you can try the following.

```python
a = torch.randn(3, 4)
b = torch.randn(3, 4)
b.cross(a)  # this works because the implementation finds 3 in the first dimension and the default behaviour as shown in documentation is actually not true.
>>> tensor([[ 0.7171, -1.1059,  0.4162,  1.3026],
        [ 0.4320, -2.1591, -1.1423,  1.2314],
        [-0.6034, -1.6592, -0.8016,  1.6467]])

b.cross(a, dim=-1)  # this raises as expected since the last dimension doesn't have a 3
>>> RuntimeError: dimension -1 does not have size 3
```

Please take a closer look (particularly the autograd part, this is the first time I'm dealing with `derivatives.yaml`). If there is something missing, wrong or needs more explanation, please let me know. Looking forward to the feedback.

cc mruberry Lezcano IvanYashchuk rgommers

Pull Request resolved: https://github.com/pytorch/pytorch/pull/63285

Reviewed By: gchanan

Differential Revision: D32313346

Pulled By: mruberry

fbshipit-source-id: e68c2687c57367274e8ddb7ef28ee92dcd4c9f2c
2021-11-11 12:49:41 -08:00
Thomas Viehmann
40bedf6206 Fix test_triangular_solve testcase enumeration (#67635)
Summary:
use product instead of zip to cover all cases

cc mruberry

Pull Request resolved: https://github.com/pytorch/pytorch/pull/67635

Reviewed By: malfet

Differential Revision: D32310956

Pulled By: mruberry

fbshipit-source-id: 806c3313e2db26d77199d3145b2d5283b6ca3617
2021-11-11 12:49:38 -08:00
Eddie Yan
a5b57c9433 Avoid prematurely casting GEMM parameters alpha, beta to scalar_t (#67633)
Summary:
stas00 uncovered an issue where certain half-precision GEMMs would produce outputs that looked like the result of strange rounding behavior (e.g., `10008.` in place of `10000.`). ptrblck suspected that this was due to the parameters being downcasted to the input types (which would reproduce the problematic output). Indeed, the GEMM and BGEMM cublas wrappers are currently converting the `alpha` and `beta` parameters to `scalar_t` (which potentially is reduced precision) before converting them back to `float`. This PR changes the "ARGTYPE" wrappers to use `acc_t` instead and adds a corresponding test.

CC ngimel

Pull Request resolved: https://github.com/pytorch/pytorch/pull/67633

Reviewed By: mruberry

Differential Revision: D32076474

Pulled By: ngimel

fbshipit-source-id: 2540d9b9d0195c17d07d1161374fb6a5850779d5
2021-11-03 12:01:04 -07:00
kshitij12345
885a8e53ba replace onlyOnCPUAndCUDA with onlyNativeDeviceTypes (#65201)
Summary:
Reference https://github.com/pytorch/pytorch/issues/53849

Replace `onlyOnCPUandCUDA` with `onlyNativeDeviceTypes` which includes `cpu, cuda and meta`.

Pull Request resolved: https://github.com/pytorch/pytorch/pull/65201

Reviewed By: mrshenli

Differential Revision: D31299718

Pulled By: mruberry

fbshipit-source-id: 2d8356450c035d6a314209ab51b2c237583920fd
2021-11-01 09:22:34 -07:00
Eddie Yan
e01279cc2e Disable reduced precision reductions for fp16 GEMMs (#67578)
Summary:
It appears that most NVIDIA architectures (well, at least there haven't been many reports of this issue) don't do reduced precision reductions (e.g., reducing in fp16 given fp16 inputs), but this change attempts to ensure that a reduced precision reduction is never done. The included test case currently fails on Volta but passes on Pascal and Ampere; setting this flag causes the test to pass on all three.

CC stas00 ngimel ptrblck

Pull Request resolved: https://github.com/pytorch/pytorch/pull/67578

Reviewed By: mruberry

Differential Revision: D32046030

Pulled By: ngimel

fbshipit-source-id: ac9aa8489ad6835f34bd0300c5d6f4ea76f333d1
2021-10-30 21:14:11 -07:00
Ivan Yashchuk
fdc74e2373 Port triangular_solve to structured kernel (#61857)
Summary:
Pull Request resolved: https://github.com/pytorch/pytorch/pull/61857

A few updates to internal code that allow marking triangular_solve as structured.

cc jianyuh nikitaved pearu mruberry walterddr IvanYashchuk xwang233

Test Plan: Imported from OSS

Reviewed By: albanD

Differential Revision: D31928687

Pulled By: cpuhrsch

fbshipit-source-id: 80a2783c469d5a6194c466ccfa8808fa41c0bdb7
2021-10-26 14:50:00 -07:00
Xiao Wang
204ffd33ee [CUDA][Linalg] Add gesvd as SVD fallback; optimize SVD gesvdj performance (#64533)
Summary:
Fix https://github.com/pytorch/pytorch/issues/64237
Fix https://github.com/pytorch/pytorch/issues/28293
Fix https://github.com/pytorch/pytorch/issues/4689

See also https://github.com/pytorch/pytorch/issues/47953

cc ngimel jianyuh nikitaved pearu mruberry walterddr IvanYashchuk xwang233 Lezcano

Pull Request resolved: https://github.com/pytorch/pytorch/pull/64533

Reviewed By: albanD

Differential Revision: D31915794

Pulled By: ngimel

fbshipit-source-id: 29ea48696531ced8a48474e891a9e2d5f11e9d7a
2021-10-26 10:13:52 -07:00
lezcano
f4dd88489a Better and more consistent error messages in torch.linalg (#62734)
Summary:
Pull Request resolved: https://github.com/pytorch/pytorch/pull/62734

Following https://github.com/pytorch/pytorch/pull/62715#discussion_r682610788
- squareCheckInputs takes a string with the name of the function
- We reuse more functions when checking the inputs

The state of the errors in torch.linalg is far from great though. We
leave a more comprehensive clean-up for the future.

cc jianyuh nikitaved pearu mruberry walterddr IvanYashchuk xwang233 Lezcano

Test Plan: Imported from OSS

Reviewed By: anjali411

Differential Revision: D31823230

Pulled By: mruberry

fbshipit-source-id: eccd531f10d590eb5f9d04a957b7cdcb31c72ea4
2021-10-25 13:24:28 -07:00
Jane Xu
9a00910bf3 [skip ci] Set test owner for test_linalg.py (#66844)
Summary:
Action following https://github.com/pytorch/pytorch/issues/66232

cc jianyuh nikitaved pearu mruberry walterddr IvanYashchuk xwang233 Lezcano

Pull Request resolved: https://github.com/pytorch/pytorch/pull/66844

Reviewed By: gchanan

Differential Revision: D31761714

Pulled By: janeyx99

fbshipit-source-id: a4c7b239d855707ee6ec1194f57f8a66812b4e99
2021-10-19 13:01:05 -07:00
lezcano
a2e94b80fa Create linalg.matrix_exp (#62715)
Summary:
Pull Request resolved: https://github.com/pytorch/pytorch/pull/62715

Fixes https://github.com/pytorch/pytorch/issues/61648

Test Plan: Imported from OSS

Reviewed By: H-Huang

Differential Revision: D31641698

Pulled By: mruberry

fbshipit-source-id: 2e2965d14807b6b4fada4b809d539066dd0ba277
2021-10-19 09:07:15 -07:00
Ivan Yashchuk
061baf02bf Skip failing tests when LAPACK and MAGMA are not available (#64930)
Summary:
Skip failing tests when LAPACK and MAGMA are not available for ` test_linalg.py` and ` test_ops.py`.
Note that there's no CI without LAPACK or MAGMA. I verified locally that now it works as expected, but in the future we have no guards against tests failing again for this situation.

<details>
  <summary> test_ops.py failures that are fixed</summary>

 ```
 FAILED test/test_ops.py::TestCommonCPU::test_out_linalg_tensorinv_cpu_float32 - RuntimeError: svd: LAPACK library not found in compilation
FAILED test/test_ops.py::TestCommonCPU::test_reference_testing_linalg_tensorinv_cpu_complex64 - RuntimeError: svd: LAPACK library not found in compilation
FAILED test/test_ops.py::TestCommonCPU::test_reference_testing_linalg_tensorinv_cpu_float32 - RuntimeError: svd: LAPACK library not found in compilation
FAILED test/test_ops.py::TestCommonCPU::test_variant_consistency_eager_linalg_tensorinv_cpu_complex64 - RuntimeError: svd: LAPACK library not found in compilation
FAILED test/test_ops.py::TestCommonCPU::test_variant_consistency_eager_linalg_tensorinv_cpu_float32 - RuntimeError: svd: LAPACK library not found in compilation
FAILED test/test_ops.py::TestCommonCPU::test_variant_consistency_eager_triangular_solve_cpu_complex64 - RuntimeError: svd: LAPACK library not found in compilation
FAILED test/test_ops.py::TestCommonCPU::test_variant_consistency_eager_triangular_solve_cpu_float32 - RuntimeError: svd: LAPACK library not found in compilation
FAILED test/test_ops.py::TestGradientsCPU::test_fn_grad_linalg_tensorinv_cpu_complex128 - RuntimeError: svd: LAPACK library not found in compilation
FAILED test/test_ops.py::TestGradientsCPU::test_fn_grad_linalg_tensorinv_cpu_float64 - RuntimeError: svd: LAPACK library not found in compilation
FAILED test/test_ops.py::TestGradientsCPU::test_fn_grad_triangular_solve_cpu_complex128 - RuntimeError: svd: LAPACK library not found in compilation
FAILED test/test_ops.py::TestGradientsCPU::test_fn_grad_triangular_solve_cpu_float64 - RuntimeError: svd: LAPACK library not found in compilation
FAILED test/test_ops.py::TestGradientsCPU::test_fn_gradgrad_linalg_tensorinv_cpu_complex128 - RuntimeError: svd: LAPACK library not found in compilation
FAILED test/test_ops.py::TestGradientsCPU::test_fn_gradgrad_linalg_tensorinv_cpu_float64 - RuntimeError: svd: LAPACK library not found in compilation
FAILED test/test_ops.py::TestGradientsCPU::test_fn_gradgrad_triangular_solve_cpu_complex128 - RuntimeError: svd: LAPACK library not found in compilation
FAILED test/test_ops.py::TestGradientsCPU::test_fn_gradgrad_triangular_solve_cpu_float64 - RuntimeError: svd: LAPACK library not found in compilation
FAILED test/test_ops.py::TestGradientsCPU::test_forward_mode_AD_linalg_tensorinv_cpu_complex128 - RuntimeError: svd: LAPACK library not found in compilation
FAILED test/test_ops.py::TestGradientsCPU::test_forward_mode_AD_linalg_tensorinv_cpu_float64 - RuntimeError: svd: LAPACK library not found in compilation
FAILED test/test_ops.py::TestGradientsCPU::test_forward_mode_AD_triangular_solve_cpu_complex128 - RuntimeError: svd: LAPACK library not found in compilation
FAILED test/test_ops.py::TestGradientsCPU::test_forward_mode_AD_triangular_solve_cpu_float64 - RuntimeError: svd: LAPACK library not found in compilation
FAILED test/test_ops.py::TestJitCPU::test_variant_consistency_jit_linalg_tensorinv_cpu_complex64 - RuntimeError: svd: LAPACK library not found in compilation
FAILED test/test_ops.py::TestJitCPU::test_variant_consistency_jit_triangular_solve_cpu_complex64 - RuntimeError: svd: LAPACK library not found in compilation
FAILED test/test_ops.py::TestJitCPU::test_variant_consistency_jit_triangular_solve_cpu_float32 - RuntimeError: svd: LAPACK library not found in compilation
FAILED test/test_ops.py::TestMathBitsCPU::test_conj_view_linalg_tensorinv_cpu_complex64 - RuntimeError: svd: LAPACK library not found in compilation
FAILED test/test_ops.py::TestMathBitsCPU::test_conj_view_triangular_solve_cpu_complex64 - RuntimeError: svd: LAPACK library not found in compilation
FAILED test/test_ops.py::TestMathBitsCPU::test_neg_view_linalg_tensorinv_cpu_float64 - RuntimeError: svd: LAPACK library not found in compilation
FAILED test/test_ops.py::TestMathBitsCPU::test_neg_view_triangular_solve_cpu_float64 - RuntimeError: svd: LAPACK library not found in compilation
 ```

</details>

<details>
  <summary> test_linalg.py failures that are fixed</summary>
```
FAILED test/test_linalg.py::TestLinalgCPU::test_norm_dtype_cpu - RuntimeError: svd: LAPACK library not found in compilation
FAILED test/test_linalg.py::TestLinalgCPU::test_norm_matrix_cpu_float32 - RuntimeError: svd: LAPACK library not found in compilation
FAILED test/test_linalg.py::TestLinalgCPU::test_norm_matrix_cpu_float64 - RuntimeError: svd: LAPACK library not found in compilation
FAILED test/test_linalg.py::TestLinalgCPU::test_nuclear_norm_axes_small_brute_force_old_cpu - RuntimeError: svd: LAPACK library not found in compilation
FAILED test/test_linalg.py::TestLinalgMETA::test_eigh_hermitian_grad_meta_complex128 - RuntimeError: Calling torch.linalg.eigh or eigvalsh on a CPU tensor requires compiling PyTorch with LAPACK. Please use PyTorch built with LAPACK support.
FAILED test/test_linalg.py::TestLinalgMETA::test_eigh_hermitian_grad_meta_float64 - RuntimeError: Calling torch.linalg.eigh or eigvalsh on a CPU tensor requires compiling PyTorch with LAPACK. Please use PyTorch built with LAPACK support.
FAILED test/test_linalg.py::TestLinalgMETA::test_inverse_meta_complex128 - RuntimeError: svd: LAPACK library not found in compilation
FAILED test/test_linalg.py::TestLinalgMETA::test_inverse_meta_complex64 - RuntimeError: svd: LAPACK library not found in compilation
FAILED test/test_linalg.py::TestLinalgMETA::test_inverse_meta_float32 - RuntimeError: svd: LAPACK library not found in compilation
FAILED test/test_linalg.py::TestLinalgMETA::test_inverse_meta_float64 - RuntimeError: svd: LAPACK library not found in compilation
FAILED test/test_linalg.py::TestLinalgMETA::test_lu_meta_complex128 - RuntimeError: svd: LAPACK library not found in compilation
FAILED test/test_linalg.py::TestLinalgMETA::test_lu_meta_complex64 - RuntimeError: svd: LAPACK library not found in compilation
FAILED test/test_linalg.py::TestLinalgMETA::test_lu_meta_float64 - RuntimeError: svd: LAPACK library not found in compilation
FAILED test/test_linalg.py::TestLinalgMETA::test_lu_solve_batched_broadcasting_meta_complex128 - RuntimeError: svd: LAPACK library not found in compilation
FAILED test/test_linalg.py::TestLinalgMETA::test_lu_solve_batched_broadcasting_meta_complex64 - RuntimeError: svd: LAPACK library not found in compilation
FAILED test/test_linalg.py::TestLinalgMETA::test_lu_solve_batched_broadcasting_meta_float32 - RuntimeError: svd: LAPACK library not found in compilation
FAILED test/test_linalg.py::TestLinalgMETA::test_lu_solve_batched_broadcasting_meta_float64 - RuntimeError: svd: LAPACK library not found in compilation
FAILED test/test_linalg.py::TestLinalgMETA::test_lu_solve_batched_non_contiguous_meta_complex128 - RuntimeError: svd: LAPACK library not found in compilation
FAILED test/test_linalg.py::TestLinalgMETA::test_lu_solve_batched_non_contiguous_meta_complex64 - RuntimeError: svd: LAPACK library not found in compilation
FAILED test/test_linalg.py::TestLinalgMETA::test_lu_solve_batched_non_contiguous_meta_float32 - RuntimeError: svd: LAPACK library not found in compilation
FAILED test/test_linalg.py::TestLinalgMETA::test_lu_solve_batched_non_contiguous_meta_float64 - RuntimeError: svd: LAPACK library not found in compilation
FAILED test/test_linalg.py::TestLinalgMETA::test_lu_solve_meta_complex128 - RuntimeError: svd: LAPACK library not found in compilation
FAILED test/test_linalg.py::TestLinalgMETA::test_lu_solve_meta_complex64 - RuntimeError: svd: LAPACK library not found in compilation
FAILED test/test_linalg.py::TestLinalgMETA::test_lu_solve_meta_float32 - RuntimeError: svd: LAPACK library not found in compilation
FAILED test/test_linalg.py::TestLinalgMETA::test_lu_solve_meta_float64 - RuntimeError: svd: LAPACK library not found in compilation
FAILED test/test_linalg.py::TestLinalgMETA::test_old_solve_batched_broadcasting_meta_complex128 - RuntimeError: svd: LAPACK library not found in compilation
FAILED test/test_linalg.py::TestLinalgMETA::test_old_solve_batched_broadcasting_meta_complex64 - RuntimeError: svd: LAPACK library not found in compilation
FAILED test/test_linalg.py::TestLinalgMETA::test_old_solve_batched_broadcasting_meta_float32 - RuntimeError: svd: LAPACK library not found in compilation
FAILED test/test_linalg.py::TestLinalgMETA::test_old_solve_batched_broadcasting_meta_float64 - RuntimeError: svd: LAPACK library not found in compilation
FAILED test/test_linalg.py::TestLinalgMETA::test_old_solve_batched_meta_complex128 - RuntimeError: svd: LAPACK library not found in compilation
FAILED test/test_linalg.py::TestLinalgMETA::test_old_solve_batched_meta_complex64 - RuntimeError: svd: LAPACK library not found in compilation
FAILED test/test_linalg.py::TestLinalgMETA::test_old_solve_batched_meta_float32 - RuntimeError: svd: LAPACK library not found in compilation
FAILED test/test_linalg.py::TestLinalgMETA::test_old_solve_batched_meta_float64 - RuntimeError: svd: LAPACK library not found in compilation
FAILED test/test_linalg.py::TestLinalgMETA::test_old_solve_batched_non_contiguous_meta_complex128 - RuntimeError: svd: LAPACK library not found in compilation
FAILED test/test_linalg.py::TestLinalgMETA::test_old_solve_batched_non_contiguous_meta_complex64 - RuntimeError: svd: LAPACK library not found in compilation
FAILED test/test_linalg.py::TestLinalgMETA::test_old_solve_batched_non_contiguous_meta_float32 - RuntimeError: svd: LAPACK library not found in compilation
FAILED test/test_linalg.py::TestLinalgMETA::test_old_solve_batched_non_contiguous_meta_float64 - RuntimeError: svd: LAPACK library not found in compilation
FAILED test/test_linalg.py::TestLinalgMETA::test_old_solve_meta_complex128 - RuntimeError: svd: LAPACK library not found in compilation
FAILED test/test_linalg.py::TestLinalgMETA::test_old_solve_meta_complex64 - RuntimeError: svd: LAPACK library not found in compilation
FAILED test/test_linalg.py::TestLinalgMETA::test_old_solve_meta_float32 - RuntimeError: svd: LAPACK library not found in compilation
FAILED test/test_linalg.py::TestLinalgMETA::test_old_solve_meta_float64 - RuntimeError: svd: LAPACK library not found in compilation
FAILED test/test_linalg.py::TestLinalgMETA::test_solve_batched_non_contiguous_meta_complex128 - RuntimeError: svd: LAPACK library not found in compilation
FAILED test/test_linalg.py::TestLinalgMETA::test_solve_batched_non_contiguous_meta_complex64 - RuntimeError: svd: LAPACK library not found in compilation
FAILED test/test_linalg.py::TestLinalgMETA::test_solve_batched_non_contiguous_meta_float32 - RuntimeError: svd: LAPACK library not found in compilation
FAILED test/test_linalg.py::TestLinalgMETA::test_solve_batched_non_contiguous_meta_float64 - RuntimeError: svd: LAPACK library not found in compilation
FAILED test/test_linalg.py::TestLinalgMETA::test_solve_meta_complex128 - RuntimeError: svd: LAPACK library not found in compilation
FAILED test/test_linalg.py::TestLinalgMETA::test_solve_meta_complex64 - RuntimeError: svd: LAPACK library not found in compilation
FAILED test/test_linalg.py::TestLinalgMETA::test_solve_meta_float32 - RuntimeError: svd: LAPACK library not found in compilation
FAILED test/test_linalg.py::TestLinalgMETA::test_solve_meta_float64 - RuntimeError: svd: LAPACK library not found in compilation
FAILED test/test_linalg.py::TestLinalgMETA::test_svd_square_col_maj_meta_float32 - RuntimeError: svd: LAPACK library not found in compilation
FAILED test/test_linalg.py::TestLinalgMETA::test_svd_square_col_maj_meta_float64 - RuntimeError: svd: LAPACK library not found in compilation
FAILED test/test_linalg.py::TestLinalgMETA::test_svd_square_meta_complex128 - RuntimeError: svd: LAPACK library not found in compilation
FAILED test/test_linalg.py::TestLinalgMETA::test_svd_square_meta_complex64 - RuntimeError: svd: LAPACK library not found in compilation
FAILED test/test_linalg.py::TestLinalgMETA::test_svd_square_meta_float32 - RuntimeError: svd: LAPACK library not found in compilation
FAILED test/test_linalg.py::TestLinalgMETA::test_svd_square_meta_float64 - RuntimeError: svd: LAPACK library not found in compilation
FAILED test/test_linalg.py::TestLinalgMETA::test_svd_tall_all_col_maj_meta_float32 - RuntimeError: svd: LAPACK library not found in compilation
FAILED test/test_linalg.py::TestLinalgMETA::test_svd_tall_all_col_maj_meta_float64 - RuntimeError: svd: LAPACK library not found in compilation
FAILED test/test_linalg.py::TestLinalgMETA::test_svd_tall_all_meta_float32 - RuntimeError: svd: LAPACK library not found in compilation
FAILED test/test_linalg.py::TestLinalgMETA::test_svd_tall_all_meta_float64 - RuntimeError: svd: LAPACK library not found in compilation
FAILED test/test_linalg.py::TestLinalgMETA::test_svd_tall_some_col_maj_meta_float32 - RuntimeError: svd: LAPACK library not found in compilation
FAILED test/test_linalg.py::TestLinalgMETA::test_svd_tall_some_col_maj_meta_float64 - RuntimeError: svd: LAPACK library not found in compilation
FAILED test/test_linalg.py::TestLinalgMETA::test_svd_tall_some_meta_float32 - RuntimeError: svd: LAPACK library not found in compilation
FAILED test/test_linalg.py::TestLinalgMETA::test_svd_tall_some_meta_float64 - RuntimeError: svd: LAPACK library not found in compilation
FAILED test/test_linalg.py::TestLinalgCUDA::test_inverse_cuda_complex128 - RuntimeError: svd: LAPACK library not found in compilation
FAILED test/test_linalg.py::TestLinalgCUDA::test_inverse_cuda_complex64 - RuntimeError: svd: LAPACK library not found in compilation
FAILED test/test_linalg.py::TestLinalgCUDA::test_inverse_cuda_float32 - RuntimeError: svd: LAPACK library not found in compilation
FAILED test/test_linalg.py::TestLinalgCUDA::test_inverse_cuda_float64 - RuntimeError: svd: LAPACK library not found in compilation
FAILED test/test_linalg.py::TestLinalgCUDA::test_svd_lowrank_cuda_float64 - RuntimeError: Calling torch.lu on a CUDA tensor requires compiling PyTorch with MAGMA. lease rebuild with MAGMA.
FAILED test/test_linalg.py::TestLinalgCUDA::test_svd_square_col_maj_cuda_float32 - RuntimeError: svd: LAPACK library not found in compilation
FAILED test/test_linalg.py::TestLinalgCUDA::test_svd_square_col_maj_cuda_float64 - RuntimeError: svd: LAPACK library not found in compilation
FAILED test/test_linalg.py::TestLinalgCUDA::test_svd_square_cuda_complex128 - RuntimeError: svd: LAPACK library not found in compilation
FAILED test/test_linalg.py::TestLinalgCUDA::test_svd_square_cuda_complex64 - RuntimeError: svd: LAPACK library not found in compilation
FAILED test/test_linalg.py::TestLinalgCUDA::test_svd_square_cuda_float32 - RuntimeError: svd: LAPACK library not found in compilation
FAILED test/test_linalg.py::TestLinalgCUDA::test_svd_square_cuda_float64 - RuntimeError: svd: LAPACK library not found in compilation
FAILED test/test_linalg.py::TestLinalgCUDA::test_svd_tall_all_col_maj_cuda_float32 - RuntimeError: svd: LAPACK library not found in compilation
FAILED test/test_linalg.py::TestLinalgCUDA::test_svd_tall_all_col_maj_cuda_float64 - RuntimeError: svd: LAPACK library not found in compilation
FAILED test/test_linalg.py::TestLinalgCUDA::test_svd_tall_all_cuda_float32 - RuntimeError: svd: LAPACK library not found in compilation
FAILED test/test_linalg.py::TestLinalgCUDA::test_svd_tall_all_cuda_float64 - RuntimeError: svd: LAPACK library not found in compilation
FAILED test/test_linalg.py::TestLinalgCUDA::test_svd_tall_some_col_maj_cuda_float32 - RuntimeError: svd: LAPACK library not found in compilation
FAILED test/test_linalg.py::TestLinalgCUDA::test_svd_tall_some_col_maj_cuda_float64 - RuntimeError: svd: LAPACK library not found in compilation
FAILED test/test_linalg.py::TestLinalgCUDA::test_svd_tall_some_cuda_float32 - RuntimeError: svd: LAPACK library not found in compilation
FAILED test/test_linalg.py::TestLinalgCUDA::test_svd_tall_some_cuda_float64 - RuntimeError: svd: LAPACK library not found in compilation
```
</details>

Fixes https://github.com/pytorch/pytorch/issues/59662

cc mruberry jianyuh nikitaved pearu walterddr IvanYashchuk xwang233 Lezcano

Pull Request resolved: https://github.com/pytorch/pytorch/pull/64930

Reviewed By: zou3519

Differential Revision: D31739416

Pulled By: mruberry

fbshipit-source-id: 153c40d8eeeb094b06816882a7cbb28c681509a9
2021-10-18 21:30:01 -07:00
Natalia Gimelshein
c9c52b760b test addr type promotion in a single test (#66812)
Summary:
Fixes https://github.com/pytorch/pytorch/issues/66802
Test time goes from 150s to 15s.

Pull Request resolved: https://github.com/pytorch/pytorch/pull/66812

Reviewed By: mruberry

Differential Revision: D31739299

Pulled By: ngimel

fbshipit-source-id: cb6d92ff335f46ee06b2480bdd9143f85865bccf
2021-10-18 21:21:11 -07:00
lezcano
0974215c4d Prefer mT and mH over transpose(-2, -1) and transpose(-2, -1).conj() (#64181)
Summary:
Pull Request resolved: https://github.com/pytorch/pytorch/pull/64181

This PR replaces all the calls to:
- `transpose(-2, -1)` or `transpose(-1, -2)` by `mT()` in C++ and `mT` in Python
- `conj().transpose(-2, -1)` or `transpose(-2, -1).conj()` or `conj().transpose(-1, -2)` or `transpose(-1, -2).conj()` by `mH()` in C++ and `mH` in Python.

It also simplifies two pieces of code, and fixes one bug where a pair
of parentheses were missing in the function `make_symmetric_matrices`.

Test Plan: Imported from OSS

Reviewed By: H-Huang

Differential Revision: D31692896

Pulled By: anjali411

fbshipit-source-id: e9112c42343663d442dc5bd53ff2b492094b434a
2021-10-18 13:02:25 -07:00
Ivan Yashchuk
0d203a16fe Add relative and absolute tolerances for matrix_rank, pinv (#63102)
Summary:
This pull request introduces new keyword arguments for `torch.linalg.matrix_rank` and `torch.linalg.pinv`: `atol` and `rtol`.

Currently, only tensor overload has default values for either `atol` or `rtol`, the float overload requires both arguments to be specified.

FC compatibility: https://github.com/pytorch/pytorch/pull/63102#discussion_r710930509

Fixes https://github.com/pytorch/pytorch/issues/54151. Fixes https://github.com/pytorch/pytorch/issues/66618.

cc jianyuh nikitaved pearu mruberry walterddr IvanYashchuk xwang233 Lezcano

Pull Request resolved: https://github.com/pytorch/pytorch/pull/63102

Reviewed By: H-Huang

Differential Revision: D31641456

Pulled By: mruberry

fbshipit-source-id: 4c765508ab1657730703e42975fc8c0d0a60eb7c
2021-10-17 22:15:42 -07:00
Richard Barnes
abc022f9c8 Fix torch.cholesky deprecation warning (#66645)
Summary:
Pull Request resolved: https://github.com/pytorch/pytorch/pull/66645

Fixes:
```
test_cholesky_solve_batched_broadcasting_cpu_complex128 (__main__.TestLinalgCPU) ... test_linalg.py:3099: UserWarning: torch.cholesky is deprecated in favor of torch.linalg.cholesky and will be removed in a future PyTorch release.
```

Test Plan: Sandcastle

Reviewed By: mruberry

Differential Revision: D31635851

fbshipit-source-id: c377eb88d753fb573b3947f0c6ff5df055cb13d8
2021-10-15 13:24:58 -07:00
Michael Suo
22f36353dc Revert D31137652: [pytorch][PR] Skip failing tests when LAPACK and MAGMA are not available
Test Plan: revert-hammer

Differential Revision:
D31137652 (dd354117ef)

Original commit changeset: c969f75d7cf1

fbshipit-source-id: bc4cde4eeb5d38ac940ebb471abbd8b9009b3aee
2021-09-30 16:08:57 -07:00
Ivan Yashchuk
dd354117ef Skip failing tests when LAPACK and MAGMA are not available (#64930)
Summary:
Skip failing tests when LAPACK and MAGMA are not available for ` test_linalg.py` and ` test_ops.py`.
Note that there's no CI without LAPACK or MAGMA. I verified locally that now it works as expected, but in the future we have no guards against tests failing again for this situation.

<details>
  <summary> test_ops.py failures that are fixed</summary>

 ```
 FAILED test/test_ops.py::TestCommonCPU::test_out_linalg_tensorinv_cpu_float32 - RuntimeError: svd: LAPACK library not found in compilation
FAILED test/test_ops.py::TestCommonCPU::test_reference_testing_linalg_tensorinv_cpu_complex64 - RuntimeError: svd: LAPACK library not found in compilation
FAILED test/test_ops.py::TestCommonCPU::test_reference_testing_linalg_tensorinv_cpu_float32 - RuntimeError: svd: LAPACK library not found in compilation
FAILED test/test_ops.py::TestCommonCPU::test_variant_consistency_eager_linalg_tensorinv_cpu_complex64 - RuntimeError: svd: LAPACK library not found in compilation
FAILED test/test_ops.py::TestCommonCPU::test_variant_consistency_eager_linalg_tensorinv_cpu_float32 - RuntimeError: svd: LAPACK library not found in compilation
FAILED test/test_ops.py::TestCommonCPU::test_variant_consistency_eager_triangular_solve_cpu_complex64 - RuntimeError: svd: LAPACK library not found in compilation
FAILED test/test_ops.py::TestCommonCPU::test_variant_consistency_eager_triangular_solve_cpu_float32 - RuntimeError: svd: LAPACK library not found in compilation
FAILED test/test_ops.py::TestGradientsCPU::test_fn_grad_linalg_tensorinv_cpu_complex128 - RuntimeError: svd: LAPACK library not found in compilation
FAILED test/test_ops.py::TestGradientsCPU::test_fn_grad_linalg_tensorinv_cpu_float64 - RuntimeError: svd: LAPACK library not found in compilation
FAILED test/test_ops.py::TestGradientsCPU::test_fn_grad_triangular_solve_cpu_complex128 - RuntimeError: svd: LAPACK library not found in compilation
FAILED test/test_ops.py::TestGradientsCPU::test_fn_grad_triangular_solve_cpu_float64 - RuntimeError: svd: LAPACK library not found in compilation
FAILED test/test_ops.py::TestGradientsCPU::test_fn_gradgrad_linalg_tensorinv_cpu_complex128 - RuntimeError: svd: LAPACK library not found in compilation
FAILED test/test_ops.py::TestGradientsCPU::test_fn_gradgrad_linalg_tensorinv_cpu_float64 - RuntimeError: svd: LAPACK library not found in compilation
FAILED test/test_ops.py::TestGradientsCPU::test_fn_gradgrad_triangular_solve_cpu_complex128 - RuntimeError: svd: LAPACK library not found in compilation
FAILED test/test_ops.py::TestGradientsCPU::test_fn_gradgrad_triangular_solve_cpu_float64 - RuntimeError: svd: LAPACK library not found in compilation
FAILED test/test_ops.py::TestGradientsCPU::test_forward_mode_AD_linalg_tensorinv_cpu_complex128 - RuntimeError: svd: LAPACK library not found in compilation
FAILED test/test_ops.py::TestGradientsCPU::test_forward_mode_AD_linalg_tensorinv_cpu_float64 - RuntimeError: svd: LAPACK library not found in compilation
FAILED test/test_ops.py::TestGradientsCPU::test_forward_mode_AD_triangular_solve_cpu_complex128 - RuntimeError: svd: LAPACK library not found in compilation
FAILED test/test_ops.py::TestGradientsCPU::test_forward_mode_AD_triangular_solve_cpu_float64 - RuntimeError: svd: LAPACK library not found in compilation
FAILED test/test_ops.py::TestJitCPU::test_variant_consistency_jit_linalg_tensorinv_cpu_complex64 - RuntimeError: svd: LAPACK library not found in compilation
FAILED test/test_ops.py::TestJitCPU::test_variant_consistency_jit_triangular_solve_cpu_complex64 - RuntimeError: svd: LAPACK library not found in compilation
FAILED test/test_ops.py::TestJitCPU::test_variant_consistency_jit_triangular_solve_cpu_float32 - RuntimeError: svd: LAPACK library not found in compilation
FAILED test/test_ops.py::TestMathBitsCPU::test_conj_view_linalg_tensorinv_cpu_complex64 - RuntimeError: svd: LAPACK library not found in compilation
FAILED test/test_ops.py::TestMathBitsCPU::test_conj_view_triangular_solve_cpu_complex64 - RuntimeError: svd: LAPACK library not found in compilation
FAILED test/test_ops.py::TestMathBitsCPU::test_neg_view_linalg_tensorinv_cpu_float64 - RuntimeError: svd: LAPACK library not found in compilation
FAILED test/test_ops.py::TestMathBitsCPU::test_neg_view_triangular_solve_cpu_float64 - RuntimeError: svd: LAPACK library not found in compilation
 ```

</details>

<details>
  <summary> test_linalg.py failures that are fixed</summary>
```
FAILED test/test_linalg.py::TestLinalgCPU::test_norm_dtype_cpu - RuntimeError: svd: LAPACK library not found in compilation
FAILED test/test_linalg.py::TestLinalgCPU::test_norm_matrix_cpu_float32 - RuntimeError: svd: LAPACK library not found in compilation
FAILED test/test_linalg.py::TestLinalgCPU::test_norm_matrix_cpu_float64 - RuntimeError: svd: LAPACK library not found in compilation
FAILED test/test_linalg.py::TestLinalgCPU::test_nuclear_norm_axes_small_brute_force_old_cpu - RuntimeError: svd: LAPACK library not found in compilation
FAILED test/test_linalg.py::TestLinalgMETA::test_eigh_hermitian_grad_meta_complex128 - RuntimeError: Calling torch.linalg.eigh or eigvalsh on a CPU tensor requires compiling PyTorch with LAPACK. Please use PyTorch built with LAPACK support.
FAILED test/test_linalg.py::TestLinalgMETA::test_eigh_hermitian_grad_meta_float64 - RuntimeError: Calling torch.linalg.eigh or eigvalsh on a CPU tensor requires compiling PyTorch with LAPACK. Please use PyTorch built with LAPACK support.
FAILED test/test_linalg.py::TestLinalgMETA::test_inverse_meta_complex128 - RuntimeError: svd: LAPACK library not found in compilation
FAILED test/test_linalg.py::TestLinalgMETA::test_inverse_meta_complex64 - RuntimeError: svd: LAPACK library not found in compilation
FAILED test/test_linalg.py::TestLinalgMETA::test_inverse_meta_float32 - RuntimeError: svd: LAPACK library not found in compilation
FAILED test/test_linalg.py::TestLinalgMETA::test_inverse_meta_float64 - RuntimeError: svd: LAPACK library not found in compilation
FAILED test/test_linalg.py::TestLinalgMETA::test_lu_meta_complex128 - RuntimeError: svd: LAPACK library not found in compilation
FAILED test/test_linalg.py::TestLinalgMETA::test_lu_meta_complex64 - RuntimeError: svd: LAPACK library not found in compilation
FAILED test/test_linalg.py::TestLinalgMETA::test_lu_meta_float64 - RuntimeError: svd: LAPACK library not found in compilation
FAILED test/test_linalg.py::TestLinalgMETA::test_lu_solve_batched_broadcasting_meta_complex128 - RuntimeError: svd: LAPACK library not found in compilation
FAILED test/test_linalg.py::TestLinalgMETA::test_lu_solve_batched_broadcasting_meta_complex64 - RuntimeError: svd: LAPACK library not found in compilation
FAILED test/test_linalg.py::TestLinalgMETA::test_lu_solve_batched_broadcasting_meta_float32 - RuntimeError: svd: LAPACK library not found in compilation
FAILED test/test_linalg.py::TestLinalgMETA::test_lu_solve_batched_broadcasting_meta_float64 - RuntimeError: svd: LAPACK library not found in compilation
FAILED test/test_linalg.py::TestLinalgMETA::test_lu_solve_batched_non_contiguous_meta_complex128 - RuntimeError: svd: LAPACK library not found in compilation
FAILED test/test_linalg.py::TestLinalgMETA::test_lu_solve_batched_non_contiguous_meta_complex64 - RuntimeError: svd: LAPACK library not found in compilation
FAILED test/test_linalg.py::TestLinalgMETA::test_lu_solve_batched_non_contiguous_meta_float32 - RuntimeError: svd: LAPACK library not found in compilation
FAILED test/test_linalg.py::TestLinalgMETA::test_lu_solve_batched_non_contiguous_meta_float64 - RuntimeError: svd: LAPACK library not found in compilation
FAILED test/test_linalg.py::TestLinalgMETA::test_lu_solve_meta_complex128 - RuntimeError: svd: LAPACK library not found in compilation
FAILED test/test_linalg.py::TestLinalgMETA::test_lu_solve_meta_complex64 - RuntimeError: svd: LAPACK library not found in compilation
FAILED test/test_linalg.py::TestLinalgMETA::test_lu_solve_meta_float32 - RuntimeError: svd: LAPACK library not found in compilation
FAILED test/test_linalg.py::TestLinalgMETA::test_lu_solve_meta_float64 - RuntimeError: svd: LAPACK library not found in compilation
FAILED test/test_linalg.py::TestLinalgMETA::test_old_solve_batched_broadcasting_meta_complex128 - RuntimeError: svd: LAPACK library not found in compilation
FAILED test/test_linalg.py::TestLinalgMETA::test_old_solve_batched_broadcasting_meta_complex64 - RuntimeError: svd: LAPACK library not found in compilation
FAILED test/test_linalg.py::TestLinalgMETA::test_old_solve_batched_broadcasting_meta_float32 - RuntimeError: svd: LAPACK library not found in compilation
FAILED test/test_linalg.py::TestLinalgMETA::test_old_solve_batched_broadcasting_meta_float64 - RuntimeError: svd: LAPACK library not found in compilation
FAILED test/test_linalg.py::TestLinalgMETA::test_old_solve_batched_meta_complex128 - RuntimeError: svd: LAPACK library not found in compilation
FAILED test/test_linalg.py::TestLinalgMETA::test_old_solve_batched_meta_complex64 - RuntimeError: svd: LAPACK library not found in compilation
FAILED test/test_linalg.py::TestLinalgMETA::test_old_solve_batched_meta_float32 - RuntimeError: svd: LAPACK library not found in compilation
FAILED test/test_linalg.py::TestLinalgMETA::test_old_solve_batched_meta_float64 - RuntimeError: svd: LAPACK library not found in compilation
FAILED test/test_linalg.py::TestLinalgMETA::test_old_solve_batched_non_contiguous_meta_complex128 - RuntimeError: svd: LAPACK library not found in compilation
FAILED test/test_linalg.py::TestLinalgMETA::test_old_solve_batched_non_contiguous_meta_complex64 - RuntimeError: svd: LAPACK library not found in compilation
FAILED test/test_linalg.py::TestLinalgMETA::test_old_solve_batched_non_contiguous_meta_float32 - RuntimeError: svd: LAPACK library not found in compilation
FAILED test/test_linalg.py::TestLinalgMETA::test_old_solve_batched_non_contiguous_meta_float64 - RuntimeError: svd: LAPACK library not found in compilation
FAILED test/test_linalg.py::TestLinalgMETA::test_old_solve_meta_complex128 - RuntimeError: svd: LAPACK library not found in compilation
FAILED test/test_linalg.py::TestLinalgMETA::test_old_solve_meta_complex64 - RuntimeError: svd: LAPACK library not found in compilation
FAILED test/test_linalg.py::TestLinalgMETA::test_old_solve_meta_float32 - RuntimeError: svd: LAPACK library not found in compilation
FAILED test/test_linalg.py::TestLinalgMETA::test_old_solve_meta_float64 - RuntimeError: svd: LAPACK library not found in compilation
FAILED test/test_linalg.py::TestLinalgMETA::test_solve_batched_non_contiguous_meta_complex128 - RuntimeError: svd: LAPACK library not found in compilation
FAILED test/test_linalg.py::TestLinalgMETA::test_solve_batched_non_contiguous_meta_complex64 - RuntimeError: svd: LAPACK library not found in compilation
FAILED test/test_linalg.py::TestLinalgMETA::test_solve_batched_non_contiguous_meta_float32 - RuntimeError: svd: LAPACK library not found in compilation
FAILED test/test_linalg.py::TestLinalgMETA::test_solve_batched_non_contiguous_meta_float64 - RuntimeError: svd: LAPACK library not found in compilation
FAILED test/test_linalg.py::TestLinalgMETA::test_solve_meta_complex128 - RuntimeError: svd: LAPACK library not found in compilation
FAILED test/test_linalg.py::TestLinalgMETA::test_solve_meta_complex64 - RuntimeError: svd: LAPACK library not found in compilation
FAILED test/test_linalg.py::TestLinalgMETA::test_solve_meta_float32 - RuntimeError: svd: LAPACK library not found in compilation
FAILED test/test_linalg.py::TestLinalgMETA::test_solve_meta_float64 - RuntimeError: svd: LAPACK library not found in compilation
FAILED test/test_linalg.py::TestLinalgMETA::test_svd_square_col_maj_meta_float32 - RuntimeError: svd: LAPACK library not found in compilation
FAILED test/test_linalg.py::TestLinalgMETA::test_svd_square_col_maj_meta_float64 - RuntimeError: svd: LAPACK library not found in compilation
FAILED test/test_linalg.py::TestLinalgMETA::test_svd_square_meta_complex128 - RuntimeError: svd: LAPACK library not found in compilation
FAILED test/test_linalg.py::TestLinalgMETA::test_svd_square_meta_complex64 - RuntimeError: svd: LAPACK library not found in compilation
FAILED test/test_linalg.py::TestLinalgMETA::test_svd_square_meta_float32 - RuntimeError: svd: LAPACK library not found in compilation
FAILED test/test_linalg.py::TestLinalgMETA::test_svd_square_meta_float64 - RuntimeError: svd: LAPACK library not found in compilation
FAILED test/test_linalg.py::TestLinalgMETA::test_svd_tall_all_col_maj_meta_float32 - RuntimeError: svd: LAPACK library not found in compilation
FAILED test/test_linalg.py::TestLinalgMETA::test_svd_tall_all_col_maj_meta_float64 - RuntimeError: svd: LAPACK library not found in compilation
FAILED test/test_linalg.py::TestLinalgMETA::test_svd_tall_all_meta_float32 - RuntimeError: svd: LAPACK library not found in compilation
FAILED test/test_linalg.py::TestLinalgMETA::test_svd_tall_all_meta_float64 - RuntimeError: svd: LAPACK library not found in compilation
FAILED test/test_linalg.py::TestLinalgMETA::test_svd_tall_some_col_maj_meta_float32 - RuntimeError: svd: LAPACK library not found in compilation
FAILED test/test_linalg.py::TestLinalgMETA::test_svd_tall_some_col_maj_meta_float64 - RuntimeError: svd: LAPACK library not found in compilation
FAILED test/test_linalg.py::TestLinalgMETA::test_svd_tall_some_meta_float32 - RuntimeError: svd: LAPACK library not found in compilation
FAILED test/test_linalg.py::TestLinalgMETA::test_svd_tall_some_meta_float64 - RuntimeError: svd: LAPACK library not found in compilation
FAILED test/test_linalg.py::TestLinalgCUDA::test_inverse_cuda_complex128 - RuntimeError: svd: LAPACK library not found in compilation
FAILED test/test_linalg.py::TestLinalgCUDA::test_inverse_cuda_complex64 - RuntimeError: svd: LAPACK library not found in compilation
FAILED test/test_linalg.py::TestLinalgCUDA::test_inverse_cuda_float32 - RuntimeError: svd: LAPACK library not found in compilation
FAILED test/test_linalg.py::TestLinalgCUDA::test_inverse_cuda_float64 - RuntimeError: svd: LAPACK library not found in compilation
FAILED test/test_linalg.py::TestLinalgCUDA::test_svd_lowrank_cuda_float64 - RuntimeError: Calling torch.lu on a CUDA tensor requires compiling PyTorch with MAGMA. lease rebuild with MAGMA.
FAILED test/test_linalg.py::TestLinalgCUDA::test_svd_square_col_maj_cuda_float32 - RuntimeError: svd: LAPACK library not found in compilation
FAILED test/test_linalg.py::TestLinalgCUDA::test_svd_square_col_maj_cuda_float64 - RuntimeError: svd: LAPACK library not found in compilation
FAILED test/test_linalg.py::TestLinalgCUDA::test_svd_square_cuda_complex128 - RuntimeError: svd: LAPACK library not found in compilation
FAILED test/test_linalg.py::TestLinalgCUDA::test_svd_square_cuda_complex64 - RuntimeError: svd: LAPACK library not found in compilation
FAILED test/test_linalg.py::TestLinalgCUDA::test_svd_square_cuda_float32 - RuntimeError: svd: LAPACK library not found in compilation
FAILED test/test_linalg.py::TestLinalgCUDA::test_svd_square_cuda_float64 - RuntimeError: svd: LAPACK library not found in compilation
FAILED test/test_linalg.py::TestLinalgCUDA::test_svd_tall_all_col_maj_cuda_float32 - RuntimeError: svd: LAPACK library not found in compilation
FAILED test/test_linalg.py::TestLinalgCUDA::test_svd_tall_all_col_maj_cuda_float64 - RuntimeError: svd: LAPACK library not found in compilation
FAILED test/test_linalg.py::TestLinalgCUDA::test_svd_tall_all_cuda_float32 - RuntimeError: svd: LAPACK library not found in compilation
FAILED test/test_linalg.py::TestLinalgCUDA::test_svd_tall_all_cuda_float64 - RuntimeError: svd: LAPACK library not found in compilation
FAILED test/test_linalg.py::TestLinalgCUDA::test_svd_tall_some_col_maj_cuda_float32 - RuntimeError: svd: LAPACK library not found in compilation
FAILED test/test_linalg.py::TestLinalgCUDA::test_svd_tall_some_col_maj_cuda_float64 - RuntimeError: svd: LAPACK library not found in compilation
FAILED test/test_linalg.py::TestLinalgCUDA::test_svd_tall_some_cuda_float32 - RuntimeError: svd: LAPACK library not found in compilation
FAILED test/test_linalg.py::TestLinalgCUDA::test_svd_tall_some_cuda_float64 - RuntimeError: svd: LAPACK library not found in compilation
```
</details>

Fixes https://github.com/pytorch/pytorch/issues/59662

cc mruberry jianyuh nikitaved pearu walterddr IvanYashchuk xwang233 Lezcano

Pull Request resolved: https://github.com/pytorch/pytorch/pull/64930

Reviewed By: H-Huang

Differential Revision: D31137652

Pulled By: mruberry

fbshipit-source-id: c969f75d7cf185765211004a0878e7c8a5d3cbf7
2021-09-29 21:31:14 -07:00
haozhe.zhu
752a820230 Bf16 matmul (#64619)
Summary:
Re-create PR to fix https://github.com/pytorch/pytorch/pull/61891.

Drop the support for addbmm.

Pull Request resolved: https://github.com/pytorch/pytorch/pull/64619

Reviewed By: jbschlosser

Differential Revision: D30902995

Pulled By: VitalyFedyunin

fbshipit-source-id: dc318d73adff8f6974c9752d0d097e69276f8206
2021-09-17 10:31:56 -07:00
Natalia Gimelshein
e777e1b01c Revert D29998114: [pytorch][PR] enable bf16 mkldnn path for gemm
Test Plan: revert-hammer

Differential Revision:
D29998114 (acc9f9afc8)

Original commit changeset: 459dc5874c63

fbshipit-source-id: 1994623a3afc22a94bd0cf5de766b023185f5238
2021-09-07 18:45:13 -07:00
lezcano
566ee1217f Use trsm for triangular_solve in CPU (#63567)
Summary:
Pull Request resolved: https://github.com/pytorch/pytorch/pull/63567

The current implementation called trtrs for CPU and trsm for CUDA.
See https://github.com/pytorch/pytorch/issues/56326#issuecomment-825496115 for a discussion on the differences between
these two functions and why we prefer trsm vs trtrs on CUDA.

This PR also exposes the `side` argument of this function which is used
in the second PR of this stack to optimise the number copies one needs to make
when preparing the arguments to be sent to the backends.

It also changes the use of `bool`s to a common enum type to represent
whether a matrix is transposed / conj transposed, etc. This makes the API
consistent, as before, the behaviour of these functions with `transpose=True`
and `conjugate_transpose=True` it was not well defined.
Functions to transform this type into the specific types / chars for the different
libraries are provided under the names `to_blas`, `to_lapack`, `to_magma`, etc.

This is the first of a stack of PRs that aim to improve the performance of
`linalg.solve_triangular`. `trsm` has an extra parameter (`side`), which allows to
ellide the copy of the triangular matrix in many cases.

Fixes https://github.com/pytorch/pytorch/issues/56326

Test Plan: Imported from OSS

Reviewed By: malfet

Differential Revision: D30566479

Pulled By: mruberry

fbshipit-source-id: 3831af9b51e09fbfe272c17c88c21ecf45413212
2021-09-07 17:26:17 -07:00
haozhe.zhu
acc9f9afc8 enable bf16 mkldnn path for gemm (#61891)
Summary:
# Goal: Integrate mkldnn bf16 Gemm to pytorch

## BF16 Suport for mm, addmm, bmm, addbmm, baddbmm, mv, addmv, dot (with mkldnn matmul primitive):
https://oneapi-src.github.io/oneDNN/group__dnnl__api__matmul.html
For gemm related ops, we keep all inputs under plain format. So we will not introduce opaque tensor for these ops to save mem copy here.

![mkldnn bf16 gemm integration](https://user-images.githubusercontent.com/54701539/126263077-4b5134e1-52a7-4fad-94fb-19e13a0377f6.png)

The minimized integration is only dispatch to mkldnn in addmm, but for gemm with 3-D input (with additional dim for"batch") this will call mkldnn gemm for "batch" times. Since mkldnn matmul support input with multiple dims, we directly dispatch to mkldnn gemm in {bmm, addbmm, baddbmm} to reduce the time to create mkldnn memory desc, primitive, etc.

For the different definition for "bias" between mkldnn(which must be shape of (1, N)) and pytorch (which can be same shape with gemm result (M, N)), we use a fused sum to handle it.

## User Case:
User case is exactly same with before because no opaque tensor's is introduced. Since the pytorch has already support bf16 data type with CPU tensor before, we can leverage the existed bf16 gemm UT.

## Gemm performance gain on CPX 28Cores/Socket:
Note: data is collected using PyTorch operator benchmarks: https://github.com/pytorch/pytorch/tree/master/benchmarks/operator_benchmark (with adding bfloat16 dtype)

### use 1 thread on 1 core
### torch.addmm (M, N) * (N, K) + (M, K)
| impl |16x16x16|32x32x32| 64x64x64 | 128x128x128| 256x256x256| 512x512x512|1024x1024x1024|
|:---:|:---:| :---: | :---: | :---: | :---: | :---: | :---: |
| aten-fp32| 4.115us|4.583us|8.230us|26.972us|211.857us|1.458ms|11.258ms|
| aten-bf16 | 15.812us| 105.087us|801.787us|3.767ms|20.274ms|122.440ms|836.453ms|
| mkldnn-bf16 |20.561us |22.510us|24.551us|37.709us|143.571us|0.835ms|5.76ms|

We can see mkldnn-bf16 are better than aten bf16, but for smaller shapes, mkldnn bf16 are not better than aten fp32. This is because onednn overhead, this overhead more like a "constant" overhead and while problems get larger, we can ignore it. Also we are continue optimize the kernel efficiency and decrease the overhead as well.

More shapes
| impl |1x2048x2048|2048x1x2048| 2048x2048x1 |
|:---:|:---:| :---: | :---: |
| aten-fp32| 0.640ms|3.794ms|0.641ms|
| aten-bf16 | 2.924ms| 3.868ms|23.413ms|
| mkldnn-bf16 |0.335ms |4.490ms|0.368ms|

### use 1 socket (28 thread, 28 core)
| impl | 256x256x256| 512x512x512|1024x1024x1024| 2048x2048x2048|4096x4096x4096|
|:---:| :---: | :---: | :---: | :---: | :---: |
| aten-fp32| 35.943us |140.315us|643.510us|5.827ms|41.761ms|
| mkldnn-bf16 |53.432us|114.716us|421.858us|2.863ms|23.029ms|

More shapes
| impl |128x2048x2048|2048x128x2048| 2048x2048x128 |
|:---:|:---:| :---: | :---: |
| aten-fp32| 0.561ms|0.458ms|0.406ms|
| mkldnn-bf16 |0.369ms |0.331ms|0.239ms|

We dose not show aten-bf16 for this case since aten-bf16 always compute as single thread and the performance is extreme poor. The trend for this case is similar for 1 thread on 1 core.

Pull Request resolved: https://github.com/pytorch/pytorch/pull/61891

Reviewed By: iramazanli

Differential Revision: D29998114

Pulled By: VitalyFedyunin

fbshipit-source-id: 459dc5874c638d62f290c96684ca0a694ded4b5a
2021-09-07 13:00:37 -07:00
Philip Meier
26b7ff5aea deprecate dtype getters from torch.testing namespace (#63554)
Summary:
Pull Request resolved: https://github.com/pytorch/pytorch/pull/63554

Following https://github.com/pytorch/pytorch/pull/61840#issuecomment-884087809, this deprecates all the dtype getters publicly exposed in the `torch.testing` namespace. The reason for this twofold:

1. If someone is not familiar with the C++ dispatch macros PyTorch uses, the names are misleading. For example `torch.testing.floating_types()` will only give you `float32` and `float64` skipping `float16` and `bfloat16`.
2. The dtype getters provide very minimal functionality that can be easily emulated by downstream libraries.

We thought about [providing an replacement](https://gist.github.com/pmeier/3dfd2e105842ad0de4505068a1a0270a), but ultimately decided against it. The major problem is BC: by keeping it, either the namespace is getting messy again after a new dtype is added or we need to somehow version the return values of the getters.

Test Plan: Imported from OSS

Reviewed By: H-Huang

Differential Revision: D30662206

Pulled By: mruberry

fbshipit-source-id: a2bdb10ab02ae665df1b5b76e8afa9af043bbf56
2021-09-07 08:58:51 -07:00
Ivan Yashchuk
32fbeb170d Update error messages that use LAPACK error codes (#63864)
Summary:
This PR updates the` batchCheckErrors` and `singleCheckErrors` functions so that the error messages are defined only once.
`batchCheckErrors` function reuses `singleCheckErrors` now.

Fixes https://github.com/pytorch/pytorch/issues/63220, fixes https://github.com/pytorch/pytorch/issues/59779

cc jianyuh nikitaved pearu mruberry heitorschueroff walterddr IvanYashchuk xwang233 Lezcano

Pull Request resolved: https://github.com/pytorch/pytorch/pull/63864

Reviewed By: ngimel

Differential Revision: D30672933

Pulled By: mruberry

fbshipit-source-id: 0ba37ff98ef278efdb12c3890aa07d687047da7a
2021-09-07 00:05:46 -07:00
anjali411
5d80a48cef Add fast path for addmm when the inputs are conjugate (#59380)
Summary: Pull Request resolved: https://github.com/pytorch/pytorch/pull/59380

Test Plan: Imported from OSS

Reviewed By: ngimel

Differential Revision: D28898374

Pulled By: anjali411

fbshipit-source-id: eab0e64d37bb57c18b54cabb8e5c00666338ba04
2021-09-01 16:34:02 -07:00
Kushashwa Ravi Shrimali
d37636901e [Doc] make_tensor to torch.testing module (#63925)
Summary:
This PR aims to add `make_tensor` to the `torch.testing` module in PyTorch docs.

TODOs:

* [x] Add examples

cc: pmeier mruberry brianjo

Pull Request resolved: https://github.com/pytorch/pytorch/pull/63925

Reviewed By: ngimel

Differential Revision: D30633487

Pulled By: mruberry

fbshipit-source-id: 8e5a1f880c6ece5925b4039fee8122bd739538af
2021-08-30 12:25:40 -07:00
Shen Li
1022443168 Revert D30279364: [codemod][lint][fbcode/c*] Enable BLACK by default
Test Plan: revert-hammer

Differential Revision:
D30279364 (b004307252)

Original commit changeset: c1ed77dfe43a

fbshipit-source-id: eab50857675c51e0088391af06ec0ecb14e2347e
2021-08-12 11:45:01 -07:00
Zsolt Dollenstein
b004307252 [codemod][lint][fbcode/c*] Enable BLACK by default
Test Plan: manual inspection & sandcastle

Reviewed By: zertosh

Differential Revision: D30279364

fbshipit-source-id: c1ed77dfe43a3bde358f92737cd5535ae5d13c9a
2021-08-12 10:58:35 -07:00
Raghav Kansal
6d21e36f21 LU solve uses cuBLAS and cuSOLVER for matrices with dim > 1024 (#61815)
Summary:
This PR builds off of https://github.com/pytorch/pytorch/issues/59148 and modifies the `lu_solve` routine to avoid MAGMA for `b` or `lu_data` matrices with any dimension > 1024, since MAGMA has a bug when dealing with such matrices (https://bitbucket.org/icl/magma/issues/19/dgesv_batched-dgetrs_batched-fails-for).
Fixes https://github.com/pytorch/pytorch/issues/36921
Fixes https://github.com/pytorch/pytorch/issues/61929

Pull Request resolved: https://github.com/pytorch/pytorch/pull/61815

Reviewed By: anjali411

Differential Revision: D30199618

Pulled By: ngimel

fbshipit-source-id: 06870793f697e9c35aaaa8254b8a8b1a38bd3aa9
2021-08-10 11:07:16 -07:00
Rong Rong (AI Infra)
3782f3eced Enable upper for torch.linalg.cholesky (#62434)
Summary:
Fixes https://github.com/pytorch/pytorch/issues/61988

Pull Request resolved: https://github.com/pytorch/pytorch/pull/62434

Reviewed By: seemethere, tktrungna

Differential Revision: D30079806

Pulled By: walterddr

fbshipit-source-id: 044efb96525155c9bc7953ac4ad47c1b7c12fb20
2021-08-09 09:28:33 -07:00
Ivan Yashchuk
3c0c1c4ecb Fix incorrectly sized tensors for svd when full_matrices=False (#62022)
Summary:
Before this PR for m x n input matrix, the return matrices were always allocated as m x m and n x n and then narrowed.
This unnecessarily requires a lot of memory that is then discarded.
With this PR when `compute_uv=True and full_matrices=False` correctly sized tensors are allocated. Moreover, if `compute_uv=False` U, V matrices are not allocated as they are not needed. However, cusolver's gesvdj routines fail when these matrices are not allocated, which is a bug, so this allocation is done separately in cusolver specific code path.

MAGMA doesn't work for this input because it tries to allocate a large matrix internally (ROCm doesn't work as it uses MAGMA). Example error:
```
CUBLAS error: memory mapping error (11) in magma_sgelqf at /opt/conda/conda-bld/magma-cuda110_1598416697386/work/src/sgelqf.cpp:161
CUBLAS error: out of memory (3) in magma_sgeqrf2_gpu at /opt/conda/conda-bld/magma-cuda110_1598416697386/work/src/sgeqrf2_gpu.cpp:145
CUBLAS error: not initialized (1) in magma_sgeqrf2_gpu at /opt/conda/conda-bld/magma-cuda110_1598416697386/work/src/sgeqrf2_gpu.cpp:145
MAGMA error: function-specific error, see documentation (1) in magma_sgeqrf2_gpu at /opt/conda/conda-bld/magma-cuda110_1598416697386/work/src/sgeqrf2_gpu.cpp:145
MAGMA error: function-specific error, see documentation (1) in magma_sgeqrf2_gpu at /opt/conda/conda-bld/magma-cuda110_1598416697386/work/src/sgeqrf2_gpu.cpp:145
python: /opt/conda/conda-bld/magma-cuda110_1598416697386/work/interface_cuda/interface.cpp:806: void magma_queue_create_internal(magma_device_t, magma_queue**, const char*, const char*, int): Assertion `queue->dAarray__ != __null' failed.
Aborted (core dumped)
```

Fixes https://github.com/pytorch/pytorch/issues/61949.

Pull Request resolved: https://github.com/pytorch/pytorch/pull/62022

Reviewed By: heitorschueroff

Differential Revision: D29994429

Pulled By: ngimel

fbshipit-source-id: c3f7744d7adc5fd6787f6cbb1ec41405f89a6d4c
2021-07-30 10:27:13 -07:00
Xiao Wang
d57ce8cf89 [Linalg] Add cusolver syevjBatched path for torch.linalg.eigh when cuda >= 11.3 U1 (#62003)
Summary:
This PR adds the `cusolverDn<T>SyevjBatched` fuction to the backend of `torch.linalg.eigh` (eigenvalue solver for Hermitian matrix). Using the heuristics from https://github.com/pytorch/pytorch/pull/53040#issuecomment-788264724 and my local tests, the `syevj_batched` path is only used when `batch_size > 1` and `matrix_size <= 32`. This would give us huge performance boost in those cases.

Since there were known numerical issues on cusolver `syevj_batched` before cuda 11.3 update 1, this PR only enables the dispatch when cuda version is no less than that.

See also https://github.com/pytorch/pytorch/issues/42666 #47953 https://github.com/pytorch/pytorch/issues/53040

Pull Request resolved: https://github.com/pytorch/pytorch/pull/62003

Reviewed By: heitorschueroff

Differential Revision: D30006316

Pulled By: ngimel

fbshipit-source-id: 3a65c5fc9adbbe776524f8957df5442c3d3aeb8e
2021-07-30 00:35:21 -07:00
Rong Rong (AI Infra)
65ab861ec6 fix mm not correctly report TORCH_CHECK failure issue (#61394)
Summary:
fixes https://github.com/pytorch/pytorch/issues/61291.

Pull Request resolved: https://github.com/pytorch/pytorch/pull/61394

Reviewed By: zhouzhuojie, seemethere

Differential Revision: D29614208

Pulled By: walterddr

fbshipit-source-id: f49a15dde708e30b06059b47fae1cda7c2c3571c
2021-07-12 12:50:51 -07:00
Xiao Wang
c18017190b Relax some linalg test tolerances (#61101)
Summary:
We are seeing some test failures on A100 machine, though TF32 matmul is not involved in these cases.

I tried `svd_lowrank` test. It passed while testing itself, but failed when I run the whole test suite. It's probably some random seed issue. Relax test tolerance would be much easier to do.

Some SVD tests failed when we compare CPU float32 vs GPU float32. Since linear algebra are sort of unstable at single precision, comparing two single precision results may give some false positives. So we calculate CPU results in float64 or complex128, which is much more accurate.

Pull Request resolved: https://github.com/pytorch/pytorch/pull/61101

Reviewed By: ngimel

Differential Revision: D29593483

Pulled By: mruberry

fbshipit-source-id: 3df651e3cca1b0effc1a4ae29d4f26b1cb4082ed
2021-07-12 09:17:59 -07:00
gmagogsfm
a46d4212bf Allow dims=0 in torch.tensordot call (#61331)
Summary:
In one of my previous PRs that rewrite `tensordot` implementation, I mistakenly take empty value of `dims_a` and `dims_b` as illegal values. This turns out to be not true. Empty `dims_a` and `dims_b` are supported, in fact common when `dims` is passed as an integer. This PR removes the unnecessary check.

Fixes https://github.com/pytorch/pytorch/issues/61096

Pull Request resolved: https://github.com/pytorch/pytorch/pull/61331

Reviewed By: eellison

Differential Revision: D29578910

Pulled By: gmagogsfm

fbshipit-source-id: 96e58164491a077ddc7a1d6aa6ccef8c0c9efda2
2021-07-10 17:05:20 -07:00
Ivan Yashchuk
9dd1824741 Fix dispatch keys for eigh, lu_solve (#60945)
Summary:
I added a test to `test_ops.py` that verifies that the op can run correctly from different cuda devices. This test revealed that `linalg_eigh`, `linalg_eigvalsh`, `linalg_matrix_rank`, `linalg_pinv` were failing. `matrix_rank` and `pinv` are calling `eigh` internally.

`linalg_eigh` and `lu_solve` internally use dispatch stubs, so they should be registered with `CPU, CUDA` dispatch keys. The generated code includes device guards in this case and the problem is not present.

Implemented a better out variant for `eigvalsh` and registered it with `CPU, CUDA` dispatch keys.

~I added a device guard to `linalg_eigh_kernel` as a fix for `eigvalsh` function. This function needs to be registered as CompositeImplicitAutograd, because it calls `at::linalg_eigh` if `at::GradMode::is_enabled()`.~

Fixes https://github.com/pytorch/pytorch/issues/60892.

Pull Request resolved: https://github.com/pytorch/pytorch/pull/60945

Reviewed By: mruberry

Differential Revision: D29589580

Pulled By: ngimel

fbshipit-source-id: 5851605958bdfc3a1a1768263934619449957168
2021-07-07 16:28:22 -07:00