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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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.

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
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
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
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#47953https://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
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
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
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