"""Various linear algebra utility methods for internal use. """ import torch def is_sparse(A): """Check if tensor A is a sparse tensor""" if isinstance(A, torch.Tensor): return A.layout == torch.sparse_coo raise TypeError("expected Tensor but got %s" % (type(A).__name__)) def get_floating_dtype(A): """Return the floating point dtype of tensor A. Integer types map to float32. """ dtype = A.dtype if dtype in (torch.float16, torch.float32, torch.float64): return dtype return torch.float32 def matmul(A, B): # type: (Optional[Tensor], Tensor) -> Tensor """Multiply two matrices. If A is None, return B. A can be sparse or dense. B is always dense. """ if A is None: return B if is_sparse(A): return torch.sparse.mm(A, B) return torch.matmul(A, B) def conjugate(A): """Return conjugate of tensor A. .. note:: If A's dtype is not complex, A is returned. """ if A.is_complex(): return A.conj() return A def transpose(A): """Return transpose of a matrix or batches of matrices. """ ndim = len(A.shape) return A.transpose(ndim - 1, ndim - 2) def transjugate(A): """Return transpose conjugate of a matrix or batches of matrices. """ return conjugate(transpose(A)) def bform(X, A, Y): # type: (Tensor, Optional[Tensor], Tensor) -> Tensor """Return bilinear form of matrices: :math:`X^T A Y`. """ return matmul(transpose(X), matmul(A, Y)) def qform(A, S): # type: (Optional[Tensor], Tensor) -> Tensor """Return quadratic form :math:`S^T A S`. """ return bform(S, A, S) def basis(A): """Return orthogonal basis of A columns. """ if A.is_cuda: # torch.orgqr is not available in CUDA Q, _ = torch.qr(A, some=True) else: Q = torch.orgqr(*torch.geqrf(A)) return Q def symeig(A, largest=False, eigenvectors=True): # type: (Tensor, Optional[bool], Optional[bool]) -> Tuple[Tensor, Tensor] """Return eigenpairs of A with specified ordering. """ if largest is None: largest = False if eigenvectors is None: eigenvectors = True E, Z = torch.symeig(A, eigenvectors, True) # assuming that E is ordered if largest: E = torch.flip(E, dims=(-1,)) Z = torch.flip(Z, dims=(-1,)) return E, Z