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Implement gesdd #899

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Implement gesdd #899

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8963eea
Add necessary files for gesdd, stub implementation
jmachado-amd Feb 13, 2025
ec890ef
Minimal working implementation
jmachado-amd Feb 14, 2025
f68d422
Tidy-up sources
jmachado-amd Feb 19, 2025
1c16d43
Small changes
jmachado-amd Feb 21, 2025
c33d0f3
Update tests
jmachado-amd Feb 25, 2025
4e9d288
Update main `gesdd` method
jmachado-amd Feb 25, 2025
0612272
Merge remote-tracking branch 'origin/develop' into implement-minimal-…
jmachado-amd Feb 25, 2025
67bf799
Update error bounds of orthogonality tests
jmachado-amd Feb 26, 2025
197b844
Update test tolerance
jmachado-amd Feb 26, 2025
61b9a44
Update gesdd_getMemorySize method
jmachado-amd Mar 5, 2025
8876006
Update changelog and code comments
jmachado-amd Mar 5, 2025
53f3558
Implement review comment
jmachado-amd Mar 5, 2025
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1 change: 1 addition & 0 deletions clients/CMakeLists.txt
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Original file line number Diff line number Diff line change
Expand Up @@ -115,6 +115,7 @@ if(BUILD_CLIENTS_BENCHMARKS OR BUILD_CLIENTS_TESTS)
common/lapack/testing_getrs.cpp
common/lapack/testing_gesv.cpp
common/lapack/testing_gesvd.cpp
common/lapack/testing_gesdd.cpp
common/lapack/testing_gesvdj.cpp
common/lapack/testing_gesvdx.cpp
common/lapack/testing_trtri.cpp
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32 changes: 32 additions & 0 deletions clients/common/lapack/testing_gesdd.cpp
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@@ -0,0 +1,32 @@
/* **************************************************************************
* Copyright (C) 2022-2024 Advanced Micro Devices, Inc. All rights reserved.
*
* Redistribution and use in source and binary forms, with or without
* modification, are permitted provided that the following conditions
* are met:
*
* 1. Redistributions of source code must retain the above copyright
* notice, this list of conditions and the following disclaimer.
*
* 2. Redistributions in binary form must reproduce the above copyright
* notice, this list of conditions and the following disclaimer in the
* documentation and/or other materials provided with the distribution.
*
* THIS SOFTWARE IS PROVIDED BY THE AUTHOR AND CONTRIBUTORS ``AS IS'' AND
* ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE
* IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE
* ARE DISCLAIMED. IN NO EVENT SHALL THE AUTHOR OR CONTRIBUTORS BE LIABLE
* FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR CONSEQUENTIAL
* DAMAGES (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS
* OR SERVICES; LOSS OF USE, DATA, OR PROFITS; OR BUSINESS INTERRUPTION)
* HOWEVER CAUSED AND ON ANY THEORY OF LIABILITY, WHETHER IN CONTRACT, STRICT
* LIABILITY, OR TORT (INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY
* OUT OF THE USE OF THIS SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF
* SUCH DAMAGE.
* *************************************************************************/

#include "testing_gesdd.hpp"

#define TESTING_GESDD(...) template void testing_gesdd<__VA_ARGS__>(Arguments&);

INSTANTIATE(TESTING_GESDD, FOREACH_MATRIX_DATA_LAYOUT, FOREACH_SCALAR_TYPE, APPLY_STAMP)
914 changes: 914 additions & 0 deletions clients/common/lapack/testing_gesdd.hpp
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249 changes: 249 additions & 0 deletions clients/common/misc/rocsolver.hpp
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Expand Up @@ -4170,6 +4170,255 @@ inline rocblas_status rocsolver_gesvd(bool STRIDED,
}
/********************************************************/

/******************** GESDD ********************/
// normal and strided_batched
inline rocblas_status rocsolver_gesdd(bool STRIDED,
rocblas_handle handle,
rocblas_svect leftv,
rocblas_svect rightv,
rocblas_int m,
rocblas_int n,
float* A,
rocblas_int lda,
rocblas_stride stA,
float abstol,
float* residual,
rocblas_int max_sweeps,
rocblas_int* n_sweeps,
float* S,
rocblas_stride stS,
float* U,
rocblas_int ldu,
rocblas_stride stU,
float* V,
rocblas_int ldv,
rocblas_stride stV,
rocblas_int* info,
rocblas_int bc)
{
return STRIDED ? rocsolver_sgesdd_strided_batched(handle, leftv, rightv, m, n, A, lda, stA,
// abstol, residual, max_sweeps, n_sweeps,
S, stS, U, ldu, stU, V, ldv, stV, info, bc)
: rocsolver_sgesdd(handle, leftv, rightv, m, n, A, lda,
// abstol, residual,
// max_sweeps, n_sweeps,
S, U, ldu, V, ldv, info);
}

inline rocblas_status rocsolver_gesdd(bool STRIDED,
rocblas_handle handle,
rocblas_svect leftv,
rocblas_svect rightv,
rocblas_int m,
rocblas_int n,
double* A,
rocblas_int lda,
rocblas_stride stA,
double abstol,
double* residual,
rocblas_int max_sweeps,
rocblas_int* n_sweeps,
double* S,
rocblas_stride stS,
double* U,
rocblas_int ldu,
rocblas_stride stU,
double* V,
rocblas_int ldv,
rocblas_stride stV,
rocblas_int* info,
rocblas_int bc)
{
return STRIDED ? rocsolver_dgesdd_strided_batched(handle, leftv, rightv, m, n, A, lda, stA,
// abstol, residual, max_sweeps, n_sweeps,
S,
stS, U, ldu, stU, V, ldv, stV, info, bc)
: rocsolver_dgesdd(handle, leftv, rightv, m, n, A, lda, // abstol, residual,
/* max_sweeps, n_sweeps, */
S, U, ldu, V, ldv, info);
}

inline rocblas_status rocsolver_gesdd(bool STRIDED,
rocblas_handle handle,
rocblas_svect leftv,
rocblas_svect rightv,
rocblas_int m,
rocblas_int n,
rocblas_float_complex* A,
rocblas_int lda,
rocblas_stride stA,
float abstol,
float* residual,
rocblas_int max_sweeps,
rocblas_int* n_sweeps,
float* S,
rocblas_stride stS,
rocblas_float_complex* U,
rocblas_int ldu,
rocblas_stride stU,
rocblas_float_complex* V,
rocblas_int ldv,
rocblas_stride stV,
rocblas_int* info,
rocblas_int bc)
{
return STRIDED ? rocsolver_cgesdd_strided_batched(handle, leftv, rightv, m, n, A, lda, stA,
/* abstol, residual, max_sweeps, n_sweeps,*/ S,
stS, U, ldu, stU, V, ldv, stV, info, bc)
: rocsolver_cgesdd(handle, leftv, rightv, m, n, A, lda, /*abstol, residual,
max_sweeps, n_sweeps,*/ S, U, ldu, V, ldv, info);
}

inline rocblas_status rocsolver_gesdd(bool STRIDED,
rocblas_handle handle,
rocblas_svect leftv,
rocblas_svect rightv,
rocblas_int m,
rocblas_int n,
rocblas_double_complex* A,
rocblas_int lda,
rocblas_stride stA,
double abstol,
double* residual,
rocblas_int max_sweeps,
rocblas_int* n_sweeps,
double* S,
rocblas_stride stS,
rocblas_double_complex* U,
rocblas_int ldu,
rocblas_stride stU,
rocblas_double_complex* V,
rocblas_int ldv,
rocblas_stride stV,
rocblas_int* info,
rocblas_int bc)
{
return STRIDED ? rocsolver_zgesdd_strided_batched(handle, leftv, rightv, m, n, A, lda, stA,
/* abstol, residual, max_sweeps, n_sweeps,*/ S,
stS, U, ldu, stU, V, ldv, stV, info, bc)
: rocsolver_zgesdd(handle, leftv, rightv, m, n, A, lda, /* abstol, residual,
max_sweeps, n_sweeps,*/ S, U, ldu, V, ldv, info);
}

// batched
inline rocblas_status rocsolver_gesdd(bool STRIDED,
rocblas_handle handle,
rocblas_svect leftv,
rocblas_svect rightv,
rocblas_int m,
rocblas_int n,
float* const A[],
rocblas_int lda,
rocblas_stride stA,
float abstol,
float* residual,
rocblas_int max_sweeps,
rocblas_int* n_sweeps,
float* S,
rocblas_stride stS,
float* U,
rocblas_int ldu,
rocblas_stride stU,
float* V,
rocblas_int ldv,
rocblas_stride stV,
rocblas_int* info,
rocblas_int bc)
{
return rocsolver_sgesdd_batched(handle, leftv, rightv, m, n, A, lda, /* abstol, residual,
max_sweeps, n_sweeps,*/ S, stS, U, ldu, stU, V, ldv, stV, info,
bc);
}

inline rocblas_status rocsolver_gesdd(bool STRIDED,
rocblas_handle handle,
rocblas_svect leftv,
rocblas_svect rightv,
rocblas_int m,
rocblas_int n,
double* const A[],
rocblas_int lda,
rocblas_stride stA,
double abstol,
double* residual,
rocblas_int max_sweeps,
rocblas_int* n_sweeps,
double* S,
rocblas_stride stS,
double* U,
rocblas_int ldu,
rocblas_stride stU,
double* V,
rocblas_int ldv,
rocblas_stride stV,
rocblas_int* info,
rocblas_int bc)
{
return rocsolver_dgesdd_batched(handle, leftv, rightv, m, n, A, lda, /*abstol, residual,
max_sweeps, n_sweeps,*/ S, stS, U, ldu, stU, V, ldv, stV, info,
bc);
}

inline rocblas_status rocsolver_gesdd(bool STRIDED,
rocblas_handle handle,
rocblas_svect leftv,
rocblas_svect rightv,
rocblas_int m,
rocblas_int n,
rocblas_float_complex* const A[],
rocblas_int lda,
rocblas_stride stA,
float abstol,
float* residual,
rocblas_int max_sweeps,
rocblas_int* n_sweeps,
float* S,
rocblas_stride stS,
rocblas_float_complex* U,
rocblas_int ldu,
rocblas_stride stU,
rocblas_float_complex* V,
rocblas_int ldv,
rocblas_stride stV,
rocblas_int* info,
rocblas_int bc)
{
return rocsolver_cgesdd_batched(handle, leftv, rightv, m, n, A, lda, /* abstol, residual,
max_sweeps, n_sweeps,*/ S, stS, U, ldu, stU, V, ldv, stV, info,
bc);
}

inline rocblas_status rocsolver_gesdd(bool STRIDED,
rocblas_handle handle,
rocblas_svect leftv,
rocblas_svect rightv,
rocblas_int m,
rocblas_int n,
rocblas_double_complex* const A[],
rocblas_int lda,
rocblas_stride stA,
double abstol,
double* residual,
rocblas_int max_sweeps,
rocblas_int* n_sweeps,
double* S,
rocblas_stride stS,
rocblas_double_complex* U,
rocblas_int ldu,
rocblas_stride stU,
rocblas_double_complex* V,
rocblas_int ldv,
rocblas_stride stV,
rocblas_int* info,
rocblas_int bc)
{
return rocsolver_zgesdd_batched(handle, leftv, rightv, m, n, A, lda, /* abstol, residual,
max_sweeps, n_sweeps,*/ S, stS, U, ldu, stU, V, ldv, stV, info,
bc);
}
/********************************************************/


/******************** GESVDJ ********************/
// normal and strided_batched
inline rocblas_status rocsolver_gesvdj(bool STRIDED,
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5 changes: 5 additions & 0 deletions clients/common/misc/rocsolver_dispatcher.hpp
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Expand Up @@ -75,6 +75,7 @@
#include "common/lapack/testing_gerq2_gerqf.hpp"
#include "common/lapack/testing_gesv.hpp"
#include "common/lapack/testing_gesvd.hpp"
#include "common/lapack/testing_gesdd.hpp"
#include "common/lapack/testing_gesvdj.hpp"
#include "common/lapack/testing_gesvdx.hpp"
#include "common/lapack/testing_getf2_getrf.hpp"
Expand Down Expand Up @@ -250,6 +251,10 @@ class rocsolver_dispatcher
{"gesvd", testing_gesvd<false, false, T>},
{"gesvd_batched", testing_gesvd<true, true, T>},
{"gesvd_strided_batched", testing_gesvd<false, true, T>},
// gesdd
{"gesdd", testing_gesdd<false, false, T>},
{"gesdd_batched", testing_gesdd<true, true, T>},
{"gesdd_strided_batched", testing_gesdd<false, true, T>},
// gesvdj
{"gesvdj", testing_gesvdj<false, false, T>},
{"gesvdj_batched", testing_gesvdj<true, true, T>},
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1 change: 1 addition & 0 deletions clients/gtest/CMakeLists.txt
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Expand Up @@ -56,6 +56,7 @@ set(roclapack_test_source
lapack/sygsx_hegsx_gtest.cpp
# singular value decomposition
lapack/gesvd_gtest.cpp
lapack/gesdd_gtest.cpp
lapack/gesvdj_gtest.cpp
lapack/gesvdx_gtest.cpp
# symmetric eigensolvers
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