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"""Various linear algebra utility methods for internal use. | |
""" | |
from typing import Optional, Tuple | |
import torch | |
from torch import Tensor | |
def is_sparse(A): | |
"""Check if tensor A is a sparse tensor""" | |
if isinstance(A, torch.Tensor): | |
return A.layout == torch.sparse_coo | |
error_str = "expected Tensor" | |
if not torch.jit.is_scripting(): | |
error_str += f" but got {type(A)}" | |
raise TypeError(error_str) | |
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: Optional[Tensor], B: 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: Tensor, A: Optional[Tensor], Y: Tensor) -> Tensor: | |
"""Return bilinear form of matrices: :math:`X^T A Y`.""" | |
return matmul(transpose(X), matmul(A, Y)) | |
def qform(A: Optional[Tensor], S: Tensor): | |
"""Return quadratic form :math:`S^T A S`.""" | |
return bform(S, A, S) | |
def basis(A): | |
"""Return orthogonal basis of A columns.""" | |
return torch.linalg.qr(A).Q | |
def symeig(A: Tensor, largest: Optional[bool] = False) -> Tuple[Tensor, Tensor]: | |
"""Return eigenpairs of A with specified ordering.""" | |
if largest is None: | |
largest = False | |
E, Z = torch.linalg.eigh(A, UPLO="U") | |
# assuming that E is ordered | |
if largest: | |
E = torch.flip(E, dims=(-1,)) | |
Z = torch.flip(Z, dims=(-1,)) | |
return E, Z | |
# These functions were deprecated and removed | |
# This nice error message can be removed in version 1.13+ | |
def matrix_rank(input, tol=None, symmetric=False, *, out=None) -> Tensor: | |
raise RuntimeError( | |
"This function was deprecated since version 1.9 and is now removed.\n" | |
"Please use the `torch.linalg.matrix_rank` function instead. " | |
"The parameter 'symmetric' was renamed in `torch.linalg.matrix_rank()` to 'hermitian'." | |
) | |
def solve(input: Tensor, A: Tensor, *, out=None) -> Tuple[Tensor, Tensor]: | |
raise RuntimeError( | |
"This function was deprecated since version 1.9 and is now removed. " | |
"`torch.solve` is deprecated in favor of `torch.linalg.solve`. " | |
"`torch.linalg.solve` has its arguments reversed and does not return the LU factorization.\n\n" | |
"To get the LU factorization see `torch.lu`, which can be used with `torch.lu_solve` or `torch.lu_unpack`.\n" | |
"X = torch.solve(B, A).solution " | |
"should be replaced with:\n" | |
"X = torch.linalg.solve(A, B)" | |
) | |
def lstsq(input: Tensor, A: Tensor, *, out=None) -> Tuple[Tensor, Tensor]: | |
raise RuntimeError( | |
"This function was deprecated since version 1.9 and is now removed. " | |
"`torch.lstsq` is deprecated in favor of `torch.linalg.lstsq`.\n" | |
"`torch.linalg.lstsq` has reversed arguments and does not return the QR decomposition in " | |
"the returned tuple (although it returns other information about the problem).\n\n" | |
"To get the QR decomposition consider using `torch.linalg.qr`.\n\n" | |
"The returned solution in `torch.lstsq` stored the residuals of the solution in the " | |
"last m - n columns of the returned value whenever m > n. In torch.linalg.lstsq, " | |
"the residuals are in the field 'residuals' of the returned named tuple.\n\n" | |
"The unpacking of the solution, as in\n" | |
"X, _ = torch.lstsq(B, A).solution[:A.size(1)]\n" | |
"should be replaced with:\n" | |
"X = torch.linalg.lstsq(A, B).solution" | |
) | |
def _symeig( | |
input, eigenvectors=False, upper=True, *, out=None | |
) -> Tuple[Tensor, Tensor]: | |
raise RuntimeError( | |
"This function was deprecated since version 1.9 and is now removed. " | |
"The default behavior has changed from using the upper triangular portion of the matrix by default " | |
"to using the lower triangular portion.\n\n" | |
"L, _ = torch.symeig(A, upper=upper) " | |
"should be replaced with:\n" | |
"L = torch.linalg.eigvalsh(A, UPLO='U' if upper else 'L')\n\n" | |
"and\n\n" | |
"L, V = torch.symeig(A, eigenvectors=True) " | |
"should be replaced with:\n" | |
"L, V = torch.linalg.eigh(A, UPLO='U' if upper else 'L')" | |
) | |
def eig( | |
self: Tensor, eigenvectors: bool = False, *, e=None, v=None | |
) -> Tuple[Tensor, Tensor]: | |
raise RuntimeError( | |
"This function was deprecated since version 1.9 and is now removed. " | |
"`torch.linalg.eig` returns complex tensors of dtype `cfloat` or `cdouble` rather than real tensors " | |
"mimicking complex tensors.\n\n" | |
"L, _ = torch.eig(A) " | |
"should be replaced with:\n" | |
"L_complex = torch.linalg.eigvals(A)\n\n" | |
"and\n\n" | |
"L, V = torch.eig(A, eigenvectors=True) " | |
"should be replaced with:\n" | |
"L_complex, V_complex = torch.linalg.eig(A)" | |
) | |