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Add GPU-safe index selection for eig/eigh pullbacks #273

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Add GPU-safe index selection for eig/eigh pullbacks #273

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8 changes: 0 additions & 8 deletions ext/MatrixAlgebraKitCUDAExt/MatrixAlgebraKitCUDAExt.jl
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Original file line number Diff line number Diff line change
Expand Up @@ -207,14 +207,6 @@ function svd_pullback!(ΔA::AnyCuMatrix, A, USVᴴ, ΔUSVᴴ, ind::AnyCuVector;
return svd_pullback!(ΔA, A, USVᴴ, ΔUSVᴴ, collect(ind); kwargs...)
end

function eigh_pullback!(ΔA::AnyCuMatrix, A, DV, ΔDV, ind::AnyCuVector; kwargs...)
return eigh_pullback!(ΔA, A, DV, ΔDV, collect(ind); kwargs...)
end

function eig_pullback!(ΔA::AnyCuMatrix, A, DV, ΔDV, ind::AnyCuVector; kwargs...)
return eig_pullback!(ΔA, A, DV, ΔDV, collect(ind); kwargs...)
end

# have to override this as methods are missing in GPUArrays for the various
# views of Diagonal of ΔA
function svd_pushforward!(
Expand Down
22 changes: 22 additions & 0 deletions src/common/pullbacks.jl
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Expand Up @@ -13,3 +13,25 @@ iszerotangent(::Nothing) = true

# fallback
_sylvester(A, B, C) = LinearAlgebra.sylvester(A, B, C)

"""
select_indices(r::AbstractRange, ind)

Compute `r[ind]` without iterating over `ind`, so that this also works for an `ind` that
lives on a device.
"""
select_indices(r::AbstractRange, ind) = r[ind]
select_indices(r::AbstractRange, ind::AbstractRange{<:Integer}) = r[ind]
function select_indices(r::AbstractRange, ind::AbstractVector{<:Integer})
checkbounds(r, ind)
return first(r) .+ step(r) .* (ind .- 1)
end

"""
is_leading_index(ind, p::Int)

Check whether `ind` selects the first `p` values in order, i.e. whether `ind == 1:p`, without
iterating over `ind`, so that this also works for an `ind` that lives on a device.
"""
is_leading_index(ind::AbstractRange, p::Int) = ind == 1:p
is_leading_index(ind::AbstractVector, p::Int) = length(ind) == p && all(ind .== 1:p)
9 changes: 4 additions & 5 deletions src/pullbacks/eig.jl
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Original file line number Diff line number Diff line change
Expand Up @@ -5,12 +5,12 @@ function check_and_prepare_eig_cotangents(
)

n, p = size(V)
indD = axes(D, 1)[ind]
indV = axes(V, 2)[ind]
indD = select_indices(axes(D, 1), ind)
indV = select_indices(axes(V, 2), ind)
if !iszerotangent(ΔV)
n == size(ΔV, 1) || throw(DimensionMismatch())
length(indV) == size(ΔV, 2) || throw(DimensionMismatch())
if indV == 1:p
if is_leading_index(indV, p)
ΔV₁ = copy(ΔV)
else
ΔV₁ = zero(V)
Expand Down Expand Up @@ -41,8 +41,7 @@ function check_and_prepare_eig_cotangents(
if !iszerotangent(ΔDmat)
ΔD = diagview(ΔDmat)
length(indD) == length(ΔD) || throw(DimensionMismatch())
# needed to avoid GPUCompiler errors
VᴴAΔV[diagind(VᴴAΔV)[indD]] .+= ΔD
VᴴAΔV[select_indices(diagind(VᴴAΔV), indD)] .+= ΔD
else
ΔD = nothing
end
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9 changes: 4 additions & 5 deletions src/pullbacks/eigh.jl
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Original file line number Diff line number Diff line change
Expand Up @@ -5,12 +5,12 @@ function check_and_prepare_eigh_cotangents(
)

n, p = size(V)
indD = axes(D, 1)[ind]
indV = axes(V, 2)[ind]
indD = select_indices(axes(D, 1), ind)
indV = select_indices(axes(V, 2), ind)
if !iszerotangent(ΔV)
n == size(ΔV, 1) || throw(DimensionMismatch())
length(indV) == size(ΔV, 2) || throw(DimensionMismatch())
if indV == 1:p
if is_leading_index(indV, p)
ΔV₁ = copy(ΔV)
else
ΔV₁ = zero(V)
Expand Down Expand Up @@ -42,8 +42,7 @@ function check_and_prepare_eigh_cotangents(
if !iszerotangent(ΔDmat)
ΔD = diagview(ΔDmat)
length(indD) == length(ΔD) || throw(DimensionMismatch())
# needed to avoid GPUCompiler errors
VᴴAΔV[diagind(VᴴAΔV)[indD]] .+= real.(ΔD)
VᴴAΔV[select_indices(diagind(VᴴAΔV), indD)] .+= real.(ΔD)
else
ΔD = nothing
end
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