Reorganize /opencl and add missing matrix_cl overloads #1364
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| Original file line number | Diff line number | Diff line change |
|---|---|---|
| @@ -0,0 +1,43 @@ | ||
| #ifndef STAN_MATH_OPENCL_PRIM_CHOLESKY_DECOMPOSE_HPP | ||
| #define STAN_MATH_OPENCL_PRIM_CHOLESKY_DECOMPOSE_HPP | ||
| #ifdef STAN_OPENCL | ||
| #include <stan/math/opencl/matrix_cl.hpp> | ||
| #include <stan/math/opencl/cholesky_decompose.hpp> | ||
| #include <stan/math/opencl/copy_triangular.hpp> | ||
| #include <stan/math/prim/meta.hpp> | ||
| #include <cl.hpp> | ||
| #include <algorithm> | ||
| #include <cmath> | ||
|
|
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| namespace stan { | ||
| namespace math { | ||
| /** | ||
| * Returns the lower-triangular Cholesky factor (i.e., matrix | ||
| * square root) of the specified square, symmetric matrix on the OpenCL device. | ||
| * The return value \f$L\f$ will be a lower-traingular matrix such that the | ||
| * original matrix \f$A\f$ is given by <p>\f$A = L \times L^T\f$. | ||
| * @param A Input square matrix | ||
| * @return Square root of matrix. | ||
| * @throw std::domain_error if m is not a symmetric matrix or | ||
| * if m is not positive definite (if m has more than 0 elements) | ||
| */ | ||
| template <typename T, typename = require_floating_point_t<T>> | ||
| inline matrix_cl<T> cholesky_decompose(matrix_cl<T>& A) { | ||
| check_square("cholesky_decompose", "A", A); | ||
| check_symmetric("cholesky_decompose", "A", A); | ||
| matrix_cl<T> res = copy_cl(A); | ||
| if (res.rows() == 0) { | ||
| return res; | ||
| } | ||
| opencl::cholesky_decompose(res); | ||
| // check_pos_definite on matrix_cl is check_nan + check_diagonal_zeros | ||
| check_nan("cholesky_decompose (OpenCL)", "A", res); | ||
| check_diagonal_zeros("cholesky_decompose (OpenCL)", "A", res); | ||
| res.template zeros_strict_tri<matrix_cl_view::Upper>(); | ||
| return res; | ||
| } | ||
| } // namespace math | ||
| } // namespace stan | ||
|
|
||
| #endif | ||
| #endif |
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| Original file line number | Diff line number | Diff line change |
|---|---|---|
| @@ -0,0 +1,49 @@ | ||
| #ifndef STAN_MATH_OPENCL_PRIM_MDIVIDE_LEFT_TRI_LOW_HPP | ||
| #define STAN_MATH_OPENCL_PRIM_MDIVIDE_LEFT_TRI_LOW_HPP | ||
| #ifdef STAN_OPENCL | ||
| #include <stan/math/prim/mat/err/check_square.hpp> | ||
| #include <stan/math/prim/mat/err/check_multiplicable.hpp> | ||
| #include <stan/math/opencl/matrix_cl.hpp> | ||
| #include <stan/math/opencl/multiply.hpp> | ||
| #include <stan/math/opencl/tri_inverse.hpp> | ||
| namespace stan { | ||
| namespace math { | ||
|
|
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| /** | ||
| * Returns the solution of the system Ax=b when A is lower triangular. | ||
| * @tparam T1 type of elements in A | ||
| * @tparam T2 type of elements in b | ||
| * @param A Triangular matrix. | ||
| * @param b Right hand side matrix or vector. | ||
| * @return x = A^-1 b, solution of the linear system. | ||
| * @throws std::domain_error if A is not square or the rows of b don't | ||
| * match the size of A. | ||
| */ | ||
| template <typename T1, typename T2, | ||
| typename = require_all_floating_point_t<T1, T2>> | ||
| inline matrix_cl<return_type_t<T1, T2>> mdivide_left_tri_low( | ||
| const matrix_cl<T1>& A, const matrix_cl<T2>& b) { | ||
| check_square("mdivide_left_tri_low", "A", A); | ||
| check_multiplicable("mdivide_left_tri_low", "A", A, "b", b); | ||
| return tri_inverse<matrix_cl_view::Lower>(A) * b; | ||
|
There was a problem hiding this comment. In order to force the Lower I had to extend the tri_inverse with a template. The other option would be to force a change of A before calling tri_inverse but that changes the view for A globally, which is bad. The third option would be to have the "forced" view as an argument to tri_inverse. I am also fine with that. |
||
| } | ||
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| /** | ||
| * Returns the solution of the system Ax=b when A is triangular and b=I. | ||
| * @tparam T type of elements in A | ||
| * @tparam R1 number of rows in A | ||
| * @tparam C1 number of columns in A | ||
| * @param A Triangular matrix. | ||
| * @return x = A^-1 . | ||
| * @throws std::domain_error if A is not square | ||
| */ | ||
| template <typename T, typename = require_all_floating_point_t<T>> | ||
| inline matrix_cl<T> mdivide_left_tri_low(const matrix_cl<T>& A) { | ||
| check_square("mdivide_left_tri_low", "A", A); | ||
| return tri_inverse<matrix_cl_view::Lower>(A); | ||
| } | ||
|
|
||
| } // namespace math | ||
| } // namespace stan | ||
| #endif | ||
| #endif | ||
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| Original file line number | Diff line number | Diff line change |
|---|---|---|
| @@ -0,0 +1,33 @@ | ||
| #ifndef STAN_MATH_OPENCL_PRIM_MDIVIDE_RIGHT_TRI_LOW_HPP | ||
| #define STAN_MATH_OPENCL_PRIM_MDIVIDE_RIGHT_TRI_LOW_HPP | ||
| #ifdef STAN_OPENCL | ||
| #include <stan/math/prim/mat/err/check_square.hpp> | ||
| #include <stan/math/prim/mat/err/check_multiplicable.hpp> | ||
| #include <stan/math/opencl/matrix_cl.hpp> | ||
| #include <stan/math/opencl/multiply.hpp> | ||
| #include <stan/math/opencl/tri_inverse.hpp> | ||
| namespace stan { | ||
| namespace math { | ||
|
|
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| /** | ||
| * Returns the solution of the system Ax=b where A is a | ||
| * lower triangular matrix. | ||
| * @param A Matrix. | ||
| * @param b Right hand side matrix or vector. | ||
| * @return x = b * tri(A)^-1, solution of the linear system. | ||
| * @throws std::domain_error if A is not square or the rows of b don't | ||
| * match the size of A. | ||
| */ | ||
| template <typename T1, typename T2, | ||
| typename = require_all_floating_point_t<T1, T2>> | ||
| inline matrix_cl<return_type_t<T1, T2>> mdivide_right_tri_low( | ||
| const matrix_cl<T2>& b, const matrix_cl<T1>& A) { | ||
| check_square("mdivide_right_tri_low (OpenCL)", "A", A); | ||
| check_multiplicable("mdivide_right_tri_low (OpenCL)", "b", b, "A", A); | ||
| return b * tri_inverse<matrix_cl_view::Lower>(A); | ||
| } | ||
|
|
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| } // namespace math | ||
| } // namespace stan | ||
| #endif | ||
| #endif |
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This section was move to /prim. The actual implementation that was already in opencl:: was left in /opencl.