libeigen/eigen!2509 Closes #2868 Co-authored-by: Rasmus Munk Larsen <rmlarsen@gmail.com>
741 lines
23 KiB
C++
741 lines
23 KiB
C++
// This file is part of Eigen, a lightweight C++ template library
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// for linear algebra.
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//
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// Copyright (C) 2026 Rasmus Munk Larsen <rmlarsen@gmail.com>
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//
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// This Source Code Form is subject to the terms of the Mozilla
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// Public License v. 2.0. If a copy of the MPL was not distributed
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// with this file, You can obtain one at http://mozilla.org/MPL/2.0/.
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// SPDX-License-Identifier: MPL-2.0
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// Tests for cuBLAS GEMM dispatch via DeviceMatrix expression syntax.
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// Covers: d_C = d_A * d_B, adjoint, transpose, scaled, +=, .device(ctx).
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#define EIGEN_USE_GPU
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#include "main.h"
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#include <unsupported/Eigen/GPU>
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using namespace Eigen;
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// ---- Basic GEMM: C = A * B -------------------------------------------------
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template <typename Scalar>
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void test_gemm_basic(Index m, Index n, Index k) {
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using Mat = Eigen::Matrix<Scalar, Dynamic, Dynamic>;
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using RealScalar = typename NumTraits<Scalar>::Real;
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Mat A = Mat::Random(m, k);
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Mat B = Mat::Random(k, n);
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auto d_A = gpu::DeviceMatrix<Scalar>::fromHost(A);
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auto d_B = gpu::DeviceMatrix<Scalar>::fromHost(B);
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// Expression: d_C = d_A * d_B
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gpu::DeviceMatrix<Scalar> d_C;
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d_C = d_A * d_B;
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Mat C = d_C.toHost();
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Mat C_ref = A * B;
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RealScalar tol = RealScalar(k) * NumTraits<Scalar>::epsilon() * C_ref.norm();
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VERIFY((C - C_ref).norm() < tol);
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}
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// ---- GEMM with adjoint: C = A^H * B ----------------------------------------
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template <typename Scalar>
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void test_gemm_adjoint_lhs(Index m, Index n, Index k) {
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using Mat = Eigen::Matrix<Scalar, Dynamic, Dynamic>;
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using RealScalar = typename NumTraits<Scalar>::Real;
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Mat A = Mat::Random(k, m); // A is k×m, A^H is m×k
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Mat B = Mat::Random(k, n);
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auto d_A = gpu::DeviceMatrix<Scalar>::fromHost(A);
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auto d_B = gpu::DeviceMatrix<Scalar>::fromHost(B);
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gpu::DeviceMatrix<Scalar> d_C;
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d_C = d_A.adjoint() * d_B;
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Mat C = d_C.toHost();
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Mat C_ref = A.adjoint() * B;
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RealScalar tol = RealScalar(k) * NumTraits<Scalar>::epsilon() * C_ref.norm();
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VERIFY((C - C_ref).norm() < tol);
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}
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// ---- GEMM with transpose: C = A * B^T --------------------------------------
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template <typename Scalar>
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void test_gemm_transpose_rhs(Index m, Index n, Index k) {
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using Mat = Eigen::Matrix<Scalar, Dynamic, Dynamic>;
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using RealScalar = typename NumTraits<Scalar>::Real;
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Mat A = Mat::Random(m, k);
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Mat B = Mat::Random(n, k); // B is n×k, B^T is k×n
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auto d_A = gpu::DeviceMatrix<Scalar>::fromHost(A);
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auto d_B = gpu::DeviceMatrix<Scalar>::fromHost(B);
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gpu::DeviceMatrix<Scalar> d_C;
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d_C = d_A * d_B.transpose();
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Mat C = d_C.toHost();
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Mat C_ref = A * B.transpose();
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RealScalar tol = RealScalar(k) * NumTraits<Scalar>::epsilon() * C_ref.norm();
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VERIFY((C - C_ref).norm() < tol);
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}
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// ---- GEMM with view/view operands: C = alpha * A^T * B^H -------------------
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template <typename Scalar>
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void test_gemm_view_pairs(Index m, Index n, Index k) {
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using Mat = Eigen::Matrix<Scalar, Dynamic, Dynamic>;
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using RealScalar = typename NumTraits<Scalar>::Real;
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Mat A = Mat::Random(k, m); // A^T is m x k
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Mat B = Mat::Random(n, k); // B^H is k x n
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Scalar alpha = Scalar(2);
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auto d_A = gpu::DeviceMatrix<Scalar>::fromHost(A);
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auto d_B = gpu::DeviceMatrix<Scalar>::fromHost(B);
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gpu::DeviceMatrix<Scalar> d_C;
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d_C = (alpha * d_A.transpose()) * d_B.adjoint();
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Mat C = d_C.toHost();
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Mat C_ref = (alpha * A.transpose()) * B.adjoint();
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RealScalar tol = RealScalar(k) * NumTraits<Scalar>::epsilon() * C_ref.norm();
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VERIFY((C - C_ref).norm() < tol);
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}
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// ---- GEMM with scaled: C = alpha * A * B ------------------------------------
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template <typename Scalar>
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void test_gemm_scaled(Index m, Index n, Index k) {
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using Mat = Eigen::Matrix<Scalar, Dynamic, Dynamic>;
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using RealScalar = typename NumTraits<Scalar>::Real;
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Mat A = Mat::Random(m, k);
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Mat B = Mat::Random(k, n);
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Scalar alpha = Scalar(2.5);
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auto d_A = gpu::DeviceMatrix<Scalar>::fromHost(A);
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auto d_B = gpu::DeviceMatrix<Scalar>::fromHost(B);
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gpu::DeviceMatrix<Scalar> d_C;
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d_C = alpha * d_A * d_B;
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Mat C = d_C.toHost();
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Mat C_ref = alpha * A * B;
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RealScalar tol = RealScalar(k) * NumTraits<Scalar>::epsilon() * C_ref.norm();
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VERIFY((C - C_ref).norm() < tol);
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}
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// ---- GEMM accumulate: C += A * B (beta=1) -----------------------------------
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template <typename Scalar>
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void test_gemm_accumulate(Index m, Index n, Index k) {
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using Mat = Eigen::Matrix<Scalar, Dynamic, Dynamic>;
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using RealScalar = typename NumTraits<Scalar>::Real;
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Mat A = Mat::Random(m, k);
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Mat B = Mat::Random(k, n);
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Mat C_init = Mat::Random(m, n);
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auto d_A = gpu::DeviceMatrix<Scalar>::fromHost(A);
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auto d_B = gpu::DeviceMatrix<Scalar>::fromHost(B);
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auto d_C = gpu::DeviceMatrix<Scalar>::fromHost(C_init);
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d_C += d_A * d_B;
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Mat C = d_C.toHost();
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Mat C_ref = C_init + A * B;
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RealScalar tol = RealScalar(k) * NumTraits<Scalar>::epsilon() * C_ref.norm();
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VERIFY((C - C_ref).norm() < tol);
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}
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// ---- GEMM accumulate into empty destination ---------------------------------
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template <typename Scalar>
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void test_gemm_accumulate_empty(Index m, Index n, Index k) {
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using Mat = Eigen::Matrix<Scalar, Dynamic, Dynamic>;
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using RealScalar = typename NumTraits<Scalar>::Real;
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Mat A = Mat::Random(m, k);
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Mat B = Mat::Random(k, n);
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auto d_A = gpu::DeviceMatrix<Scalar>::fromHost(A);
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auto d_B = gpu::DeviceMatrix<Scalar>::fromHost(B);
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gpu::DeviceMatrix<Scalar> d_C;
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d_C += d_A * d_B;
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Mat C = d_C.toHost();
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Mat C_ref = A * B;
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RealScalar tol = RealScalar(k) * NumTraits<Scalar>::epsilon() * C_ref.norm();
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VERIFY((C - C_ref).norm() < tol);
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}
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// ---- GEMM subtract: C -= A * B (beta=1, alpha=-1) --------------------------
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template <typename Scalar>
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void test_gemm_subtract(Index m, Index n, Index k) {
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using Mat = Eigen::Matrix<Scalar, Dynamic, Dynamic>;
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using RealScalar = typename NumTraits<Scalar>::Real;
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Mat A = Mat::Random(m, k);
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Mat B = Mat::Random(k, n);
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Mat C_init = Mat::Random(m, n);
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auto d_A = gpu::DeviceMatrix<Scalar>::fromHost(A);
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auto d_B = gpu::DeviceMatrix<Scalar>::fromHost(B);
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auto d_C = gpu::DeviceMatrix<Scalar>::fromHost(C_init);
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gpu::Context ctx;
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d_C.device(ctx) -= d_A * d_B;
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Mat C = d_C.toHost();
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Mat C_ref = C_init - A * B;
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RealScalar tol = RealScalar(k) * NumTraits<Scalar>::epsilon() * C_ref.norm();
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VERIFY((C - C_ref).norm() < tol);
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}
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// ---- GEMM subtract from empty destination -----------------------------------
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template <typename Scalar>
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void test_gemm_subtract_empty(Index m, Index n, Index k) {
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using Mat = Eigen::Matrix<Scalar, Dynamic, Dynamic>;
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using RealScalar = typename NumTraits<Scalar>::Real;
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Mat A = Mat::Random(m, k);
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Mat B = Mat::Random(k, n);
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auto d_A = gpu::DeviceMatrix<Scalar>::fromHost(A);
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auto d_B = gpu::DeviceMatrix<Scalar>::fromHost(B);
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gpu::Context ctx;
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gpu::DeviceMatrix<Scalar> d_C;
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d_C.device(ctx) -= d_A * d_B;
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Mat C = d_C.toHost();
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Mat C_ref = -(A * B);
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RealScalar tol = RealScalar(k) * NumTraits<Scalar>::epsilon() * C_ref.norm();
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VERIFY((C - C_ref).norm() < tol);
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}
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// ---- GEMM with scaled RHS: C = A * (alpha * B) -----------------------------
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template <typename Scalar>
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void test_gemm_scaled_rhs(Index m, Index n, Index k) {
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using Mat = Eigen::Matrix<Scalar, Dynamic, Dynamic>;
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using RealScalar = typename NumTraits<Scalar>::Real;
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Mat A = Mat::Random(m, k);
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Mat B = Mat::Random(k, n);
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Scalar alpha = Scalar(3.0);
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auto d_A = gpu::DeviceMatrix<Scalar>::fromHost(A);
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auto d_B = gpu::DeviceMatrix<Scalar>::fromHost(B);
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gpu::DeviceMatrix<Scalar> d_C;
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d_C = d_A * (alpha * d_B);
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Mat C = d_C.toHost();
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Mat C_ref = A * (alpha * B);
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RealScalar tol = RealScalar(k) * NumTraits<Scalar>::epsilon() * C_ref.norm();
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VERIFY((C - C_ref).norm() < tol);
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}
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// ---- GEMM dimension mismatch must assert ------------------------------------
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// Note: we do NOT use VERIFY_RAISES_ASSERT here because it relies on
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// setjmp/longjmp which skips RAII destructors for DeviceMatrix (GPU memory)
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// and cuBLAS/cuSOLVER handles, corrupting state for subsequent tests.
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// ---- GEMM with explicit gpu::Context ------------------------------------------
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template <typename Scalar>
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void test_gemm_explicit_context(Index m, Index n, Index k) {
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using Mat = Eigen::Matrix<Scalar, Dynamic, Dynamic>;
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using RealScalar = typename NumTraits<Scalar>::Real;
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Mat A = Mat::Random(m, k);
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Mat B = Mat::Random(k, n);
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auto d_A = gpu::DeviceMatrix<Scalar>::fromHost(A);
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auto d_B = gpu::DeviceMatrix<Scalar>::fromHost(B);
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gpu::Context ctx;
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gpu::DeviceMatrix<Scalar> d_C;
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d_C.device(ctx) = d_A * d_B;
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Mat C = d_C.toHost();
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Mat C_ref = A * B;
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RealScalar tol = RealScalar(k) * NumTraits<Scalar>::epsilon() * C_ref.norm();
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VERIFY((C - C_ref).norm() < tol);
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}
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// ---- GEMM cross-context reuse of the same destination -----------------------
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template <typename Scalar>
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void test_gemm_cross_context_reuse(Index n) {
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using Mat = Eigen::Matrix<Scalar, Dynamic, Dynamic>;
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using RealScalar = typename NumTraits<Scalar>::Real;
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Mat A = Mat::Random(n, n);
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Mat B = Mat::Random(n, n);
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Mat D = Mat::Random(n, n);
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Mat E = Mat::Random(n, n);
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auto d_A = gpu::DeviceMatrix<Scalar>::fromHost(A);
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auto d_B = gpu::DeviceMatrix<Scalar>::fromHost(B);
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auto d_D = gpu::DeviceMatrix<Scalar>::fromHost(D);
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auto d_E = gpu::DeviceMatrix<Scalar>::fromHost(E);
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gpu::Context ctx1;
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gpu::Context ctx2;
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gpu::DeviceMatrix<Scalar> d_C;
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d_C.device(ctx1) = d_A * d_B;
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d_C.device(ctx2) += d_D * d_E;
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Mat C = d_C.toHost();
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Mat C_ref = A * B + D * E;
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RealScalar tol = RealScalar(2) * RealScalar(n) * NumTraits<Scalar>::epsilon() * C_ref.norm();
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VERIFY((C - C_ref).norm() < tol);
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}
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// ---- GEMM cross-context resize of the destination ---------------------------
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template <typename Scalar>
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void test_gemm_cross_context_resize() {
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using Mat = Eigen::Matrix<Scalar, Dynamic, Dynamic>;
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using RealScalar = typename NumTraits<Scalar>::Real;
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Mat A = Mat::Random(64, 64);
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Mat B = Mat::Random(64, 64);
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Mat D = Mat::Random(32, 16);
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Mat E = Mat::Random(16, 8);
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auto d_A = gpu::DeviceMatrix<Scalar>::fromHost(A);
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auto d_B = gpu::DeviceMatrix<Scalar>::fromHost(B);
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auto d_D = gpu::DeviceMatrix<Scalar>::fromHost(D);
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auto d_E = gpu::DeviceMatrix<Scalar>::fromHost(E);
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gpu::Context ctx1;
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gpu::Context ctx2;
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gpu::DeviceMatrix<Scalar> d_C;
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d_C.device(ctx1) = d_A * d_B;
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d_C.device(ctx2) = d_D * d_E;
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Mat C = d_C.toHost();
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Mat C_ref = D * E;
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RealScalar tol = RealScalar(16) * NumTraits<Scalar>::epsilon() * C_ref.norm();
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VERIFY((C - C_ref).norm() < tol);
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}
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// ---- GEMM chaining: C = (A * B) then D = C * E -----------------------------
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template <typename Scalar>
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void test_gemm_chain(Index n) {
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using Mat = Eigen::Matrix<Scalar, Dynamic, Dynamic>;
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using RealScalar = typename NumTraits<Scalar>::Real;
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Mat A = Mat::Random(n, n);
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Mat B = Mat::Random(n, n);
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Mat E = Mat::Random(n, n);
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auto d_A = gpu::DeviceMatrix<Scalar>::fromHost(A);
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auto d_B = gpu::DeviceMatrix<Scalar>::fromHost(B);
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auto d_E = gpu::DeviceMatrix<Scalar>::fromHost(E);
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gpu::DeviceMatrix<Scalar> d_C;
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d_C = d_A * d_B;
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gpu::DeviceMatrix<Scalar> d_D;
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d_D = d_C * d_E;
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Mat D = d_D.toHost();
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Mat D_ref = (A * B) * E;
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RealScalar tol = RealScalar(2) * RealScalar(n) * NumTraits<Scalar>::epsilon() * D_ref.norm();
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VERIFY((D - D_ref).norm() < tol);
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}
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// ---- Square identity check: A * I = A ---------------------------------------
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template <typename Scalar>
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void test_gemm_identity(Index n) {
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using Mat = Eigen::Matrix<Scalar, Dynamic, Dynamic>;
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Mat A = Mat::Random(n, n);
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Mat eye = Mat::Identity(n, n);
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auto d_A = gpu::DeviceMatrix<Scalar>::fromHost(A);
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auto d_I = gpu::DeviceMatrix<Scalar>::fromHost(eye);
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gpu::DeviceMatrix<Scalar> d_C;
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d_C = d_A * d_I;
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Mat C = d_C.toHost();
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VERIFY_IS_APPROX(C, A);
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}
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// ---- LLT solve expression: d_X = d_A.llt().solve(d_B) ----------------------
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template <typename MatrixType>
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MatrixType make_spd(Index n) {
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using Scalar = typename MatrixType::Scalar;
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MatrixType M = MatrixType::Random(n, n);
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return M.adjoint() * M + MatrixType::Identity(n, n) * static_cast<Scalar>(n);
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}
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template <typename Scalar>
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void test_llt_solve_expr(Index n, Index nrhs) {
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using Mat = Eigen::Matrix<Scalar, Dynamic, Dynamic>;
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using RealScalar = typename NumTraits<Scalar>::Real;
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Mat A = make_spd<Mat>(n);
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Mat B = Mat::Random(n, nrhs);
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auto d_A = gpu::DeviceMatrix<Scalar>::fromHost(A);
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auto d_B = gpu::DeviceMatrix<Scalar>::fromHost(B);
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gpu::DeviceMatrix<Scalar> d_X;
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d_X = d_A.llt().solve(d_B);
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Mat X = d_X.toHost();
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RealScalar residual = (A * X - B).norm() / B.norm();
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VERIFY(residual < RealScalar(n) * NumTraits<Scalar>::epsilon());
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}
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// ---- LLT solve with explicit context ----------------------------------------
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template <typename Scalar>
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void test_llt_solve_expr_context(Index n, Index nrhs) {
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using Mat = Eigen::Matrix<Scalar, Dynamic, Dynamic>;
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using RealScalar = typename NumTraits<Scalar>::Real;
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Mat A = make_spd<Mat>(n);
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Mat B = Mat::Random(n, nrhs);
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auto d_A = gpu::DeviceMatrix<Scalar>::fromHost(A);
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auto d_B = gpu::DeviceMatrix<Scalar>::fromHost(B);
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gpu::Context ctx;
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gpu::DeviceMatrix<Scalar> d_X;
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d_X.device(ctx) = d_A.llt().solve(d_B);
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Mat X = d_X.toHost();
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RealScalar residual = (A * X - B).norm() / B.norm();
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VERIFY(residual < RealScalar(n) * NumTraits<Scalar>::epsilon());
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}
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// ---- LU solve expression: d_X = d_A.lu().solve(d_B) ------------------------
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template <typename Scalar>
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void test_lu_solve_expr(Index n, Index nrhs) {
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using Mat = Eigen::Matrix<Scalar, Dynamic, Dynamic>;
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using RealScalar = typename NumTraits<Scalar>::Real;
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Mat A = Mat::Random(n, n);
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Mat B = Mat::Random(n, nrhs);
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auto d_A = gpu::DeviceMatrix<Scalar>::fromHost(A);
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auto d_B = gpu::DeviceMatrix<Scalar>::fromHost(B);
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gpu::DeviceMatrix<Scalar> d_X;
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d_X = d_A.lu().solve(d_B);
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Mat X = d_X.toHost();
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RealScalar residual = (A * X - B).norm() / (A.norm() * X.norm());
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VERIFY(residual < RealScalar(10) * RealScalar(n) * NumTraits<Scalar>::epsilon());
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}
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// ---- GEMM + solver chain: C = A * B, X = C.llt().solve(D) ------------------
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template <typename Scalar>
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void test_gemm_then_solve(Index n) {
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using Mat = Eigen::Matrix<Scalar, Dynamic, Dynamic>;
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using RealScalar = typename NumTraits<Scalar>::Real;
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Mat A = Mat::Random(n, n);
|
||
Mat D = Mat::Random(n, 1);
|
||
|
||
// Make SPD: C = A^H * A + n*I
|
||
auto d_A = gpu::DeviceMatrix<Scalar>::fromHost(A);
|
||
gpu::DeviceMatrix<Scalar> d_C;
|
||
d_C = d_A.adjoint() * d_A;
|
||
|
||
// Add n*I on host (no element-wise ops on DeviceMatrix yet).
|
||
Mat C = d_C.toHost();
|
||
C += Mat::Identity(n, n) * static_cast<Scalar>(n);
|
||
d_C = gpu::DeviceMatrix<Scalar>::fromHost(C);
|
||
|
||
auto d_D = gpu::DeviceMatrix<Scalar>::fromHost(D);
|
||
|
||
gpu::DeviceMatrix<Scalar> d_X;
|
||
d_X = d_C.llt().solve(d_D);
|
||
|
||
Mat X = d_X.toHost();
|
||
RealScalar residual = (C * X - D).norm() / D.norm();
|
||
VERIFY(residual < RealScalar(n) * NumTraits<Scalar>::epsilon());
|
||
}
|
||
|
||
// ---- LLT solve with Upper triangle -----------------------------------------
|
||
|
||
template <typename Scalar>
|
||
void test_llt_solve_upper(Index n, Index nrhs) {
|
||
using Mat = Eigen::Matrix<Scalar, Dynamic, Dynamic>;
|
||
using RealScalar = typename NumTraits<Scalar>::Real;
|
||
|
||
Mat A = make_spd<Mat>(n);
|
||
Mat B = Mat::Random(n, nrhs);
|
||
|
||
auto d_A = gpu::DeviceMatrix<Scalar>::fromHost(A);
|
||
auto d_B = gpu::DeviceMatrix<Scalar>::fromHost(B);
|
||
|
||
gpu::DeviceMatrix<Scalar> d_X;
|
||
d_X = d_A.template llt<Upper>().solve(d_B);
|
||
|
||
Mat X = d_X.toHost();
|
||
RealScalar residual = (A * X - B).norm() / B.norm();
|
||
VERIFY(residual < RealScalar(n) * NumTraits<Scalar>::epsilon());
|
||
}
|
||
|
||
// ---- LU solve with explicit context -----------------------------------------
|
||
|
||
template <typename Scalar>
|
||
void test_lu_solve_expr_context(Index n, Index nrhs) {
|
||
using Mat = Eigen::Matrix<Scalar, Dynamic, Dynamic>;
|
||
using RealScalar = typename NumTraits<Scalar>::Real;
|
||
|
||
Mat A = Mat::Random(n, n);
|
||
Mat B = Mat::Random(n, nrhs);
|
||
|
||
auto d_A = gpu::DeviceMatrix<Scalar>::fromHost(A);
|
||
auto d_B = gpu::DeviceMatrix<Scalar>::fromHost(B);
|
||
|
||
gpu::Context ctx;
|
||
gpu::DeviceMatrix<Scalar> d_X;
|
||
d_X.device(ctx) = d_A.lu().solve(d_B);
|
||
|
||
Mat X = d_X.toHost();
|
||
RealScalar residual = (A * X - B).norm() / (A.norm() * X.norm());
|
||
VERIFY(residual < RealScalar(10) * RealScalar(n) * NumTraits<Scalar>::epsilon());
|
||
}
|
||
|
||
// ---- Zero-nrhs solver expressions ------------------------------------------
|
||
|
||
template <typename Scalar>
|
||
void test_llt_solve_zero_nrhs(Index n) {
|
||
using Mat = Eigen::Matrix<Scalar, Dynamic, Dynamic>;
|
||
|
||
Mat A = make_spd<Mat>(n);
|
||
Mat B = Mat::Random(n, 0);
|
||
|
||
auto d_A = gpu::DeviceMatrix<Scalar>::fromHost(A);
|
||
auto d_B = gpu::DeviceMatrix<Scalar>::fromHost(B);
|
||
|
||
gpu::DeviceMatrix<Scalar> d_X;
|
||
d_X = d_A.llt().solve(d_B);
|
||
|
||
VERIFY_IS_EQUAL(d_X.rows(), n);
|
||
VERIFY_IS_EQUAL(d_X.cols(), 0);
|
||
}
|
||
|
||
template <typename Scalar>
|
||
void test_lu_solve_zero_nrhs(Index n) {
|
||
using Mat = Eigen::Matrix<Scalar, Dynamic, Dynamic>;
|
||
|
||
Mat A = Mat::Random(n, n);
|
||
Mat B = Mat::Random(n, 0);
|
||
|
||
auto d_A = gpu::DeviceMatrix<Scalar>::fromHost(A);
|
||
auto d_B = gpu::DeviceMatrix<Scalar>::fromHost(B);
|
||
|
||
gpu::DeviceMatrix<Scalar> d_X;
|
||
d_X = d_A.lu().solve(d_B);
|
||
|
||
VERIFY_IS_EQUAL(d_X.rows(), n);
|
||
VERIFY_IS_EQUAL(d_X.cols(), 0);
|
||
}
|
||
|
||
// ---- TRSM: triangularView<UpLo>().solve(B) ----------------------------------
|
||
|
||
template <typename Scalar, int UpLo>
|
||
void test_trsm(Index n, Index nrhs) {
|
||
using Mat = Eigen::Matrix<Scalar, Dynamic, Dynamic>;
|
||
using RealScalar = typename NumTraits<Scalar>::Real;
|
||
|
||
// Build a well-conditioned triangular matrix.
|
||
Mat A = Mat::Random(n, n);
|
||
A.diagonal().array() += static_cast<Scalar>(n); // ensure non-singular
|
||
if (UpLo == Lower)
|
||
A = A.template triangularView<Lower>();
|
||
else
|
||
A = A.template triangularView<Upper>();
|
||
|
||
Mat B = Mat::Random(n, nrhs);
|
||
|
||
auto d_A = gpu::DeviceMatrix<Scalar>::fromHost(A);
|
||
auto d_B = gpu::DeviceMatrix<Scalar>::fromHost(B);
|
||
|
||
gpu::DeviceMatrix<Scalar> d_X;
|
||
d_X = d_A.template triangularView<UpLo>().solve(d_B);
|
||
|
||
Mat X = d_X.toHost();
|
||
RealScalar residual = (A * X - B).norm() / B.norm();
|
||
VERIFY(residual < RealScalar(n) * NumTraits<Scalar>::epsilon());
|
||
}
|
||
|
||
// ---- SYMM/HEMM: selfadjointView<UpLo>() * B --------------------------------
|
||
|
||
template <typename Scalar, int UpLo>
|
||
void test_symm(Index n, Index nrhs) {
|
||
using Mat = Eigen::Matrix<Scalar, Dynamic, Dynamic>;
|
||
using RealScalar = typename NumTraits<Scalar>::Real;
|
||
|
||
Mat A = make_spd<Mat>(n); // SPD is also self-adjoint
|
||
Mat B = Mat::Random(n, nrhs);
|
||
|
||
auto d_A = gpu::DeviceMatrix<Scalar>::fromHost(A);
|
||
auto d_B = gpu::DeviceMatrix<Scalar>::fromHost(B);
|
||
|
||
gpu::DeviceMatrix<Scalar> d_C;
|
||
d_C = d_A.template selfadjointView<UpLo>() * d_B;
|
||
|
||
Mat C = d_C.toHost();
|
||
Mat C_ref = A * B; // A is symmetric, so full multiply == symm
|
||
|
||
RealScalar tol = RealScalar(n) * NumTraits<Scalar>::epsilon() * C_ref.norm();
|
||
VERIFY((C - C_ref).norm() < tol);
|
||
}
|
||
|
||
// ---- SYRK/HERK: rankUpdate(A) → C = A * A^H --------------------------------
|
||
|
||
template <typename Scalar>
|
||
void test_syrk(Index n, Index k) {
|
||
using Mat = Eigen::Matrix<Scalar, Dynamic, Dynamic>;
|
||
using RealScalar = typename NumTraits<Scalar>::Real;
|
||
|
||
Mat A = Mat::Random(n, k);
|
||
|
||
auto d_A = gpu::DeviceMatrix<Scalar>::fromHost(A);
|
||
|
||
gpu::DeviceMatrix<Scalar> d_C;
|
||
d_C.template selfadjointView<Lower>().rankUpdate(d_A);
|
||
|
||
Mat C = d_C.toHost();
|
||
// Only lower triangle is meaningful for SYRK. Compare lower triangle.
|
||
Mat C_ref = A * A.adjoint();
|
||
|
||
// Extract lower triangle for comparison.
|
||
Mat C_lower = C.template triangularView<Lower>();
|
||
Mat C_ref_lower = C_ref.template triangularView<Lower>();
|
||
|
||
RealScalar tol = RealScalar(k) * NumTraits<Scalar>::epsilon() * C_ref.norm();
|
||
VERIFY((C_lower - C_ref_lower).norm() < tol);
|
||
}
|
||
|
||
// ---- Per-scalar driver ------------------------------------------------------
|
||
|
||
template <typename Scalar>
|
||
void test_scalar() {
|
||
CALL_SUBTEST(test_gemm_basic<Scalar>(64, 64, 64));
|
||
CALL_SUBTEST(test_gemm_basic<Scalar>(128, 64, 32));
|
||
CALL_SUBTEST(test_gemm_basic<Scalar>(1, 1, 1));
|
||
CALL_SUBTEST(test_gemm_basic<Scalar>(256, 256, 256));
|
||
|
||
CALL_SUBTEST(test_gemm_adjoint_lhs<Scalar>(64, 64, 64));
|
||
CALL_SUBTEST(test_gemm_adjoint_lhs<Scalar>(128, 32, 64));
|
||
|
||
CALL_SUBTEST(test_gemm_transpose_rhs<Scalar>(64, 64, 64));
|
||
CALL_SUBTEST(test_gemm_transpose_rhs<Scalar>(128, 32, 64));
|
||
CALL_SUBTEST(test_gemm_view_pairs<Scalar>(64, 32, 48));
|
||
|
||
CALL_SUBTEST(test_gemm_scaled<Scalar>(64, 64, 64));
|
||
CALL_SUBTEST(test_gemm_scaled_rhs<Scalar>(64, 64, 64));
|
||
CALL_SUBTEST(test_gemm_accumulate<Scalar>(64, 64, 64));
|
||
CALL_SUBTEST(test_gemm_accumulate_empty<Scalar>(64, 64, 64));
|
||
CALL_SUBTEST(test_gemm_subtract<Scalar>(64, 64, 64));
|
||
CALL_SUBTEST(test_gemm_subtract_empty<Scalar>(64, 64, 64));
|
||
CALL_SUBTEST(test_gemm_explicit_context<Scalar>(64, 64, 64));
|
||
CALL_SUBTEST(test_gemm_cross_context_reuse<Scalar>(64));
|
||
CALL_SUBTEST(test_gemm_cross_context_resize<Scalar>());
|
||
CALL_SUBTEST(test_gemm_chain<Scalar>(64));
|
||
CALL_SUBTEST(test_gemm_identity<Scalar>(64));
|
||
|
||
// Solver expressions — zero-size edge cases (use dedicated tests, not residual-based)
|
||
|
||
// Solver expressions
|
||
CALL_SUBTEST(test_llt_solve_expr<Scalar>(64, 1));
|
||
CALL_SUBTEST(test_llt_solve_expr<Scalar>(64, 4));
|
||
CALL_SUBTEST(test_llt_solve_expr<Scalar>(256, 8));
|
||
CALL_SUBTEST(test_llt_solve_expr_context<Scalar>(64, 4));
|
||
CALL_SUBTEST(test_llt_solve_upper<Scalar>(64, 4));
|
||
CALL_SUBTEST(test_lu_solve_expr<Scalar>(64, 1));
|
||
CALL_SUBTEST(test_lu_solve_expr<Scalar>(64, 4));
|
||
CALL_SUBTEST(test_lu_solve_expr<Scalar>(256, 8));
|
||
CALL_SUBTEST(test_lu_solve_expr_context<Scalar>(64, 4));
|
||
CALL_SUBTEST(test_llt_solve_zero_nrhs<Scalar>(64));
|
||
CALL_SUBTEST(test_llt_solve_zero_nrhs<Scalar>(0));
|
||
CALL_SUBTEST(test_lu_solve_zero_nrhs<Scalar>(64));
|
||
CALL_SUBTEST(test_lu_solve_zero_nrhs<Scalar>(0));
|
||
CALL_SUBTEST(test_gemm_then_solve<Scalar>(64));
|
||
|
||
// TRSM
|
||
CALL_SUBTEST((test_trsm<Scalar, Lower>(64, 1)));
|
||
CALL_SUBTEST((test_trsm<Scalar, Lower>(64, 4)));
|
||
CALL_SUBTEST((test_trsm<Scalar, Upper>(64, 4)));
|
||
CALL_SUBTEST((test_trsm<Scalar, Lower>(256, 8)));
|
||
|
||
// SYMM/HEMM
|
||
CALL_SUBTEST((test_symm<Scalar, Lower>(64, 4)));
|
||
CALL_SUBTEST((test_symm<Scalar, Upper>(64, 4)));
|
||
CALL_SUBTEST((test_symm<Scalar, Lower>(128, 8)));
|
||
|
||
// SYRK/HERK
|
||
CALL_SUBTEST(test_syrk<Scalar>(64, 64));
|
||
CALL_SUBTEST(test_syrk<Scalar>(64, 32));
|
||
CALL_SUBTEST(test_syrk<Scalar>(128, 64));
|
||
}
|
||
|
||
// ---- Solver failure mode tests (not templated on Scalar) --------------------
|
||
// Use the cached GpuLLT/GpuLU API which reports failure via info() rather than
|
||
// the expression API which asserts inside dispatch (incompatible with
|
||
// VERIFY_RAISES_ASSERT due to longjmp skipping RAII destructors).
|
||
|
||
void test_llt_not_spd() {
|
||
// Negative definite matrix — LLT factorization must fail.
|
||
MatrixXd A = -MatrixXd::Identity(8, 8);
|
||
gpu::LLT<double> llt(A);
|
||
VERIFY_IS_EQUAL(llt.info(), NumericalIssue);
|
||
}
|
||
|
||
void test_lu_singular() {
|
||
// Zero matrix — LU factorization must detect singularity.
|
||
MatrixXd A = MatrixXd::Zero(8, 8);
|
||
gpu::LU<double> lu(A);
|
||
VERIFY_IS_EQUAL(lu.info(), NumericalIssue);
|
||
}
|
||
|
||
EIGEN_DECLARE_TEST(gpu_cublas) {
|
||
// Split by scalar so each part compiles in parallel.
|
||
CALL_SUBTEST_1(test_scalar<float>());
|
||
CALL_SUBTEST_2(test_scalar<double>());
|
||
CALL_SUBTEST_3(test_scalar<std::complex<float>>());
|
||
CALL_SUBTEST_4(test_scalar<std::complex<double>>());
|
||
CALL_SUBTEST_5(test_llt_not_spd());
|
||
CALL_SUBTEST_5(test_lu_singular());
|
||
}
|