Implement numba solve for assume_a = "gen"

Author: jessegrabowski

pytensor/link/numba/dispatch/_LAPACK.py

@@ -0,0 +1,264 @@
+import ctypes
+
+import numpy as np
+from numba.core import cgutils, types
+from numba.core.extending import get_cython_function_address, intrinsic
+from numba.np.linalg import ensure_lapack, get_blas_kind
+
+
+_PTR = ctypes.POINTER
+
+_dbl = ctypes.c_double
+_float = ctypes.c_float
+_char = ctypes.c_char
+_int = ctypes.c_int
+
+_ptr_float = _PTR(_float)
+_ptr_dbl = _PTR(_dbl)
+_ptr_char = _PTR(_char)
+_ptr_int = _PTR(_int)
+
+
+def _get_lapack_ptr_and_ptr_type(dtype, name):
+    d = get_blas_kind(dtype)
+    func_name = f"{d}{name}"
+    float_pointer = _get_float_pointer_for_dtype(d)
+    lapack_ptr = get_cython_function_address("scipy.linalg.cython_lapack", func_name)
+
+    return lapack_ptr, float_pointer
+
+
+def _get_underlying_float(dtype):
+    s_dtype = str(dtype)
+    out_type = s_dtype
+    if s_dtype == "complex64":
+        out_type = "float32"
+    elif s_dtype == "complex128":
+        out_type = "float64"
+
+    return np.dtype(out_type)
+
+
+def _get_float_pointer_for_dtype(blas_dtype):
+    if blas_dtype in ["s", "c"]:
+        return _ptr_float
+    elif blas_dtype in ["d", "z"]:
+        return _ptr_dbl
+
+
+def _get_output_ctype(dtype):
+    s_dtype = str(dtype)
+    if s_dtype in ["float32", "complex64"]:
+        return _float
+    elif s_dtype in ["float64", "complex128"]:
+        return _dbl
+
+
+@intrinsic
+def sptr_to_val(typingctx, data):
+    def impl(context, builder, signature, args):
+        val = builder.load(args[0])
+        return val
+
+    sig = types.float32(types.CPointer(types.float32))
+    return sig, impl
+
+
+@intrinsic
+def dptr_to_val(typingctx, data):
+    def impl(context, builder, signature, args):
+        val = builder.load(args[0])
+        return val
+
+    sig = types.float64(types.CPointer(types.float64))
+    return sig, impl
+
+
+@intrinsic
+def int_ptr_to_val(typingctx, data):
+    def impl(context, builder, signature, args):
+        val = builder.load(args[0])
+        return val
+
+    sig = types.int32(types.CPointer(types.int32))
+    return sig, impl
+
+
+@intrinsic
+def val_to_int_ptr(typingctx, data):
+    def impl(context, builder, signature, args):
+        ptr = cgutils.alloca_once_value(builder, args[0])
+        return ptr
+
+    sig = types.CPointer(types.int32)(types.int32)
+    return sig, impl
+
+
+@intrinsic
+def val_to_sptr(typingctx, data):
+    def impl(context, builder, signature, args):
+        ptr = cgutils.alloca_once_value(builder, args[0])
+        return ptr
+
+    sig = types.CPointer(types.float32)(types.float32)
+    return sig, impl
+
+
+@intrinsic
+def val_to_zptr(typingctx, data):
+    def impl(context, builder, signature, args):
+        ptr = cgutils.alloca_once_value(builder, args[0])
+        return ptr
+
+    sig = types.CPointer(types.complex128)(types.complex128)
+    return sig, impl
+
+
+@intrinsic
+def val_to_dptr(typingctx, data):
+    def impl(context, builder, signature, args):
+        ptr = cgutils.alloca_once_value(builder, args[0])
+        return ptr
+
+    sig = types.CPointer(types.float64)(types.float64)
+    return sig, impl
+
+
+class _LAPACK:
+    """
+    Functions to return type signatures for wrapped LAPACK functions.
+
+    Patterned after https://github.com/numba/numba/blob/bd7ebcfd4b850208b627a3f75d4706000be36275/numba/np/linalg.py#L74
+    """
+
+    def __init__(self):
+        ensure_lapack()
+
+    @classmethod
+    def numba_xtrtrs(cls, dtype):
+        """
+        Solve a triangular system of equations of the form A @ X = B or A.T @ X = B.
+
+        Called by scipy.linalg.solve_triangular
+        """
+        lapack_ptr, float_pointer = _get_lapack_ptr_and_ptr_type(dtype, "trtrs")
+
+        functype = ctypes.CFUNCTYPE(
+            None,
+            _ptr_int,  # UPLO
+            _ptr_int,  # TRANS
+            _ptr_int,  # DIAG
+            _ptr_int,  # N
+            _ptr_int,  # NRHS
+            float_pointer,  # A
+            _ptr_int,  # LDA
+            float_pointer,  # B
+            _ptr_int,  # LDB
+            _ptr_int,  # INFO
+        )
+
+        return functype(lapack_ptr)
+
+    @classmethod
+    def numba_xpotrf(cls, dtype):
+        """
+        Compute the Cholesky factorization of a real symmetric positive definite matrix.
+
+        Called by scipy.linalg.cholesky
+        """
+        lapack_ptr, float_pointer = _get_lapack_ptr_and_ptr_type(dtype, "potrf")
+        functype = ctypes.CFUNCTYPE(
+            None,
+            _ptr_int,  # UPLO,
+            _ptr_int,  # N
+            float_pointer,  # A
+            _ptr_int,  # LDA
+            _ptr_int,  # INFO
+        )
+        return functype(lapack_ptr)
+
+    @classmethod
+    def numba_xlange(cls, dtype):
+        """
+        Compute the value of the 1-norm, Frobenius norm, infinity-norm, or the largest absolute value of any element of
+        a general M-by-N matrix A.
+
+        Called by scipy.linalg.solve
+        """
+        lapack_ptr, float_pointer = _get_lapack_ptr_and_ptr_type(dtype, "lange")
+        output_ctype = _get_output_ctype(dtype)
+        functype = ctypes.CFUNCTYPE(
+            output_ctype,  # Output
+            _ptr_int,  # NORM
+            _ptr_int,  # M
+            _ptr_int,  # N
+            float_pointer,  # A
+            _ptr_int,  # LDA
+            float_pointer,  # WORK
+        )
+        return functype(lapack_ptr)
+
+    @classmethod
+    def numba_xgecon(cls, dtype):
+        """
+        Estimates the condition number of a matrix A, using the LU factorization computed by numba_getrf.
+
+        Called by scipy.linalg.solve when assume_a == "gen"
+        """
+        lapack_ptr, float_pointer = _get_lapack_ptr_and_ptr_type(dtype, "gecon")
+        functype = ctypes.CFUNCTYPE(
+            None,
+            _ptr_int,  # NORM
+            _ptr_int,  # N
+            float_pointer,  # A
+            _ptr_int,  # LDA
+            float_pointer,  # ANORM
+            float_pointer,  # RCOND
+            float_pointer,  # WORK
+            _ptr_int,  # IWORK
+            _ptr_int,  # INFO
+        )
+        return functype(lapack_ptr)
+
+    @classmethod
+    def numba_xgetrf(cls, dtype):
+        """
+        Compute partial pivoting LU factorization of a general M-by-N matrix A using row interchanges.
+
+        Called by scipy.linalg.solve when assume_a == "gen"
+        """
+        lapack_ptr, float_pointer = _get_lapack_ptr_and_ptr_type(dtype, "getrf")
+        functype = ctypes.CFUNCTYPE(
+            None,
+            _ptr_int,  # M
+            _ptr_int,  # N
+            float_pointer,  # A
+            _ptr_int,  # LDA
+            _ptr_int,  # IPIV
+            _ptr_int,  # INFO
+        )
+        return functype(lapack_ptr)
+
+    @classmethod
+    def numba_xgetrs(cls, dtype):
+        """
+        Solve a system of linear equations A @ X = B or A.T @ X = B with a general N-by-N matrix A using the LU
+        factorization computed by numba_getrf.
+
+        Called by scipy.linalg.solve when assume_a == "gen"
+        """
+        ...
+        lapack_ptr, float_pointer = _get_lapack_ptr_and_ptr_type(dtype, "getrs")
+        functype = ctypes.CFUNCTYPE(
+            None,
+            _ptr_int,  # TRANS
+            _ptr_int,  # N
+            _ptr_int,  # NRHS
+            float_pointer,  # A
+            _ptr_int,  # LDA
+            _ptr_int,  # IPIV
+            float_pointer,  # B
+            _ptr_int,  # LDB
+            _ptr_int,  # INFO
+        )
+        return functype(lapack_ptr)