// This file is part of Eigen, a lightweight C++ template library // for linear algebra. // // Copyright (C) 2009 Gael Guennebaud // Modifications Copyright (C) 2022 Intel Corporation // // This Source Code Form is subject to the terms of the Mozilla // Public License v. 2.0. If a copy of the MPL was not distributed // with this file, You can obtain one at http://mozilla.org/MPL/2.0/. #ifndef EIGEN_TRIANGULAR_SOLVER_MATRIX_H #define EIGEN_TRIANGULAR_SOLVER_MATRIX_H // IWYU pragma: private #include "../InternalHeaderCheck.h" namespace Eigen { namespace internal { template struct trsmKernelL { // Generic Implementation of triangular solve for triangular matrix on left and multiple rhs. // Handles non-packed matrices. static void kernel(Index size, Index otherSize, const Scalar* _tri, Index triStride, Scalar* _other, Index otherIncr, Index otherStride); }; template struct trsmKernelR { // Generic Implementation of triangular solve for triangular matrix on right and multiple lhs. // Handles non-packed matrices. static void kernel(Index size, Index otherSize, const Scalar* _tri, Index triStride, Scalar* _other, Index otherIncr, Index otherStride); }; template EIGEN_STRONG_INLINE void trsmKernelL::kernel(Index size, Index otherSize, const Scalar* _tri, Index triStride, Scalar* _other, Index otherIncr, Index otherStride) { typedef const_blas_data_mapper TriMapper; typedef blas_data_mapper OtherMapper; TriMapper tri(_tri, triStride); OtherMapper other(_other, otherStride, otherIncr); enum { IsLower = (Mode & Lower) == Lower }; conj_if conj; // tr solve for (Index k = 0; k < size; ++k) { // TODO write a small kernel handling this (can be shared with trsv) Index i = IsLower ? k : -k - 1; Index rs = size - k - 1; // remaining size Index s = TriStorageOrder == RowMajor ? (IsLower ? 0 : i + 1) : IsLower ? i + 1 : i - rs; Scalar a = (Mode & UnitDiag) ? Scalar(1) : Scalar(Scalar(1) / conj(tri(i, i))); for (Index j = 0; j < otherSize; ++j) { if (TriStorageOrder == RowMajor) { Scalar b(0); const Scalar* l = &tri(i, s); typename OtherMapper::LinearMapper r = other.getLinearMapper(s, j); for (Index i3 = 0; i3 < k; ++i3) b += conj(l[i3]) * r(i3); other(i, j) = (other(i, j) - b) * a; } else { Scalar& otherij = other(i, j); otherij *= a; Scalar b = otherij; typename OtherMapper::LinearMapper r = other.getLinearMapper(s, j); typename TriMapper::LinearMapper l = tri.getLinearMapper(s, i); for (Index i3 = 0; i3 < rs; ++i3) r(i3) -= b * conj(l(i3)); } } } } template EIGEN_STRONG_INLINE void trsmKernelR::kernel(Index size, Index otherSize, const Scalar* _tri, Index triStride, Scalar* _other, Index otherIncr, Index otherStride) { typedef typename NumTraits::Real RealScalar; typedef blas_data_mapper LhsMapper; typedef const_blas_data_mapper RhsMapper; LhsMapper lhs(_other, otherStride, otherIncr); RhsMapper rhs(_tri, triStride); enum { RhsStorageOrder = TriStorageOrder, IsLower = (Mode & Lower) == Lower }; conj_if conj; for (Index k = 0; k < size; ++k) { Index j = IsLower ? size - k - 1 : k; typename LhsMapper::LinearMapper r = lhs.getLinearMapper(0, j); for (Index k3 = 0; k3 < k; ++k3) { Scalar b = conj(rhs(IsLower ? j + 1 + k3 : k3, j)); typename LhsMapper::LinearMapper a = lhs.getLinearMapper(0, IsLower ? j + 1 + k3 : k3); for (Index i = 0; i < otherSize; ++i) r(i) -= a(i) * b; } if ((Mode & UnitDiag) == 0) { Scalar inv_rjj = RealScalar(1) / conj(rhs(j, j)); for (Index i = 0; i < otherSize; ++i) r(i) *= inv_rjj; } } } // if the rhs is row major, let's transpose the product template struct triangular_solve_matrix { static void run(Index size, Index cols, const Scalar* tri, Index triStride, Scalar* _other, Index otherIncr, Index otherStride, level3_blocking& blocking) { triangular_solve_matrix< Scalar, Index, Side == OnTheLeft ? OnTheRight : OnTheLeft, (Mode & UnitDiag) | ((Mode & Upper) ? Lower : Upper), NumTraits::IsComplex && Conjugate, TriStorageOrder == RowMajor ? ColMajor : RowMajor, ColMajor, OtherInnerStride>::run(size, cols, tri, triStride, _other, otherIncr, otherStride, blocking); } }; /* Optimized triangular solver with multiple right hand side and the triangular matrix on the left */ template struct triangular_solve_matrix { static EIGEN_DONT_INLINE void run(Index size, Index otherSize, const Scalar* _tri, Index triStride, Scalar* _other, Index otherIncr, Index otherStride, level3_blocking& blocking); }; template EIGEN_DONT_INLINE void triangular_solve_matrix::run(Index size, Index otherSize, const Scalar* _tri, Index triStride, Scalar* _other, Index otherIncr, Index otherStride, level3_blocking& blocking) { Index cols = otherSize; std::ptrdiff_t l1, l2, l3; manage_caching_sizes(GetAction, &l1, &l2, &l3); #if defined(EIGEN_VECTORIZE_AVX512) && EIGEN_USE_AVX512_TRSM_L_KERNELS && EIGEN_ENABLE_AVX512_NOCOPY_TRSM_L_CUTOFFS EIGEN_IF_CONSTEXPR( (OtherInnerStride == 1 && (std::is_same::value || std::is_same::value))) { // Very rough cutoffs to determine when to call trsm w/o packing // For small problem sizes trsmKernel compiled with clang is generally faster. // TODO: Investigate better heuristics for cutoffs. double L2Cap = 0.5; // 50% of L2 size if (size < avx512_trsm_cutoff(l2, cols, L2Cap)) { trsmKernelL::kernel( size, cols, _tri, triStride, _other, 1, otherStride); return; } } #endif typedef const_blas_data_mapper TriMapper; typedef blas_data_mapper OtherMapper; TriMapper tri(_tri, triStride); OtherMapper other(_other, otherStride, otherIncr); typedef gebp_traits Traits; enum { SmallPanelWidth = plain_enum_max(Traits::mr, Traits::nr), IsLower = (Mode & Lower) == Lower }; Index kc = blocking.kc(); // cache block size along the K direction Index mc = (std::min)(size, blocking.mc()); // cache block size along the M direction std::size_t sizeA = kc * mc; std::size_t sizeB = kc * cols; ei_declare_aligned_stack_constructed_variable(Scalar, blockA, sizeA, blocking.blockA()); ei_declare_aligned_stack_constructed_variable(Scalar, blockB, sizeB, blocking.blockB()); gebp_kernel gebp_kernel; gemm_pack_lhs pack_lhs; gemm_pack_rhs pack_rhs; // the goal here is to subdivise the Rhs panels such that we keep some cache // coherence when accessing the rhs elements Index subcols = cols > 0 ? l2 / (4 * sizeof(Scalar) * std::max(otherStride, size)) : 0; subcols = std::max((subcols / Traits::nr) * Traits::nr, Traits::nr); for (Index k2 = IsLower ? 0 : size; IsLower ? k2 < size : k2 > 0; IsLower ? k2 += kc : k2 -= kc) { const Index actual_kc = (std::min)(IsLower ? size - k2 : k2, kc); // We have selected and packed a big horizontal panel R1 of rhs. Let B be the packed copy of this panel, // and R2 the remaining part of rhs. The corresponding vertical panel of lhs is split into // A11 (the triangular part) and A21 the remaining rectangular part. // Then the high level algorithm is: // - B = R1 => general block copy (done during the next step) // - R1 = A11^-1 B => tricky part // - update B from the new R1 => actually this has to be performed continuously during the above step // - R2 -= A21 * B => GEPP // The tricky part: compute R1 = A11^-1 B while updating B from R1 // The idea is to split A11 into multiple small vertical panels. // Each panel can be split into a small triangular part T1k which is processed without optimization, // and the remaining small part T2k which is processed using gebp with appropriate block strides for (Index j2 = 0; j2 < cols; j2 += subcols) { Index actual_cols = (std::min)(cols - j2, subcols); // for each small vertical panels [T1k^T, T2k^T]^T of lhs for (Index k1 = 0; k1 < actual_kc; k1 += SmallPanelWidth) { Index actualPanelWidth = std::min(actual_kc - k1, SmallPanelWidth); // tr solve { Index i = IsLower ? k2 + k1 : k2 - k1; #if defined(EIGEN_VECTORIZE_AVX512) && EIGEN_USE_AVX512_TRSM_L_KERNELS EIGEN_IF_CONSTEXPR( (OtherInnerStride == 1 && (std::is_same::value || std::is_same::value))) { i = IsLower ? k2 + k1 : k2 - k1 - actualPanelWidth; } #endif trsmKernelL::kernel( actualPanelWidth, actual_cols, _tri + i + (i)*triStride, triStride, _other + i * OtherInnerStride + j2 * otherStride, otherIncr, otherStride); } Index lengthTarget = actual_kc - k1 - actualPanelWidth; Index startBlock = IsLower ? k2 + k1 : k2 - k1 - actualPanelWidth; Index blockBOffset = IsLower ? k1 : lengthTarget; // update the respective rows of B from other pack_rhs(blockB + actual_kc * j2, other.getSubMapper(startBlock, j2), actualPanelWidth, actual_cols, actual_kc, blockBOffset); // GEBP if (lengthTarget > 0) { Index startTarget = IsLower ? k2 + k1 + actualPanelWidth : k2 - actual_kc; pack_lhs(blockA, tri.getSubMapper(startTarget, startBlock), actualPanelWidth, lengthTarget); gebp_kernel(other.getSubMapper(startTarget, j2), blockA, blockB + actual_kc * j2, lengthTarget, actualPanelWidth, actual_cols, Scalar(-1), actualPanelWidth, actual_kc, 0, blockBOffset); } } } // R2 -= A21 * B => GEPP { Index start = IsLower ? k2 + kc : 0; Index end = IsLower ? size : k2 - kc; for (Index i2 = start; i2 < end; i2 += mc) { const Index actual_mc = (std::min)(mc, end - i2); if (actual_mc > 0) { pack_lhs(blockA, tri.getSubMapper(i2, IsLower ? k2 : k2 - kc), actual_kc, actual_mc); gebp_kernel(other.getSubMapper(i2, 0), blockA, blockB, actual_mc, actual_kc, cols, Scalar(-1), -1, -1, 0, 0); } } } } } /* Optimized triangular solver with multiple left hand sides and the triangular matrix on the right */ template struct triangular_solve_matrix { static EIGEN_DONT_INLINE void run(Index size, Index otherSize, const Scalar* _tri, Index triStride, Scalar* _other, Index otherIncr, Index otherStride, level3_blocking& blocking); }; template EIGEN_DONT_INLINE void triangular_solve_matrix::run(Index size, Index otherSize, const Scalar* _tri, Index triStride, Scalar* _other, Index otherIncr, Index otherStride, level3_blocking& blocking) { Index rows = otherSize; #if defined(EIGEN_VECTORIZE_AVX512) && EIGEN_USE_AVX512_TRSM_R_KERNELS && EIGEN_ENABLE_AVX512_NOCOPY_TRSM_R_CUTOFFS EIGEN_IF_CONSTEXPR( (OtherInnerStride == 1 && (std::is_same::value || std::is_same::value))) { // TODO: Investigate better heuristics for cutoffs. std::ptrdiff_t l1, l2, l3; manage_caching_sizes(GetAction, &l1, &l2, &l3); double L2Cap = 0.5; // 50% of L2 size if (size < avx512_trsm_cutoff(l2, rows, L2Cap)) { trsmKernelR::kernel( size, rows, _tri, triStride, _other, 1, otherStride); return; } } #endif typedef blas_data_mapper LhsMapper; typedef const_blas_data_mapper RhsMapper; LhsMapper lhs(_other, otherStride, otherIncr); RhsMapper rhs(_tri, triStride); typedef gebp_traits Traits; enum { RhsStorageOrder = TriStorageOrder, SmallPanelWidth = plain_enum_max(Traits::mr, Traits::nr), IsLower = (Mode & Lower) == Lower }; Index kc = blocking.kc(); // cache block size along the K direction Index mc = (std::min)(rows, blocking.mc()); // cache block size along the M direction std::size_t sizeA = kc * mc; std::size_t sizeB = kc * size; ei_declare_aligned_stack_constructed_variable(Scalar, blockA, sizeA, blocking.blockA()); ei_declare_aligned_stack_constructed_variable(Scalar, blockB, sizeB, blocking.blockB()); gebp_kernel gebp_kernel; gemm_pack_rhs pack_rhs; gemm_pack_rhs pack_rhs_panel; gemm_pack_lhs pack_lhs_panel; for (Index k2 = IsLower ? size : 0; IsLower ? k2 > 0 : k2 < size; IsLower ? k2 -= kc : k2 += kc) { const Index actual_kc = (std::min)(IsLower ? k2 : size - k2, kc); Index actual_k2 = IsLower ? k2 - actual_kc : k2; Index startPanel = IsLower ? 0 : k2 + actual_kc; Index rs = IsLower ? actual_k2 : size - actual_k2 - actual_kc; Scalar* geb = blockB + actual_kc * actual_kc; if (rs > 0) pack_rhs(geb, rhs.getSubMapper(actual_k2, startPanel), actual_kc, rs); // triangular packing (we only pack the panels off the diagonal, // neglecting the blocks overlapping the diagonal { for (Index j2 = 0; j2 < actual_kc; j2 += SmallPanelWidth) { Index actualPanelWidth = std::min(actual_kc - j2, SmallPanelWidth); Index actual_j2 = actual_k2 + j2; Index panelOffset = IsLower ? j2 + actualPanelWidth : 0; Index panelLength = IsLower ? actual_kc - j2 - actualPanelWidth : j2; if (panelLength > 0) pack_rhs_panel(blockB + j2 * actual_kc, rhs.getSubMapper(actual_k2 + panelOffset, actual_j2), panelLength, actualPanelWidth, actual_kc, panelOffset); } } for (Index i2 = 0; i2 < rows; i2 += mc) { const Index actual_mc = (std::min)(mc, rows - i2); // triangular solver kernel { // for each small block of the diagonal (=> vertical panels of rhs) for (Index j2 = IsLower ? (actual_kc - ((actual_kc % SmallPanelWidth) ? Index(actual_kc % SmallPanelWidth) : Index(SmallPanelWidth))) : 0; IsLower ? j2 >= 0 : j2 < actual_kc; IsLower ? j2 -= SmallPanelWidth : j2 += SmallPanelWidth) { Index actualPanelWidth = std::min(actual_kc - j2, SmallPanelWidth); Index absolute_j2 = actual_k2 + j2; Index panelOffset = IsLower ? j2 + actualPanelWidth : 0; Index panelLength = IsLower ? actual_kc - j2 - actualPanelWidth : j2; // GEBP if (panelLength > 0) { gebp_kernel(lhs.getSubMapper(i2, absolute_j2), blockA, blockB + j2 * actual_kc, actual_mc, panelLength, actualPanelWidth, Scalar(-1), actual_kc, actual_kc, // strides panelOffset, panelOffset); // offsets } { // unblocked triangular solve trsmKernelR::kernel(actualPanelWidth, actual_mc, _tri + absolute_j2 + absolute_j2 * triStride, triStride, _other + i2 * OtherInnerStride + absolute_j2 * otherStride, otherIncr, otherStride); } // pack the just computed part of lhs to A pack_lhs_panel(blockA, lhs.getSubMapper(i2, absolute_j2), actualPanelWidth, actual_mc, actual_kc, j2); } } if (rs > 0) gebp_kernel(lhs.getSubMapper(i2, startPanel), blockA, geb, actual_mc, actual_kc, rs, Scalar(-1), -1, -1, 0, 0); } } } } // end namespace internal } // end namespace Eigen #endif // EIGEN_TRIANGULAR_SOLVER_MATRIX_H