warp-lang 1.0.1__py3-none-manylinux2014_aarch64.whl → 1.1.0__py3-none-manylinux2014_aarch64.whl

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Files changed (346) hide show
  1. warp/__init__.py +108 -97
  2. warp/__init__.pyi +1 -1
  3. warp/bin/warp-clang.so +0 -0
  4. warp/bin/warp.so +0 -0
  5. warp/build.py +115 -113
  6. warp/build_dll.py +383 -375
  7. warp/builtins.py +3425 -3354
  8. warp/codegen.py +2878 -2792
  9. warp/config.py +40 -36
  10. warp/constants.py +45 -45
  11. warp/context.py +5194 -5102
  12. warp/dlpack.py +442 -442
  13. warp/examples/__init__.py +16 -16
  14. warp/examples/assets/bear.usd +0 -0
  15. warp/examples/assets/bunny.usd +0 -0
  16. warp/examples/assets/cartpole.urdf +110 -110
  17. warp/examples/assets/crazyflie.usd +0 -0
  18. warp/examples/assets/cube.usd +0 -0
  19. warp/examples/assets/nv_ant.xml +92 -92
  20. warp/examples/assets/nv_humanoid.xml +183 -183
  21. warp/examples/assets/quadruped.urdf +267 -267
  22. warp/examples/assets/rocks.nvdb +0 -0
  23. warp/examples/assets/rocks.usd +0 -0
  24. warp/examples/assets/sphere.usd +0 -0
  25. warp/examples/benchmarks/benchmark_api.py +383 -383
  26. warp/examples/benchmarks/benchmark_cloth.py +278 -279
  27. warp/examples/benchmarks/benchmark_cloth_cupy.py +88 -88
  28. warp/examples/benchmarks/benchmark_cloth_jax.py +97 -100
  29. warp/examples/benchmarks/benchmark_cloth_numba.py +146 -142
  30. warp/examples/benchmarks/benchmark_cloth_numpy.py +77 -77
  31. warp/examples/benchmarks/benchmark_cloth_pytorch.py +86 -86
  32. warp/examples/benchmarks/benchmark_cloth_taichi.py +112 -112
  33. warp/examples/benchmarks/benchmark_cloth_warp.py +146 -146
  34. warp/examples/benchmarks/benchmark_launches.py +295 -295
  35. warp/examples/browse.py +29 -28
  36. warp/examples/core/example_dem.py +234 -221
  37. warp/examples/core/example_fluid.py +293 -267
  38. warp/examples/core/example_graph_capture.py +144 -129
  39. warp/examples/core/example_marching_cubes.py +188 -176
  40. warp/examples/core/example_mesh.py +174 -154
  41. warp/examples/core/example_mesh_intersect.py +205 -193
  42. warp/examples/core/example_nvdb.py +176 -169
  43. warp/examples/core/example_raycast.py +105 -89
  44. warp/examples/core/example_raymarch.py +199 -178
  45. warp/examples/core/example_render_opengl.py +185 -141
  46. warp/examples/core/example_sph.py +405 -389
  47. warp/examples/core/example_torch.py +222 -181
  48. warp/examples/core/example_wave.py +263 -249
  49. warp/examples/fem/bsr_utils.py +378 -380
  50. warp/examples/fem/example_apic_fluid.py +407 -391
  51. warp/examples/fem/example_convection_diffusion.py +182 -168
  52. warp/examples/fem/example_convection_diffusion_dg.py +219 -209
  53. warp/examples/fem/example_convection_diffusion_dg0.py +204 -194
  54. warp/examples/fem/example_deformed_geometry.py +177 -159
  55. warp/examples/fem/example_diffusion.py +201 -173
  56. warp/examples/fem/example_diffusion_3d.py +177 -152
  57. warp/examples/fem/example_diffusion_mgpu.py +221 -214
  58. warp/examples/fem/example_mixed_elasticity.py +244 -222
  59. warp/examples/fem/example_navier_stokes.py +259 -243
  60. warp/examples/fem/example_stokes.py +220 -192
  61. warp/examples/fem/example_stokes_transfer.py +265 -249
  62. warp/examples/fem/mesh_utils.py +133 -109
  63. warp/examples/fem/plot_utils.py +292 -287
  64. warp/examples/optim/example_bounce.py +260 -248
  65. warp/examples/optim/example_cloth_throw.py +222 -210
  66. warp/examples/optim/example_diffray.py +566 -535
  67. warp/examples/optim/example_drone.py +864 -835
  68. warp/examples/optim/example_inverse_kinematics.py +176 -169
  69. warp/examples/optim/example_inverse_kinematics_torch.py +185 -170
  70. warp/examples/optim/example_spring_cage.py +239 -234
  71. warp/examples/optim/example_trajectory.py +223 -201
  72. warp/examples/optim/example_walker.py +306 -292
  73. warp/examples/sim/example_cartpole.py +139 -128
  74. warp/examples/sim/example_cloth.py +196 -184
  75. warp/examples/sim/example_granular.py +124 -113
  76. warp/examples/sim/example_granular_collision_sdf.py +197 -185
  77. warp/examples/sim/example_jacobian_ik.py +236 -213
  78. warp/examples/sim/example_particle_chain.py +118 -106
  79. warp/examples/sim/example_quadruped.py +193 -179
  80. warp/examples/sim/example_rigid_chain.py +197 -189
  81. warp/examples/sim/example_rigid_contact.py +189 -176
  82. warp/examples/sim/example_rigid_force.py +127 -126
  83. warp/examples/sim/example_rigid_gyroscopic.py +109 -97
  84. warp/examples/sim/example_rigid_soft_contact.py +134 -124
  85. warp/examples/sim/example_soft_body.py +190 -178
  86. warp/fabric.py +337 -335
  87. warp/fem/__init__.py +60 -27
  88. warp/fem/cache.py +401 -388
  89. warp/fem/dirichlet.py +178 -179
  90. warp/fem/domain.py +262 -263
  91. warp/fem/field/__init__.py +100 -101
  92. warp/fem/field/field.py +148 -149
  93. warp/fem/field/nodal_field.py +298 -299
  94. warp/fem/field/restriction.py +22 -21
  95. warp/fem/field/test.py +180 -181
  96. warp/fem/field/trial.py +183 -183
  97. warp/fem/geometry/__init__.py +15 -19
  98. warp/fem/geometry/closest_point.py +69 -70
  99. warp/fem/geometry/deformed_geometry.py +270 -271
  100. warp/fem/geometry/element.py +744 -744
  101. warp/fem/geometry/geometry.py +184 -186
  102. warp/fem/geometry/grid_2d.py +380 -373
  103. warp/fem/geometry/grid_3d.py +441 -435
  104. warp/fem/geometry/hexmesh.py +953 -953
  105. warp/fem/geometry/partition.py +374 -376
  106. warp/fem/geometry/quadmesh_2d.py +532 -532
  107. warp/fem/geometry/tetmesh.py +840 -840
  108. warp/fem/geometry/trimesh_2d.py +577 -577
  109. warp/fem/integrate.py +1630 -1615
  110. warp/fem/operator.py +190 -191
  111. warp/fem/polynomial.py +214 -213
  112. warp/fem/quadrature/__init__.py +2 -2
  113. warp/fem/quadrature/pic_quadrature.py +243 -245
  114. warp/fem/quadrature/quadrature.py +295 -294
  115. warp/fem/space/__init__.py +294 -292
  116. warp/fem/space/basis_space.py +488 -489
  117. warp/fem/space/collocated_function_space.py +100 -105
  118. warp/fem/space/dof_mapper.py +236 -236
  119. warp/fem/space/function_space.py +148 -145
  120. warp/fem/space/grid_2d_function_space.py +267 -267
  121. warp/fem/space/grid_3d_function_space.py +305 -306
  122. warp/fem/space/hexmesh_function_space.py +350 -352
  123. warp/fem/space/partition.py +350 -350
  124. warp/fem/space/quadmesh_2d_function_space.py +368 -369
  125. warp/fem/space/restriction.py +158 -160
  126. warp/fem/space/shape/__init__.py +13 -15
  127. warp/fem/space/shape/cube_shape_function.py +738 -738
  128. warp/fem/space/shape/shape_function.py +102 -103
  129. warp/fem/space/shape/square_shape_function.py +611 -611
  130. warp/fem/space/shape/tet_shape_function.py +565 -567
  131. warp/fem/space/shape/triangle_shape_function.py +429 -429
  132. warp/fem/space/tetmesh_function_space.py +294 -292
  133. warp/fem/space/topology.py +297 -295
  134. warp/fem/space/trimesh_2d_function_space.py +223 -221
  135. warp/fem/types.py +77 -77
  136. warp/fem/utils.py +495 -495
  137. warp/jax.py +166 -141
  138. warp/jax_experimental.py +341 -339
  139. warp/native/array.h +1072 -1025
  140. warp/native/builtin.h +1560 -1560
  141. warp/native/bvh.cpp +398 -398
  142. warp/native/bvh.cu +525 -525
  143. warp/native/bvh.h +429 -429
  144. warp/native/clang/clang.cpp +495 -464
  145. warp/native/crt.cpp +31 -31
  146. warp/native/crt.h +334 -334
  147. warp/native/cuda_crt.h +1049 -1049
  148. warp/native/cuda_util.cpp +549 -540
  149. warp/native/cuda_util.h +288 -203
  150. warp/native/cutlass_gemm.cpp +34 -34
  151. warp/native/cutlass_gemm.cu +372 -372
  152. warp/native/error.cpp +66 -66
  153. warp/native/error.h +27 -27
  154. warp/native/fabric.h +228 -228
  155. warp/native/hashgrid.cpp +301 -278
  156. warp/native/hashgrid.cu +78 -77
  157. warp/native/hashgrid.h +227 -227
  158. warp/native/initializer_array.h +32 -32
  159. warp/native/intersect.h +1204 -1204
  160. warp/native/intersect_adj.h +365 -365
  161. warp/native/intersect_tri.h +322 -322
  162. warp/native/marching.cpp +2 -2
  163. warp/native/marching.cu +497 -497
  164. warp/native/marching.h +2 -2
  165. warp/native/mat.h +1498 -1498
  166. warp/native/matnn.h +333 -333
  167. warp/native/mesh.cpp +203 -203
  168. warp/native/mesh.cu +293 -293
  169. warp/native/mesh.h +1887 -1887
  170. warp/native/nanovdb/NanoVDB.h +4782 -4782
  171. warp/native/nanovdb/PNanoVDB.h +2553 -2553
  172. warp/native/nanovdb/PNanoVDBWrite.h +294 -294
  173. warp/native/noise.h +850 -850
  174. warp/native/quat.h +1084 -1084
  175. warp/native/rand.h +299 -299
  176. warp/native/range.h +108 -108
  177. warp/native/reduce.cpp +156 -156
  178. warp/native/reduce.cu +348 -348
  179. warp/native/runlength_encode.cpp +61 -61
  180. warp/native/runlength_encode.cu +46 -46
  181. warp/native/scan.cpp +30 -30
  182. warp/native/scan.cu +36 -36
  183. warp/native/scan.h +7 -7
  184. warp/native/solid_angle.h +442 -442
  185. warp/native/sort.cpp +94 -94
  186. warp/native/sort.cu +97 -97
  187. warp/native/sort.h +14 -14
  188. warp/native/sparse.cpp +337 -337
  189. warp/native/sparse.cu +544 -544
  190. warp/native/spatial.h +630 -630
  191. warp/native/svd.h +562 -562
  192. warp/native/temp_buffer.h +30 -30
  193. warp/native/vec.h +1132 -1132
  194. warp/native/volume.cpp +297 -297
  195. warp/native/volume.cu +32 -32
  196. warp/native/volume.h +538 -538
  197. warp/native/volume_builder.cu +425 -425
  198. warp/native/volume_builder.h +19 -19
  199. warp/native/warp.cpp +1057 -1052
  200. warp/native/warp.cu +2943 -2828
  201. warp/native/warp.h +313 -305
  202. warp/optim/__init__.py +9 -9
  203. warp/optim/adam.py +120 -120
  204. warp/optim/linear.py +1104 -939
  205. warp/optim/sgd.py +104 -92
  206. warp/render/__init__.py +10 -10
  207. warp/render/render_opengl.py +3217 -3204
  208. warp/render/render_usd.py +768 -749
  209. warp/render/utils.py +152 -150
  210. warp/sim/__init__.py +52 -59
  211. warp/sim/articulation.py +685 -685
  212. warp/sim/collide.py +1594 -1590
  213. warp/sim/import_mjcf.py +489 -481
  214. warp/sim/import_snu.py +220 -221
  215. warp/sim/import_urdf.py +536 -516
  216. warp/sim/import_usd.py +887 -881
  217. warp/sim/inertia.py +316 -317
  218. warp/sim/integrator.py +234 -233
  219. warp/sim/integrator_euler.py +1956 -1956
  220. warp/sim/integrator_featherstone.py +1910 -1991
  221. warp/sim/integrator_xpbd.py +3294 -3312
  222. warp/sim/model.py +4473 -4314
  223. warp/sim/particles.py +113 -112
  224. warp/sim/render.py +417 -403
  225. warp/sim/utils.py +413 -410
  226. warp/sparse.py +1227 -1227
  227. warp/stubs.py +2109 -2469
  228. warp/tape.py +1162 -225
  229. warp/tests/__init__.py +1 -1
  230. warp/tests/__main__.py +4 -4
  231. warp/tests/assets/torus.usda +105 -105
  232. warp/tests/aux_test_class_kernel.py +26 -26
  233. warp/tests/aux_test_compile_consts_dummy.py +10 -10
  234. warp/tests/aux_test_conditional_unequal_types_kernels.py +21 -21
  235. warp/tests/aux_test_dependent.py +22 -22
  236. warp/tests/aux_test_grad_customs.py +23 -23
  237. warp/tests/aux_test_reference.py +11 -11
  238. warp/tests/aux_test_reference_reference.py +10 -10
  239. warp/tests/aux_test_square.py +17 -17
  240. warp/tests/aux_test_unresolved_func.py +14 -14
  241. warp/tests/aux_test_unresolved_symbol.py +14 -14
  242. warp/tests/disabled_kinematics.py +239 -239
  243. warp/tests/run_coverage_serial.py +31 -31
  244. warp/tests/test_adam.py +157 -157
  245. warp/tests/test_arithmetic.py +1124 -1124
  246. warp/tests/test_array.py +2417 -2326
  247. warp/tests/test_array_reduce.py +150 -150
  248. warp/tests/test_async.py +668 -656
  249. warp/tests/test_atomic.py +141 -141
  250. warp/tests/test_bool.py +204 -149
  251. warp/tests/test_builtins_resolution.py +1292 -1292
  252. warp/tests/test_bvh.py +164 -171
  253. warp/tests/test_closest_point_edge_edge.py +228 -228
  254. warp/tests/test_codegen.py +566 -553
  255. warp/tests/test_compile_consts.py +97 -101
  256. warp/tests/test_conditional.py +246 -246
  257. warp/tests/test_copy.py +232 -215
  258. warp/tests/test_ctypes.py +632 -632
  259. warp/tests/test_dense.py +67 -67
  260. warp/tests/test_devices.py +91 -98
  261. warp/tests/test_dlpack.py +530 -529
  262. warp/tests/test_examples.py +400 -378
  263. warp/tests/test_fabricarray.py +955 -955
  264. warp/tests/test_fast_math.py +62 -54
  265. warp/tests/test_fem.py +1277 -1278
  266. warp/tests/test_fp16.py +130 -130
  267. warp/tests/test_func.py +338 -337
  268. warp/tests/test_generics.py +571 -571
  269. warp/tests/test_grad.py +746 -640
  270. warp/tests/test_grad_customs.py +333 -336
  271. warp/tests/test_hash_grid.py +210 -164
  272. warp/tests/test_import.py +39 -39
  273. warp/tests/test_indexedarray.py +1134 -1134
  274. warp/tests/test_intersect.py +67 -67
  275. warp/tests/test_jax.py +307 -307
  276. warp/tests/test_large.py +167 -164
  277. warp/tests/test_launch.py +354 -354
  278. warp/tests/test_lerp.py +261 -261
  279. warp/tests/test_linear_solvers.py +191 -171
  280. warp/tests/test_lvalue.py +421 -493
  281. warp/tests/test_marching_cubes.py +65 -65
  282. warp/tests/test_mat.py +1801 -1827
  283. warp/tests/test_mat_lite.py +115 -115
  284. warp/tests/test_mat_scalar_ops.py +2907 -2889
  285. warp/tests/test_math.py +126 -193
  286. warp/tests/test_matmul.py +500 -499
  287. warp/tests/test_matmul_lite.py +410 -410
  288. warp/tests/test_mempool.py +188 -190
  289. warp/tests/test_mesh.py +284 -324
  290. warp/tests/test_mesh_query_aabb.py +228 -241
  291. warp/tests/test_mesh_query_point.py +692 -702
  292. warp/tests/test_mesh_query_ray.py +292 -303
  293. warp/tests/test_mlp.py +276 -276
  294. warp/tests/test_model.py +110 -110
  295. warp/tests/test_modules_lite.py +39 -39
  296. warp/tests/test_multigpu.py +163 -163
  297. warp/tests/test_noise.py +248 -248
  298. warp/tests/test_operators.py +250 -250
  299. warp/tests/test_options.py +123 -125
  300. warp/tests/test_peer.py +133 -137
  301. warp/tests/test_pinned.py +78 -78
  302. warp/tests/test_print.py +54 -54
  303. warp/tests/test_quat.py +2086 -2086
  304. warp/tests/test_rand.py +288 -288
  305. warp/tests/test_reload.py +217 -217
  306. warp/tests/test_rounding.py +179 -179
  307. warp/tests/test_runlength_encode.py +190 -190
  308. warp/tests/test_sim_grad.py +243 -0
  309. warp/tests/test_sim_kinematics.py +91 -97
  310. warp/tests/test_smoothstep.py +168 -168
  311. warp/tests/test_snippet.py +305 -266
  312. warp/tests/test_sparse.py +468 -460
  313. warp/tests/test_spatial.py +2148 -2148
  314. warp/tests/test_streams.py +486 -473
  315. warp/tests/test_struct.py +710 -675
  316. warp/tests/test_tape.py +173 -148
  317. warp/tests/test_torch.py +743 -743
  318. warp/tests/test_transient_module.py +87 -87
  319. warp/tests/test_types.py +556 -659
  320. warp/tests/test_utils.py +490 -499
  321. warp/tests/test_vec.py +1264 -1268
  322. warp/tests/test_vec_lite.py +73 -73
  323. warp/tests/test_vec_scalar_ops.py +2099 -2099
  324. warp/tests/test_verify_fp.py +94 -94
  325. warp/tests/test_volume.py +737 -736
  326. warp/tests/test_volume_write.py +255 -265
  327. warp/tests/unittest_serial.py +37 -37
  328. warp/tests/unittest_suites.py +363 -359
  329. warp/tests/unittest_utils.py +603 -578
  330. warp/tests/unused_test_misc.py +71 -71
  331. warp/tests/walkthrough_debug.py +85 -85
  332. warp/thirdparty/appdirs.py +598 -598
  333. warp/thirdparty/dlpack.py +143 -143
  334. warp/thirdparty/unittest_parallel.py +566 -561
  335. warp/torch.py +321 -295
  336. warp/types.py +4504 -4450
  337. warp/utils.py +1008 -821
  338. {warp_lang-1.0.1.dist-info → warp_lang-1.1.0.dist-info}/LICENSE.md +126 -126
  339. {warp_lang-1.0.1.dist-info → warp_lang-1.1.0.dist-info}/METADATA +338 -400
  340. warp_lang-1.1.0.dist-info/RECORD +352 -0
  341. warp/examples/assets/cube.usda +0 -42
  342. warp/examples/assets/sphere.usda +0 -56
  343. warp/examples/assets/torus.usda +0 -105
  344. warp_lang-1.0.1.dist-info/RECORD +0 -352
  345. {warp_lang-1.0.1.dist-info → warp_lang-1.1.0.dist-info}/WHEEL +0 -0
  346. {warp_lang-1.0.1.dist-info → warp_lang-1.1.0.dist-info}/top_level.txt +0 -0
warp/optim/linear.py CHANGED
@@ -1,939 +1,1104 @@
1
- from typing import Optional, Union, Callable, Tuple, Any
2
- from math import sqrt
3
-
4
- import warp as wp
5
- import warp.sparse as sparse
6
- from warp.utils import array_inner
7
-
8
- # No need to auto-generate adjoint code for linear solvers
9
- wp.set_module_options({"enable_backward": False})
10
-
11
-
12
- class LinearOperator:
13
- """
14
- Linear operator to be used as left-hand-side of linear iterative solvers.
15
-
16
- Args:
17
- shape: Tuple containing the number of rows and columns of the operator
18
- dtype: Type of the operator elements
19
- device: Device on which computations involving the operator should be performed
20
- matvec: Matrix-vector multiplication routine
21
-
22
- The matrix-vector multiplication routine should have the following signature:
23
-
24
- .. code-block:: python
25
-
26
- def matvec(x: wp.array, y: wp.array, z: wp.array, alpha: Scalar, beta: Scalar):
27
- '''Performs the operation z = alpha * x + beta * y'''
28
- ...
29
-
30
- For performance reasons, by default the iterative linear solvers in this module will try to capture the calls
31
- for one or more iterations in CUDA graphs. If the `matvec` routine of a custom :class:`LinearOperator`
32
- cannot be graph-captured, the ``use_cuda_graph=False`` parameter should be passed to the solver function.
33
-
34
- """
35
-
36
- def __init__(self, shape: Tuple[int, int], dtype: type, device: wp.context.Device, matvec: Callable):
37
- self._shape = shape
38
- self._dtype = dtype
39
- self._device = device
40
- self._matvec = matvec
41
-
42
- @property
43
- def shape(self) -> Tuple[int, int]:
44
- return self._shape
45
-
46
- @property
47
- def dtype(self) -> type:
48
- return self._dtype
49
-
50
- @property
51
- def device(self) -> wp.context.Device:
52
- return self._device
53
-
54
- @property
55
- def matvec(self) -> Callable:
56
- return self._matvec
57
-
58
- @property
59
- def scalar_type(self):
60
- return wp.types.type_scalar_type(self.dtype)
61
-
62
-
63
- _Matrix = Union[wp.array, sparse.BsrMatrix, LinearOperator]
64
-
65
-
66
- def aslinearoperator(A: _Matrix) -> LinearOperator:
67
- """
68
- Casts the dense or sparse matrix `A` as a :class:`LinearOperator`
69
-
70
- `A` must be of one of the following types:
71
-
72
- - :class:`warp.sparse.BsrMatrix`
73
- - two-dimensional `warp.array`; then `A` is assumed to be a dense matrix
74
- - one-dimensional `warp.array`; then `A` is assumed to be a diagonal matrix
75
- - :class:`warp.sparse.LinearOperator`; no casting necessary
76
- """
77
-
78
- if A is None or isinstance(A, LinearOperator):
79
- return A
80
-
81
- def bsr_mv(x, y, z, alpha, beta):
82
- if z.ptr != y.ptr and beta != 0.0:
83
- wp.copy(src=y, dest=z)
84
- sparse.bsr_mv(A, x, z, alpha, beta)
85
-
86
- def dense_mv(x, y, z, alpha, beta):
87
- x = x.reshape((x.shape[0], 1))
88
- y = y.reshape((y.shape[0], 1))
89
- z = z.reshape((y.shape[0], 1))
90
- wp.matmul(A, x, y, z, alpha, beta)
91
-
92
- def diag_mv(x, y, z, alpha, beta):
93
- scalar_type = wp.types.type_scalar_type(A.dtype)
94
- alpha = scalar_type(alpha)
95
- beta = scalar_type(beta)
96
- wp.launch(_diag_mv_kernel, dim=A.shape, device=A.device, inputs=[A, x, y, z, alpha, beta])
97
-
98
- def diag_mv_vec(x, y, z, alpha, beta):
99
- scalar_type = wp.types.type_scalar_type(A.dtype)
100
- alpha = scalar_type(alpha)
101
- beta = scalar_type(beta)
102
- wp.launch(_diag_mv_vec_kernel, dim=A.shape, device=A.device, inputs=[A, x, y, z, alpha, beta])
103
-
104
- if isinstance(A, wp.array):
105
- if A.ndim == 2:
106
- return LinearOperator(A.shape, A.dtype, A.device, matvec=dense_mv)
107
- if A.ndim == 1:
108
- if wp.types.type_is_vector(A.dtype):
109
- return LinearOperator(A.shape, A.dtype, A.device, matvec=diag_mv_vec)
110
- return LinearOperator(A.shape, A.dtype, A.device, matvec=diag_mv)
111
- if isinstance(A, sparse.BsrMatrix):
112
- return LinearOperator(A.shape, A.dtype, A.device, matvec=bsr_mv)
113
-
114
- raise ValueError(f"Unable to create LinearOperator from {A}")
115
-
116
-
117
- def preconditioner(A: _Matrix, ptype: str = "diag") -> LinearOperator:
118
- """Constructs and returns a preconditioner for an input matrix.
119
-
120
- Args:
121
- A: The matrix for which to build the preconditioner
122
- ptype: The type of preconditioner. Currently the following values are supported:
123
-
124
- - ``"diag"``: Diagonal (a.k.a. Jacobi) preconditioner
125
- - ``"diag_abs"``: Similar to Jacobi, but using the absolute value of diagonal coefficients
126
- - ``"id"``: Identity (null) preconditioner
127
- """
128
-
129
- if ptype == "id":
130
- return None
131
-
132
- if ptype in ("diag", "diag_abs"):
133
- use_abs = 1 if ptype == "diag_abs" else 0
134
- if isinstance(A, sparse.BsrMatrix):
135
- A_diag = sparse.bsr_get_diag(A)
136
- if wp.types.type_is_matrix(A.dtype):
137
- inv_diag = wp.empty(
138
- shape=A.nrow, dtype=wp.vec(length=A.block_shape[0], dtype=A.scalar_type), device=A.device
139
- )
140
- wp.launch(
141
- _extract_inverse_diagonal_blocked,
142
- dim=inv_diag.shape,
143
- device=inv_diag.device,
144
- inputs=[A_diag, inv_diag, use_abs],
145
- )
146
- else:
147
- inv_diag = wp.empty(shape=A.shape[0], dtype=A.scalar_type, device=A.device)
148
- wp.launch(
149
- _extract_inverse_diagonal_scalar,
150
- dim=inv_diag.shape,
151
- device=inv_diag.device,
152
- inputs=[A_diag, inv_diag, use_abs],
153
- )
154
- elif isinstance(A, wp.array) and A.ndim == 2:
155
- inv_diag = wp.empty(shape=A.shape[0], dtype=A.dtype, device=A.device)
156
- wp.launch(
157
- _extract_inverse_diagonal_dense,
158
- dim=inv_diag.shape,
159
- device=inv_diag.device,
160
- inputs=[A, inv_diag, use_abs],
161
- )
162
- else:
163
- raise ValueError("Unsupported source matrix type for building diagonal preconditioner")
164
-
165
- return aslinearoperator(inv_diag)
166
-
167
- raise ValueError(f"Unsupported preconditioner type '{ptype}'")
168
-
169
-
170
- def cg(
171
- A: _Matrix,
172
- b: wp.array,
173
- x: wp.array,
174
- tol: Optional[float] = None,
175
- atol: Optional[float] = None,
176
- maxiter: Optional[float] = 0,
177
- M: Optional[_Matrix] = None,
178
- callback: Optional[Callable] = None,
179
- check_every=10,
180
- use_cuda_graph=True,
181
- ) -> Tuple[int, float, float]:
182
- """Computes an approximate solution to a symmetric, positive-definite linear system
183
- using the Conjugate Gradient algorithm.
184
-
185
- Args:
186
- A: the linear system's left-hand-side
187
- b: the linear system's right-hand-side
188
- x: initial guess and solution vector
189
- tol: relative tolerance for the residual, as a ratio of the right-hand-side norm
190
- atol: absolute tolerance for the residual
191
- maxiter: maximum number of iterations to perform before aborting. Defaults to the system size.
192
- Note that the current implementation always performs iterations in pairs, and as a result may exceed the specified maximum number of iterations by one.
193
- M: optional left-preconditioner, ideally chosen such that ``M A`` is close to identity.
194
- callback: function to be called every `check_every` iteration with the current iteration number, residual and tolerance
195
- check_every: number of iterations every which to call `callback`, check the residual against the tolerance and possibility terminate the algorithm.
196
- use_cuda_graph: If true and when run on a CUDA device, capture the solver iteration as a CUDA graph for reduced launch overhead.
197
- The linear operator and preconditioner must only perform graph-friendly operations.
198
-
199
- Returns:
200
- Tuple (final iteration number, residual norm, absolute tolerance)
201
-
202
- If both `tol` and `atol` are provided, the absolute tolerance used as the termination criterion for the residual norm is ``max(atol, tol * norm(b))``.
203
- """
204
-
205
- A = aslinearoperator(A)
206
- M = aslinearoperator(M)
207
-
208
- if maxiter == 0:
209
- maxiter = A.shape[0]
210
-
211
- r, r_norm_sq, atol = _initialize_residual_and_tolerance(A, b, x, tol=tol, atol=atol)
212
-
213
- device = A.device
214
- scalar_dtype = wp.types.type_scalar_type(A.dtype)
215
-
216
- # Notations below follow pseudo-code from https://en.wikipedia.org/wiki/Conjugate_gradient_method
217
-
218
- # z = M r
219
- if M is not None:
220
- z = wp.zeros_like(b)
221
- M.matvec(r, z, z, alpha=1.0, beta=0.0)
222
-
223
- # rz = r' z;
224
- rz_new = wp.empty(n=1, dtype=scalar_dtype, device=device)
225
- array_inner(r, z, out=rz_new)
226
- else:
227
- z = r
228
-
229
- rz_old = wp.empty(n=1, dtype=scalar_dtype, device=device)
230
- p_Ap = wp.empty(n=1, dtype=scalar_dtype, device=device)
231
- Ap = wp.zeros_like(b)
232
-
233
- p = wp.clone(z)
234
-
235
- def do_iteration(atol_sq, rr_old, rr_new, rz_old, rz_new):
236
- # Ap = A * p;
237
- A.matvec(p, Ap, Ap, alpha=1, beta=0)
238
-
239
- array_inner(p, Ap, out=p_Ap)
240
-
241
- wp.launch(
242
- kernel=_cg_kernel_1,
243
- dim=x.shape[0],
244
- device=device,
245
- inputs=[atol_sq, rr_old, rz_old, p_Ap, x, r, p, Ap],
246
- )
247
- array_inner(r, r, out=rr_new)
248
-
249
- # z = M r
250
- if M is not None:
251
- M.matvec(r, z, z, alpha=1.0, beta=0.0)
252
- # rz = r' z;
253
- array_inner(r, z, out=rz_new)
254
-
255
- wp.launch(kernel=_cg_kernel_2, dim=z.shape[0], device=device, inputs=[atol_sq, rr_new, rz_old, rz_new, z, p])
256
-
257
- # We do iterations by pairs, switching old and new residual norm buffers for each odd-even couple
258
- # In the non-preconditioned case we reuse the error norm buffer for the new <r,z> computation
259
-
260
- def do_odd_even_cycle(atol_sq: float):
261
- # A pair of iterations, so that we're swapping the residual buffers twice
262
- if M is None:
263
- do_iteration(atol_sq, r_norm_sq, rz_old, r_norm_sq, rz_old)
264
- do_iteration(atol_sq, rz_old, r_norm_sq, rz_old, r_norm_sq)
265
- else:
266
- do_iteration(atol_sq, r_norm_sq, r_norm_sq, rz_new, rz_old)
267
- do_iteration(atol_sq, r_norm_sq, r_norm_sq, rz_old, rz_new)
268
-
269
- return _run_solver_loop(
270
- do_odd_even_cycle,
271
- cycle_size=2,
272
- r_norm_sq=r_norm_sq,
273
- maxiter=maxiter,
274
- atol=atol,
275
- callback=callback,
276
- check_every=check_every,
277
- use_cuda_graph=use_cuda_graph,
278
- device=device,
279
- )
280
-
281
-
282
- def bicgstab(
283
- A: _Matrix,
284
- b: wp.array,
285
- x: wp.array,
286
- tol: Optional[float] = None,
287
- atol: Optional[float] = None,
288
- maxiter: Optional[float] = 0,
289
- M: Optional[_Matrix] = None,
290
- callback: Optional[Callable] = None,
291
- check_every=10,
292
- use_cuda_graph=True,
293
- is_left_preconditioner=False,
294
- ):
295
- """Computes an approximate solution to a linear system using the Biconjugate Gradient Stabilized method (BiCGSTAB).
296
-
297
- Args:
298
- A: the linear system's left-hand-side
299
- b: the linear system's right-hand-side
300
- x: initial guess and solution vector
301
- tol: relative tolerance for the residual, as a ratio of the right-hand-side norm
302
- atol: absolute tolerance for the residual
303
- maxiter: maximum number of iterations to perform before aborting. Defaults to the system size.
304
- M: optional left- or right-preconditioner, ideally chosen such that ``M A`` (resp ``A M``) is close to identity.
305
- callback: function to be called every `check_every` iteration with the current iteration number, residual and tolerance
306
- check_every: number of iterations every which to call `callback`, check the residual against the tolerance and possibility terminate the algorithm.
307
- use_cuda_graph: If true and when run on a CUDA device, capture the solver iteration as a CUDA graph for reduced launch overhead.
308
- The linear operator and preconditioner must only perform graph-friendly operations.
309
- is_left_preconditioner: whether `M` should be used as a left- or right- preconditioner.
310
-
311
- Returns:
312
- Tuple (final iteration number, residual norm, absolute tolerance)
313
-
314
- If both `tol` and `atol` are provided, the absolute tolerance used as the termination criterion for the residual norm is ``max(atol, tol * norm(b))``.
315
- """
316
- A = aslinearoperator(A)
317
- M = aslinearoperator(M)
318
-
319
- if maxiter == 0:
320
- maxiter = A.shape[0]
321
-
322
- r, r_norm_sq, atol = _initialize_residual_and_tolerance(A, b, x, tol=tol, atol=atol)
323
-
324
- device = A.device
325
- scalar_dtype = wp.types.type_scalar_type(A.dtype)
326
-
327
- # Notations below follow pseudo-code from biconjugate https://en.wikipedia.org/wiki/Biconjugate_gradient_stabilized_method
328
-
329
- rho = wp.clone(r_norm_sq, pinned=False)
330
- r0v = wp.empty(n=1, dtype=scalar_dtype, device=device)
331
- st = wp.empty(n=1, dtype=scalar_dtype, device=device)
332
- tt = wp.empty(n=1, dtype=scalar_dtype, device=device)
333
-
334
- # work arrays
335
- r0 = wp.clone(r)
336
- v = wp.zeros_like(r)
337
- t = wp.zeros_like(r)
338
- p = wp.clone(r)
339
-
340
- if M is not None:
341
- y = wp.zeros_like(p)
342
- z = wp.zeros_like(r)
343
- if is_left_preconditioner:
344
- Mt = wp.zeros_like(t)
345
- else:
346
- y = p
347
- z = r
348
- Mt = t
349
-
350
- def do_iteration(atol_sq: float):
351
- # y = M p
352
- if M is not None:
353
- M.matvec(p, y, y, alpha=1.0, beta=0.0)
354
-
355
- # v = A * y;
356
- A.matvec(y, v, v, alpha=1, beta=0)
357
-
358
- # alpha = rho / <r0 . v>
359
- array_inner(r0, v, out=r0v)
360
-
361
- # x += alpha y
362
- # r -= alpha v
363
- wp.launch(
364
- kernel=_bicgstab_kernel_1,
365
- dim=x.shape[0],
366
- device=device,
367
- inputs=[atol_sq, r_norm_sq, rho, r0v, x, r, y, v],
368
- )
369
- array_inner(r, r, out=r_norm_sq)
370
-
371
- # z = M r
372
- if M is not None:
373
- M.matvec(r, z, z, alpha=1.0, beta=0.0)
374
-
375
- # t = A z
376
- A.matvec(z, t, t, alpha=1, beta=0)
377
-
378
- if is_left_preconditioner:
379
- # Mt = M t
380
- if M is not None:
381
- M.matvec(t, Mt, Mt, alpha=1.0, beta=0.0)
382
-
383
- # omega = <Mt, Ms> / <Mt, Mt>
384
- array_inner(z, Mt, out=st)
385
- array_inner(Mt, Mt, out=tt)
386
- else:
387
- array_inner(r, t, out=st)
388
- array_inner(t, t, out=tt)
389
-
390
- # x += omega z
391
- # r -= omega t
392
- wp.launch(
393
- kernel=_bicgstab_kernel_2,
394
- dim=z.shape[0],
395
- device=device,
396
- inputs=[atol_sq, r_norm_sq, st, tt, z, t, x, r],
397
- )
398
- array_inner(r, r, out=r_norm_sq)
399
-
400
- # rho = <r0, r>
401
- array_inner(r0, r, out=rho)
402
-
403
- # beta = (rho / rho_old) * alpha / omega = (rho / r0v) / omega
404
- # p = r + beta (p - omega v)
405
- wp.launch(
406
- kernel=_bicgstab_kernel_3,
407
- dim=z.shape[0],
408
- device=device,
409
- inputs=[atol_sq, r_norm_sq, rho, r0v, st, tt, p, r, v],
410
- )
411
-
412
- return _run_solver_loop(
413
- do_iteration,
414
- cycle_size=1,
415
- r_norm_sq=r_norm_sq,
416
- maxiter=maxiter,
417
- atol=atol,
418
- callback=callback,
419
- check_every=check_every,
420
- use_cuda_graph=use_cuda_graph,
421
- device=device,
422
- )
423
-
424
-
425
- def gmres(
426
- A: _Matrix,
427
- b: wp.array,
428
- x: wp.array,
429
- tol: Optional[float] = None,
430
- atol: Optional[float] = None,
431
- restart=31,
432
- maxiter: Optional[float] = 0,
433
- M: Optional[_Matrix] = None,
434
- callback: Optional[Callable] = None,
435
- check_every=31,
436
- use_cuda_graph=True,
437
- is_left_preconditioner=False,
438
- ):
439
- """Computes an approximate solution to a linear system using the restarted Generalized Minimum Residual method (GMRES[k]).
440
-
441
- Args:
442
- A: the linear system's left-hand-side
443
- b: the linear system's right-hand-side
444
- x: initial guess and solution vector
445
- tol: relative tolerance for the residual, as a ratio of the right-hand-side norm
446
- atol: absolute tolerance for the residual
447
- restart: The restart parameter, i.e, the `k` in `GMRES[k]`. In general, increasing this parameter reduces the number of iterations but increases memory consumption.
448
- maxiter: maximum number of iterations to perform before aborting. Defaults to the system size.
449
- Note that the current implementation always perform `restart` iterations at a time, and as a result may exceed the specified maximum number of iterations by ``restart-1``.
450
- M: optional left- or right-preconditioner, ideally chosen such that ``M A`` (resp ``A M``) is close to identity.
451
- callback: function to be called every `check_every` iteration with the current iteration number, residual and tolerance
452
- check_every: number of iterations every which to call `callback`, check the residual against the tolerance and possibility terminate the algorithm.
453
- use_cuda_graph: If true and when run on a CUDA device, capture the solver iteration as a CUDA graph for reduced launch overhead.
454
- The linear operator and preconditioner must only perform graph-friendly operations.
455
- is_left_preconditioner: whether `M` should be used as a left- or right- preconditioner.
456
-
457
- Returns:
458
- Tuple (final iteration number, residual norm, absolute tolerance)
459
-
460
- If both `tol` and `atol` are provided, the absolute tolerance used as the termination criterion for the residual norm is ``max(atol, tol * norm(b))``.
461
- """
462
-
463
- A = aslinearoperator(A)
464
- M = aslinearoperator(M)
465
-
466
- if maxiter == 0:
467
- maxiter = A.shape[0]
468
-
469
- restart = min(restart, maxiter)
470
- check_every = max(restart, check_every)
471
-
472
- r, r_norm_sq, atol = _initialize_residual_and_tolerance(A, b, x, tol=tol, atol=atol)
473
-
474
- device = A.device
475
- scalar_dtype = wp.types.type_scalar_type(A.dtype)
476
-
477
- pivot_tolerance = _get_dtype_epsilon(scalar_dtype) ** 2
478
-
479
- beta_sq = wp.empty_like(r_norm_sq, pinned=False)
480
- H = wp.empty(shape=(restart + 1, restart), dtype=scalar_dtype, device=device)
481
-
482
- y = wp.empty(shape=restart + 1, dtype=scalar_dtype, device=device)
483
-
484
- w = wp.zeros_like(r)
485
- V = wp.zeros(shape=(restart + 1, r.shape[0]), dtype=r.dtype, device=device)
486
-
487
- def array_coeff(H, i, j):
488
- return wp.array(
489
- ptr=H.ptr + i * H.strides[0] + j * H.strides[1],
490
- dtype=H.dtype,
491
- shape=(1,),
492
- device=H.device,
493
- copy=False,
494
- )
495
-
496
- def array_row(V, i):
497
- return wp.array(
498
- ptr=V.ptr + i * V.strides[0],
499
- dtype=V.dtype,
500
- shape=V.shape[1],
501
- device=V.device,
502
- copy=False,
503
- )
504
-
505
- def do_arnoldi_iteration(j: int):
506
- # w = A * v;
507
-
508
- vj = array_row(V, j)
509
-
510
- if M is not None:
511
- tmp = array_row(V, j + 1)
512
-
513
- if is_left_preconditioner:
514
- A.matvec(vj, tmp, tmp, alpha=1, beta=0)
515
- M.matvec(tmp, w, w, alpha=1, beta=0)
516
- else:
517
- M.matvec(vj, tmp, tmp, alpha=1, beta=0)
518
- A.matvec(tmp, w, w, alpha=1, beta=0)
519
- else:
520
- A.matvec(vj, w, w, alpha=1, beta=0)
521
-
522
- for i in range(j + 1):
523
- vi = array_row(V, i)
524
- hij = array_coeff(H, i, j)
525
- array_inner(w, vi, out=hij)
526
-
527
- wp.launch(_gmres_arnoldi_axpy_kernel, dim=w.shape, device=w.device, inputs=[vi, w, hij])
528
-
529
- hjnj = array_coeff(H, j + 1, j)
530
- array_inner(w, w, out=hjnj)
531
-
532
- vjn = array_row(V, j + 1)
533
- wp.launch(_gmres_arnoldi_normalize_kernel, dim=w.shape, device=w.device, inputs=[w, vjn, hjnj])
534
-
535
- def do_restart_cycle(atol_sq: float):
536
- if M is not None and is_left_preconditioner:
537
- M.matvec(r, w, w, alpha=1, beta=0)
538
- rh = w
539
- else:
540
- rh = r
541
-
542
- array_inner(rh, rh, out=beta_sq)
543
-
544
- v0 = array_row(V, 0)
545
- # v0 = r / beta
546
- wp.launch(_gmres_arnoldi_normalize_kernel, dim=r.shape, device=r.device, inputs=[rh, v0, beta_sq])
547
-
548
- for j in range(restart):
549
- do_arnoldi_iteration(j)
550
-
551
- wp.launch(_gmres_normalize_lower_diagonal, dim=restart, device=device, inputs=[H])
552
- wp.launch(_gmres_solve_least_squares, dim=1, device=device, inputs=[restart, pivot_tolerance, beta_sq, H, y])
553
-
554
- # update x
555
- if M is None or is_left_preconditioner:
556
- wp.launch(_gmres_update_x_kernel, dim=x.shape, device=device, inputs=[restart, scalar_dtype(1.0), y, V, x])
557
- else:
558
- wp.launch(_gmres_update_x_kernel, dim=x.shape, device=device, inputs=[restart, scalar_dtype(0.0), y, V, w])
559
- M.matvec(w, x, x, alpha=1, beta=1)
560
-
561
- # update r and residual
562
- wp.copy(src=b, dest=r)
563
- A.matvec(x, b, r, alpha=-1.0, beta=1.0)
564
- array_inner(r, r, out=r_norm_sq)
565
-
566
- return _run_solver_loop(
567
- do_restart_cycle,
568
- cycle_size=restart,
569
- r_norm_sq=r_norm_sq,
570
- maxiter=maxiter,
571
- atol=atol,
572
- callback=callback,
573
- check_every=check_every,
574
- use_cuda_graph=use_cuda_graph,
575
- device=device,
576
- )
577
-
578
-
579
- def _get_dtype_epsilon(dtype):
580
- if dtype == wp.float64:
581
- return 1.0e-16
582
- elif dtype == wp.float16:
583
- return 1.0e-4
584
-
585
- return 1.0e-8
586
-
587
-
588
- def _get_absolute_tolerance(dtype, tol, atol, lhs_norm):
589
- eps_tol = _get_dtype_epsilon(dtype)
590
- default_tol = eps_tol ** (3 / 4)
591
- min_tol = eps_tol ** (9 / 4)
592
-
593
- if tol is None and atol is None:
594
- tol = atol = default_tol
595
- elif tol is None:
596
- tol = atol
597
- elif atol is None:
598
- atol = tol
599
-
600
- return max(tol * lhs_norm, atol, min_tol)
601
-
602
-
603
- def _initialize_residual_and_tolerance(A: LinearOperator, b: wp.array, x: wp.array, tol: float, atol: float):
604
- scalar_dtype = wp.types.type_scalar_type(A.dtype)
605
- device = A.device
606
-
607
- # Buffer for storing square norm or residual
608
- r_norm_sq = wp.empty(n=1, dtype=scalar_dtype, device=device, pinned=device.is_cuda)
609
-
610
- # Compute b norm to define absolute tolerance
611
- array_inner(b, b, out=r_norm_sq)
612
- atol = _get_absolute_tolerance(scalar_dtype, tol, atol, sqrt(r_norm_sq.numpy()[0]))
613
-
614
- # Residual r = b - Ax
615
- r = wp.empty_like(b)
616
- A.matvec(x, b, r, alpha=-1.0, beta=1.0)
617
-
618
- array_inner(r, r, out=r_norm_sq)
619
-
620
- return r, r_norm_sq, atol
621
-
622
-
623
- def _run_solver_loop(
624
- do_cycle: Callable[[float], None],
625
- cycle_size: int,
626
- r_norm_sq: wp.array,
627
- maxiter: int,
628
- atol: float,
629
- callback: Callable,
630
- check_every: int,
631
- use_cuda_graph: bool,
632
- device,
633
- ):
634
- atol_sq = atol * atol
635
-
636
- cur_iter = 0
637
-
638
- err_sq = r_norm_sq.numpy()[0]
639
- err = sqrt(err_sq)
640
- if callback is not None:
641
- callback(cur_iter, err, atol)
642
-
643
- if err_sq <= atol_sq:
644
- return cur_iter, err, atol
645
-
646
- graph = None
647
-
648
- while True:
649
- # Do not do graph capture at first iteration -- modules may not be loaded yet
650
- if device.is_cuda and use_cuda_graph and cur_iter > 0:
651
- if graph is None:
652
- wp.capture_begin(device, force_module_load=False)
653
- try:
654
- do_cycle(atol_sq)
655
- finally:
656
- graph = wp.capture_end(device)
657
- wp.capture_launch(graph)
658
- else:
659
- do_cycle(atol_sq)
660
-
661
- cur_iter += cycle_size
662
-
663
- if cur_iter >= maxiter:
664
- break
665
-
666
- if (cur_iter % check_every) < cycle_size:
667
- err_sq = r_norm_sq.numpy()[0]
668
-
669
- if err_sq <= atol_sq:
670
- break
671
-
672
- if callback is not None:
673
- callback(cur_iter, sqrt(err_sq), atol)
674
-
675
- err_sq = r_norm_sq.numpy()[0]
676
- err = sqrt(err_sq)
677
- if callback is not None:
678
- callback(cur_iter, err, atol)
679
-
680
- return cur_iter, err, atol
681
-
682
-
683
- @wp.kernel
684
- def _diag_mv_kernel(
685
- A: wp.array(dtype=Any),
686
- x: wp.array(dtype=Any),
687
- y: wp.array(dtype=Any),
688
- z: wp.array(dtype=Any),
689
- alpha: Any,
690
- beta: Any,
691
- ):
692
- i = wp.tid()
693
- z[i] = beta * y[i] + alpha * (A[i] * x[i])
694
-
695
-
696
- @wp.kernel
697
- def _diag_mv_vec_kernel(
698
- A: wp.array(dtype=Any),
699
- x: wp.array(dtype=Any),
700
- y: wp.array(dtype=Any),
701
- z: wp.array(dtype=Any),
702
- alpha: Any,
703
- beta: Any,
704
- ):
705
- i = wp.tid()
706
- z[i] = beta * y[i] + alpha * wp.cw_mul(A[i], x[i])
707
-
708
-
709
- @wp.func
710
- def _inverse_diag_coefficient(coeff: Any, use_abs: wp.bool):
711
- zero = type(coeff)(0.0)
712
- one = type(coeff)(1.0)
713
- return wp.select(coeff == zero, one / wp.select(use_abs, coeff, wp.abs(coeff)), one)
714
-
715
-
716
- @wp.kernel
717
- def _extract_inverse_diagonal_blocked(
718
- diag_block: wp.array(dtype=Any),
719
- inv_diag: wp.array(dtype=Any),
720
- use_abs: int,
721
- ):
722
- i = wp.tid()
723
-
724
- d = wp.get_diag(diag_block[i])
725
- for k in range(d.length):
726
- d[k] = _inverse_diag_coefficient(d[k], use_abs != 0)
727
-
728
- inv_diag[i] = d
729
-
730
-
731
- @wp.kernel
732
- def _extract_inverse_diagonal_scalar(
733
- diag_array: wp.array(dtype=Any),
734
- inv_diag: wp.array(dtype=Any),
735
- use_abs: int,
736
- ):
737
- i = wp.tid()
738
- inv_diag[i] = _inverse_diag_coefficient(diag_array[i], use_abs != 0)
739
-
740
-
741
- @wp.kernel
742
- def _extract_inverse_diagonal_dense(
743
- dense_matrix: wp.array2d(dtype=Any),
744
- inv_diag: wp.array(dtype=Any),
745
- use_abs: int,
746
- ):
747
- i = wp.tid()
748
- inv_diag[i] = _inverse_diag_coefficient(dense_matrix[i, i], use_abs != 0)
749
-
750
-
751
- @wp.kernel
752
- def _cg_kernel_1(
753
- tol: Any,
754
- resid: wp.array(dtype=Any),
755
- rz_old: wp.array(dtype=Any),
756
- p_Ap: wp.array(dtype=Any),
757
- x: wp.array(dtype=Any),
758
- r: wp.array(dtype=Any),
759
- p: wp.array(dtype=Any),
760
- Ap: wp.array(dtype=Any),
761
- ):
762
- i = wp.tid()
763
-
764
- alpha = wp.select(resid[0] > tol, rz_old.dtype(0.0), rz_old[0] / p_Ap[0])
765
-
766
- x[i] = x[i] + alpha * p[i]
767
- r[i] = r[i] - alpha * Ap[i]
768
-
769
-
770
- @wp.kernel
771
- def _cg_kernel_2(
772
- tol: Any,
773
- resid: wp.array(dtype=Any),
774
- rz_old: wp.array(dtype=Any),
775
- rz_new: wp.array(dtype=Any),
776
- z: wp.array(dtype=Any),
777
- p: wp.array(dtype=Any),
778
- ):
779
- # p = r + (rz_new / rz_old) * p;
780
- i = wp.tid()
781
-
782
- beta = wp.select(resid[0] > tol, rz_old.dtype(0.0), rz_new[0] / rz_old[0])
783
-
784
- p[i] = z[i] + beta * p[i]
785
-
786
-
787
- @wp.kernel
788
- def _bicgstab_kernel_1(
789
- tol: Any,
790
- resid: wp.array(dtype=Any),
791
- rho_old: wp.array(dtype=Any),
792
- r0v: wp.array(dtype=Any),
793
- x: wp.array(dtype=Any),
794
- r: wp.array(dtype=Any),
795
- y: wp.array(dtype=Any),
796
- v: wp.array(dtype=Any),
797
- ):
798
- i = wp.tid()
799
-
800
- alpha = wp.select(resid[0] > tol, rho_old.dtype(0.0), rho_old[0] / r0v[0])
801
-
802
- x[i] += alpha * y[i]
803
- r[i] -= alpha * v[i]
804
-
805
-
806
- @wp.kernel
807
- def _bicgstab_kernel_2(
808
- tol: Any,
809
- resid: wp.array(dtype=Any),
810
- st: wp.array(dtype=Any),
811
- tt: wp.array(dtype=Any),
812
- z: wp.array(dtype=Any),
813
- t: wp.array(dtype=Any),
814
- x: wp.array(dtype=Any),
815
- r: wp.array(dtype=Any),
816
- ):
817
- i = wp.tid()
818
-
819
- omega = wp.select(resid[0] > tol, st.dtype(0.0), st[0] / tt[0])
820
-
821
- x[i] += omega * z[i]
822
- r[i] -= omega * t[i]
823
-
824
-
825
- @wp.kernel
826
- def _bicgstab_kernel_3(
827
- tol: Any,
828
- resid: wp.array(dtype=Any),
829
- rho_new: wp.array(dtype=Any),
830
- r0v: wp.array(dtype=Any),
831
- st: wp.array(dtype=Any),
832
- tt: wp.array(dtype=Any),
833
- p: wp.array(dtype=Any),
834
- r: wp.array(dtype=Any),
835
- v: wp.array(dtype=Any),
836
- ):
837
- i = wp.tid()
838
-
839
- beta = wp.select(resid[0] > tol, st.dtype(0.0), rho_new[0] * tt[0] / (r0v[0] * st[0]))
840
- beta_omega = wp.select(resid[0] > tol, st.dtype(0.0), rho_new[0] / r0v[0])
841
-
842
- p[i] = r[i] + beta * p[i] - beta_omega * v[i]
843
-
844
-
845
- @wp.kernel
846
- def _gmres_normalize_lower_diagonal(H: wp.array2d(dtype=Any)):
847
- # normalize lower-diagonal values of Hessenberg matrix
848
- i = wp.tid()
849
- H[i + 1, i] = wp.sqrt(H[i + 1, i])
850
-
851
-
852
- @wp.kernel
853
- def _gmres_solve_least_squares(
854
- k: int, pivot_tolerance: float, beta_sq: wp.array(dtype=Any), H: wp.array2d(dtype=Any), y: wp.array(dtype=Any)
855
- ):
856
- # Solve H y = (beta, 0, ..., 0)
857
- # H Hessenberg matrix of shape (k+1, k)
858
-
859
- # Keeping H in global mem; warp kernels are launched with fixed block size,
860
- # so would not fit in registers
861
-
862
- # TODO: switch to native code with thread synchronization
863
-
864
- rhs = wp.sqrt(beta_sq[0])
865
-
866
- # Apply 2x2 rotations to H so as to remove lower diagonal,
867
- # and apply similar rotations to right-hand-side
868
- max_k = int(k)
869
- for i in range(k):
870
- Ha = H[i]
871
- Hb = H[i + 1]
872
-
873
- # Givens rotation [[c s], [-s c]]
874
- a = Ha[i]
875
- b = Hb[i]
876
- abn_sq = a * a + b * b
877
-
878
- if abn_sq < type(abn_sq)(pivot_tolerance):
879
- # Arnoldi iteration finished early
880
- max_k = i
881
- break
882
-
883
- abn = wp.sqrt(abn_sq)
884
- c = a / abn
885
- s = b / abn
886
-
887
- # Rotate H
888
- for j in range(i, k):
889
- a = Ha[j]
890
- b = Hb[j]
891
- Ha[j] = c * a + s * b
892
- Hb[j] = c * b - s * a
893
-
894
- # Rotate rhs
895
- y[i] = c * rhs
896
- rhs = -s * rhs
897
-
898
- for i in range(max_k, k):
899
- y[i] = y.dtype(0.0)
900
-
901
- # Triangular back-solve for y
902
- for ii in range(max_k, 0, -1):
903
- i = ii - 1
904
- Hi = H[i]
905
- yi = y[i]
906
- for j in range(ii, max_k):
907
- yi -= Hi[j] * y[j]
908
- y[i] = yi / Hi[i]
909
-
910
-
911
- @wp.kernel
912
- def _gmres_arnoldi_axpy_kernel(
913
- x: wp.array(dtype=Any),
914
- y: wp.array(dtype=Any),
915
- alpha: wp.array(dtype=Any),
916
- ):
917
- tid = wp.tid()
918
- y[tid] -= x[tid] * alpha[0]
919
-
920
-
921
- @wp.kernel
922
- def _gmres_arnoldi_normalize_kernel(
923
- x: wp.array(dtype=Any),
924
- y: wp.array(dtype=Any),
925
- alpha: wp.array(dtype=Any),
926
- ):
927
- tid = wp.tid()
928
- y[tid] = wp.select(alpha[0] == alpha.dtype(0.0), x[tid] / wp.sqrt(alpha[0]), x[tid])
929
-
930
-
931
- @wp.kernel
932
- def _gmres_update_x_kernel(k: int, beta: Any, y: wp.array(dtype=Any), V: wp.array2d(dtype=Any), x: wp.array(dtype=Any)):
933
- tid = wp.tid()
934
-
935
- xi = beta * x[tid]
936
- for j in range(k):
937
- xi += V[j, tid] * y[j]
938
-
939
- x[tid] = xi
1
+ from math import sqrt
2
+ from typing import Any, Callable, Optional, Tuple, Union
3
+
4
+ import warp as wp
5
+ import warp.sparse as sparse
6
+ from warp.utils import array_inner
7
+
8
+ # No need to auto-generate adjoint code for linear solvers
9
+ wp.set_module_options({"enable_backward": False})
10
+
11
+
12
+ class LinearOperator:
13
+ """
14
+ Linear operator to be used as left-hand-side of linear iterative solvers.
15
+
16
+ Args:
17
+ shape: Tuple containing the number of rows and columns of the operator
18
+ dtype: Type of the operator elements
19
+ device: Device on which computations involving the operator should be performed
20
+ matvec: Matrix-vector multiplication routine
21
+
22
+ The matrix-vector multiplication routine should have the following signature:
23
+
24
+ .. code-block:: python
25
+
26
+ def matvec(x: wp.array, y: wp.array, z: wp.array, alpha: Scalar, beta: Scalar):
27
+ '''Performs the operation z = alpha * x + beta * y'''
28
+ ...
29
+
30
+ For performance reasons, by default the iterative linear solvers in this module will try to capture the calls
31
+ for one or more iterations in CUDA graphs. If the `matvec` routine of a custom :class:`LinearOperator`
32
+ cannot be graph-captured, the ``use_cuda_graph=False`` parameter should be passed to the solver function.
33
+
34
+ """
35
+
36
+ def __init__(self, shape: Tuple[int, int], dtype: type, device: wp.context.Device, matvec: Callable):
37
+ self._shape = shape
38
+ self._dtype = dtype
39
+ self._device = device
40
+ self._matvec = matvec
41
+
42
+ @property
43
+ def shape(self) -> Tuple[int, int]:
44
+ return self._shape
45
+
46
+ @property
47
+ def dtype(self) -> type:
48
+ return self._dtype
49
+
50
+ @property
51
+ def device(self) -> wp.context.Device:
52
+ return self._device
53
+
54
+ @property
55
+ def matvec(self) -> Callable:
56
+ return self._matvec
57
+
58
+ @property
59
+ def scalar_type(self):
60
+ return wp.types.type_scalar_type(self.dtype)
61
+
62
+
63
+ _Matrix = Union[wp.array, sparse.BsrMatrix, LinearOperator]
64
+
65
+
66
+ def aslinearoperator(A: _Matrix) -> LinearOperator:
67
+ """
68
+ Casts the dense or sparse matrix `A` as a :class:`LinearOperator`
69
+
70
+ `A` must be of one of the following types:
71
+
72
+ - :class:`warp.sparse.BsrMatrix`
73
+ - two-dimensional `warp.array`; then `A` is assumed to be a dense matrix
74
+ - one-dimensional `warp.array`; then `A` is assumed to be a diagonal matrix
75
+ - :class:`warp.sparse.LinearOperator`; no casting necessary
76
+ """
77
+
78
+ if A is None or isinstance(A, LinearOperator):
79
+ return A
80
+
81
+ def bsr_mv(x, y, z, alpha, beta):
82
+ if z.ptr != y.ptr and beta != 0.0:
83
+ wp.copy(src=y, dest=z)
84
+ sparse.bsr_mv(A, x, z, alpha, beta)
85
+
86
+ def dense_mv(x, y, z, alpha, beta):
87
+ x = x.reshape((x.shape[0], 1))
88
+ y = y.reshape((y.shape[0], 1))
89
+ z = z.reshape((y.shape[0], 1))
90
+ wp.matmul(A, x, y, z, alpha, beta)
91
+
92
+ def diag_mv(x, y, z, alpha, beta):
93
+ scalar_type = wp.types.type_scalar_type(A.dtype)
94
+ alpha = scalar_type(alpha)
95
+ beta = scalar_type(beta)
96
+ wp.launch(_diag_mv_kernel, dim=A.shape, device=A.device, inputs=[A, x, y, z, alpha, beta])
97
+
98
+ def diag_mv_vec(x, y, z, alpha, beta):
99
+ scalar_type = wp.types.type_scalar_type(A.dtype)
100
+ alpha = scalar_type(alpha)
101
+ beta = scalar_type(beta)
102
+ wp.launch(_diag_mv_vec_kernel, dim=A.shape, device=A.device, inputs=[A, x, y, z, alpha, beta])
103
+
104
+ if isinstance(A, wp.array):
105
+ if A.ndim == 2:
106
+ return LinearOperator(A.shape, A.dtype, A.device, matvec=dense_mv)
107
+ if A.ndim == 1:
108
+ if wp.types.type_is_vector(A.dtype):
109
+ return LinearOperator(A.shape, A.dtype, A.device, matvec=diag_mv_vec)
110
+ return LinearOperator(A.shape, A.dtype, A.device, matvec=diag_mv)
111
+ if isinstance(A, sparse.BsrMatrix):
112
+ return LinearOperator(A.shape, A.dtype, A.device, matvec=bsr_mv)
113
+
114
+ raise ValueError(f"Unable to create LinearOperator from {A}")
115
+
116
+
117
+ def preconditioner(A: _Matrix, ptype: str = "diag") -> LinearOperator:
118
+ """Constructs and returns a preconditioner for an input matrix.
119
+
120
+ Args:
121
+ A: The matrix for which to build the preconditioner
122
+ ptype: The type of preconditioner. Currently the following values are supported:
123
+
124
+ - ``"diag"``: Diagonal (a.k.a. Jacobi) preconditioner
125
+ - ``"diag_abs"``: Similar to Jacobi, but using the absolute value of diagonal coefficients
126
+ - ``"id"``: Identity (null) preconditioner
127
+ """
128
+
129
+ if ptype == "id":
130
+ return None
131
+
132
+ if ptype in ("diag", "diag_abs"):
133
+ use_abs = 1 if ptype == "diag_abs" else 0
134
+ if isinstance(A, sparse.BsrMatrix):
135
+ A_diag = sparse.bsr_get_diag(A)
136
+ if wp.types.type_is_matrix(A.dtype):
137
+ inv_diag = wp.empty(
138
+ shape=A.nrow, dtype=wp.vec(length=A.block_shape[0], dtype=A.scalar_type), device=A.device
139
+ )
140
+ wp.launch(
141
+ _extract_inverse_diagonal_blocked,
142
+ dim=inv_diag.shape,
143
+ device=inv_diag.device,
144
+ inputs=[A_diag, inv_diag, use_abs],
145
+ )
146
+ else:
147
+ inv_diag = wp.empty(shape=A.shape[0], dtype=A.scalar_type, device=A.device)
148
+ wp.launch(
149
+ _extract_inverse_diagonal_scalar,
150
+ dim=inv_diag.shape,
151
+ device=inv_diag.device,
152
+ inputs=[A_diag, inv_diag, use_abs],
153
+ )
154
+ elif isinstance(A, wp.array) and A.ndim == 2:
155
+ inv_diag = wp.empty(shape=A.shape[0], dtype=A.dtype, device=A.device)
156
+ wp.launch(
157
+ _extract_inverse_diagonal_dense,
158
+ dim=inv_diag.shape,
159
+ device=inv_diag.device,
160
+ inputs=[A, inv_diag, use_abs],
161
+ )
162
+ else:
163
+ raise ValueError("Unsupported source matrix type for building diagonal preconditioner")
164
+
165
+ return aslinearoperator(inv_diag)
166
+
167
+ raise ValueError(f"Unsupported preconditioner type '{ptype}'")
168
+
169
+
170
+ def cg(
171
+ A: _Matrix,
172
+ b: wp.array,
173
+ x: wp.array,
174
+ tol: Optional[float] = None,
175
+ atol: Optional[float] = None,
176
+ maxiter: Optional[float] = 0,
177
+ M: Optional[_Matrix] = None,
178
+ callback: Optional[Callable] = None,
179
+ check_every=10,
180
+ use_cuda_graph=True,
181
+ ) -> Tuple[int, float, float]:
182
+ """Computes an approximate solution to a symmetric, positive-definite linear system
183
+ using the Conjugate Gradient algorithm.
184
+
185
+ Args:
186
+ A: the linear system's left-hand-side
187
+ b: the linear system's right-hand-side
188
+ x: initial guess and solution vector
189
+ tol: relative tolerance for the residual, as a ratio of the right-hand-side norm
190
+ atol: absolute tolerance for the residual
191
+ maxiter: maximum number of iterations to perform before aborting. Defaults to the system size.
192
+ Note that the current implementation always performs iterations in pairs, and as a result may exceed the specified maximum number of iterations by one.
193
+ M: optional left-preconditioner, ideally chosen such that ``M A`` is close to identity.
194
+ callback: function to be called every `check_every` iteration with the current iteration number, residual and tolerance
195
+ check_every: number of iterations every which to call `callback`, check the residual against the tolerance and possibility terminate the algorithm.
196
+ use_cuda_graph: If true and when run on a CUDA device, capture the solver iteration as a CUDA graph for reduced launch overhead.
197
+ The linear operator and preconditioner must only perform graph-friendly operations.
198
+
199
+ Returns:
200
+ Tuple (final iteration number, residual norm, absolute tolerance)
201
+
202
+ If both `tol` and `atol` are provided, the absolute tolerance used as the termination criterion for the residual norm is ``max(atol, tol * norm(b))``.
203
+ """
204
+
205
+ A = aslinearoperator(A)
206
+ M = aslinearoperator(M)
207
+
208
+ if maxiter == 0:
209
+ maxiter = A.shape[0]
210
+
211
+ r, r_norm_sq, atol = _initialize_residual_and_tolerance(A, b, x, tol=tol, atol=atol)
212
+
213
+ device = A.device
214
+ scalar_dtype = wp.types.type_scalar_type(A.dtype)
215
+
216
+ # Notations below follow pseudo-code from https://en.wikipedia.org/wiki/Conjugate_gradient_method
217
+
218
+ # z = M r
219
+ if M is not None:
220
+ z = wp.zeros_like(b)
221
+ M.matvec(r, z, z, alpha=1.0, beta=0.0)
222
+
223
+ # rz = r' z;
224
+ rz_new = wp.empty(n=1, dtype=scalar_dtype, device=device)
225
+ array_inner(r, z, out=rz_new)
226
+ else:
227
+ z = r
228
+
229
+ rz_old = wp.empty(n=1, dtype=scalar_dtype, device=device)
230
+ p_Ap = wp.empty(n=1, dtype=scalar_dtype, device=device)
231
+ Ap = wp.zeros_like(b)
232
+
233
+ p = wp.clone(z)
234
+
235
+ def do_iteration(atol_sq, rr_old, rr_new, rz_old, rz_new):
236
+ # Ap = A * p;
237
+ A.matvec(p, Ap, Ap, alpha=1, beta=0)
238
+
239
+ array_inner(p, Ap, out=p_Ap)
240
+
241
+ wp.launch(
242
+ kernel=_cg_kernel_1,
243
+ dim=x.shape[0],
244
+ device=device,
245
+ inputs=[atol_sq, rr_old, rz_old, p_Ap, x, r, p, Ap],
246
+ )
247
+ array_inner(r, r, out=rr_new)
248
+
249
+ # z = M r
250
+ if M is not None:
251
+ M.matvec(r, z, z, alpha=1.0, beta=0.0)
252
+ # rz = r' z;
253
+ array_inner(r, z, out=rz_new)
254
+
255
+ wp.launch(kernel=_cg_kernel_2, dim=z.shape[0], device=device, inputs=[atol_sq, rr_new, rz_old, rz_new, z, p])
256
+
257
+ # We do iterations by pairs, switching old and new residual norm buffers for each odd-even couple
258
+ # In the non-preconditioned case we reuse the error norm buffer for the new <r,z> computation
259
+
260
+ def do_odd_even_cycle(atol_sq: float):
261
+ # A pair of iterations, so that we're swapping the residual buffers twice
262
+ if M is None:
263
+ do_iteration(atol_sq, r_norm_sq, rz_old, r_norm_sq, rz_old)
264
+ do_iteration(atol_sq, rz_old, r_norm_sq, rz_old, r_norm_sq)
265
+ else:
266
+ do_iteration(atol_sq, r_norm_sq, r_norm_sq, rz_new, rz_old)
267
+ do_iteration(atol_sq, r_norm_sq, r_norm_sq, rz_old, rz_new)
268
+
269
+ return _run_solver_loop(
270
+ do_odd_even_cycle,
271
+ cycle_size=2,
272
+ r_norm_sq=r_norm_sq,
273
+ maxiter=maxiter,
274
+ atol=atol,
275
+ callback=callback,
276
+ check_every=check_every,
277
+ use_cuda_graph=use_cuda_graph,
278
+ device=device,
279
+ )
280
+
281
+
282
+ def cr(
283
+ A: _Matrix,
284
+ b: wp.array,
285
+ x: wp.array,
286
+ tol: Optional[float] = None,
287
+ atol: Optional[float] = None,
288
+ maxiter: Optional[float] = 0,
289
+ M: Optional[_Matrix] = None,
290
+ callback: Optional[Callable] = None,
291
+ check_every=10,
292
+ use_cuda_graph=True,
293
+ ) -> Tuple[int, float, float]:
294
+ """Computes an approximate solution to a symmetric, positive-definite linear system
295
+ using the Conjugate Residual algorithm.
296
+
297
+ Args:
298
+ A: the linear system's left-hand-side
299
+ b: the linear system's right-hand-side
300
+ x: initial guess and solution vector
301
+ tol: relative tolerance for the residual, as a ratio of the right-hand-side norm
302
+ atol: absolute tolerance for the residual
303
+ maxiter: maximum number of iterations to perform before aborting. Defaults to the system size.
304
+ Note that the current implementation always performs iterations in pairs, and as a result may exceed the specified maximum number of iterations by one.
305
+ M: optional left-preconditioner, ideally chosen such that ``M A`` is close to identity.
306
+ callback: function to be called every `check_every` iteration with the current iteration number, residual and tolerance
307
+ check_every: number of iterations every which to call `callback`, check the residual against the tolerance and possibility terminate the algorithm.
308
+ use_cuda_graph: If true and when run on a CUDA device, capture the solver iteration as a CUDA graph for reduced launch overhead.
309
+ The linear operator and preconditioner must only perform graph-friendly operations.
310
+
311
+ Returns:
312
+ Tuple (final iteration number, residual norm, absolute tolerance)
313
+
314
+ If both `tol` and `atol` are provided, the absolute tolerance used as the termination criterion for the residual norm is ``max(atol, tol * norm(b))``.
315
+ """
316
+
317
+ A = aslinearoperator(A)
318
+ M = aslinearoperator(M)
319
+
320
+ if maxiter == 0:
321
+ maxiter = A.shape[0]
322
+
323
+ r, r_norm_sq, atol = _initialize_residual_and_tolerance(A, b, x, tol=tol, atol=atol)
324
+
325
+ device = A.device
326
+ scalar_dtype = wp.types.type_scalar_type(A.dtype)
327
+
328
+ # Notations below follow roughly pseudo-code from https://en.wikipedia.org/wiki/Conjugate_residual_method
329
+ # with z := M^-1 r and y := M^-1 Ap
330
+
331
+ # z = M r
332
+ if M is None:
333
+ z = r
334
+ else:
335
+ z = wp.zeros_like(r)
336
+ M.matvec(r, z, z, alpha=1.0, beta=0.0)
337
+
338
+ Az = wp.zeros_like(b)
339
+ A.matvec(z, Az, Az, alpha=1, beta=0)
340
+
341
+ p = wp.clone(z)
342
+ Ap = wp.clone(Az)
343
+
344
+ if M is None:
345
+ y = Ap
346
+ else:
347
+ y = wp.zeros_like(Ap)
348
+
349
+ zAz_old = wp.empty(n=1, dtype=scalar_dtype, device=device)
350
+ zAz_new = wp.empty(n=1, dtype=scalar_dtype, device=device)
351
+ y_Ap = wp.empty(n=1, dtype=scalar_dtype, device=device)
352
+
353
+ array_inner(z, Az, out=zAz_new)
354
+
355
+ def do_iteration(atol_sq, rr, zAz_old, zAz_new):
356
+ if M is not None:
357
+ M.matvec(Ap, y, y, alpha=1.0, beta=0.0)
358
+ array_inner(Ap, y, out=y_Ap)
359
+
360
+ if M is None:
361
+ # In non-preconditioned case, first kernel is same as CG
362
+ wp.launch(
363
+ kernel=_cg_kernel_1,
364
+ dim=x.shape[0],
365
+ device=device,
366
+ inputs=[atol_sq, rr, zAz_old, y_Ap, x, r, p, Ap],
367
+ )
368
+ else:
369
+ # In preconditioned case, we have one more vector to update
370
+ wp.launch(
371
+ kernel=_cr_kernel_1,
372
+ dim=x.shape[0],
373
+ device=device,
374
+ inputs=[atol_sq, rr, zAz_old, y_Ap, x, r, z, p, Ap, y],
375
+ )
376
+
377
+ array_inner(r, r, out=rr)
378
+
379
+ A.matvec(z, Az, Az, alpha=1, beta=0)
380
+ array_inner(z, Az, out=zAz_new)
381
+
382
+ # beta = rz_new / rz_old
383
+ wp.launch(
384
+ kernel=_cr_kernel_2, dim=z.shape[0], device=device, inputs=[atol_sq, rr, zAz_old, zAz_new, z, p, Az, Ap]
385
+ )
386
+
387
+ # We do iterations by pairs, switching old and new residual norm buffers for each odd-even couple
388
+ def do_odd_even_cycle(atol_sq: float):
389
+ do_iteration(atol_sq, r_norm_sq, zAz_new, zAz_old)
390
+ do_iteration(atol_sq, r_norm_sq, zAz_old, zAz_new)
391
+
392
+ return _run_solver_loop(
393
+ do_odd_even_cycle,
394
+ cycle_size=2,
395
+ r_norm_sq=r_norm_sq,
396
+ maxiter=maxiter,
397
+ atol=atol,
398
+ callback=callback,
399
+ check_every=check_every,
400
+ use_cuda_graph=use_cuda_graph,
401
+ device=device,
402
+ )
403
+
404
+
405
+ def bicgstab(
406
+ A: _Matrix,
407
+ b: wp.array,
408
+ x: wp.array,
409
+ tol: Optional[float] = None,
410
+ atol: Optional[float] = None,
411
+ maxiter: Optional[float] = 0,
412
+ M: Optional[_Matrix] = None,
413
+ callback: Optional[Callable] = None,
414
+ check_every=10,
415
+ use_cuda_graph=True,
416
+ is_left_preconditioner=False,
417
+ ):
418
+ """Computes an approximate solution to a linear system using the Biconjugate Gradient Stabilized method (BiCGSTAB).
419
+
420
+ Args:
421
+ A: the linear system's left-hand-side
422
+ b: the linear system's right-hand-side
423
+ x: initial guess and solution vector
424
+ tol: relative tolerance for the residual, as a ratio of the right-hand-side norm
425
+ atol: absolute tolerance for the residual
426
+ maxiter: maximum number of iterations to perform before aborting. Defaults to the system size.
427
+ M: optional left- or right-preconditioner, ideally chosen such that ``M A`` (resp ``A M``) is close to identity.
428
+ callback: function to be called every `check_every` iteration with the current iteration number, residual and tolerance
429
+ check_every: number of iterations every which to call `callback`, check the residual against the tolerance and possibility terminate the algorithm.
430
+ use_cuda_graph: If true and when run on a CUDA device, capture the solver iteration as a CUDA graph for reduced launch overhead.
431
+ The linear operator and preconditioner must only perform graph-friendly operations.
432
+ is_left_preconditioner: whether `M` should be used as a left- or right- preconditioner.
433
+
434
+ Returns:
435
+ Tuple (final iteration number, residual norm, absolute tolerance)
436
+
437
+ If both `tol` and `atol` are provided, the absolute tolerance used as the termination criterion for the residual norm is ``max(atol, tol * norm(b))``.
438
+ """
439
+ A = aslinearoperator(A)
440
+ M = aslinearoperator(M)
441
+
442
+ if maxiter == 0:
443
+ maxiter = A.shape[0]
444
+
445
+ r, r_norm_sq, atol = _initialize_residual_and_tolerance(A, b, x, tol=tol, atol=atol)
446
+
447
+ device = A.device
448
+ scalar_dtype = wp.types.type_scalar_type(A.dtype)
449
+
450
+ # Notations below follow pseudo-code from biconjugate https://en.wikipedia.org/wiki/Biconjugate_gradient_stabilized_method
451
+
452
+ rho = wp.clone(r_norm_sq, pinned=False)
453
+ r0v = wp.empty(n=1, dtype=scalar_dtype, device=device)
454
+ st = wp.empty(n=1, dtype=scalar_dtype, device=device)
455
+ tt = wp.empty(n=1, dtype=scalar_dtype, device=device)
456
+
457
+ # work arrays
458
+ r0 = wp.clone(r)
459
+ v = wp.zeros_like(r)
460
+ t = wp.zeros_like(r)
461
+ p = wp.clone(r)
462
+
463
+ if M is not None:
464
+ y = wp.zeros_like(p)
465
+ z = wp.zeros_like(r)
466
+ if is_left_preconditioner:
467
+ Mt = wp.zeros_like(t)
468
+ else:
469
+ y = p
470
+ z = r
471
+ Mt = t
472
+
473
+ def do_iteration(atol_sq: float):
474
+ # y = M p
475
+ if M is not None:
476
+ M.matvec(p, y, y, alpha=1.0, beta=0.0)
477
+
478
+ # v = A * y;
479
+ A.matvec(y, v, v, alpha=1, beta=0)
480
+
481
+ # alpha = rho / <r0 . v>
482
+ array_inner(r0, v, out=r0v)
483
+
484
+ # x += alpha y
485
+ # r -= alpha v
486
+ wp.launch(
487
+ kernel=_bicgstab_kernel_1,
488
+ dim=x.shape[0],
489
+ device=device,
490
+ inputs=[atol_sq, r_norm_sq, rho, r0v, x, r, y, v],
491
+ )
492
+ array_inner(r, r, out=r_norm_sq)
493
+
494
+ # z = M r
495
+ if M is not None:
496
+ M.matvec(r, z, z, alpha=1.0, beta=0.0)
497
+
498
+ # t = A z
499
+ A.matvec(z, t, t, alpha=1, beta=0)
500
+
501
+ if is_left_preconditioner:
502
+ # Mt = M t
503
+ if M is not None:
504
+ M.matvec(t, Mt, Mt, alpha=1.0, beta=0.0)
505
+
506
+ # omega = <Mt, Ms> / <Mt, Mt>
507
+ array_inner(z, Mt, out=st)
508
+ array_inner(Mt, Mt, out=tt)
509
+ else:
510
+ array_inner(r, t, out=st)
511
+ array_inner(t, t, out=tt)
512
+
513
+ # x += omega z
514
+ # r -= omega t
515
+ wp.launch(
516
+ kernel=_bicgstab_kernel_2,
517
+ dim=z.shape[0],
518
+ device=device,
519
+ inputs=[atol_sq, r_norm_sq, st, tt, z, t, x, r],
520
+ )
521
+ array_inner(r, r, out=r_norm_sq)
522
+
523
+ # rho = <r0, r>
524
+ array_inner(r0, r, out=rho)
525
+
526
+ # beta = (rho / rho_old) * alpha / omega = (rho / r0v) / omega
527
+ # p = r + beta (p - omega v)
528
+ wp.launch(
529
+ kernel=_bicgstab_kernel_3,
530
+ dim=z.shape[0],
531
+ device=device,
532
+ inputs=[atol_sq, r_norm_sq, rho, r0v, st, tt, p, r, v],
533
+ )
534
+
535
+ return _run_solver_loop(
536
+ do_iteration,
537
+ cycle_size=1,
538
+ r_norm_sq=r_norm_sq,
539
+ maxiter=maxiter,
540
+ atol=atol,
541
+ callback=callback,
542
+ check_every=check_every,
543
+ use_cuda_graph=use_cuda_graph,
544
+ device=device,
545
+ )
546
+
547
+
548
+ def gmres(
549
+ A: _Matrix,
550
+ b: wp.array,
551
+ x: wp.array,
552
+ tol: Optional[float] = None,
553
+ atol: Optional[float] = None,
554
+ restart=31,
555
+ maxiter: Optional[float] = 0,
556
+ M: Optional[_Matrix] = None,
557
+ callback: Optional[Callable] = None,
558
+ check_every=31,
559
+ use_cuda_graph=True,
560
+ is_left_preconditioner=False,
561
+ ):
562
+ """Computes an approximate solution to a linear system using the restarted Generalized Minimum Residual method (GMRES[k]).
563
+
564
+ Args:
565
+ A: the linear system's left-hand-side
566
+ b: the linear system's right-hand-side
567
+ x: initial guess and solution vector
568
+ tol: relative tolerance for the residual, as a ratio of the right-hand-side norm
569
+ atol: absolute tolerance for the residual
570
+ restart: The restart parameter, i.e, the `k` in `GMRES[k]`. In general, increasing this parameter reduces the number of iterations but increases memory consumption.
571
+ maxiter: maximum number of iterations to perform before aborting. Defaults to the system size.
572
+ Note that the current implementation always perform `restart` iterations at a time, and as a result may exceed the specified maximum number of iterations by ``restart-1``.
573
+ M: optional left- or right-preconditioner, ideally chosen such that ``M A`` (resp ``A M``) is close to identity.
574
+ callback: function to be called every `check_every` iteration with the current iteration number, residual and tolerance
575
+ check_every: number of iterations every which to call `callback`, check the residual against the tolerance and possibility terminate the algorithm.
576
+ use_cuda_graph: If true and when run on a CUDA device, capture the solver iteration as a CUDA graph for reduced launch overhead.
577
+ The linear operator and preconditioner must only perform graph-friendly operations.
578
+ is_left_preconditioner: whether `M` should be used as a left- or right- preconditioner.
579
+
580
+ Returns:
581
+ Tuple (final iteration number, residual norm, absolute tolerance)
582
+
583
+ If both `tol` and `atol` are provided, the absolute tolerance used as the termination criterion for the residual norm is ``max(atol, tol * norm(b))``.
584
+ """
585
+
586
+ A = aslinearoperator(A)
587
+ M = aslinearoperator(M)
588
+
589
+ if maxiter == 0:
590
+ maxiter = A.shape[0]
591
+
592
+ restart = min(restart, maxiter)
593
+ check_every = max(restart, check_every)
594
+
595
+ r, r_norm_sq, atol = _initialize_residual_and_tolerance(A, b, x, tol=tol, atol=atol)
596
+
597
+ device = A.device
598
+ scalar_dtype = wp.types.type_scalar_type(A.dtype)
599
+
600
+ pivot_tolerance = _get_dtype_epsilon(scalar_dtype) ** 2
601
+
602
+ beta_sq = wp.empty_like(r_norm_sq, pinned=False)
603
+ H = wp.empty(shape=(restart + 1, restart), dtype=scalar_dtype, device=device)
604
+
605
+ y = wp.empty(shape=restart + 1, dtype=scalar_dtype, device=device)
606
+
607
+ w = wp.zeros_like(r)
608
+ V = wp.zeros(shape=(restart + 1, r.shape[0]), dtype=r.dtype, device=device)
609
+
610
+ def array_coeff(H, i, j):
611
+ return wp.array(
612
+ ptr=H.ptr + i * H.strides[0] + j * H.strides[1],
613
+ dtype=H.dtype,
614
+ shape=(1,),
615
+ device=H.device,
616
+ copy=False,
617
+ )
618
+
619
+ def array_row(V, i):
620
+ return wp.array(
621
+ ptr=V.ptr + i * V.strides[0],
622
+ dtype=V.dtype,
623
+ shape=V.shape[1],
624
+ device=V.device,
625
+ copy=False,
626
+ )
627
+
628
+ def do_arnoldi_iteration(j: int):
629
+ # w = A * v;
630
+
631
+ vj = array_row(V, j)
632
+
633
+ if M is not None:
634
+ tmp = array_row(V, j + 1)
635
+
636
+ if is_left_preconditioner:
637
+ A.matvec(vj, tmp, tmp, alpha=1, beta=0)
638
+ M.matvec(tmp, w, w, alpha=1, beta=0)
639
+ else:
640
+ M.matvec(vj, tmp, tmp, alpha=1, beta=0)
641
+ A.matvec(tmp, w, w, alpha=1, beta=0)
642
+ else:
643
+ A.matvec(vj, w, w, alpha=1, beta=0)
644
+
645
+ for i in range(j + 1):
646
+ vi = array_row(V, i)
647
+ hij = array_coeff(H, i, j)
648
+ array_inner(w, vi, out=hij)
649
+
650
+ wp.launch(_gmres_arnoldi_axpy_kernel, dim=w.shape, device=w.device, inputs=[vi, w, hij])
651
+
652
+ hjnj = array_coeff(H, j + 1, j)
653
+ array_inner(w, w, out=hjnj)
654
+
655
+ vjn = array_row(V, j + 1)
656
+ wp.launch(_gmres_arnoldi_normalize_kernel, dim=w.shape, device=w.device, inputs=[w, vjn, hjnj])
657
+
658
+ def do_restart_cycle(atol_sq: float):
659
+ if M is not None and is_left_preconditioner:
660
+ M.matvec(r, w, w, alpha=1, beta=0)
661
+ rh = w
662
+ else:
663
+ rh = r
664
+
665
+ array_inner(rh, rh, out=beta_sq)
666
+
667
+ v0 = array_row(V, 0)
668
+ # v0 = r / beta
669
+ wp.launch(_gmres_arnoldi_normalize_kernel, dim=r.shape, device=r.device, inputs=[rh, v0, beta_sq])
670
+
671
+ for j in range(restart):
672
+ do_arnoldi_iteration(j)
673
+
674
+ wp.launch(_gmres_normalize_lower_diagonal, dim=restart, device=device, inputs=[H])
675
+ wp.launch(_gmres_solve_least_squares, dim=1, device=device, inputs=[restart, pivot_tolerance, beta_sq, H, y])
676
+
677
+ # update x
678
+ if M is None or is_left_preconditioner:
679
+ wp.launch(_gmres_update_x_kernel, dim=x.shape, device=device, inputs=[restart, scalar_dtype(1.0), y, V, x])
680
+ else:
681
+ wp.launch(_gmres_update_x_kernel, dim=x.shape, device=device, inputs=[restart, scalar_dtype(0.0), y, V, w])
682
+ M.matvec(w, x, x, alpha=1, beta=1)
683
+
684
+ # update r and residual
685
+ wp.copy(src=b, dest=r)
686
+ A.matvec(x, b, r, alpha=-1.0, beta=1.0)
687
+ array_inner(r, r, out=r_norm_sq)
688
+
689
+ return _run_solver_loop(
690
+ do_restart_cycle,
691
+ cycle_size=restart,
692
+ r_norm_sq=r_norm_sq,
693
+ maxiter=maxiter,
694
+ atol=atol,
695
+ callback=callback,
696
+ check_every=check_every,
697
+ use_cuda_graph=use_cuda_graph,
698
+ device=device,
699
+ )
700
+
701
+
702
+ def _get_dtype_epsilon(dtype):
703
+ if dtype == wp.float64:
704
+ return 1.0e-16
705
+ elif dtype == wp.float16:
706
+ return 1.0e-4
707
+
708
+ return 1.0e-8
709
+
710
+
711
+ def _get_absolute_tolerance(dtype, tol, atol, lhs_norm):
712
+ eps_tol = _get_dtype_epsilon(dtype)
713
+ default_tol = eps_tol ** (3 / 4)
714
+ min_tol = eps_tol ** (9 / 4)
715
+
716
+ if tol is None and atol is None:
717
+ tol = atol = default_tol
718
+ elif tol is None:
719
+ tol = atol
720
+ elif atol is None:
721
+ atol = tol
722
+
723
+ return max(tol * lhs_norm, atol, min_tol)
724
+
725
+
726
+ def _initialize_residual_and_tolerance(A: LinearOperator, b: wp.array, x: wp.array, tol: float, atol: float):
727
+ scalar_dtype = wp.types.type_scalar_type(A.dtype)
728
+ device = A.device
729
+
730
+ # Buffer for storing square norm or residual
731
+ r_norm_sq = wp.empty(n=1, dtype=scalar_dtype, device=device, pinned=device.is_cuda)
732
+
733
+ # Compute b norm to define absolute tolerance
734
+ array_inner(b, b, out=r_norm_sq)
735
+ atol = _get_absolute_tolerance(scalar_dtype, tol, atol, sqrt(r_norm_sq.numpy()[0]))
736
+
737
+ # Residual r = b - Ax
738
+ r = wp.empty_like(b)
739
+ A.matvec(x, b, r, alpha=-1.0, beta=1.0)
740
+
741
+ array_inner(r, r, out=r_norm_sq)
742
+
743
+ return r, r_norm_sq, atol
744
+
745
+
746
+ def _run_solver_loop(
747
+ do_cycle: Callable[[float], None],
748
+ cycle_size: int,
749
+ r_norm_sq: wp.array,
750
+ maxiter: int,
751
+ atol: float,
752
+ callback: Callable,
753
+ check_every: int,
754
+ use_cuda_graph: bool,
755
+ device,
756
+ ):
757
+ atol_sq = atol * atol
758
+
759
+ cur_iter = 0
760
+
761
+ err_sq = r_norm_sq.numpy()[0]
762
+ err = sqrt(err_sq)
763
+ if callback is not None:
764
+ callback(cur_iter, err, atol)
765
+
766
+ if err_sq <= atol_sq:
767
+ return cur_iter, err, atol
768
+
769
+ graph = None
770
+
771
+ while True:
772
+ # Do not do graph capture at first iteration -- modules may not be loaded yet
773
+ if device.is_cuda and use_cuda_graph and cur_iter > 0:
774
+ if graph is None:
775
+ wp.capture_begin(device, force_module_load=False)
776
+ try:
777
+ do_cycle(atol_sq)
778
+ finally:
779
+ graph = wp.capture_end(device)
780
+ wp.capture_launch(graph)
781
+ else:
782
+ do_cycle(atol_sq)
783
+
784
+ cur_iter += cycle_size
785
+
786
+ if cur_iter >= maxiter:
787
+ break
788
+
789
+ if (cur_iter % check_every) < cycle_size:
790
+ err_sq = r_norm_sq.numpy()[0]
791
+
792
+ if err_sq <= atol_sq:
793
+ break
794
+
795
+ if callback is not None:
796
+ callback(cur_iter, sqrt(err_sq), atol)
797
+
798
+ err_sq = r_norm_sq.numpy()[0]
799
+ err = sqrt(err_sq)
800
+ if callback is not None:
801
+ callback(cur_iter, err, atol)
802
+
803
+ return cur_iter, err, atol
804
+
805
+
806
+ @wp.kernel
807
+ def _diag_mv_kernel(
808
+ A: wp.array(dtype=Any),
809
+ x: wp.array(dtype=Any),
810
+ y: wp.array(dtype=Any),
811
+ z: wp.array(dtype=Any),
812
+ alpha: Any,
813
+ beta: Any,
814
+ ):
815
+ i = wp.tid()
816
+ z[i] = beta * y[i] + alpha * (A[i] * x[i])
817
+
818
+
819
+ @wp.kernel
820
+ def _diag_mv_vec_kernel(
821
+ A: wp.array(dtype=Any),
822
+ x: wp.array(dtype=Any),
823
+ y: wp.array(dtype=Any),
824
+ z: wp.array(dtype=Any),
825
+ alpha: Any,
826
+ beta: Any,
827
+ ):
828
+ i = wp.tid()
829
+ z[i] = beta * y[i] + alpha * wp.cw_mul(A[i], x[i])
830
+
831
+
832
+ @wp.func
833
+ def _inverse_diag_coefficient(coeff: Any, use_abs: wp.bool):
834
+ zero = type(coeff)(0.0)
835
+ one = type(coeff)(1.0)
836
+ return wp.select(coeff == zero, one / wp.select(use_abs, coeff, wp.abs(coeff)), one)
837
+
838
+
839
+ @wp.kernel
840
+ def _extract_inverse_diagonal_blocked(
841
+ diag_block: wp.array(dtype=Any),
842
+ inv_diag: wp.array(dtype=Any),
843
+ use_abs: int,
844
+ ):
845
+ i = wp.tid()
846
+
847
+ d = wp.get_diag(diag_block[i])
848
+ for k in range(d.length):
849
+ d[k] = _inverse_diag_coefficient(d[k], use_abs != 0)
850
+
851
+ inv_diag[i] = d
852
+
853
+
854
+ @wp.kernel
855
+ def _extract_inverse_diagonal_scalar(
856
+ diag_array: wp.array(dtype=Any),
857
+ inv_diag: wp.array(dtype=Any),
858
+ use_abs: int,
859
+ ):
860
+ i = wp.tid()
861
+ inv_diag[i] = _inverse_diag_coefficient(diag_array[i], use_abs != 0)
862
+
863
+
864
+ @wp.kernel
865
+ def _extract_inverse_diagonal_dense(
866
+ dense_matrix: wp.array2d(dtype=Any),
867
+ inv_diag: wp.array(dtype=Any),
868
+ use_abs: int,
869
+ ):
870
+ i = wp.tid()
871
+ inv_diag[i] = _inverse_diag_coefficient(dense_matrix[i, i], use_abs != 0)
872
+
873
+
874
+ @wp.kernel
875
+ def _cg_kernel_1(
876
+ tol: Any,
877
+ resid: wp.array(dtype=Any),
878
+ rz_old: wp.array(dtype=Any),
879
+ p_Ap: wp.array(dtype=Any),
880
+ x: wp.array(dtype=Any),
881
+ r: wp.array(dtype=Any),
882
+ p: wp.array(dtype=Any),
883
+ Ap: wp.array(dtype=Any),
884
+ ):
885
+ i = wp.tid()
886
+
887
+ alpha = wp.select(resid[0] > tol, rz_old.dtype(0.0), rz_old[0] / p_Ap[0])
888
+
889
+ x[i] = x[i] + alpha * p[i]
890
+ r[i] = r[i] - alpha * Ap[i]
891
+
892
+
893
+ @wp.kernel
894
+ def _cg_kernel_2(
895
+ tol: Any,
896
+ resid: wp.array(dtype=Any),
897
+ rz_old: wp.array(dtype=Any),
898
+ rz_new: wp.array(dtype=Any),
899
+ z: wp.array(dtype=Any),
900
+ p: wp.array(dtype=Any),
901
+ ):
902
+ # p = r + (rz_new / rz_old) * p;
903
+ i = wp.tid()
904
+
905
+ beta = wp.select(resid[0] > tol, rz_old.dtype(0.0), rz_new[0] / rz_old[0])
906
+
907
+ p[i] = z[i] + beta * p[i]
908
+
909
+
910
+ @wp.kernel
911
+ def _cr_kernel_1(
912
+ tol: Any,
913
+ resid: wp.array(dtype=Any),
914
+ zAz_old: wp.array(dtype=Any),
915
+ y_Ap: wp.array(dtype=Any),
916
+ x: wp.array(dtype=Any),
917
+ r: wp.array(dtype=Any),
918
+ z: wp.array(dtype=Any),
919
+ p: wp.array(dtype=Any),
920
+ Ap: wp.array(dtype=Any),
921
+ y: wp.array(dtype=Any),
922
+ ):
923
+ i = wp.tid()
924
+
925
+ alpha = wp.select(resid[0] > tol and y_Ap[0] > 0.0, zAz_old.dtype(0.0), zAz_old[0] / y_Ap[0])
926
+
927
+ x[i] = x[i] + alpha * p[i]
928
+ r[i] = r[i] - alpha * Ap[i]
929
+ z[i] = z[i] - alpha * y[i]
930
+
931
+
932
+ @wp.kernel
933
+ def _cr_kernel_2(
934
+ tol: Any,
935
+ resid: wp.array(dtype=Any),
936
+ zAz_old: wp.array(dtype=Any),
937
+ zAz_new: wp.array(dtype=Any),
938
+ z: wp.array(dtype=Any),
939
+ p: wp.array(dtype=Any),
940
+ Az: wp.array(dtype=Any),
941
+ Ap: wp.array(dtype=Any),
942
+ ):
943
+ # p = r + (rz_new / rz_old) * p;
944
+ i = wp.tid()
945
+
946
+ beta = wp.select(resid[0] > tol and zAz_old[0] > 0.0, zAz_old.dtype(0.0), zAz_new[0] / zAz_old[0])
947
+
948
+ p[i] = z[i] + beta * p[i]
949
+ Ap[i] = Az[i] + beta * Ap[i]
950
+
951
+
952
+ @wp.kernel
953
+ def _bicgstab_kernel_1(
954
+ tol: Any,
955
+ resid: wp.array(dtype=Any),
956
+ rho_old: wp.array(dtype=Any),
957
+ r0v: wp.array(dtype=Any),
958
+ x: wp.array(dtype=Any),
959
+ r: wp.array(dtype=Any),
960
+ y: wp.array(dtype=Any),
961
+ v: wp.array(dtype=Any),
962
+ ):
963
+ i = wp.tid()
964
+
965
+ alpha = wp.select(resid[0] > tol, rho_old.dtype(0.0), rho_old[0] / r0v[0])
966
+
967
+ x[i] += alpha * y[i]
968
+ r[i] -= alpha * v[i]
969
+
970
+
971
+ @wp.kernel
972
+ def _bicgstab_kernel_2(
973
+ tol: Any,
974
+ resid: wp.array(dtype=Any),
975
+ st: wp.array(dtype=Any),
976
+ tt: wp.array(dtype=Any),
977
+ z: wp.array(dtype=Any),
978
+ t: wp.array(dtype=Any),
979
+ x: wp.array(dtype=Any),
980
+ r: wp.array(dtype=Any),
981
+ ):
982
+ i = wp.tid()
983
+
984
+ omega = wp.select(resid[0] > tol, st.dtype(0.0), st[0] / tt[0])
985
+
986
+ x[i] += omega * z[i]
987
+ r[i] -= omega * t[i]
988
+
989
+
990
+ @wp.kernel
991
+ def _bicgstab_kernel_3(
992
+ tol: Any,
993
+ resid: wp.array(dtype=Any),
994
+ rho_new: wp.array(dtype=Any),
995
+ r0v: wp.array(dtype=Any),
996
+ st: wp.array(dtype=Any),
997
+ tt: wp.array(dtype=Any),
998
+ p: wp.array(dtype=Any),
999
+ r: wp.array(dtype=Any),
1000
+ v: wp.array(dtype=Any),
1001
+ ):
1002
+ i = wp.tid()
1003
+
1004
+ beta = wp.select(resid[0] > tol, st.dtype(0.0), rho_new[0] * tt[0] / (r0v[0] * st[0]))
1005
+ beta_omega = wp.select(resid[0] > tol, st.dtype(0.0), rho_new[0] / r0v[0])
1006
+
1007
+ p[i] = r[i] + beta * p[i] - beta_omega * v[i]
1008
+
1009
+
1010
+ @wp.kernel
1011
+ def _gmres_normalize_lower_diagonal(H: wp.array2d(dtype=Any)):
1012
+ # normalize lower-diagonal values of Hessenberg matrix
1013
+ i = wp.tid()
1014
+ H[i + 1, i] = wp.sqrt(H[i + 1, i])
1015
+
1016
+
1017
+ @wp.kernel
1018
+ def _gmres_solve_least_squares(
1019
+ k: int, pivot_tolerance: float, beta_sq: wp.array(dtype=Any), H: wp.array2d(dtype=Any), y: wp.array(dtype=Any)
1020
+ ):
1021
+ # Solve H y = (beta, 0, ..., 0)
1022
+ # H Hessenberg matrix of shape (k+1, k)
1023
+
1024
+ # Keeping H in global mem; warp kernels are launched with fixed block size,
1025
+ # so would not fit in registers
1026
+
1027
+ # TODO: switch to native code with thread synchronization
1028
+
1029
+ rhs = wp.sqrt(beta_sq[0])
1030
+
1031
+ # Apply 2x2 rotations to H so as to remove lower diagonal,
1032
+ # and apply similar rotations to right-hand-side
1033
+ max_k = int(k)
1034
+ for i in range(k):
1035
+ Ha = H[i]
1036
+ Hb = H[i + 1]
1037
+
1038
+ # Givens rotation [[c s], [-s c]]
1039
+ a = Ha[i]
1040
+ b = Hb[i]
1041
+ abn_sq = a * a + b * b
1042
+
1043
+ if abn_sq < type(abn_sq)(pivot_tolerance):
1044
+ # Arnoldi iteration finished early
1045
+ max_k = i
1046
+ break
1047
+
1048
+ abn = wp.sqrt(abn_sq)
1049
+ c = a / abn
1050
+ s = b / abn
1051
+
1052
+ # Rotate H
1053
+ for j in range(i, k):
1054
+ a = Ha[j]
1055
+ b = Hb[j]
1056
+ Ha[j] = c * a + s * b
1057
+ Hb[j] = c * b - s * a
1058
+
1059
+ # Rotate rhs
1060
+ y[i] = c * rhs
1061
+ rhs = -s * rhs
1062
+
1063
+ for i in range(max_k, k):
1064
+ y[i] = y.dtype(0.0)
1065
+
1066
+ # Triangular back-solve for y
1067
+ for ii in range(max_k, 0, -1):
1068
+ i = ii - 1
1069
+ Hi = H[i]
1070
+ yi = y[i]
1071
+ for j in range(ii, max_k):
1072
+ yi -= Hi[j] * y[j]
1073
+ y[i] = yi / Hi[i]
1074
+
1075
+
1076
+ @wp.kernel
1077
+ def _gmres_arnoldi_axpy_kernel(
1078
+ x: wp.array(dtype=Any),
1079
+ y: wp.array(dtype=Any),
1080
+ alpha: wp.array(dtype=Any),
1081
+ ):
1082
+ tid = wp.tid()
1083
+ y[tid] -= x[tid] * alpha[0]
1084
+
1085
+
1086
+ @wp.kernel
1087
+ def _gmres_arnoldi_normalize_kernel(
1088
+ x: wp.array(dtype=Any),
1089
+ y: wp.array(dtype=Any),
1090
+ alpha: wp.array(dtype=Any),
1091
+ ):
1092
+ tid = wp.tid()
1093
+ y[tid] = wp.select(alpha[0] == alpha.dtype(0.0), x[tid] / wp.sqrt(alpha[0]), x[tid])
1094
+
1095
+
1096
+ @wp.kernel
1097
+ def _gmres_update_x_kernel(k: int, beta: Any, y: wp.array(dtype=Any), V: wp.array2d(dtype=Any), x: wp.array(dtype=Any)):
1098
+ tid = wp.tid()
1099
+
1100
+ xi = beta * x[tid]
1101
+ for j in range(k):
1102
+ xi += V[j, tid] * y[j]
1103
+
1104
+ x[tid] = xi