Add dpnp.linalg.eigh() function

.gitignore

@@ -1,5 +1,6 @@
 # CMake build and local install directory
 _skbuild
+build
 build_cython
 dpnp.egg-info
 

dpnp/CMakeLists.txt

@@ -47,6 +47,7 @@ endfunction()
 
 build_dpnp_cython_ext_with_backend(dparray ${CMAKE_CURRENT_SOURCE_DIR}/dparray.pyx dpnp)
 add_subdirectory(backend)
+add_subdirectory(backend/extensions/lapack)
 
 add_subdirectory(dpnp_algo)
 add_subdirectory(dpnp_utils)

dpnp/backend/CMakeLists.txt

@@ -109,7 +109,7 @@ add_library(dpnp_backend_library INTERFACE IMPORTED GLOBAL)
 target_include_directories(dpnp_backend_library BEFORE INTERFACE ${CMAKE_CURRENT_SOURCE_DIR}/include ${CMAKE_CURRENT_SOURCE_DIR}/src)
 target_link_libraries(dpnp_backend_library INTERFACE ${_trgt})
 
-if(DPNP_BACKEND_TESTS)
+if (DPNP_BACKEND_TESTS)
   add_subdirectory(tests)
 endif()
 

dpnp/backend/extensions/lapack/CMakeLists.txt

@@ -0,0 +1,75 @@
+# *****************************************************************************
+# Copyright (c) 2016-2023, Intel Corporation
+# All rights reserved.
+#
+# Redistribution and use in source and binary forms, with or without
+# modification, are permitted provided that the following conditions are met:
+# - Redistributions of source code must retain the above copyright notice,
+#   this list of conditions and the following disclaimer.
+# - Redistributions in binary form must reproduce the above copyright notice,
+#   this list of conditions and the following disclaimer in the documentation
+#   and/or other materials provided with the distribution.
+#
+# THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS"
+# AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE
+# IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE
+# ARE DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT HOLDER OR CONTRIBUTORS BE
+# LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR
+# CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF
+# SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR PROFITS; OR BUSINESS
+# INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF LIABILITY, WHETHER IN
+# CONTRACT, STRICT LIABILITY, OR TORT (INCLUDING NEGLIGENCE OR OTHERWISE)
+# ARISING IN ANY WAY OUT OF THE USE OF THIS SOFTWARE, EVEN IF ADVISED OF
+# THE POSSIBILITY OF SUCH DAMAGE.
+# *****************************************************************************
+
+
+set(python_module_name _lapack_impl)
+pybind11_add_module(${python_module_name} MODULE
+    lapack_py.cpp
+    heevd.cpp
+    syevd.cpp
+)
+
+if (WIN32)
+    if (${CMAKE_VERSION} VERSION_LESS "3.23")
+        # this is a work-around for target_link_options inserting option after -link option, cause
+        # linker to ignore it.
+        set(CMAKE_CXX_LINK_FLAGS "${CMAKE_CXX_LINK_FLAGS} -fsycl-device-code-split=per_kernel")
+    endif()
+endif()
+
+set_target_properties(${python_module_name} PROPERTIES CMAKE_POSITION_INDEPENDENT_CODE ON)
+
+target_include_directories(${python_module_name} PRIVATE ${CMAKE_CURRENT_SOURCE_DIR}/../../include)
+target_include_directories(${python_module_name} PRIVATE ${CMAKE_CURRENT_SOURCE_DIR}/../../src)
+
+target_include_directories(${python_module_name} PUBLIC ${Dpctl_INCLUDE_DIRS})
+
+if (WIN32)
+  target_compile_options(${python_module_name} PRIVATE
+    /clang:-fno-approx-func
+    /clang:-fno-finite-math-only
+    )
+else()
+  target_compile_options(${python_module_name} PRIVATE
+    -fno-approx-func
+    -fno-finite-math-only
+    )
+endif()
+
+target_link_options(${python_module_name} PUBLIC -fsycl-device-code-split=per_kernel)
+if (UNIX)
+    # this option is support on Linux only
+    target_link_options(${python_module_name} PUBLIC -fsycl-link-huge-device-code)
+endif()
+
+if (DPNP_GENERATE_COVERAGE)
+    target_link_options(${python_module_name} PRIVATE -fprofile-instr-generate -fcoverage-mapping)
+endif()
+
+target_link_libraries(${python_module_name} PUBLIC MKL::MKL_DPCPP)
+
+install(TARGETS ${python_module_name}
+  DESTINATION "dpnp/backend/extensions/lapack"
+)

dpnp/backend/extensions/lapack/heevd.cpp

@@ -0,0 +1,210 @@
+//*****************************************************************************
+// Copyright (c) 2023, Intel Corporation
+// All rights reserved.
+//
+// Redistribution and use in source and binary forms, with or without
+// modification, are permitted provided that the following conditions are met:
+// - Redistributions of source code must retain the above copyright notice,
+//   this list of conditions and the following disclaimer.
+// - Redistributions in binary form must reproduce the above copyright notice,
+//   this list of conditions and the following disclaimer in the documentation
+//   and/or other materials provided with the distribution.
+//
+// THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS"
+// AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE
+// IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE
+// ARE DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT HOLDER OR CONTRIBUTORS BE
+// LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR
+// CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF
+// SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR PROFITS; OR BUSINESS
+// INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF LIABILITY, WHETHER IN
+// CONTRACT, STRICT LIABILITY, OR TORT (INCLUDING NEGLIGENCE OR OTHERWISE)
+// ARISING IN ANY WAY OUT OF THE USE OF THIS SOFTWARE, EVEN IF ADVISED OF
+// THE POSSIBILITY OF SUCH DAMAGE.
+//*****************************************************************************
+
+
+#include <pybind11/pybind11.h>
+
+#include "heevd.hpp"
+
+#include "dpnp_utils.hpp"
+
+
+namespace dpnp
+{
+namespace backend
+{
+namespace ext
+{
+namespace lapack
+{
+
+namespace mkl_lapack = oneapi::mkl::lapack;
+namespace py = pybind11;
+
+template <typename T, typename RealT>
+static inline sycl::event call_heevd(sycl::queue exec_q,
+                                     const oneapi::mkl::job jobz,
+                                     const oneapi::mkl::uplo upper_lower,
+                                     const std::int64_t n,
+                                     T* a,
+                                     RealT* w,
+                                     std::vector<sycl::event> &host_task_events,
+                                     const std::vector<sycl::event>& depends)
+{
+    validate_type_for_device<T>(exec_q);
+    validate_type_for_device<RealT>(exec_q);
+
+    const std::int64_t lda = std::max<size_t>(1UL, n);
+    const std::int64_t scratchpad_size = mkl_lapack::heevd_scratchpad_size<T>(exec_q, jobz, upper_lower, n, lda);
+    T* scratchpad = nullptr;
+
+    std::stringstream error_msg;
+    std::int64_t info = 0;
+
+    sycl::event heevd_event;
+    try
+    {
+        scratchpad = sycl::malloc_device<T>(scratchpad_size, exec_q);
+
+        heevd_event = mkl_lapack::heevd(
+            exec_q,
+            jobz,        // 'jobz == job::vec' means eigenvalues and eigenvectors are computed.
+            upper_lower, // 'upper_lower == job::upper' means the upper triangular part of A, or the lower triangular otherwise
+            n,           // The order of the matrix A (0 <= n)
+            a,           // Pointer to A, size (lda, *), where the 2nd dimension, must be at least max(1, n)
+                         // If 'jobz == job::vec', then on exit it will contain the eigenvectors of A
+            lda,         // The leading dimension of a, must be at least max(1, n)
+            w,           // Pointer to array of size at least n, it will contain the eigenvalues of A in ascending order
+            scratchpad,  // Pointer to scratchpad memory to be used by MKL routine for storing intermediate results
+            scratchpad_size,
+            depends);
+    }
+    catch (mkl_lapack::exception const& e)
+    {
+        error_msg << "Unexpected MKL exception caught during heevd() call:\nreason: " << e.what()
+                  << "\ninfo: " << e.info();
+        info = e.info();
+    }
+    catch (sycl::exception const& e)
+    {
+        error_msg << "Unexpected SYCL exception caught during heevd() call:\n" << e.what();
+        info = -1;
+    }
+
+    if (info != 0) // an unexected error occurs
+    {
+        if (scratchpad != nullptr)
+        {
+            sycl::free(scratchpad, exec_q);
+        }
+        throw std::runtime_error(error_msg.str());
+    }
+
+    sycl::event clean_up_event = exec_q.submit([&](sycl::handler& cgh) {
+        cgh.depends_on(heevd_event);
+        auto ctx = exec_q.get_context();
+        cgh.host_task([ctx, scratchpad]() { sycl::free(scratchpad, ctx); });
+    });
+    host_task_events.push_back(clean_up_event);
+    return heevd_event;
+}
+
+std::pair<sycl::event, sycl::event> heevd(sycl::queue exec_q,
+                                          const std::int8_t jobz,
+                                          const std::int8_t upper_lower,
+                                          dpctl::tensor::usm_ndarray eig_vecs,
+                                          dpctl::tensor::usm_ndarray eig_vals,
+                                          const std::vector<sycl::event>& depends)
+{
+    const int eig_vecs_nd = eig_vecs.get_ndim();
+    const int eig_vals_nd = eig_vals.get_ndim();
+
+    if (eig_vecs_nd != 2)
+    {
+        throw py::value_error("Unexpected ndim=" + std::to_string(eig_vecs_nd) +
+                              " of an output array with eigenvectors");
+    }
+    else if (eig_vals_nd != 1)
+    {
+        throw py::value_error("Unexpected ndim=" + std::to_string(eig_vals_nd) +
+                              " of an output array with eigenvalues");
+    }
+
+    const py::ssize_t* eig_vecs_shape = eig_vecs.get_shape_raw();
+    const py::ssize_t* eig_vals_shape = eig_vals.get_shape_raw();
+
+    if (eig_vecs_shape[0] != eig_vecs_shape[1])
+    {
+        throw py::value_error("Output array with eigenvectors with be square");
+    }
+    else if (eig_vecs_shape[0] != eig_vals_shape[0])
+    {
+        throw py::value_error("Eigenvectors and eigenvalues have different shapes");
+    }
+
+    size_t src_nelems(1);
+
+    for (int i = 0; i < eig_vecs_nd; ++i)
+    {
+        src_nelems *= static_cast<size_t>(eig_vecs_shape[i]);
+    }
+
+    if (src_nelems == 0)
+    {
+        // nothing to do
+        return std::make_pair(sycl::event(), sycl::event());
+    }
+
+    // check compatibility of execution queue and allocation queue
+    if (!dpctl::utils::queues_are_compatible(exec_q, {eig_vecs, eig_vals}))
+    {
+        throw py::value_error("Execution queue is not compatible with allocation queues");
+    }
+
+    // check that arrays do not overlap, and concurrent access is safe.
+    // TODO: need to be exposed by DPCTL headers
+    // auto const &overlap = dpctl::tensor::overlap::MemoryOverlap();
+    // if (overlap(eig_vecs, eig_vals))
+    // {
+    //     throw py::value_error("Arrays index overlapping segments of memory");
+    // }
+
+    int eig_vecs_typenum = eig_vecs.get_typenum();
+    int eig_vals_typenum = eig_vals.get_typenum();
+    auto const& dpctl_capi = dpctl::detail::dpctl_capi::get();
+
+    sycl::event heevd_ev;
+    std::vector<sycl::event> host_task_events;
+
+    const std::int64_t n = eig_vecs_shape[0];
+    const oneapi::mkl::job jobz_val = static_cast<oneapi::mkl::job>(jobz);
+    const oneapi::mkl::uplo uplo_val = static_cast<oneapi::mkl::uplo>(upper_lower);
+
+    if ((eig_vecs_typenum == dpctl_capi.UAR_CDOUBLE_) && (eig_vals_typenum == dpctl_capi.UAR_DOUBLE_))
+    {
+        std::complex<double>* a = reinterpret_cast<std::complex<double>*>(eig_vecs.get_data());
+        double* w = reinterpret_cast<double*>(eig_vals.get_data());
+
+        heevd_ev = call_heevd(exec_q, jobz_val, uplo_val, n, a, w, host_task_events, depends);
+    }
+    else if ((eig_vecs_typenum == dpctl_capi.UAR_CFLOAT_) && (eig_vals_typenum == dpctl_capi.UAR_FLOAT_))
+    {
+        std::complex<float>* a = reinterpret_cast<std::complex<float>*>(eig_vecs.get_data());
+        float* w = reinterpret_cast<float*>(eig_vals.get_data());
+
+        heevd_ev = call_heevd(exec_q, jobz_val, uplo_val, n, a, w, host_task_events, depends);
+    }
+    else
+    {
+        throw py::value_error("Unexpected types of either eigenvectors or eigenvalues");
+    }
+
+    sycl::event args_ev = dpctl::utils::keep_args_alive(exec_q, {eig_vecs, eig_vals}, host_task_events);
+    return std::make_pair(args_ev, heevd_ev);
+}
+}
+}
+}
+}

dpnp/backend/extensions/lapack/heevd.hpp

@@ -0,0 +1,51 @@
+//*****************************************************************************
+// Copyright (c) 2023, Intel Corporation
+// All rights reserved.
+//
+// Redistribution and use in source and binary forms, with or without
+// modification, are permitted provided that the following conditions are met:
+// - Redistributions of source code must retain the above copyright notice,
+//   this list of conditions and the following disclaimer.
+// - Redistributions in binary form must reproduce the above copyright notice,
+//   this list of conditions and the following disclaimer in the documentation
+//   and/or other materials provided with the distribution.
+//
+// THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS"
+// AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE
+// IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE
+// ARE DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT HOLDER OR CONTRIBUTORS BE
+// LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR
+// CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF
+// SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR PROFITS; OR BUSINESS
+// INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF LIABILITY, WHETHER IN
+// CONTRACT, STRICT LIABILITY, OR TORT (INCLUDING NEGLIGENCE OR OTHERWISE)
+// ARISING IN ANY WAY OUT OF THE USE OF THIS SOFTWARE, EVEN IF ADVISED OF
+// THE POSSIBILITY OF SUCH DAMAGE.
+//*****************************************************************************
+
+#pragma once
+
+#include <CL/sycl.hpp>
+#include <oneapi/mkl.hpp>
+
+#include <dpctl4pybind11.hpp>
+
+
+namespace dpnp
+{
+namespace backend
+{
+namespace ext
+{
+namespace lapack
+{
+    extern std::pair<sycl::event, sycl::event> heevd(sycl::queue exec_q,
+                                                     const std::int8_t jobz,
+                                                     const std::int8_t upper_lower,
+                                                     dpctl::tensor::usm_ndarray eig_vecs,
+                                                     dpctl::tensor::usm_ndarray eig_vals,
+                                                     const std::vector<sycl::event>& depends);
+}
+}
+}
+}