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src/matrix/cblas-wrappers.h 20.7 KB
8dcb6dfcb   Yannick Estève   first commit
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  // matrix/cblas-wrappers.h
  
  // Copyright 2012  Johns Hopkins University (author: Daniel Povey);
  //                 Haihua Xu; Wei Shi
  
  // See ../../COPYING for clarification regarding multiple authors
  //
  // Licensed under the Apache License, Version 2.0 (the "License");
  // you may not use this file except in compliance with the License.
  // You may obtain a copy of the License at
  
  //  http://www.apache.org/licenses/LICENSE-2.0
  
  // THIS CODE IS PROVIDED *AS IS* BASIS, WITHOUT WARRANTIES OR CONDITIONS OF ANY
  // KIND, EITHER EXPRESS OR IMPLIED, INCLUDING WITHOUT LIMITATION ANY IMPLIED
  // WARRANTIES OR CONDITIONS OF TITLE, FITNESS FOR A PARTICULAR PURPOSE,
  // MERCHANTABLITY OR NON-INFRINGEMENT.
  // See the Apache 2 License for the specific language governing permissions and
  // limitations under the License.
  #ifndef KALDI_MATRIX_CBLAS_WRAPPERS_H_
  #define KALDI_MATRIX_CBLAS_WRAPPERS_H_ 1
  
  
  #include <limits>
  #include "matrix/sp-matrix.h"
  #include "matrix/kaldi-vector.h"
  #include "matrix/kaldi-matrix.h"
  #include "matrix/matrix-functions.h"
  #include "matrix/kaldi-blas.h"
  
  // Do not include this file directly.  It is to be included
  // by .cc files in this directory.
  
  namespace kaldi {
  
  
  inline void cblas_Xcopy(const int N, const float *X, const int incX, float *Y,
                          const int incY) {
    cblas_scopy(N, X, incX, Y, incY);
  }
  
  inline void cblas_Xcopy(const int N, const double *X, const int incX, double *Y,
                          const int incY) {
    cblas_dcopy(N, X, incX, Y, incY);
  }
  
  
  inline float cblas_Xasum(const int N, const float *X, const int incX) {
    return cblas_sasum(N, X, incX);
  }
  
  inline double cblas_Xasum(const int N, const double *X, const int incX) {
    return cblas_dasum(N, X, incX);
  }
  
  inline void cblas_Xrot(const int N, float *X, const int incX, float *Y,
                         const int incY, const float c, const float s) {
    cblas_srot(N, X, incX, Y, incY, c, s);
  }
  inline void cblas_Xrot(const int N, double *X, const int incX, double *Y,
                         const int incY, const double c, const double s) {
    cblas_drot(N, X, incX, Y, incY, c, s);
  }
  inline float cblas_Xdot(const int N, const float *const X,
                          const int incX, const float *const Y,
                          const int incY) {
    return cblas_sdot(N, X, incX, Y, incY);
  }
  inline double cblas_Xdot(const int N, const double *const X,
                          const int incX, const double *const Y,
                          const int incY) {
    return cblas_ddot(N, X, incX, Y, incY);
  }
  inline void cblas_Xaxpy(const int N, const float alpha, const float *X,
                          const int incX, float *Y, const int incY) {
    cblas_saxpy(N, alpha, X, incX, Y, incY);
  }
  inline void cblas_Xaxpy(const int N, const double alpha, const double *X,
                          const int incX, double *Y, const int incY) {
    cblas_daxpy(N, alpha, X, incX, Y, incY);
  }
  inline void cblas_Xscal(const int N, const float alpha, float *data,
                          const int inc) {
    cblas_sscal(N, alpha, data, inc);
  }
  inline void cblas_Xscal(const int N, const double alpha, double *data, 
                          const int inc) {
    cblas_dscal(N, alpha, data, inc);
  }
  inline void cblas_Xspmv(const float alpha, const int num_rows, const float *Mdata,
                          const float *v, const int v_inc,
                          const float beta, float *y, const int y_inc) {
    cblas_sspmv(CblasRowMajor, CblasLower, num_rows, alpha, Mdata, v, v_inc, beta, y, y_inc);
  }
  inline void cblas_Xspmv(const double alpha, const int num_rows, const double *Mdata,
                          const double *v, const int v_inc,
                          const double beta, double *y, const int y_inc) {
    cblas_dspmv(CblasRowMajor, CblasLower, num_rows, alpha, Mdata, v, v_inc, beta, y, y_inc);
  }
  inline void cblas_Xtpmv(MatrixTransposeType trans, const float *Mdata,
                          const int num_rows, float *y, const int y_inc) {
    cblas_stpmv(CblasRowMajor, CblasLower, static_cast<CBLAS_TRANSPOSE>(trans),
                CblasNonUnit, num_rows, Mdata, y, y_inc);
  }
  inline void cblas_Xtpmv(MatrixTransposeType trans, const double *Mdata,
                          const int num_rows, double *y, const int y_inc) {
    cblas_dtpmv(CblasRowMajor, CblasLower, static_cast<CBLAS_TRANSPOSE>(trans),
                CblasNonUnit, num_rows, Mdata, y, y_inc);
  }
  
  
  inline void cblas_Xtpsv(MatrixTransposeType trans, const float *Mdata,
                          const int num_rows, float *y, const int y_inc) {
    cblas_stpsv(CblasRowMajor, CblasLower, static_cast<CBLAS_TRANSPOSE>(trans),
                CblasNonUnit, num_rows, Mdata, y, y_inc);
  }
  inline void cblas_Xtpsv(MatrixTransposeType trans, const double *Mdata,
                          const int num_rows, double *y, const int y_inc) {
    cblas_dtpsv(CblasRowMajor, CblasLower, static_cast<CBLAS_TRANSPOSE>(trans),
                CblasNonUnit, num_rows, Mdata, y, y_inc);
  }
  
  // x = alpha * M * y + beta * x
  inline void cblas_Xspmv(MatrixIndexT dim, float alpha, const float *Mdata,
                          const float *ydata, MatrixIndexT ystride,
                          float beta, float *xdata, MatrixIndexT xstride) {
    cblas_sspmv(CblasRowMajor, CblasLower, dim, alpha, Mdata,
                ydata, ystride, beta, xdata, xstride);
  }
  inline void cblas_Xspmv(MatrixIndexT dim, double alpha, const double *Mdata,
                          const double *ydata, MatrixIndexT ystride,
                          double beta, double *xdata, MatrixIndexT xstride) {
    cblas_dspmv(CblasRowMajor, CblasLower, dim, alpha, Mdata,
                ydata, ystride, beta, xdata, xstride);
  }
  
  // Implements  A += alpha * (x y'  + y x'); A is symmetric matrix.
  inline void cblas_Xspr2(MatrixIndexT dim, float alpha, const float *Xdata,
                          MatrixIndexT incX, const float *Ydata, MatrixIndexT incY,
                            float *Adata) {
    cblas_sspr2(CblasRowMajor, CblasLower, dim, alpha, Xdata,
                incX, Ydata, incY, Adata);
  }
  inline void cblas_Xspr2(MatrixIndexT dim, double alpha, const double *Xdata,
                          MatrixIndexT incX, const double *Ydata, MatrixIndexT incY,
                          double *Adata) {
    cblas_dspr2(CblasRowMajor, CblasLower, dim, alpha, Xdata,
                incX, Ydata, incY, Adata);
  }
  
  // Implements  A += alpha * (x x'); A is symmetric matrix.
  inline void cblas_Xspr(MatrixIndexT dim, float alpha, const float *Xdata,
                         MatrixIndexT incX, float *Adata) {
    cblas_sspr(CblasRowMajor, CblasLower, dim, alpha, Xdata, incX, Adata);
  }
  inline void cblas_Xspr(MatrixIndexT dim, double alpha, const double *Xdata,
                         MatrixIndexT incX, double *Adata) {
    cblas_dspr(CblasRowMajor, CblasLower, dim, alpha, Xdata, incX, Adata);
  }
  
  // sgemv,dgemv: y = alpha M x + beta y.
  inline void cblas_Xgemv(MatrixTransposeType trans, MatrixIndexT num_rows,
                          MatrixIndexT num_cols, float alpha, const float *Mdata,
                          MatrixIndexT stride, const float *xdata,
                          MatrixIndexT incX, float beta, float *ydata, MatrixIndexT incY) {
    cblas_sgemv(CblasRowMajor, static_cast<CBLAS_TRANSPOSE>(trans), num_rows,
                num_cols, alpha, Mdata, stride, xdata, incX, beta, ydata, incY);
  }
  inline void cblas_Xgemv(MatrixTransposeType trans, MatrixIndexT num_rows,
                          MatrixIndexT num_cols, double alpha, const double *Mdata,
                          MatrixIndexT stride, const double *xdata,
                          MatrixIndexT incX, double beta, double *ydata, MatrixIndexT incY) {
    cblas_dgemv(CblasRowMajor, static_cast<CBLAS_TRANSPOSE>(trans), num_rows,
                num_cols, alpha, Mdata, stride, xdata, incX, beta, ydata, incY);
  }
  
  // sgbmv, dgmmv: y = alpha M x +  + beta * y.
  inline void cblas_Xgbmv(MatrixTransposeType trans, MatrixIndexT num_rows,
                          MatrixIndexT num_cols, MatrixIndexT num_below,
                          MatrixIndexT num_above, float alpha, const float *Mdata,
                          MatrixIndexT stride, const float *xdata,
                          MatrixIndexT incX, float beta, float *ydata, MatrixIndexT incY) {
    cblas_sgbmv(CblasRowMajor, static_cast<CBLAS_TRANSPOSE>(trans), num_rows,
                num_cols, num_below, num_above, alpha, Mdata, stride, xdata,
                incX, beta, ydata, incY);
  }
  inline void cblas_Xgbmv(MatrixTransposeType trans, MatrixIndexT num_rows,
                          MatrixIndexT num_cols, MatrixIndexT num_below,
                          MatrixIndexT num_above, double alpha, const double *Mdata,
                          MatrixIndexT stride, const double *xdata,
                          MatrixIndexT incX, double beta, double *ydata, MatrixIndexT incY) {
    cblas_dgbmv(CblasRowMajor, static_cast<CBLAS_TRANSPOSE>(trans), num_rows,
                num_cols, num_below, num_above, alpha, Mdata, stride, xdata,
                incX, beta, ydata, incY);
  }
  
  
  template<typename Real>
  inline void Xgemv_sparsevec(MatrixTransposeType trans, MatrixIndexT num_rows,
                              MatrixIndexT num_cols, Real alpha, const Real *Mdata,
                              MatrixIndexT stride, const Real *xdata,
                              MatrixIndexT incX, Real beta, Real *ydata,
                              MatrixIndexT incY) {
    if (trans == kNoTrans) {
      if (beta != 1.0) cblas_Xscal(num_rows, beta, ydata, incY);
      for (MatrixIndexT i = 0; i < num_cols; i++) {
        Real x_i = xdata[i * incX];
        if (x_i == 0.0) continue;
        // Add to ydata, the i'th column of M, times alpha * x_i
        cblas_Xaxpy(num_rows, x_i * alpha, Mdata + i, stride, ydata, incY);
      }    
    } else {
      if (beta != 1.0) cblas_Xscal(num_cols, beta, ydata, incY);
      for (MatrixIndexT i = 0; i < num_rows; i++) {
        Real x_i = xdata[i * incX];
        if (x_i == 0.0) continue;
        // Add to ydata, the i'th row of M, times alpha * x_i
        cblas_Xaxpy(num_cols, x_i * alpha,
                    Mdata + (i * stride), 1, ydata, incY);
      }
    }
  }
  
  inline void cblas_Xgemm(const float alpha,
                          MatrixTransposeType transA,
                          const float *Adata,
                          MatrixIndexT a_num_rows, MatrixIndexT a_num_cols, MatrixIndexT a_stride,
                          MatrixTransposeType transB, 
                          const float *Bdata, MatrixIndexT b_stride,
                          const float beta,
                          float *Mdata, 
                          MatrixIndexT num_rows, MatrixIndexT num_cols,MatrixIndexT stride) {
    cblas_sgemm(CblasRowMajor, static_cast<CBLAS_TRANSPOSE>(transA), 
                static_cast<CBLAS_TRANSPOSE>(transB),
                num_rows, num_cols, transA == kNoTrans ? a_num_cols : a_num_rows,
                alpha, Adata, a_stride, Bdata, b_stride,
                beta, Mdata, stride); 
  }
  inline void cblas_Xgemm(const double alpha,
                          MatrixTransposeType transA,
                          const double *Adata,
                          MatrixIndexT a_num_rows, MatrixIndexT a_num_cols, MatrixIndexT a_stride,
                          MatrixTransposeType transB, 
                          const double *Bdata, MatrixIndexT b_stride,
                          const double beta,
                          double *Mdata, 
                          MatrixIndexT num_rows, MatrixIndexT num_cols,MatrixIndexT stride) {
    cblas_dgemm(CblasRowMajor, static_cast<CBLAS_TRANSPOSE>(transA), 
                static_cast<CBLAS_TRANSPOSE>(transB),
                num_rows, num_cols, transA == kNoTrans ? a_num_cols : a_num_rows,
                alpha, Adata, a_stride, Bdata, b_stride,
                beta, Mdata, stride); 
  }
  
  
  inline void cblas_Xsymm(const float alpha,
                          MatrixIndexT sz,
                          const float *Adata,MatrixIndexT a_stride,
                          const float *Bdata,MatrixIndexT b_stride,
                          const float beta,
                          float *Mdata, MatrixIndexT stride) {
    cblas_ssymm(CblasRowMajor, CblasLeft, CblasLower, sz, sz, alpha, Adata,
                a_stride, Bdata, b_stride, beta, Mdata, stride);
  }
  inline void cblas_Xsymm(const double alpha,
                          MatrixIndexT sz,
                          const double *Adata,MatrixIndexT a_stride,
                          const double *Bdata,MatrixIndexT b_stride,
                          const double beta,
                          double *Mdata, MatrixIndexT stride) {
    cblas_dsymm(CblasRowMajor, CblasLeft, CblasLower, sz, sz, alpha, Adata,
                a_stride, Bdata, b_stride, beta, Mdata, stride);
  }
  // ger: M += alpha x y^T.
  inline void cblas_Xger(MatrixIndexT num_rows, MatrixIndexT num_cols, float alpha,
                         const float *xdata, MatrixIndexT incX, const float *ydata,
                         MatrixIndexT incY, float *Mdata, MatrixIndexT stride) {
    cblas_sger(CblasRowMajor, num_rows, num_cols, alpha, xdata, 1, ydata, 1,
               Mdata, stride);
  }
  inline void cblas_Xger(MatrixIndexT num_rows, MatrixIndexT num_cols, double alpha,
                         const double *xdata, MatrixIndexT incX, const double *ydata,
                         MatrixIndexT incY, double *Mdata, MatrixIndexT stride) {
    cblas_dger(CblasRowMajor, num_rows, num_cols, alpha, xdata, 1, ydata, 1,
               Mdata, stride);
  }
  
  // syrk: symmetric rank-k update.
  // if trans==kNoTrans, then C = alpha A A^T + beta C
  // else C = alpha A^T A + beta C.
  // note: dim_c is dim(C), other_dim_a is the "other" dimension of A, i.e.
  // num-cols(A) if kNoTrans, or num-rows(A) if kTrans.
  // We only need the row-major and lower-triangular option of this, and this
  // is hard-coded.
  inline void cblas_Xsyrk (
      const MatrixTransposeType trans, const MatrixIndexT dim_c,
      const MatrixIndexT other_dim_a, const float alpha, const float *A,
      const MatrixIndexT a_stride, const float beta, float *C,
      const MatrixIndexT c_stride) {
    cblas_ssyrk(CblasRowMajor, CblasLower, static_cast<CBLAS_TRANSPOSE>(trans),
                dim_c, other_dim_a, alpha, A, a_stride, beta, C, c_stride);
  }
  
  inline void cblas_Xsyrk(
      const MatrixTransposeType trans, const MatrixIndexT dim_c,
      const MatrixIndexT other_dim_a, const double alpha, const double *A,
      const MatrixIndexT a_stride, const double beta, double *C,
      const MatrixIndexT c_stride) {
    cblas_dsyrk(CblasRowMajor, CblasLower, static_cast<CBLAS_TRANSPOSE>(trans),
                dim_c, other_dim_a, alpha, A, a_stride, beta, C, c_stride);
  }
  
  /// matrix-vector multiply using a banded matrix; we always call this
  /// with b = 1 meaning we're multiplying by a diagonal matrix.  This is used for
  /// elementwise multiplication.  We miss some of the arguments out of this
  /// wrapper.
  inline void cblas_Xsbmv1(
      const MatrixIndexT dim,
      const double *A,
      const double alpha,
      const double *x,
      const double beta,
      double *y) {
    cblas_dsbmv(CblasRowMajor, CblasLower, dim, 0, alpha, A,
                1, x, 1, beta, y, 1);
  }
  
  inline void cblas_Xsbmv1(
      const MatrixIndexT dim,
      const float *A,
      const float alpha,
      const float *x,
      const float beta,
      float *y) {
    cblas_ssbmv(CblasRowMajor, CblasLower, dim, 0, alpha, A,
                1, x, 1, beta, y, 1);
  }
  
  /// This is not really a wrapper for CBLAS as CBLAS does not have this; in future we could
  /// extend this somehow.
  inline void mul_elements(
      const MatrixIndexT dim,
      const double *a,
      double *b) { // does b *= a, elementwise.
    double c1, c2, c3, c4;
    MatrixIndexT i;
    for (i = 0; i + 4 <= dim; i += 4) {
      c1 = a[i] * b[i];
      c2 = a[i+1] * b[i+1];
      c3 = a[i+2] * b[i+2];
      c4 = a[i+3] * b[i+3];
      b[i] = c1;
      b[i+1] = c2;
      b[i+2] = c3;
      b[i+3] = c4;
    }
    for (; i < dim; i++)
      b[i] *= a[i];
  }
  
  inline void mul_elements(
      const MatrixIndexT dim,
      const float *a,
      float *b) { // does b *= a, elementwise.
    float c1, c2, c3, c4;
    MatrixIndexT i;
    for (i = 0; i + 4 <= dim; i += 4) {
      c1 = a[i] * b[i];
      c2 = a[i+1] * b[i+1];
      c3 = a[i+2] * b[i+2];
      c4 = a[i+3] * b[i+3];
      b[i] = c1;
      b[i+1] = c2;
      b[i+2] = c3;
      b[i+3] = c4;
    }
    for (; i < dim; i++)
      b[i] *= a[i];
  }
  
  
  
  // add clapack here
  #if !defined(HAVE_ATLAS)
  inline void clapack_Xtptri(KaldiBlasInt *num_rows, float *Mdata, KaldiBlasInt *result) {
    stptri_(const_cast<char *>("U"), const_cast<char *>("N"), num_rows, Mdata, result);
  }
  inline void clapack_Xtptri(KaldiBlasInt *num_rows, double *Mdata, KaldiBlasInt *result) {
    dtptri_(const_cast<char *>("U"), const_cast<char *>("N"), num_rows, Mdata, result);
  }
  // 
  inline void clapack_Xgetrf2(KaldiBlasInt *num_rows, KaldiBlasInt *num_cols, 
                              float *Mdata, KaldiBlasInt *stride, KaldiBlasInt *pivot, 
                              KaldiBlasInt *result) {
    sgetrf_(num_rows, num_cols, Mdata, stride, pivot, result);
  }
  inline void clapack_Xgetrf2(KaldiBlasInt *num_rows, KaldiBlasInt *num_cols, 
                              double *Mdata, KaldiBlasInt *stride, KaldiBlasInt *pivot, 
                              KaldiBlasInt *result) {
    dgetrf_(num_rows, num_cols, Mdata, stride, pivot, result);
  }
  
  // 
  inline void clapack_Xgetri2(KaldiBlasInt *num_rows, float *Mdata, KaldiBlasInt *stride,
                             KaldiBlasInt *pivot, float *p_work, 
                             KaldiBlasInt *l_work, KaldiBlasInt *result) {
    sgetri_(num_rows, Mdata, stride, pivot, p_work, l_work, result);
  }
  inline void clapack_Xgetri2(KaldiBlasInt *num_rows, double *Mdata, KaldiBlasInt *stride,
                             KaldiBlasInt *pivot, double *p_work, 
                             KaldiBlasInt *l_work, KaldiBlasInt *result) {
    dgetri_(num_rows, Mdata, stride, pivot, p_work, l_work, result);
  }
  //
  inline void clapack_Xgesvd(char *v, char *u, KaldiBlasInt *num_cols,
                             KaldiBlasInt *num_rows, float *Mdata, KaldiBlasInt *stride,
                             float *sv, float *Vdata, KaldiBlasInt *vstride,
                             float *Udata, KaldiBlasInt *ustride, float *p_work,
                             KaldiBlasInt *l_work, KaldiBlasInt *result) {
    sgesvd_(v, u,
            num_cols, num_rows, Mdata, stride,
            sv, Vdata, vstride, Udata, ustride, 
            p_work, l_work, result); 
  }
  inline void clapack_Xgesvd(char *v, char *u, KaldiBlasInt *num_cols,
                             KaldiBlasInt *num_rows, double *Mdata, KaldiBlasInt *stride,
                             double *sv, double *Vdata, KaldiBlasInt *vstride,
                             double *Udata, KaldiBlasInt *ustride, double *p_work,
                             KaldiBlasInt *l_work, KaldiBlasInt *result) {
    dgesvd_(v, u,
            num_cols, num_rows, Mdata, stride,
            sv, Vdata, vstride, Udata, ustride,
            p_work, l_work, result); 
  }
  //
  void inline clapack_Xsptri(KaldiBlasInt *num_rows, float *Mdata, 
                             KaldiBlasInt *ipiv, float *work, KaldiBlasInt *result) {
    ssptri_(const_cast<char *>("U"), num_rows, Mdata, ipiv, work, result);
  }
  void inline clapack_Xsptri(KaldiBlasInt *num_rows, double *Mdata, 
                             KaldiBlasInt *ipiv, double *work, KaldiBlasInt *result) {
    dsptri_(const_cast<char *>("U"), num_rows, Mdata, ipiv, work, result);
  }
  //
  void inline clapack_Xsptrf(KaldiBlasInt *num_rows, float *Mdata,
                             KaldiBlasInt *ipiv, KaldiBlasInt *result) {
    ssptrf_(const_cast<char *>("U"), num_rows, Mdata, ipiv, result);
  }
  void inline clapack_Xsptrf(KaldiBlasInt *num_rows, double *Mdata,
                             KaldiBlasInt *ipiv, KaldiBlasInt *result) {
    dsptrf_(const_cast<char *>("U"), num_rows, Mdata, ipiv, result);
  }
  #else
  inline void clapack_Xgetrf(MatrixIndexT num_rows, MatrixIndexT num_cols,
                             float *Mdata, MatrixIndexT stride, 
                             int *pivot, int *result) {
    *result = clapack_sgetrf(CblasColMajor, num_rows, num_cols,
                                Mdata, stride, pivot);
  }
  
  inline void clapack_Xgetrf(MatrixIndexT num_rows, MatrixIndexT num_cols,
                             double *Mdata, MatrixIndexT stride, 
                             int *pivot, int *result) {
    *result = clapack_dgetrf(CblasColMajor, num_rows, num_cols,
                                Mdata, stride, pivot);
  }
  //
  inline int clapack_Xtrtri(int num_rows, float *Mdata, MatrixIndexT stride) {
    return  clapack_strtri(CblasColMajor, CblasUpper, CblasNonUnit, num_rows,
                                Mdata, stride);
  }
  
  inline int clapack_Xtrtri(int num_rows, double *Mdata, MatrixIndexT stride) {
    return  clapack_dtrtri(CblasColMajor, CblasUpper, CblasNonUnit, num_rows,
                                Mdata, stride);
  }
  //
  inline void clapack_Xgetri(MatrixIndexT num_rows, float *Mdata, MatrixIndexT stride,
                        int *pivot, int *result) {
    *result = clapack_sgetri(CblasColMajor, num_rows, Mdata, stride, pivot);
  }
  inline void clapack_Xgetri(MatrixIndexT num_rows, double *Mdata, MatrixIndexT stride,
                        int *pivot, int *result) {
    *result = clapack_dgetri(CblasColMajor, num_rows, Mdata, stride, pivot);
  }
  #endif
  
  }
  // namespace kaldi
  
  #endif