cu-matrix.h
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// cudamatrix/cu-matrix.h
// Copyright 2009-2012 Karel Vesely
// 2013 Johns Hopkins University (author: Daniel Povey)
// 2013 Hainan Xu
// 2013 Xiaohui Zhang
// 2013-2015 Guoguo Chen
// 2017 Shiyin Kang
// 2019 Yiwen Shao
// 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_CUDAMATRIX_CU_MATRIX_H_
#define KALDI_CUDAMATRIX_CU_MATRIX_H_
#include <sstream>
#include <vector>
#include "cudamatrix/cu-matrixdim.h"
#include "cudamatrix/cu-common.h"
#include "cudamatrix/cu-value.h"
#include "matrix/matrix-common.h"
#include "matrix/kaldi-matrix.h"
#include "cudamatrix/cu-array.h"
#include "cudamatrix/cu-math.h"
#include "cudamatrix/cu-rand.h"
#include "cudamatrix/cu-sparse-matrix.h"
namespace kaldi {
template<typename Real>
Real TraceMatMat(const CuMatrixBase<Real> &A, const CuMatrixBase<Real> &B,
MatrixTransposeType trans = kNoTrans);
/// Does multiple matrix multiplications, executing them in parallel using
/// cuBLAS's gemmBatched if we are using a GPU. Vectors A, B and C must have
/// the same length; for each i, this function executes the matrix operation
/// C[i] = alpha * A[i](^T)*B[i](^T) + beta * C[i].
template<typename Real>
void AddMatMatBatched(const Real alpha, std::vector<CuSubMatrix<Real>* > &C,
const std::vector<CuSubMatrix<Real>* > &A,
MatrixTransposeType transA,
const std::vector<CuSubMatrix<Real>* > &B,
MatrixTransposeType transB,
const Real beta);
/**
* Matrix for CUDA computing.
* Does the computation on the CUDA card when CUDA is compiled in and
* we have a suitable GPU (CuDevice::Instantiate().Enabled() == true);
* otherwise, does it on the CPU.
*/
/*
template<typename Real>
struct MatrixElement {
int row;
int column;
Real weight;
};
// */
template<typename Real>
class CuMatrixBase {
public:
friend class CuMatrixBase<float>;
friend class CuMatrixBase<double>;
friend class CuVectorBase<float>;
friend class CuVectorBase<double>;
friend class VectorBase<Real>;
friend class CuSpMatrix<Real>;
friend class CuTpMatrix<float>;
friend class CuTpMatrix<double>;
friend class CuVectorBase<Real>;
friend class CuSubMatrix<Real>;
friend class CuRand<Real>;
friend class CuSubVector<Real>;
friend class CuBlockMatrix<Real>;
friend class CuSparseMatrix<float>;
friend class CuSparseMatrix<double>;
friend class CuSparseMatrix<Real>;
/// Copies column r from column indexes[r] of src.
/// As a special case, if indexes[i] == -1, sets column i to zero
/// indexes.size() must equal this->NumCols(),
/// and src.NumRows() must equal this.NumRows()
void CopyCols(const CuMatrixBase<Real> &src,
const CuArrayBase<MatrixIndexT> &indexes);
/// Add column indices[r] of src to column r.
/// As a special case, if indexes[i] == -1, skip column i
/// indices.size() must equal this->NumCols(),
/// and src.NumRows() must equal this.NumRows()
void AddCols(const CuMatrixBase<Real> &src,
const CuArrayBase<MatrixIndexT> &indices);
/// Copies row r from row indexes[r] of src.
/// As a special case, if indexes[i] < 0, sets row i to zero.
/// src.NumCols() must equal this.NumCols()
void CopyRows(const CuMatrixBase<Real> &src,
const CuArrayBase<MatrixIndexT> &indexes);
/// Copies row r of this matrix from an array of floats at the location given
/// by src[r], where src[r] is assumed to be obtained from the RowData()
/// function of another CuMatrix, or from CuVector::Data() (the point is: the
/// data it points to should be on the GPU if we're using a GPU, and on a CPU
/// otherwise). src.size() must equal this.NumRows(), and if any src[r] is
/// NULL then this.Row(r) will be set to zero.
void CopyRows(const CuArrayBase<const Real*> &src);
/// For each row r of this matrix, copies it to the array of floats at the
/// location given by dst[r], where dst[r] is assumed to be obtained from the
/// RowData() function of another CuMatrix, or from CuVector::Data() (i.e. it
/// should point to memory on the GPU if we're using a GPU, or on the CPU
/// otherwise). If dst[r] is NULL, does not copy anywhere. Requires that
/// none of the memory regions pointed to by the pointers in "dst" overlap
/// (e.g. none of the pointers should be the same).
void CopyToRows(const CuArrayBase<Real*> &dst) const;
/// Does for each row r, this.Row(r) += alpha * src.row(indexes[r]).
/// If indexes[r] < 0, does not add anything.
/// src.NumCols() must equal this.NumCols()
void AddRows(Real alpha,
const CuMatrixBase<Real> &src,
const CuArrayBase<MatrixIndexT> &indexes);
/// Does for each row r, this.Row(r) *= alpha * src.row(indexes[r]),
/// where '*=' is elementwise multiplication.
/// If indexes[r] < 0, does not add anything.
/// src.NumCols() must equal this.NumCols()
void MulRows(const CuMatrixBase<Real> &src,
const CuArrayBase<MatrixIndexT> &indexes);
/// Does for each row r, this.Row(r) += alpha * src[r],
/// treating src[r] as the beginning of a region of memory representing
/// a vector of floats, of the same length as this.NumCols().
void AddRows(Real alpha,
const CuArrayBase<const Real*> &src);
/// For each row i of *this, adds this->Row(i) to
/// dst->Row(indexes(i)) if indexes(i) >= 0, else do nothing.
/// Requires that all the indexes[i] that are >= 0
/// be distinct, otherwise the behavior is undefined.
void AddToRows(Real alpha,
const CuArrayBase<MatrixIndexT> &indexes,
CuMatrixBase<Real> *dst) const;
/// For each row r of this matrix, adds it (times alpha) to the array of
/// floats at the location given by dst[r], where dst[r] is assumed to be
/// obtained from the RowData() function of another CuMatrix, or from
/// CuVector::Data() (i.e. it should point to memory on the GPU if we're using
/// a GPU, or on the CPU otherwise). If dst[r] is NULL, does not do anything
/// for that row. Requires that none of the memory regions pointed to by the
/// pointers in "dst" overlap (e.g. none of the pointers should be the same).
void AddToRows(Real alpha, const CuArrayBase<Real*> &dst) const;
/// For each row r of this and for each column c, sets (*this)(r, c) to the
/// sum \sum_j src(r, j), where j ranges from indexes[c].first through
/// indexes[c].second - 1.
void SumColumnRanges(const CuMatrixBase<Real> &src,
const CuArrayBase<Int32Pair> &indexes);
/// For each row r of this and for each column c, do
/// (*this)(r, c) += \sum_j src(j, c),
/// where j ranges from indexes[r].first through indexes[r].second - 1.
/// In general indexes must be >= 0 and < src.NumRows(); but to represent an empty range
/// you may use the pair (-1, -1) or any pair of numbers (i, j) such that i >= j.
void AddRowRanges(const CuMatrixBase<Real> &src,
const CuArrayBase<Int32Pair> &indexes);
friend Real TraceMatMat<Real>(const CuMatrixBase<Real> &A,
const CuMatrixBase<Real> &B,
MatrixTransposeType trans);
friend Real TraceMatSmat<Real>(const CuMatrixBase<Real> &A,
const CuSparseMatrix<Real> &B,
MatrixTransposeType trans);
friend void AddMatMatBatched<Real>(const Real alpha,
std::vector<CuSubMatrix<Real>* > &C,
const std::vector<CuSubMatrix<Real>* > &A,
MatrixTransposeType transA,
const std::vector<CuSubMatrix<Real>* > &B,
MatrixTransposeType transB,
const Real beta);
/// Adds "value" to the diagonal elements of the matrix. The matrix
/// *this does not have to be square.
void AddToDiag(Real value);
/// Dimensions
MatrixIndexT NumRows() const { return num_rows_; }
MatrixIndexT NumCols() const { return num_cols_; }
MatrixIndexT Stride() const { return stride_; }
// MatrixDim is a struct containing "rows", "cols" and "stride",
// that is an argument of most CUDA kernels.
::MatrixDim Dim() const {
::MatrixDim d = { num_rows_, num_cols_, stride_ };
return d;
}
Real FrobeniusNorm() const { return sqrt(TraceMatMat(*this, *this, kTrans)); }
bool IsUnit(Real tol = 0.001) const;
/// True if ((*this)-other).FrobeniusNorm() <= tol * this->FrobeniusNorm()
bool ApproxEqual(const CuMatrixBase<Real> &other, float tol = 0.01) const;
/// Get size of matrix in bytes
MatrixIndexT SizeInBytes() const { return num_rows_*stride_*sizeof(Real); }
// Copy functions. These do not resize.
template<typename OtherReal>
void CopyFromMat(const MatrixBase<OtherReal> &src,
MatrixTransposeType trans = kNoTrans);
void CopyFromGeneralMat(const GeneralMatrix &src,
MatrixTransposeType trans = kNoTrans);
void CopyFromMat(const MatrixBase<Real> &src,
MatrixTransposeType trans = kNoTrans);
void CopyFromSp(const CuSpMatrix<Real> &M);
template<typename OtherReal>
void CopyFromTp(const CuTpMatrix<OtherReal> &M,
MatrixTransposeType trans = kNoTrans);
// This function will copy from source rows (start_range, end_range]
// if the range is outside of the clamped region then the clamped
// row will be replicated across the out of range areas
void CopyRangeFromMatClamped(const CuMatrixBase<Real> & src,
int32_t start_range, int32_t end_range,
int32_t clamp_low, int32_t clamp_high);
template<typename OtherReal>
void CopyFromMat(const CuMatrixBase<OtherReal> &M,
MatrixTransposeType trans = kNoTrans);
template<typename OtherReal>
void CopyToMat(MatrixBase<OtherReal> *dst,
MatrixTransposeType trans = kNoTrans) const;
/// This function has two modes of operation. If v.Dim() == NumRows() *
/// NumCols(), then treats the vector as a row-by-row concatenation of a
/// matrix and copies to *this.
/// if v.Dim() == NumCols(), it sets each row of *this to a copy of v.
void CopyRowsFromVec(const CuVectorBase<Real> &v);
/// Version of CopyRowsFromVec() that takes a CPU-based vector.
void CopyRowsFromVec(const VectorBase<Real> &v);
/// Copies vector into matrix, column-by-column.
/// Note that rv.Dim() must either equal NumRows()*NumCols() or NumRows();
/// this has two modes of operation.
void CopyColsFromVec(const CuVectorBase<Real> &v);
/// Copy vector into specific column of matrix.
void CopyColFromVec(const CuVectorBase<Real> &v, const MatrixIndexT col);
/// Set each element to the sigmoid of the corresponding element of "src":
/// element by element, x = 1 / (1 + exp(-x))
void Sigmoid(const CuMatrixBase<Real> &src);
/// Set each element to the Heaviside function of the corresponding element
/// of "src", which we define as the function (x > 0 ? 1.0 : 0.0) [note:
/// in general, there are different ways to deal with the situation when x==0.]
void Heaviside(const CuMatrixBase<Real> &src);
void Exp(const CuMatrixBase<Real> &src);
void Log(const CuMatrixBase<Real> &src);
void Pow(const CuMatrixBase<Real> &src, Real power);
/// Apply power to the absolute value of each element.
/// If include_sign is true, the result will be multiplied with
/// the sign of the input value.
/// If the power is negative and the input to the power is zero,
/// The output will be set zero. If include_sign is true, it will
/// multiply the result by the sign of the input.
void PowAbs(const CuMatrixBase<Real> &src, Real power, bool include_sign=false);
void Floor(const CuMatrixBase<Real> &src, Real floor_val);
void Ceiling(const CuMatrixBase<Real> &src, Real ceiling_val);
/// This is equivalent to running:
/// Floor(src, lower_limit);
/// Ceiling(src, upper_limit);
/// Exp(src)
void ExpLimited(const CuMatrixBase<Real> &src, Real lower_limit, Real upper_limit);
/// For each element x of the matrix, set it to
/// (x < 0 ? exp(x) : x + 1). This function is used
/// in our RNNLM training.
void ExpSpecial(const CuMatrixBase<Real> &src);
/// Softmax nonlinearity
/// Y = Softmax(X) : Yij = e^Xij / sum_k(e^Xik), done to each row,
/// with attention to avoiding overflow or underflow.
/// Supports in-place operation (i.e. this == &src).
void SoftMaxPerRow(const CuMatrixBase<Real> &src);
/// LogSoftmax nonlinearity
/// Y = LogSoftmax(X) : Yij = Xij - log(sum_k(e^Xik)), done to each row,
/// with attention to avoiding overflow or underflow.
/// Supports in-place operation (i.e. this == &src).
void LogSoftMaxPerRow(const CuMatrixBase<Real> &src);
/// Apply the function y = log(1 + exp(x)), to each element.
/// Note: the derivative of this function is the sigmoid function.
/// This is like a soft ReLU.
void SoftHinge(const CuMatrixBase<Real> &src);
/// Apply the function y(i) = (sum_{j = i*G}^{(i+1)*G-1} x_j ^ (power)) ^ (1 / p)
/// where G = x.NumCols() / y.NumCols() must be an integer.
/// [note: y corresponds to *this and x to src, so
/// src.NumCols() / this->NumCols() must be an integer.
void GroupPnorm(const CuMatrixBase<Real> &src, Real pow);
/// Differentiate backward through the GroupPnorm function.
/// It is a combination of GroupPnormDeriv and MulRowsGroupMat.
void DiffGroupPnorm(const CuMatrixBase<Real> &in_value,
const CuMatrixBase<Real> &out_value,
const CuMatrixBase<Real> &out_deriv, Real power);
/// Apply the function y(i) = (max_{j = i*G}^{(i+1)*G-1} x_j
/// where G = x.NumCols() / y.NumCols() must be an integer.
/// [note: y corresponds to *this and x to src, so
/// src.NumCols() / this->NumCols() must be an integer.
void GroupMax(const CuMatrixBase<Real> &src);
/// Calculate derivatives for the GroupMax function above, where
/// "input" is the input to the GroupMax function above (i.e. the "src" variable),
/// and "output" is the result of the computation (i.e. the "this" of that function
/// call), and *this must have the same dimension as "input". Each element
/// of *this will be set to 1 if the corresponding input equals the output of
/// the group, and 0 otherwise. The equals the function derivative where it is
/// defined (it's not defined where multiple inputs in the group are equal to the output).
void GroupMaxDeriv(const CuMatrixBase<Real> &input,
const CuMatrixBase<Real> &output);
/// Compute the parametric rectified linear unit function;
/// element by element, *this = src * (src > 0 ? alpha : beta)
void ParametricRelu(const CuMatrixBase<Real> &src,
const CuVectorBase<Real> &alpha,
const CuVectorBase<Real> &beta);
/// Differentiate backward through the parametric relu function.
/// Here the "value" is the Relu input. Does, element-by-element.
/// *this = diff * (value > 0 ? alpha : beta)
void DiffParametricRelu(const CuMatrixBase<Real> &value,
const CuMatrixBase<Real> &diff,
const CuVectorBase<Real> &alpha,
const CuVectorBase<Real> &beta);
/// Compute the hyperbolic tangent (tanh) function; element by element,
/// *this = tanh(src).
void Tanh(const CuMatrixBase<Real> &src);
/// Differentiate backward through the sigmoid function. Here, "value" is the
/// sigmoid output. Does, element-by-element, *this = diff * value * (1 - value).
void DiffSigmoid(const CuMatrixBase<Real> &value,
const CuMatrixBase<Real> &diff);
/// Differentiate backward through the tanh function. Here, "value" is the
/// tanh output. Does, element-by-element, *this = diff * (1 - value^2).
void DiffTanh(const CuMatrixBase<Real> &value,
const CuMatrixBase<Real> &diff);
/// Differentiate backward through the softmax function. Here, "value" is the
/// softmax output. Does, for each row i,
/// *this(i) = diff(i) * diag(value(i)) - diff(i) * (value(i)^T * value(i))
/// xxxx(i) is row-vector; '*' and '-' are matrix operations.
/// Supports in-place operation, this == &diff.
void DiffSoftmaxPerRow(const CuMatrixBase<Real> &value,
const CuMatrixBase<Real> &diff);
/// Differentiate backward through the log softmax function.
/// Here, "out_value" is the log softmax output. Does, for each row i,
/// *this(i) = out_deriv(i) - sum(out_deriv(i)) .* exp(out_value(i))
/// xxxx(i) is row-vector.
/// Supports in-place operation, this == &out_deriv.
void DiffLogSoftmaxPerRow(const CuMatrixBase<Real> &out_value,
const CuMatrixBase<Real> &out_deriv);
/// Differentiate the block [softmax+cross-entropy] :
/// dE/da = posterior_mat - target_mat,
/// 'E' is error function, 'a' is activation on softmax input
///
/// Interface:
/// tgt ... index vector, encodes the matrix of targets
/// net_out_or_diff ... before invocation net output, after diff dE/da
/// log_post_tgt ... per-frame statistics for cross-entropy computations :
/// log(sum_row(posterior_mat .* target_mat))
void DiffXent(const CuArrayBase<int32> &tgt,
CuVector<Real> *log_post_tgt);
/// This function does sets *this to the Cholesky factor of *this (i.e. the C
/// satisfying *this = C C^T), and sets "inv_cholesky" (if supplied) to its
/// inverse. *this is treated as a symmetric matrix but only the lower triangle
/// is accessed.
void Cholesky(CuMatrixBase<Real> *inv_cholesky = NULL);
/// Inversion for positive definite symmetric matrices.
/// Treats the input as symmetric but only reads the lower triangle.
/// The output is symmetric.
void SymInvertPosDef();
inline void ApplyPow(Real power) {
this -> Pow(*this, power);
};
inline void ApplyPowAbs(Real power, bool include_sign=false) {
this -> PowAbs(*this, power, include_sign);
};
inline void ApplyHeaviside() {
this -> Heaviside(*this);
};
inline void ApplyFloor(Real floor_val) {
this -> Floor(*this, floor_val);
};
inline void ApplyCeiling(Real ceiling_val) {
this -> Ceiling(*this, ceiling_val);
};
inline void ApplyExp() {
this -> Exp(*this);
};
inline void ApplyExpLimited(Real lower_limit, Real upper_limit) {
this -> ExpLimited(*this, lower_limit, upper_limit);
};
inline void ApplyExpSpecial() {
this -> ExpSpecial(*this);
};
inline void ApplySoftMaxPerRow() {
this -> SoftMaxPerRow(*this);
};
inline void ApplyLogSoftMaxPerRow() {
this -> LogSoftMaxPerRow(*this);
};
inline void ApplyLog() {
this -> Log(*this);
};
/// Find the id of the maximal element for each row (resizes the 'id'
/// array to the appropriate size).
void FindRowMaxId(CuArray<int32> *id) const;
/// Math operations, some calling kernels
void SetZero();
void Set(Real value);
void Add(Real value);
/// Zeroes all elements for which col > row.
void SetZeroAboveDiag();
void Scale(Real value);
/// Multiply two matrices elementwise: C = C .* A
void MulElements(const CuMatrixBase<Real> &A);
/// Divide two matrices elementwise: C = A ./ A
void DivElements(const CuMatrixBase<Real> &A);
/// Do, elementwise, *this = max(*this, A).
void Max(const CuMatrixBase<Real> &A);
/// Do, elementwise, *this = min(*this, A).
void Min(const CuMatrixBase<Real> &A);
/// scale i'th column by scale[i]
void MulColsVec(const CuVectorBase<Real> &scale);
/// scale i'th row by scale[i]
void MulRowsVec(const CuVectorBase<Real> &scale);
/// divide each row into src.NumCols() groups, and then scale i'th row's jth group of elements by src[i, j].
void MulRowsGroupMat(const CuMatrixBase<Real> &src);
/// divide i'th row by scale[i]
void DivRowsVec(const CuVectorBase<Real> &div);
/// invert the matrix by elements.
void InvertElements();
/// *this += alpha * A
void AddMat(Real alpha, const CuMatrixBase<Real> &A,
MatrixTransposeType trans = kNoTrans);
/// *this += alpha * A.
void AddSmat(Real alpha, const CuSparseMatrix<Real> &A,
MatrixTransposeType trans = kNoTrans);
/// (*this) = alpha * op(A) * B + beta * (*this), where A is sparse.
/// Multiplication of sparse with dense matrix. See also AddMatSmat.
/// Note: we recommend, for greatest efficiency, that transA be kNoTrans.
/// Use AddMatSmat() for better efficiency, as 2 dense mat transpose ops
/// are called in this API.
void AddSmatMat(Real alpha, const CuSparseMatrix<Real> &A,
MatrixTransposeType transA, const CuMatrixBase<Real> &B,
Real beta);
/// (*this) = alpha * A * op(B) + beta * (*this), where B is sparse
/// and op(B) is either B or trans(B) depending on the 'transB' argument.
/// This is multiplication of a dense by a sparse matrix. See also
/// AddSmatMat.
void AddMatSmat(Real alpha, const CuMatrixBase<Real> &A,
const CuSparseMatrix<Real> &B, MatrixTransposeType transB,
Real beta);
/// This is a rather special purpose function; we might
/// generalize it later by adding a transpose-type option.
/// It expects 'elements.Dim()' to equal NumRows(), and
/// for each elements[i] to be either -1, or
/// 0 <= element[i] < NumCols().
/// It adds alpha to each element (*this)(i, elements[i])
/// for 0 <= i < NumRows().
void AddToElements(Real alpha, const CuArrayBase<int32> &elements);
/// This function is like AddMat (it does *this += alpha * src),
/// except that it supports cases where *this and src have
/// different dimension. There are two allowed cases:
///
/// (1) *this is larger than src; we do a broadcasting operation. *this must
/// have NumRows() == a * src.NumRows() and NumCols() == b *
/// src.NumCols() for integer a >= 1, b >= 1. *this will be treated as
/// a being made up of of blocks with the same size as src, and to each
/// block we'll add alpha * src. This case does not support trans ==
/// kTrans.
///
/// (2) *this is smaller than src; we sum. src.NumRows() must == a *
/// this->NumRows(), and src.NumCols() must == b * this->NumCols(), for a
/// >= 1, b >= 1. In this case, src will be treated as being made up of
/// blocks with the same size as *this, and to *this we will add the
/// summation of all of those blocks.
void AddMatBlocks(Real alpha, const CuMatrixBase<Real> &A,
MatrixTransposeType trans = kNoTrans);
/// (for each column c of *this), c = alpha * col + beta * c
void AddVecToCols(Real alpha, const CuVectorBase<Real> &col, Real beta = 1.0);
/// (for each row r of *this), r = alpha * row + beta * r
void AddVecToRows(Real alpha, const CuVectorBase<Real> &row, Real beta = 1.0);
/// C = alpha * A(^T)*B(^T) + beta * C
void AddMatMat(Real alpha, const CuMatrixBase<Real> &A, MatrixTransposeType transA,
const CuMatrixBase<Real> &B, MatrixTransposeType transB, Real beta);
/// A = alpha * x * y^T + A .
void AddVecVec(Real alpha, const CuVectorBase<Real> &x, const CuVectorBase<Real> &y);
/// *this = a * b / c (by element; when c = 0, *this = a)
/// *this can be an alias of a, b or c safely and get expected result.
void SetMatMatDivMat(const CuMatrixBase<Real> &A, const CuMatrixBase<Real> &B, const CuMatrixBase<Real> &C);
/// *this = beta * *this + alpha * M M^T, for symmetric matrices. It only
/// updates the lower triangle of *this. It will leave the matrix asymmetric;
/// if you need it symmetric as a regular matrix, do CopyLowerToUpper().
void SymAddMat2(const Real alpha, const CuMatrixBase<Real> &M,
MatrixTransposeType transA, Real beta);
/// This function is like AddMatMat but for where the second argument is of
/// type CuBlockMatrix (a block-diagonal matrix of blocks).
void AddMatBlock(Real alpha, const CuMatrixBase<Real> &A, MatrixTransposeType transA,
const CuBlockMatrix<Real> &B, MatrixTransposeType transB, Real beta);
/// *this = beta * *this + alpha * diag(v) * M [or M^T].
/// The same as adding M but scaling each row M_i by v(i).
void AddDiagVecMat(const Real alpha, const CuVectorBase<Real> &v,
const CuMatrixBase<Real> &M, MatrixTransposeType transM,
Real beta = 1.0);
// *this = beta * *this + alpha * M * diag(v) [or M^T].
// The same as adding M but scaling each column M_j by v(j).
void AddMatDiagVec(const Real alpha,
const CuMatrixBase<Real> &M, MatrixTransposeType transM,
CuVectorBase<Real> &v,
Real beta = 1.0);
/// *this = beta * *this + alpha * A .* B (.* element by element multiplication)
void AddMatMatElements(const Real alpha,
const CuMatrixBase<Real>& A,
const CuMatrixBase<Real>& B,
const Real beta);
/// this <-- beta*this + alpha*A*B
void AddMatSp(const Real alpha,
const CuMatrixBase<Real> &A, MatrixTransposeType transA,
const CuSpMatrix<Real> &B,
const Real beta) {
CuMatrix<Real> M(B);
return AddMatMat(alpha, A, transA, M, kNoTrans, beta);
}
/// this <-- beta*this + alpha*SpA*B
void AddSpMat(const Real alpha,
const CuSpMatrix<Real> &A,
const CuMatrixBase<Real> &B, MatrixTransposeType transB,
const Real beta) {
CuMatrix<Real> M(A);
return AddMatMat(alpha, M, kNoTrans, B, transB, beta);
}
/// this <-- beta*this + alpha*A*B.
void AddTpMat(const Real alpha,
const CuTpMatrix<Real> &A, MatrixTransposeType transA,
const CuMatrixBase<Real> &B, MatrixTransposeType transB,
const Real beta) {
CuMatrix<Real> M(A);
return AddMatMat(alpha, M, transA, B, transB, beta);
}
/// this <-- beta*this + alpha*A*B.
void AddMatTp(const Real alpha,
const CuMatrixBase<Real> &A, MatrixTransposeType transA,
const CuTpMatrix<Real> &B, MatrixTransposeType transB,
const Real beta) {
CuMatrix<Real> M(B);
return AddMatMat(alpha, A, transA, M, transB, beta);
}
void CopyFromBlock(const CuBlockMatrix<Real> &B,
MatrixTransposeType trans = kNoTrans);
void CopyLowerToUpper();
void CopyUpperToLower();
inline CuSubMatrix<Real> Range(const MatrixIndexT row_offset,
const MatrixIndexT num_rows,
const MatrixIndexT col_offset,
const MatrixIndexT num_cols) const {
return CuSubMatrix<Real>(*this, row_offset, num_rows,
col_offset, num_cols);
}
inline CuSubMatrix<Real> RowRange(const MatrixIndexT row_offset,
const MatrixIndexT num_rows) const {
return CuSubMatrix<Real>(*this, row_offset, num_rows,
0, num_cols_);
}
inline CuSubMatrix<Real> ColRange(const MatrixIndexT col_offset,
const MatrixIndexT num_cols) const {
return CuSubMatrix<Real>(*this, 0, num_rows_, col_offset, num_cols);
}
inline const CuSubVector<Real> Row(MatrixIndexT i) const {
KALDI_ASSERT(static_cast<UnsignedMatrixIndexT>(i) <
static_cast<UnsignedMatrixIndexT>(num_rows_));
return CuSubVector<Real>(data_ + (i * stride_), NumCols());
}
inline CuSubVector<Real> Row(MatrixIndexT i) {
KALDI_ASSERT(static_cast<UnsignedMatrixIndexT>(i) <
static_cast<UnsignedMatrixIndexT>(num_rows_));
return CuSubVector<Real>(data_ + (i * stride_), NumCols());
}
inline CuValue<Real> operator() (MatrixIndexT r, MatrixIndexT c) {
KALDI_PARANOID_ASSERT(static_cast<UnsignedMatrixIndexT>(r) <
static_cast<UnsignedMatrixIndexT>(num_rows_) &&
static_cast<UnsignedMatrixIndexT>(c) <
static_cast<UnsignedMatrixIndexT>(num_cols_));
return CuValue<Real>(data_ + r * stride_ + c);
}
inline Real operator() (MatrixIndexT r, MatrixIndexT c) const {
KALDI_PARANOID_ASSERT(static_cast<UnsignedMatrixIndexT>(r) <
static_cast<UnsignedMatrixIndexT>(num_rows_) &&
static_cast<UnsignedMatrixIndexT>(c) <
static_cast<UnsignedMatrixIndexT>(num_cols_));
return CuValue<Real>(data_ + r * stride_ + c); // will be casted to Real.
}
Real Sum() const;
Real Max() const;
Real Min() const;
/// Return the trace. If check_square = true, will crash if matrix is not square.
Real Trace(bool check_square = true) const;
void SetRandn();
void SetRandUniform();
void Write(std::ostream &os, bool binary) const;
// This function, adds a list of MatrixElements (scaled by alpha) to corresponding locations to
// (*this).
void AddElements(Real alpha, const std::vector<MatrixElement<Real> >& input);
// For each i, with indexes[i] = (j, k), does (*this)(j, k) += input[i].
// Requires, but does not check, that the vector of indexes does not contrain
// repeated elements, 'input' is the start of an array of length equal to
// indexes.Dim(), which is located on GPU memory if we are using the GPU.
void AddElements(Real alpha, const CuArrayBase<Int32Pair> &indexes,
const Real *input);
// This function requires that 'output' is a host array and is allocated with size
// of indexes.size(), and for each element of 'indexes' it interprets it as
// a (row, column) index into *this, and puts (*this)(row, column) into
// the corresponding element of 'output'.
void Lookup(const std::vector<Int32Pair> &indexes,
Real *output) const;
// CUDA version of Lookup, would be called internally by the above function.
void Lookup(const CuArrayBase<Int32Pair> &indexes,
Real *output) const;
// Creates binary mask with per-element equality predicates of *this, mat.
// Output stored to 'mask', values : 1.0 = equal, 0.0 = not-equal.
void EqualElementMask(const CuMatrixBase<Real> &mat, CuMatrix<Real> *mask) const;
/// Get raw row pointer (const). Warning: may return a pointer to GPU memory. Use at
/// your own risk.
inline const Real* RowData(MatrixIndexT r) const { return data_ + r * stride_; }
/// Get raw row pointer. Warning: may return a pointer to GPU memory. Use at
/// your own risk.
inline Real* RowData(MatrixIndexT r) { return data_ + r * stride_; }
/// Return data pointer (const). Warning: may return a pointer to GPU memory.
/// Use at your own risk.
inline const Real *Data() const { return data_; }
/// Return data pointer. Warning: may return a pointer to GPU memory. Use at
/// your own risk.
inline Real *Data() { return data_; }
// The following two functions should only be called if we did not compile
// with CUDA or could not get a CUDA card; in that case the contents are
// interpreted the same as a regular matrix. DON'T USE THESE UNLESS YOU KNOW
// WHAT YOU ARE DOING!
inline const MatrixBase<Real> &Mat() const {
return *(reinterpret_cast<const MatrixBase<Real>* >(this));
}
inline MatrixBase<Real> &Mat() {
return *(reinterpret_cast<MatrixBase<Real>* >(this));
}
protected:
// The constructors are protected to prevent the user creating an instance of
// this class (you should create a child class CuMatrix or CuSubMatrix.
CuMatrixBase(): data_(NULL), num_cols_(0), num_rows_(0), stride_(0) { }
/// This constructor takes the #rows, #cols and stride; it's called from
/// the constructor of CuSubMatrix.
CuMatrixBase(Real *data,
MatrixIndexT num_rows,
MatrixIndexT num_cols,
MatrixIndexT stride):
data_(data), num_cols_(num_cols), num_rows_(num_rows), stride_(stride) { }
Real *data_; ///< GPU data pointer (or regular matrix data pointer,
///< if either CUDA was not compiled in or we could not
///< acquire the device).
// Note: it might seem a bit backwards that we have the number of columns
// first here; it's necessary because we need the data to be laid out the same
// as for MatrixBase so the Mat() function call will work. We don't want to
// change the layout of MatrixBase at this point, or there will be crashes if
// people don't thoroughly recompile.
MatrixIndexT num_cols_;
MatrixIndexT num_rows_;
MatrixIndexT stride_;
private:
KALDI_DISALLOW_COPY_AND_ASSIGN(CuMatrixBase);
}; // class CuMatrixBase
/// This class represents a matrix that's stored on the GPU if we have one,
/// and in memory if not.
template<typename Real>
class CuMatrix: public CuMatrixBase<Real> {
public:
CuMatrix() { }
/// Constructor with memory initialisation
CuMatrix(MatrixIndexT rows, MatrixIndexT cols,
MatrixResizeType resize_type = kSetZero,
MatrixStrideType stride_type = kDefaultStride) {
Resize(rows, cols, resize_type, stride_type);
}
// Note: we had to remove the "explicit" keyword due
// to problems with STL vectors of CuMatrixBase.
CuMatrix(const CuMatrix<Real> &other,
MatrixTransposeType trans = kNoTrans);
explicit CuMatrix(const CuBlockMatrix<Real> &other,
MatrixTransposeType trans = kNoTrans);
explicit CuMatrix(const CuMatrixBase<Real> &other,
MatrixTransposeType trans = kNoTrans);
template<typename OtherReal>
explicit CuMatrix(const MatrixBase<OtherReal> &other,
MatrixTransposeType trans = kNoTrans);
/// Copy constructor taking SpMatrix...
explicit CuMatrix(const CuSpMatrix<Real> &M) : CuMatrixBase<Real>() {
Resize(M.NumRows(), M.NumRows(), kUndefined);
this->CopyFromSp(M);
}
/// Copy constructor taking TpMatrix...
template <typename OtherReal>
explicit CuMatrix(const CuTpMatrix<OtherReal> & M,
MatrixTransposeType trans = kNoTrans) : CuMatrixBase<Real>() {
Resize(M.NumCols(), M.NumRows(), kUndefined);
this->CopyFromTp(M, trans);
}
/// Copy constructor: as above, but from another type.
template<typename OtherReal>
explicit CuMatrix(const CuMatrixBase<OtherReal> &M,
MatrixTransposeType trans = kNoTrans);
CuMatrix<Real> &operator = (const CuMatrixBase<Real> &other) {
this->Resize(other.NumRows(), other.NumCols(), kUndefined);
this->CopyFromMat(other);
return *this;
}
CuMatrix<Real> &operator = (const CuMatrix<Real> &other) {
this->Resize(other.NumRows(), other.NumCols(), kUndefined);
this->CopyFromMat(other);
return *this;
}
CuMatrix<Real> &operator = (const MatrixBase<Real> &other) {
this->Resize(other.NumRows(), other.NumCols(), kUndefined);
this->CopyFromMat(other);
return *this;
}
void Transpose();
/// Allocate the memory
void Resize(MatrixIndexT rows, MatrixIndexT cols,
MatrixResizeType resize_type = kSetZero,
MatrixStrideType stride_type = kDefaultStride);
void Swap(Matrix<Real> *mat);
void Swap(CuMatrix<Real> *mat);
template<typename OtherReal>
void Swap(CuMatrix<OtherReal> *mat);
/// I/O functions
void Read(std::istream &is, bool binary);
/// Destructor
~CuMatrix() { Destroy(); }
inline const Matrix<Real> &Mat() const {
return *(reinterpret_cast<const Matrix<Real>* >(this));
}
inline Matrix<Real> &Mat() {
return *(reinterpret_cast<Matrix<Real>* >(this));
}
/// Here, A is interpreted as a matrix of probabilities, and "elements" as a list
/// of posteriors (possibly zero-one), and "*this" as a matrix of derivatives
/// w.r.t. the log-probs.
/// This function does: for each element { row, column, weight } indexed i in
/// the vector "elements", let x(i) = A(row(i), column(i)); then it does
/// (*this)(row(i), column(i)) += weight(i) / x(i), and
/// *tot_objf = \sum_i weight(i) * log(x(i)), and
/// *tot_weight = \sum_i weight(i)
/// Preconditions: A must be strictly positive, and no (row, column) pair
/// may be repeated within "elements"
void CompObjfAndDeriv(const std::vector<MatrixElement<Real> > &elements,
const CuMatrix<Real> &A,
Real *tot_objf,
Real *tot_weight);
private:
void Destroy();
};
/// This class is used for a piece of a CuMatrix.
template<typename Real>
class CuSubMatrix: public CuMatrixBase<Real> {
public:
inline CuSubMatrix(const CuMatrixBase<Real> &mat,
const MatrixIndexT row_offset,
const MatrixIndexT num_rows,
const MatrixIndexT col_offset,
const MatrixIndexT num_cols);
// This constructor should be used with caution; it can be used for
// constructing 'fake' submatrices if you want to play with
// the stride. 'data' should point to GPU data if you're using the
// GPU.
inline CuSubMatrix(const Real *data,
const MatrixIndexT num_rows,
const MatrixIndexT num_cols,
const MatrixIndexT stride);
/// This type of constructor is needed for Range() to work [in CuMatrix base
/// class]. Cannot make it explicit or that breaks.
inline CuSubMatrix<Real> (const CuSubMatrix &other):
CuMatrixBase<Real> (other.data_, other.num_rows_, other.num_cols_,
other.stride_) {}
private:
/// Disallow assignment.
CuSubMatrix<Real> &operator = (const CuSubMatrix<Real> &other);
};
template<typename Real>
bool ApproxEqual(const CuMatrixBase<Real> &A,
const CuMatrixBase<Real> &B, Real tol = 0.01) {
return A.ApproxEqual(B, tol);
}
template<typename Real>
inline void AssertEqual(const CuMatrixBase<Real> &A,
const CuMatrixBase<Real> &B, float tol = 0.01) {
KALDI_ASSERT(A.ApproxEqual(B, tol));
}
template<typename Real>
bool SameDim(const CuMatrixBase<Real> &M, const CuMatrixBase<Real> &N) {
return (M.NumRows() == N.NumRows() && M.NumCols() == N.NumCols());
}
template<typename Real>
bool SameDimAndStride(const CuMatrixBase<Real> &M, const CuMatrixBase<Real> &N) {
return (M.NumRows() == N.NumRows() && M.NumCols() == N.NumCols()
&& M.Stride() == N.Stride());
}
/// I/O
template<typename Real>
std::ostream &operator << (std::ostream &out, const CuMatrixBase<Real> &mat);
template<typename Real>
template<typename OtherReal>
Matrix<Real>::Matrix(const CuMatrixBase<OtherReal> &M,
MatrixTransposeType trans) {
if (trans == kNoTrans) Init(M.NumRows(), M.NumCols(), kDefaultStride);
else Init(M.NumCols(), M.NumRows(), kDefaultStride);
M.CopyToMat(this, trans);
}
template<typename Real>
template<typename OtherReal>
void MatrixBase<Real>::CopyFromMat(const CuMatrixBase<OtherReal> &cu,
MatrixTransposeType trans) {
cu.CopyToMat(this, trans);
}
} // namespace
#include "cudamatrix/cu-matrix-inl.h"
#endif