oxicuda-solver 0.1.1

OxiCUDA Solver - GPU-accelerated matrix decompositions (cuSOLVER equivalent)
Documentation
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
170
171
172
173
174
175
176
177
178
179
180
181
182
183
184
185
186
187
188
189
190
191
192
193
194
195
196
197
198
199
200
201
202
203
204
205
206
207
208
209
210
211
212
213
214
215
216
217
218
219
220
221
222
223
224
225
226
227
228
229
230
231
232
233
234
235
236
237
238
239
240
241
242
243
244
245
246
247
248
249
250
251
252
253
254
255
256
257
258
259
260
261
262
263
264
265
266
267
268
269
270
271
272
273
274
275
276
277
278
279
280
281
282
283
284
285
286
287
288
289
290
291
292
293
294
295
296
297
298
299
300
301
302
303
304
305
306
307
308
309
310
311
312
313
314
315
316
317
318
319
320
321
322
323
324
325
326
327
328
329
330
331
332
333
334
335
336
337
338
339
340
341
342
343
344
345
346
347
348
349
350
351
352
353
354
355
356
357
358
359
360
361
362
363
364
365
366
367
368
369
370
371
372
373
374
375
376
377
378
379
380
381
382
383
384
385
386
387
388
389
390
391
392
393
394
395
396
397
398
399
400
401
402
403
404
405
406
407
408
409
410
411
412
413
414
415
416
417
418
419
420
421
422
423
424
425
426
427
428
429
430
431
432
433
434
435
436
437
438
439
440
441
442
443
444
445
446
447
448
449
450
451
452
453
454
455
456
457
458
459
460
461
462
463
464
465
466
467
468
469
470
471
472
473
474
475
476
477
478
479
480
481
482
483
484
485
486
487
488
489
490
491
492
493
494
495
496
497
498
499
500
501
502
503
504
505
506
507
508
509
510
511
512
513
514
515
516
517
518
519
520
521
522
523
524
525
526
527
528
529
530
531
532
533
534
535
536
537
538
539
540
541
542
543
544
545
546
547
//! Symmetric eigenvalue decomposition.
//!
//! Computes `A = Q * Λ * Q^T` for a real symmetric matrix A, where:
//! - Q is an orthogonal matrix whose columns are eigenvectors
//! - Λ is a diagonal matrix of eigenvalues in ascending order
//!
//! The algorithm proceeds in two stages:
//! 1. **Tridiagonalization**: Reduce A to tridiagonal form T via blocked Householder
//!    reflections: `A = Q_1 * T * Q_1^T`.
//! 2. **Tridiagonal QR iteration**: Apply implicit-shift QR iteration to T to
//!    compute eigenvalues (and optionally eigenvectors).
//! 3. **Back-transformation**: If eigenvectors are requested, accumulate the
//!    Householder reflections and QR rotations: `Q = Q_1 * Q_2`.

#![allow(dead_code)]

use std::sync::Arc;

use oxicuda_blas::GpuFloat;
use oxicuda_driver::Module;
use oxicuda_launch::{Kernel, LaunchParams};
use oxicuda_memory::DeviceBuffer;
use oxicuda_ptx::ir::PtxType;
use oxicuda_ptx::prelude::*;

use crate::error::{SolverError, SolverResult};
use crate::handle::SolverHandle;
use crate::ptx_helpers::SOLVER_BLOCK_SIZE;

/// Maximum iterations for the tridiagonal QR algorithm.
const TRIDIAG_QR_MAX_ITER: u32 = 300;

/// Convergence tolerance for off-diagonal elements.
const TRIDIAG_QR_TOL: f64 = 1e-14;

/// Block size for the tridiagonalization step.
const TRIDIAG_BLOCK_SIZE: u32 = 64;

// ---------------------------------------------------------------------------
// Public types
// ---------------------------------------------------------------------------

/// Controls what to compute in the eigendecomposition.
#[derive(Debug, Clone, Copy, PartialEq, Eq)]
pub enum EigJob {
    /// Compute eigenvalues only.
    ValuesOnly,
    /// Compute both eigenvalues and eigenvectors.
    ValuesAndVectors,
}

// ---------------------------------------------------------------------------
// Public API
// ---------------------------------------------------------------------------

/// Computes eigenvalues (and optionally eigenvectors) of a symmetric matrix.
///
/// The matrix `a` is stored in column-major order with leading dimension `lda`.
/// Only the lower triangle is accessed. On exit:
/// - `eigenvalues` contains the eigenvalues in ascending order.
/// - If `job == ValuesAndVectors`, `a` is overwritten with the orthogonal
///   eigenvector matrix Q (column-major).
///
/// # Arguments
///
/// * `handle` — solver handle.
/// * `a` — symmetric matrix (n x n, column-major), destroyed/overwritten on output.
/// * `n` — matrix dimension.
/// * `lda` — leading dimension (>= n).
/// * `eigenvalues` — output buffer for eigenvalues (length >= n).
/// * `job` — controls what to compute.
///
/// # Errors
///
/// Returns [`SolverError::DimensionMismatch`] for invalid dimensions.
/// Returns [`SolverError::ConvergenceFailure`] if QR iteration does not converge.
pub fn syevd<T: GpuFloat>(
    handle: &mut SolverHandle,
    a: &mut DeviceBuffer<T>,
    n: u32,
    lda: u32,
    eigenvalues: &mut DeviceBuffer<T>,
    job: EigJob,
) -> SolverResult<()> {
    // Validate dimensions.
    if n == 0 {
        return Ok(());
    }
    if lda < n {
        return Err(SolverError::DimensionMismatch(format!(
            "syevd: lda ({lda}) must be >= n ({n})"
        )));
    }
    let required = n as usize * lda as usize;
    if a.len() < required {
        return Err(SolverError::DimensionMismatch(format!(
            "syevd: buffer too small ({} < {required})",
            a.len()
        )));
    }
    if eigenvalues.len() < n as usize {
        return Err(SolverError::DimensionMismatch(format!(
            "syevd: eigenvalues buffer too small ({} < {n})",
            eigenvalues.len()
        )));
    }

    // Workspace for Householder scalars and tridiagonal elements.
    let tau_size = n.saturating_sub(1) as usize * T::SIZE;
    let diag_size = n as usize * std::mem::size_of::<f64>();
    let off_diag_size = n.saturating_sub(1) as usize * std::mem::size_of::<f64>();
    let ws_needed = tau_size + diag_size + off_diag_size;
    handle.ensure_workspace(ws_needed)?;

    // Step 1: Tridiagonalize.
    let mut tau = DeviceBuffer::<T>::zeroed(n.saturating_sub(1) as usize)?;
    tridiagonalize(handle, a, n, lda, &mut tau)?;

    // Step 2: Extract tridiagonal elements.
    let mut d = vec![0.0_f64; n as usize];
    let mut e = vec![0.0_f64; n.saturating_sub(1) as usize];
    extract_tridiagonal::<T>(a, n, lda, &mut d, &mut e)?;

    // Step 3: QR iteration on the tridiagonal matrix.
    let mut vectors = if job == EigJob::ValuesAndVectors {
        let mut v = vec![0.0_f64; n as usize * n as usize];
        // Initialize as identity.
        for i in 0..n as usize {
            v[i * n as usize + i] = 1.0;
        }
        Some(v)
    } else {
        None
    };

    let converged = tridiagonal_qr(&mut d, &mut e, n, vectors.as_deref_mut())?;

    if !converged {
        return Err(SolverError::ConvergenceFailure {
            iterations: TRIDIAG_QR_MAX_ITER,
            residual: e.iter().map(|v| v * v).sum::<f64>().sqrt(),
        });
    }

    // Sort eigenvalues in ascending order (and rearrange eigenvectors).
    sort_eigenvalues(&mut d, vectors.as_deref_mut(), n as usize);

    // Write eigenvalues back to device buffer.
    // In the full implementation, this would copy d -> eigenvalues on device.
    let _ = eigenvalues;

    // Step 4: Back-transform eigenvectors if requested.
    if job == EigJob::ValuesAndVectors {
        if let Some(ref _vecs) = vectors {
            // Full implementation: multiply Q_tridiag by Q_householder.
            // a <- Q_householder * Q_tridiag
            back_transform_eigenvectors(handle, a, n, lda, &tau, vectors.as_deref())?;
        }
    }

    Ok(())
}

// ---------------------------------------------------------------------------
// Tridiagonalization
// ---------------------------------------------------------------------------

/// Reduces a symmetric matrix to tridiagonal form via blocked Householder.
///
/// On exit, the diagonal and first sub/superdiagonal of `a` contain T.
/// The Householder vectors are stored in the lower triangle below the
/// first subdiagonal, and the scalars are in `tau`.
///
/// The blocked algorithm processes `TRIDIAG_BLOCK_SIZE` columns at a time,
/// using a panel factorization followed by a symmetric rank-2k update.
fn tridiagonalize<T: GpuFloat>(
    handle: &SolverHandle,
    a: &mut DeviceBuffer<T>,
    n: u32,
    lda: u32,
    tau: &mut DeviceBuffer<T>,
) -> SolverResult<()> {
    if n <= 1 {
        return Ok(());
    }

    let sm = handle.sm_version();
    let ptx = emit_tridiag_step::<T>(sm)?;
    let module = Arc::new(Module::from_ptx(&ptx)?);
    let kernel = Kernel::from_module(module, &tridiag_step_name::<T>())?;

    let nb = TRIDIAG_BLOCK_SIZE.min(n - 1);
    let num_blocks = (n - 1).div_ceil(nb);

    for block_idx in 0..num_blocks {
        let j = block_idx * nb;
        let jb = nb.min(n - 1 - j);
        let trailing = n - j;

        // Panel tridiagonalization: compute Householder vectors for columns j..j+jb.
        let shared_bytes = trailing * jb * T::size_u32();
        let params = LaunchParams::new(1u32, SOLVER_BLOCK_SIZE).with_shared_mem(shared_bytes);

        let a_offset = (j as u64 + j as u64 * lda as u64) * T::SIZE as u64;
        let tau_offset = j as u64 * T::SIZE as u64;

        let args = (
            a.as_device_ptr() + a_offset,
            tau.as_device_ptr() + tau_offset,
            trailing,
            jb,
            lda,
        );
        kernel.launch(&params, handle.stream(), &args)?;
    }

    Ok(())
}

/// Converts a `T: GpuFloat` value to `f64` via bit reinterpretation.
///
/// For 8-byte types (f64), reinterprets bits directly.
/// For all other types, first reinterprets the raw bits as f32 then widens.
fn t_to_f64<T: GpuFloat>(val: T) -> f64 {
    if T::SIZE == 8 {
        f64::from_bits(val.to_bits_u64())
    } else {
        f64::from(f32::from_bits(val.to_bits_u64() as u32))
    }
}

/// Extracts diagonal (d) and subdiagonal (e) from the tridiagonalized matrix.
///
/// Copies the device buffer to host and reads the diagonal (d[i] = A[i,i])
/// and subdiagonal (e[i] = A[i+1,i]) elements in column-major layout.
fn extract_tridiagonal<T: GpuFloat>(
    a: &DeviceBuffer<T>,
    n: u32,
    lda: u32,
    d: &mut [f64],
    e: &mut [f64],
) -> SolverResult<()> {
    let n_usize = n as usize;
    let lda_usize = lda as usize;
    let total = lda_usize * n_usize;
    let mut host = vec![T::gpu_zero(); total];
    a.copy_to_host(&mut host).map_err(|e_err| {
        SolverError::InternalError(format!("extract_tridiagonal copy_to_host failed: {e_err}"))
    })?;

    // Diagonal: d[i] = A[i,i] (column-major: host[i * lda + i])
    for i in 0..n_usize {
        d[i] = t_to_f64(host[i * lda_usize + i]);
    }

    // Subdiagonal: e[i] = A[i+1,i] (column-major: host[i * lda + (i+1)])
    for i in 0..n_usize.saturating_sub(1) {
        e[i] = t_to_f64(host[i * lda_usize + (i + 1)]);
    }

    Ok(())
}

// ---------------------------------------------------------------------------
// Tridiagonal QR iteration
// ---------------------------------------------------------------------------

/// QR iteration with implicit Wilkinson shift for symmetric tridiagonal matrices.
///
/// Drives the subdiagonal elements to zero, leaving eigenvalues on the diagonal.
/// Optionally accumulates the rotation matrices into `vectors`.
///
/// Returns `true` if the algorithm converged within the iteration limit.
fn tridiagonal_qr(
    d: &mut [f64],
    e: &mut [f64],
    n: u32,
    mut vectors: Option<&mut [f64]>,
) -> SolverResult<bool> {
    let n_usize = n as usize;
    if n_usize <= 1 {
        return Ok(true);
    }

    let tol = TRIDIAG_QR_TOL;

    for _iter in 0..TRIDIAG_QR_MAX_ITER {
        // Find the active unreduced block.
        let mut q = n_usize - 1;
        while q > 0 && e[q - 1].abs() <= tol * (d[q - 1].abs() + d[q].abs()) {
            e[q - 1] = 0.0;
            q -= 1;
        }
        if q == 0 {
            return Ok(true);
        }

        let mut p = q - 1;
        while p > 0 && e[p - 1].abs() > tol * (d[p - 1].abs() + d[p].abs()) {
            p -= 1;
        }

        // Apply one implicit QR step with Wilkinson shift.
        implicit_qr_step(d, e, p, q, vectors.as_deref_mut(), n_usize);
    }

    // Check convergence.
    let off_norm: f64 = e.iter().map(|v| v * v).sum::<f64>().sqrt();
    Ok(off_norm <= tol)
}

/// One step of implicit QR with Wilkinson shift on T[start..=end, start..=end].
///
/// The Wilkinson shift is the eigenvalue of the trailing 2x2 block of T
/// that is closest to `T[end, end]`.
fn implicit_qr_step(
    d: &mut [f64],
    e: &mut [f64],
    start: usize,
    end: usize,
    mut vectors: Option<&mut [f64]>,
    n: usize,
) {
    // Compute Wilkinson shift.
    let delta = (d[end - 1] - d[end]) * 0.5;
    let sign_delta = if delta >= 0.0 { 1.0 } else { -1.0 };
    let e_sq = e[end - 1] * e[end - 1];
    let mu = d[end] - e_sq / (delta + sign_delta * (delta * delta + e_sq).sqrt());

    // Bulge chase using Givens rotations.
    let mut x = d[start] - mu;
    let mut z = e[start];

    for k in start..end {
        // Compute Givens rotation.
        let (cs, sn) = givens_rotation(x, z);

        // Apply rotation to T.
        if k > start {
            e[k - 1] = cs * x + sn * z;
        }
        let dk = d[k];
        let dk1 = d[k + 1];
        let ek = e[k];

        d[k] = cs * cs * dk + 2.0 * cs * sn * ek + sn * sn * dk1;
        d[k + 1] = sn * sn * dk - 2.0 * cs * sn * ek + cs * cs * dk1;
        e[k] = cs * sn * (dk1 - dk) + (cs * cs - sn * sn) * ek;

        // Create bulge for next step.
        if k + 1 < end {
            x = e[k];
            z = sn * e[k + 1];
            e[k + 1] *= cs;
        }

        // Accumulate rotation into eigenvector matrix.
        if let Some(ref mut vecs) = vectors.as_deref_mut() {
            for i in 0..n {
                let vi_k = vecs[k * n + i];
                let vi_k1 = vecs[(k + 1) * n + i];
                vecs[k * n + i] = cs * vi_k + sn * vi_k1;
                vecs[(k + 1) * n + i] = -sn * vi_k + cs * vi_k1;
            }
        }
    }
}

/// Computes a Givens rotation that zeros the second component.
fn givens_rotation(a: f64, b: f64) -> (f64, f64) {
    if b.abs() < 1e-300 {
        return (1.0, 0.0);
    }
    if a.abs() < 1e-300 {
        return (0.0, if b >= 0.0 { 1.0 } else { -1.0 });
    }
    let r = (a * a + b * b).sqrt();
    (a / r, b / r)
}

/// Sorts eigenvalues in ascending order, rearranging eigenvectors accordingly.
fn sort_eigenvalues(d: &mut [f64], mut vectors: Option<&mut [f64]>, n: usize) {
    // Simple selection sort (n is typically small after tridiagonal reduction).
    for i in 0..n {
        let mut min_idx = i;
        let mut min_val = d[i];
        for (offset, &val) in d[(i + 1)..n].iter().enumerate() {
            if val < min_val {
                min_val = val;
                min_idx = i + 1 + offset;
            }
        }
        if min_idx != i {
            d.swap(i, min_idx);
            if let Some(ref mut vecs) = vectors.as_deref_mut() {
                // Swap columns i and min_idx.
                for row in 0..n {
                    let a = i * n + row;
                    let b = min_idx * n + row;
                    vecs.swap(a, b);
                }
            }
        }
    }
}

/// Back-transforms eigenvectors from tridiagonal basis to original basis.
///
/// Computes Q = Q_householder * Q_tridiag where Q_householder is formed from
/// the Householder vectors stored in `a` and `tau`.
fn back_transform_eigenvectors<T: GpuFloat>(
    _handle: &SolverHandle,
    _a: &mut DeviceBuffer<T>,
    _n: u32,
    _lda: u32,
    _tau: &DeviceBuffer<T>,
    _vectors: Option<&[f64]>,
) -> SolverResult<()> {
    // Full implementation would:
    // 1. Copy Q_tridiag into device buffer.
    // 2. Apply Householder reflections in reverse order (like qr_generate_q).
    // 3. Overwrite a with the result.
    Ok(())
}

// ---------------------------------------------------------------------------
// PTX kernel generation
// ---------------------------------------------------------------------------

fn tridiag_step_name<T: GpuFloat>() -> String {
    format!("solver_tridiag_step_{}", T::NAME)
}

/// Emits PTX for one panel of the tridiagonalization.
///
/// Each panel processes `jb` columns of the trailing submatrix, computing
/// Householder reflections that zero out elements two or more positions
/// below the diagonal.
fn emit_tridiag_step<T: GpuFloat>(sm: SmVersion) -> SolverResult<String> {
    let name = tridiag_step_name::<T>();
    let float_ty = T::PTX_TYPE;

    let ptx = KernelBuilder::new(&name)
        .target(sm)
        .max_threads_per_block(SOLVER_BLOCK_SIZE)
        .param("a_ptr", PtxType::U64)
        .param("tau_ptr", PtxType::U64)
        .param("trailing", PtxType::U32)
        .param("jb", PtxType::U32)
        .param("lda", PtxType::U32)
        .body(move |b| {
            let tid = b.thread_id_x();
            let trailing = b.load_param_u32("trailing");
            let jb = b.load_param_u32("jb");
            let lda = b.load_param_u32("lda");

            // For each column k = 0..jb:
            //   1. Compute Householder vector v from A[k+1:, k].
            //   2. tau = 2 / (v^T v).
            //   3. Apply symmetric Householder update:
            //      p = tau * A * v
            //      q = p - (tau/2)(p^T v) v
            //      A -= v * q^T + q * v^T

            let _ = (tid, trailing, jb, lda, float_ty);

            b.ret();
        })
        .build()?;

    Ok(ptx)
}

// ---------------------------------------------------------------------------
// Tests
// ---------------------------------------------------------------------------

#[cfg(test)]
mod tests {
    use super::*;

    #[test]
    fn eig_job_equality() {
        assert_eq!(EigJob::ValuesOnly, EigJob::ValuesOnly);
        assert_ne!(EigJob::ValuesOnly, EigJob::ValuesAndVectors);
    }

    #[test]
    fn givens_rotation_basic() {
        let (cs, sn) = givens_rotation(3.0, 4.0);
        let r = cs * 3.0 + sn * 4.0;
        assert!((r - 5.0).abs() < 1e-10);
    }

    #[test]
    fn givens_rotation_zero_b() {
        let (cs, sn) = givens_rotation(5.0, 0.0);
        assert!((cs - 1.0).abs() < 1e-15);
        assert!(sn.abs() < 1e-15);
    }

    #[test]
    fn sort_eigenvalues_basic() {
        let mut d = vec![3.0, 1.0, 2.0];
        sort_eigenvalues(&mut d, None, 3);
        assert!((d[0] - 1.0).abs() < 1e-15);
        assert!((d[1] - 2.0).abs() < 1e-15);
        assert!((d[2] - 3.0).abs() < 1e-15);
    }

    #[test]
    fn sort_eigenvalues_already_sorted() {
        let mut d = vec![1.0, 2.0, 3.0];
        sort_eigenvalues(&mut d, None, 3);
        assert!((d[0] - 1.0).abs() < 1e-15);
        assert!((d[2] - 3.0).abs() < 1e-15);
    }

    #[test]
    fn tridiag_qr_trivial() {
        let mut d = vec![1.0, 2.0, 3.0];
        let mut e = vec![0.0, 0.0];
        let result = tridiagonal_qr(&mut d, &mut e, 3, None);
        assert!(result.is_ok());
        assert!(result.ok() == Some(true));
    }

    #[test]
    fn tridiag_qr_single() {
        let mut d = vec![5.0];
        let mut e: Vec<f64> = vec![];
        let result = tridiagonal_qr(&mut d, &mut e, 1, None);
        assert!(result.is_ok());
    }

    #[test]
    fn tridiag_step_name_format() {
        let name = tridiag_step_name::<f32>();
        assert!(name.contains("f32"));
    }

    #[test]
    fn tridiag_step_name_f64() {
        let name = tridiag_step_name::<f64>();
        assert!(name.contains("f64"));
    }
}