1use ndarray::{Array1, Array2};
20
21use gam_linalg::triangular::{CholeskyGuard, cholesky_factor_in_place, cholesky_solve_vector};
22use crate::arrow_schur::{ArrowSchurSystem, DeviceSaePcgData, PcgDiagnostics};
23
24pub struct ArrowSchurGpuSolution {
26 pub delta_t: Array1<f64>,
27 pub delta_beta: Array1<f64>,
28 pub log_det_hessian: f64,
31}
32
33#[derive(Debug, Clone)]
37pub enum ArrowSchurGpuFailure {
38 Unavailable,
40 RidgeBumpRequired { row: usize, bump: f64 },
43 SchurFactorFailed { reason: String },
46 GpuRequiresDenseSystem {
52 had_hbb_matvec: bool,
53 had_htbeta_matvec: bool,
54 },
55}
56
57const RIDGE_BUMP_EPS_MARGIN: f64 = 1024.0;
70
71pub fn solve_arrow_newton_step(
75 sys: &ArrowSchurSystem,
76 ridge_t: f64,
77 ridge_beta: f64,
78) -> Result<ArrowSchurGpuSolution, ArrowSchurGpuFailure> {
79 let n = sys.rows.len();
80 let d = sys.d;
81 let k = sys.k;
82
83 let had_hbb_matvec = sys.hbb_matvec.is_some();
88 let had_htbeta_matvec = sys.htbeta_matvec.is_some();
89 if had_hbb_matvec || had_htbeta_matvec {
90 return Err(ArrowSchurGpuFailure::GpuRequiresDenseSystem {
91 had_hbb_matvec,
92 had_htbeta_matvec,
93 });
94 }
95
96 if sys.hbb.dim() != (k, k) {
97 return Err(ArrowSchurGpuFailure::SchurFactorFailed {
98 reason: "CUDA arrow-Schur requires a dense shared beta block".to_string(),
99 });
100 }
101 if n == 0 || d == 0 {
102 return Err(ArrowSchurGpuFailure::Unavailable);
103 }
104 if sys
105 .rows
106 .iter()
107 .any(|row| row.htt.dim() != (d, d) || row.htbeta.dim() != (d, k) || row.gt.len() != d)
108 {
109 return Err(ArrowSchurGpuFailure::SchurFactorFailed {
110 reason: "row block dimension mismatch".to_string(),
111 });
112 }
113
114 #[cfg(not(target_os = "linux"))]
115 {
116 if ridge_t.is_nan() || ridge_beta.is_nan() {
117 return Err(ArrowSchurGpuFailure::SchurFactorFailed {
118 reason: "ridge is NaN".to_string(),
119 });
120 }
121 Err(ArrowSchurGpuFailure::Unavailable)
122 }
123
124 #[cfg(target_os = "linux")]
125 {
126 if gam_gpu::device_runtime::GpuRuntime::global()
135 .map(gam_gpu::device_runtime::GpuRuntime::device_count)
136 .unwrap_or(0)
137 > 1
138 {
139 match cuda::solve_multi_gpu(sys, ridge_t, ridge_beta) {
140 Ok(sol) => return Ok(sol),
141 Err(ArrowSchurGpuFailure::RidgeBumpRequired { row, bump }) => {
142 return Err(ArrowSchurGpuFailure::RidgeBumpRequired { row, bump });
143 }
144 Err(ArrowSchurGpuFailure::SchurFactorFailed { reason }) => {
145 return Err(ArrowSchurGpuFailure::SchurFactorFailed { reason });
146 }
147 Err(_) => {}
150 }
151 }
152 if crate::gpu_kernels::arrow_schur_nvrtc::system_admits_fused_path(sys) {
158 match cuda::solve_fused(sys, ridge_t, ridge_beta) {
159 Ok(sol) => return Ok(sol),
160 Err(ArrowSchurGpuFailure::RidgeBumpRequired { row, bump }) => {
164 return Err(ArrowSchurGpuFailure::RidgeBumpRequired { row, bump });
165 }
166 Err(_) => {}
170 }
171 }
172 cuda::solve(sys, ridge_t, ridge_beta)
173 }
174}
175
176#[cfg(target_os = "linux")]
182fn pack_host(sys: &ArrowSchurSystem, ridge_t: f64) -> (Vec<f64>, Vec<f64>, Vec<f64>) {
183 let n = sys.rows.len();
184 let d = sys.d;
185 let k = sys.k;
186 let mut d_buf = Vec::with_capacity(n * d * d);
187 let mut b_buf = Vec::with_capacity(n * d * k);
188 let mut g_buf = Vec::with_capacity(n * d);
189 for row in &sys.rows {
190 pack_block(row, ridge_t, d, k, &mut d_buf, &mut b_buf, &mut g_buf);
191 }
192 (d_buf, b_buf, g_buf)
193}
194
195#[cfg(target_os = "linux")]
196#[inline]
197fn pack_block(
198 row: &crate::arrow_schur::ArrowRowBlock,
199 ridge_t: f64,
200 d: usize,
201 k: usize,
202 d_buf: &mut Vec<f64>,
203 b_buf: &mut Vec<f64>,
204 g_buf: &mut Vec<f64>,
205) {
206 for col in 0..d {
207 for r in 0..d {
208 let mut value = row.htt[[r, col]];
209 if r == col {
210 value += ridge_t;
211 }
212 d_buf.push(value);
213 }
214 }
215 for col in 0..k {
216 for r in 0..d {
217 b_buf.push(row.htbeta[[r, col]]);
218 }
219 }
220 for r in 0..d {
221 g_buf.push(row.gt[r]);
222 }
223}
224
225#[doc(hidden)]
230#[cfg_attr(not(target_os = "linux"), allow(unused_variables))] pub fn solve_arrow_newton_step_fused_force(
232 sys: &ArrowSchurSystem,
233 ridge_t: f64,
234 ridge_beta: f64,
235) -> Result<ArrowSchurGpuSolution, ArrowSchurGpuFailure> {
236 if ridge_t.is_nan() || ridge_beta.is_nan() {
237 return Err(ArrowSchurGpuFailure::SchurFactorFailed {
238 reason: "ridge is NaN".to_string(),
239 });
240 }
241 #[cfg(not(target_os = "linux"))]
242 {
243 Err(ArrowSchurGpuFailure::Unavailable)
248 }
249 #[cfg(target_os = "linux")]
250 {
251 if crate::gpu_kernels::arrow_schur_nvrtc::plan_fused_launch(sys.rows.len(), sys.d, sys.k)
252 .is_none()
253 {
254 return Err(ArrowSchurGpuFailure::Unavailable);
255 }
256 cuda::solve_fused(sys, ridge_t, ridge_beta)
257 }
258}
259
260pub struct ResidentArrowFrameHandle {
270 #[cfg(target_os = "linux")]
271 inner: cuda::ResidentArrowFrame,
272 #[cfg(not(target_os = "linux"))]
273 _never: std::convert::Infallible,
274}
275
276impl ResidentArrowFrameHandle {
277 pub fn new(
279 sys: &ArrowSchurSystem,
280 ridge_t: f64,
281 ridge_beta: f64,
282 ) -> Result<Self, ArrowSchurGpuFailure> {
283 if sys.hbb_matvec.is_some() || sys.htbeta_matvec.is_some() {
286 return Err(ArrowSchurGpuFailure::GpuRequiresDenseSystem {
287 had_hbb_matvec: sys.hbb_matvec.is_some(),
288 had_htbeta_matvec: sys.htbeta_matvec.is_some(),
289 });
290 }
291 #[cfg(not(target_os = "linux"))]
292 {
293 if ridge_t.is_nan() || ridge_beta.is_nan() {
294 return Err(ArrowSchurGpuFailure::SchurFactorFailed {
295 reason: "ridge is NaN".to_string(),
296 });
297 }
298 Err(ArrowSchurGpuFailure::Unavailable)
299 }
300 #[cfg(target_os = "linux")]
301 {
302 Ok(Self {
303 inner: cuda::ResidentArrowFrame::new(sys, ridge_t, ridge_beta)?,
304 })
305 }
306 }
307
308 pub fn solve_gradient(
310 &self,
311 g_t: &[f64],
312 g_beta: &[f64],
313 ) -> Result<ArrowSchurGpuSolution, ArrowSchurGpuFailure> {
314 #[cfg(not(target_os = "linux"))]
315 {
316 if g_t.iter().chain(g_beta).any(|v| !v.is_finite()) {
317 return Err(ArrowSchurGpuFailure::SchurFactorFailed {
318 reason: "non-finite gradient entry".to_string(),
319 });
320 }
321 Err(ArrowSchurGpuFailure::Unavailable)
322 }
323 #[cfg(target_os = "linux")]
324 {
325 self.inner.solve_gradient(g_t, g_beta)
326 }
327 }
328
329 #[must_use]
331 pub fn log_det_hessian(&self) -> f64 {
332 #[cfg(not(target_os = "linux"))]
333 {
334 panic!("ResidentArrowFrameHandle cannot be constructed off CUDA")
340 }
341 #[cfg(target_os = "linux")]
342 {
343 self.inner.log_det_hessian()
344 }
345 }
346}
347
348pub fn gpu_schur_matvec_backend(
391 sys: &ArrowSchurSystem,
392 ridge_t: f64,
393 ridge_beta: f64,
394) -> Result<crate::arrow_schur::GpuSchurMatvec, ArrowSchurGpuFailure> {
395 if sys.htbeta_matvec.is_some() {
398 return build_row_procedural_matvec(sys, ridge_t, ridge_beta);
399 }
400
401 #[cfg(not(target_os = "linux"))]
402 {
403 if ridge_t.is_nan() || ridge_beta.is_nan() {
406 return Err(ArrowSchurGpuFailure::Unavailable);
407 }
408 Err(ArrowSchurGpuFailure::Unavailable)
409 }
410
411 #[cfg(target_os = "linux")]
412 {
413 cuda::build_schur_matvec_backend(sys, ridge_t, ridge_beta)
414 }
415}
416
417fn build_row_procedural_matvec(
434 sys: &ArrowSchurSystem,
435 ridge_t: f64,
436 ridge_beta: f64,
437) -> Result<crate::arrow_schur::GpuSchurMatvec, ArrowSchurGpuFailure> {
438 use std::sync::Arc;
439 let n = sys.rows.len();
440 let k = sys.k;
441 let forward = sys
442 .htbeta_matvec
443 .clone()
444 .ok_or(ArrowSchurGpuFailure::Unavailable)?;
445 let transpose = sys.htbeta_transpose_matvec.clone().ok_or_else(|| {
446 ArrowSchurGpuFailure::SchurFactorFailed {
451 reason: "row-procedural Schur matvec requires htbeta_transpose_matvec; \
452 forward operator installed without its sparse adjoint"
453 .to_string(),
454 }
455 })?;
456
457 let mut factors: Vec<Array2<f64>> = Vec::with_capacity(n);
462 for (i, row) in sys.rows.iter().enumerate() {
463 let di = row.htt.nrows();
464 if row.htt.ncols() != di || row.gt.len() != di {
465 return Err(ArrowSchurGpuFailure::SchurFactorFailed {
466 reason: format!("row {i}: malformed H_tt block {:?}", row.htt.dim()),
467 });
468 }
469 let mut block = row.htt.clone();
470 for r in 0..di {
471 block[[r, r]] += ridge_t;
472 }
473 let factor = cholesky_factor_in_place(block.view(), CholeskyGuard::NonnegativePivot)
474 .ok_or_else(|| {
475 let scale = row
476 .htt
477 .diag()
478 .iter()
479 .map(|v| v.abs())
480 .fold(0.0_f64, f64::max)
481 .max(1.0);
482 ArrowSchurGpuFailure::RidgeBumpRequired {
483 row: i,
484 bump: scale * f64::EPSILON.sqrt() * RIDGE_BUMP_EPS_MARGIN,
485 }
486 })?;
487 factors.push(factor);
488 }
489
490 let penalty_op = sys.effective_penalty_op();
497 let row_dims: Vec<usize> = sys.rows.iter().map(|row| row.htt.nrows()).collect();
498
499 let closure: crate::arrow_schur::GpuSchurMatvec =
500 Arc::new(move |x: &Array1<f64>, out: &mut Array1<f64>| {
501 assert_eq!(x.len(), k, "row-procedural matvec: x.len() != k");
502 assert_eq!(out.len(), k, "row-procedural matvec: out.len() != k");
503
504 {
507 let x_slice = x.as_slice().expect("x must be contiguous");
508 let out_slice = out.as_slice_mut().expect("out must be contiguous");
509 for a in 0..k {
510 out_slice[a] = ridge_beta * x_slice[a];
511 }
512 penalty_op.matvec(x_slice, out_slice);
513 }
514
515 let parallel = n >= crate::arrow_schur::SCHUR_MATVEC_PARALLEL_ROW_MIN
542 && rayon::current_thread_index().is_none();
543 if parallel {
544 use rayon::prelude::*;
545 const CHUNK: usize = 64;
546 let partials: Vec<Array1<f64>> = (0..n)
547 .into_par_iter()
548 .chunks(CHUNK)
549 .map(|idxs| {
550 let mut neg = Array1::<f64>::zeros(k);
554 for i in idxs {
555 let di = row_dims[i];
556 let mut v_i = Array1::<f64>::zeros(di);
558 forward(i, x.view(), &mut v_i);
559 let w_i = cholesky_solve_vector(factors[i].view(), v_i.view());
561 transpose(i, w_i.view(), &mut neg);
563 }
564 neg
565 })
566 .collect();
567 let mut neg = Array1::<f64>::zeros(k);
576 for part in &partials {
577 for a in 0..k {
578 neg[a] += part[a];
579 }
580 }
581 for a in 0..k {
582 out[a] -= neg[a];
583 }
584 } else {
585 let mut neg = Array1::<f64>::zeros(k);
587 for i in 0..n {
588 let di = row_dims[i];
589 let mut v_i = Array1::<f64>::zeros(di);
591 forward(i, x.view(), &mut v_i);
592 let w_i = cholesky_solve_vector(factors[i].view(), v_i.view());
594 transpose(i, w_i.view(), &mut neg);
596 }
597 for a in 0..k {
598 out[a] -= neg[a];
599 }
600 }
601 });
602
603 Ok(closure)
604}
605
606pub fn solve_reduced_beta_pcg(
628 s_acc: &Array2<f64>,
629 rhs_beta: &Array1<f64>,
630 max_iterations: usize,
631 relative_tolerance: f64,
632) -> Result<Array1<f64>, ArrowSchurGpuFailure> {
633 solve_reduced_beta_pcg_with_diagnostics(s_acc, rhs_beta, max_iterations, relative_tolerance)
634 .map(|(x, _)| x)
635}
636
637#[doc(hidden)]
638pub fn solve_reduced_beta_pcg_with_diagnostics(
639 s_acc: &Array2<f64>,
640 rhs_beta: &Array1<f64>,
641 max_iterations: usize,
642 relative_tolerance: f64,
643) -> Result<(Array1<f64>, PcgDiagnostics), ArrowSchurGpuFailure> {
644 let k = rhs_beta.len();
645 if s_acc.dim() != (k, k) {
646 return Err(ArrowSchurGpuFailure::SchurFactorFailed {
647 reason: format!(
648 "reduced-β GPU PCG requires a square (k×k) Schur block; got {:?} for k={k}",
649 s_acc.dim()
650 ),
651 });
652 }
653 if k == 0 {
654 return Err(ArrowSchurGpuFailure::Unavailable);
655 }
656
657 #[cfg(not(target_os = "linux"))]
658 {
659 if relative_tolerance.is_nan() || max_iterations == 0 {
660 return Err(ArrowSchurGpuFailure::SchurFactorFailed {
661 reason: "reduced-β GPU PCG: invalid CG controls".to_string(),
662 });
663 }
664 Err(ArrowSchurGpuFailure::Unavailable)
665 }
666
667 #[cfg(target_os = "linux")]
668 {
669 cuda::solve_reduced_beta_pcg_with_diagnostics(
670 s_acc,
671 rhs_beta,
672 max_iterations,
673 relative_tolerance,
674 )
675 }
676}
677
678pub fn solve_sae_matrix_free_pcg(
679 sys: &ArrowSchurSystem,
680 data: &DeviceSaePcgData,
681 ridge_t: f64,
682 ridge_beta: f64,
683 rhs_beta: &Array1<f64>,
684 max_iterations: usize,
685 relative_tolerance: f64,
686) -> Result<(Array1<f64>, PcgDiagnostics), ArrowSchurGpuFailure> {
687 if sys.k != data.beta_dim || rhs_beta.len() != data.beta_dim || data.p == 0 {
688 return Err(ArrowSchurGpuFailure::Unavailable);
689 }
690 #[cfg(not(target_os = "linux"))]
691 {
692 if ridge_t.is_nan()
693 || ridge_beta.is_nan()
694 || relative_tolerance.is_nan()
695 || max_iterations == 0
696 {
697 return Err(ArrowSchurGpuFailure::SchurFactorFailed {
698 reason: "SAE matrix-free GPU PCG: invalid controls".to_string(),
699 });
700 }
701 Err(ArrowSchurGpuFailure::Unavailable)
702 }
703 #[cfg(target_os = "linux")]
704 {
705 if data.frame.is_some() {
712 cuda::solve_sae_matrix_free_pcg_framed(
713 sys,
714 data,
715 ridge_t,
716 ridge_beta,
717 rhs_beta,
718 max_iterations,
719 relative_tolerance,
720 )
721 } else {
722 cuda::solve_sae_matrix_free_pcg(
723 sys,
724 data,
725 ridge_t,
726 ridge_beta,
727 rhs_beta,
728 max_iterations,
729 relative_tolerance,
730 )
731 }
732 }
733}
734
735#[doc(hidden)]
739pub fn solve_arrow_newton_step_dense_reference(
740 sys: &ArrowSchurSystem,
741 ridge_t: f64,
742 ridge_beta: f64,
743) -> Result<ArrowSchurGpuSolution, String> {
744 let n = sys.rows.len();
745 let d = sys.d;
746 let k = sys.k;
747 let total = n.checked_mul(d).ok_or("dimension overflow")? + k;
748 let mut h = Array2::<f64>::zeros((total, total));
749 let mut rhs = Array1::<f64>::zeros(total);
750 for (i, row) in sys.rows.iter().enumerate() {
751 let base = i * d;
752 for c in 0..d {
753 for r in 0..d {
754 h[[base + r, base + c]] = row.htt[[r, c]];
755 }
756 h[[base + c, base + c]] += ridge_t;
757 }
758 for c in 0..k {
759 for r in 0..d {
760 let value = row.htbeta[[r, c]];
761 h[[base + r, n * d + c]] = value;
762 h[[n * d + c, base + r]] = value;
763 }
764 }
765 for r in 0..d {
766 rhs[base + r] = -row.gt[r];
767 }
768 }
769 for c in 0..k {
770 for r in 0..k {
771 h[[n * d + r, n * d + c]] += sys.hbb[[r, c]];
772 }
773 h[[n * d + c, n * d + c]] += ridge_beta;
774 rhs[n * d + c] = -sys.gb[c];
775 }
776 let factor = cholesky_factor_in_place(h.view(), CholeskyGuard::NonnegativePivot)
777 .ok_or_else(|| "dense reference Cholesky failed".to_string())?;
778 let mut log_det = 0.0_f64;
779 for i in 0..total {
780 log_det += factor[[i, i]].ln();
781 }
782 log_det *= 2.0;
783 let solved = cholesky_solve_vector(factor.view(), rhs.view());
784 let delta_t = solved.slice(ndarray::s![..n * d]).to_owned();
785 let delta_beta = solved.slice(ndarray::s![n * d..]).to_owned();
786 Ok(ArrowSchurGpuSolution {
787 delta_t,
788 delta_beta,
789 log_det_hessian: log_det,
790 })
791}
792
793#[doc(hidden)]
804pub fn sae_framed_penalty_matvec_cpu(
805 data: &DeviceSaePcgData,
806 ridge_beta: f64,
807 x: &[f64],
808 out: &mut [f64],
809) {
810 let frame = data
811 .frame
812 .as_ref()
813 .expect("sae_framed_penalty_matvec_cpu requires frame metadata");
814 let k = data.beta_dim;
815 for a in 0..k {
816 out[a] = ridge_beta * x[a];
817 }
818 for (blk, &r) in data.smooth_blocks.iter().zip(frame.smooth_ranks.iter()) {
820 let off = blk.global_offset;
821 let m = blk.factor_a.nrows();
822 for i_a in 0..m {
823 for i_b in 0..r {
824 let mut acc = 0.0_f64;
825 for j_a in 0..m {
826 let s = blk.factor_a[[i_a, j_a]];
827 if s == 0.0 {
828 continue;
829 }
830 acc += s * x[off + j_a * r + i_b];
831 }
832 out[off + i_a * r + i_b] += acc;
833 }
834 }
835 }
836 for blk in &frame.frame_blocks {
838 let r_i = frame.ranks[blk.atom_i];
839 let r_j = frame.ranks[blk.atom_j];
840 let off_i = frame.border_offsets[blk.atom_i];
841 let off_j = frame.border_offsets[blk.atom_j];
842 let (m_i, m_j) = blk.g.dim();
843 for li in 0..m_i {
844 let yi_base = off_i + li * r_i;
845 for lj in 0..m_j {
846 let g = blk.g[[li, lj]];
847 if g == 0.0 {
848 continue;
849 }
850 let xj_base = off_j + lj * r_j;
851 for a in 0..r_i {
852 let mut acc = 0.0_f64;
853 for b in 0..r_j {
854 acc += blk.w[[a, b]] * x[xj_base + b];
855 }
856 out[yi_base + a] += g * acc;
857 }
858 }
859 }
860 }
861}
862
863#[doc(hidden)]
872pub fn sae_framed_schur_matvec_cpu(
873 sys: &ArrowSchurSystem,
874 data: &DeviceSaePcgData,
875 ridge_t: f64,
876 ridge_beta: f64,
877 x: &[f64],
878 out: &mut [f64],
879) -> Result<(), String> {
880 let frame = data
881 .frame
882 .as_ref()
883 .ok_or("sae_framed_schur_matvec_cpu requires frame metadata")?;
884 let k = data.beta_dim;
885 sae_framed_penalty_matvec_cpu(data, ridge_beta, x, out);
886 if frame.row_htbeta.len() != sys.rows.len() {
887 return Err(format!(
888 "sae_framed_schur_matvec_cpu: {} row_htbeta slabs but {} rows",
889 frame.row_htbeta.len(),
890 sys.rows.len()
891 ));
892 }
893 for (i, row) in sys.rows.iter().enumerate() {
894 let slab = &frame.row_htbeta[i];
895 if slab.is_empty() {
896 continue;
897 }
898 let qi = sys.row_dims[i];
899 if qi == 0 || slab.len() != qi * k {
900 continue;
901 }
902 let mut h = vec![0.0_f64; qi];
904 for c in 0..qi {
905 let base = c * k;
906 let mut acc = 0.0_f64;
907 for a in 0..k {
908 acc += slab[base + a] * x[a];
909 }
910 h[c] = acc;
911 }
912 let mut block = row.htt.clone();
914 for d in 0..qi {
915 block[[d, d]] += ridge_t;
916 }
917 let factor = cholesky_factor_in_place(block.view(), CholeskyGuard::NonnegativePivot)
918 .ok_or_else(|| format!("sae_framed_schur_matvec_cpu: row {i} H_tt not PD"))?;
919 let s = cholesky_solve_vector(factor.view(), Array1::from_vec(h).view());
920 for c in 0..qi {
922 let sc = s[c];
923 if sc == 0.0 {
924 continue;
925 }
926 let base = c * k;
927 for a in 0..k {
928 out[a] -= slab[base + a] * sc;
929 }
930 }
931 }
932 Ok(())
933}
934
935#[cfg(target_os = "linux")]
936mod cuda {
937 use super::{ArrowSchurGpuFailure, ArrowSchurGpuSolution, pack_block, pack_host};
938 use gam_gpu::driver::to_i32;
939 use gam_gpu::linalg_dispatch::{DispatchOp, route_through_gpu};
940 use crate::arrow_schur::{
941 ArrowSchurSystem, DeviceSaeFrameData, DeviceSaePcgData, PcgDiagnostics, PcgStopReason,
942 };
943 use cudarc::cublas::sys::{
944 cublasDiagType_t, cublasFillMode_t, cublasOperation_t, cublasSideMode_t, cublasStatus_t,
945 };
946 use cudarc::cublas::{CudaBlas, Gemm, GemmConfig, Gemv, GemvConfig};
947 use cudarc::cusolver::{DnHandle, sys as cusolver_sys};
948 use cudarc::driver::{
949 CudaContext, CudaModule, CudaSlice, CudaStream, DevicePtr, DevicePtrMut, LaunchConfig,
950 PushKernelArg,
951 };
952 use ndarray::Array1;
953 use std::sync::{Arc, OnceLock};
954
955 struct RowSlot {
960 d_block: Vec<f64>, b_block: Vec<f64>, g_vec: Vec<f64>, diag_scale: f64, l_block: Vec<f64>, u_vec: Vec<f64>, y_block: Vec<f64>, log_det_local: f64,
970 bump: Option<f64>,
973 tile_partial_schur: Option<Vec<f64>>, tile_partial_rhs: Option<Vec<f64>>, delta_t_block: Vec<f64>, }
979
980 pub(super) fn solve_multi_gpu(
1001 sys: &ArrowSchurSystem,
1002 ridge_t: f64,
1003 ridge_beta: f64,
1004 ) -> Result<ArrowSchurGpuSolution, ArrowSchurGpuFailure> {
1005 let n = sys.rows.len();
1006 let d = sys.d;
1007 let k = sys.k;
1008 if n == 0 || d == 0 || k == 0 {
1009 return Err(ArrowSchurGpuFailure::Unavailable);
1010 }
1011 if sys.hbb_matvec.is_some() || sys.htbeta_matvec.is_some() || sys.hbb.dim() != (k, k) {
1015 return Err(ArrowSchurGpuFailure::Unavailable);
1016 }
1017
1018 let runtime = gam_gpu::device_runtime::GpuRuntime::global()
1019 .ok_or(ArrowSchurGpuFailure::Unavailable)?;
1020 if runtime.device_count() < 2 {
1021 return Err(ArrowSchurGpuFailure::Unavailable);
1022 }
1023
1024 let mut slots: Vec<RowSlot> = Vec::with_capacity(n);
1026 for row in &sys.rows {
1027 if row.htt.dim() != (d, d) || row.htbeta.dim() != (d, k) || row.gt.len() != d {
1028 return Err(ArrowSchurGpuFailure::Unavailable);
1029 }
1030 let mut d_block = Vec::with_capacity(d * d);
1031 let mut b_block = Vec::with_capacity(d * k);
1032 let mut g_vec = Vec::with_capacity(d);
1033 pack_block(row, ridge_t, d, k, &mut d_block, &mut b_block, &mut g_vec);
1034 let diag_scale = row
1035 .htt
1036 .diag()
1037 .iter()
1038 .map(|v| v.abs())
1039 .fold(0.0_f64, f64::max)
1040 .max(1.0);
1041 slots.push(RowSlot {
1042 d_block,
1043 b_block,
1044 g_vec,
1045 diag_scale,
1046 l_block: Vec::new(),
1047 u_vec: Vec::new(),
1048 y_block: Vec::new(),
1049 log_det_local: 0.0,
1050 bump: None,
1051 tile_partial_schur: None,
1052 tile_partial_rhs: None,
1053 delta_t_block: vec![0.0; d],
1054 });
1055 }
1056
1057 let forward_ok = gam_gpu::pool::scatter_batched(runtime, &mut slots, |ordinal, tile| {
1059 forward_tile(ordinal, d, k, tile)
1060 });
1061 if forward_ok.is_none() {
1062 return Err(ArrowSchurGpuFailure::Unavailable);
1063 }
1064
1065 let row_base_of_tile = gam_gpu::pool::balanced_partition(runtime, n);
1067 if let Some((row, bump)) = slots
1068 .iter()
1069 .enumerate()
1070 .find_map(|(i, slot)| slot.bump.map(|b| (i, b)))
1071 {
1072 return Err(ArrowSchurGpuFailure::RidgeBumpRequired { row, bump });
1073 }
1074
1075 let mut schur_host = vec![0.0_f64; k * k];
1080 for col in 0..k {
1081 for row in 0..k {
1082 let mut v = sys.hbb[[row, col]];
1083 if row == col {
1084 v += ridge_beta;
1085 }
1086 schur_host[col * k + row] = v;
1087 }
1088 }
1089 let mut rhs_host: Vec<f64> = sys.gb.iter().map(|v| -v).collect();
1090 let mut log_det = 0.0_f64;
1091 for start in tile_starts(&row_base_of_tile) {
1092 let slot = &slots[start];
1093 let partial_schur = slot
1094 .tile_partial_schur
1095 .as_ref()
1096 .ok_or(ArrowSchurGpuFailure::Unavailable)?;
1097 let partial_rhs = slot
1098 .tile_partial_rhs
1099 .as_ref()
1100 .ok_or(ArrowSchurGpuFailure::Unavailable)?;
1101 for idx in 0..k * k {
1106 schur_host[idx] += partial_schur[idx];
1107 }
1108 for a in 0..k {
1109 rhs_host[a] += partial_rhs[a];
1110 }
1111 }
1112 for slot in &slots {
1113 log_det += slot.log_det_local;
1114 }
1115
1116 let primary = runtime.selected_device().ordinal;
1120 let stream = gam_gpu::device_runtime::cuda_context_for(primary)
1121 .and_then(|ctx| ctx.new_stream().ok())
1122 .ok_or(ArrowSchurGpuFailure::Unavailable)?;
1123 let solver =
1124 DnHandle::new(stream.clone()).map_err(|_| ArrowSchurGpuFailure::Unavailable)?;
1125 let blas = CudaBlas::new(stream.clone()).map_err(|_| ArrowSchurGpuFailure::Unavailable)?;
1126 let mut schur_dev = stream
1127 .clone_htod(&schur_host)
1128 .map_err(|_| ArrowSchurGpuFailure::Unavailable)?;
1129 let mut rhs_dev = stream
1130 .clone_htod(&rhs_host)
1131 .map_err(|_| ArrowSchurGpuFailure::Unavailable)?;
1132 let info = potrf_single(&solver, &stream, k, &mut schur_dev)?;
1133 if info != 0 {
1134 return Err(ArrowSchurGpuFailure::SchurFactorFailed {
1135 reason: format!("multi-GPU Schur Cholesky failed at pivot {info}"),
1136 });
1137 }
1138 trsm_single(&blas, &stream, k, &schur_dev, &mut rhs_dev, false, false)?;
1139 trsm_single(&blas, &stream, k, &schur_dev, &mut rhs_dev, false, true)?;
1140 let delta_beta_host = stream
1141 .clone_dtoh(&rhs_dev)
1142 .map_err(|_| ArrowSchurGpuFailure::Unavailable)?;
1143 let delta_beta = Array1::from_vec(delta_beta_host.clone());
1144 let l_schur_host = stream
1145 .clone_dtoh(&schur_dev)
1146 .map_err(|_| ArrowSchurGpuFailure::Unavailable)?;
1147 for j in 0..k {
1148 log_det += l_schur_host[j * k + j].ln();
1149 }
1150 log_det *= 2.0;
1151
1152 let delta_beta_ref = &delta_beta_host;
1154 let back_ok = gam_gpu::pool::scatter_batched(runtime, &mut slots, |ordinal, tile| {
1155 back_sub_tile(ordinal, d, k, delta_beta_ref, tile)
1156 });
1157 if back_ok.is_none() {
1158 return Err(ArrowSchurGpuFailure::Unavailable);
1159 }
1160
1161 let mut delta_t = Array1::<f64>::zeros(n * d);
1163 for (i, slot) in slots.iter().enumerate() {
1164 let base = i * d;
1165 for r in 0..d {
1166 delta_t[base + r] = slot.delta_t_block[r];
1167 }
1168 }
1169
1170 Ok(ArrowSchurGpuSolution {
1171 delta_t,
1172 delta_beta,
1173 log_det_hessian: log_det,
1174 })
1175 }
1176
1177 fn tile_starts(tiles: &[(usize, std::ops::Range<usize>)]) -> impl Iterator<Item = usize> + '_ {
1180 tiles.iter().map(|(_, range)| range.start)
1181 }
1182
1183 fn forward_tile(ordinal: usize, d: usize, k: usize, tile: &mut [RowSlot]) -> Option<()> {
1191 if tile.is_empty() {
1192 return Some(());
1193 }
1194 let stream = gam_gpu::device_runtime::cuda_context_for(ordinal)
1197 .and_then(|ctx| ctx.new_stream().ok())?;
1198 let solver = DnHandle::new(stream.clone()).ok()?;
1199 let blas = CudaBlas::new(stream.clone()).ok()?;
1200 let m = tile.len();
1201
1202 let mut d_host = Vec::with_capacity(m * d * d);
1205 let mut b_host = Vec::with_capacity(m * d * k);
1206 let mut g_host = Vec::with_capacity(m * d);
1207 for slot in tile.iter() {
1208 d_host.extend_from_slice(&slot.d_block);
1209 b_host.extend_from_slice(&slot.b_block);
1210 g_host.extend_from_slice(&slot.g_vec);
1211 }
1212 let mut d_dev = stream.clone_htod(&d_host).ok()?;
1213 let mut b_dev = stream.clone_htod(&b_host).ok()?;
1214 let mut g_dev = stream.clone_htod(&g_host).ok()?;
1215
1216 let info_host = potrf_batched(&solver, &stream, d, m, &mut d_dev).ok()?;
1218 if let Some(local) = info_host.iter().position(|info| *info != 0) {
1219 let pivot = info_host[local];
1220 tile[local].bump = Some(
1221 tile[local].diag_scale
1222 * (f64::from(pivot).abs()).max(1.0)
1223 * f64::EPSILON.sqrt()
1224 * super::RIDGE_BUMP_EPS_MARGIN,
1225 );
1226 return Some(());
1227 }
1228
1229 trsm_batched_lower_inplace(&blas, &stream, d, m, 1, &d_dev, &mut g_dev).ok()?;
1231 trsm_batched_lower_inplace(&blas, &stream, d, m, k, &d_dev, &mut b_dev).ok()?;
1232
1233 let mut schur_dev = stream.alloc_zeros::<f64>(k * k).ok()?;
1235 let mut rhs_dev = stream.alloc_zeros::<f64>(k).ok()?;
1236 accumulate_schur(&blas, d, k, m, &b_dev, &g_dev, &mut schur_dev, &mut rhs_dev).ok()?;
1237
1238 let l_host = stream.clone_dtoh(&d_dev).ok()?;
1240 let u_host = stream.clone_dtoh(&g_dev).ok()?;
1241 let y_host = stream.clone_dtoh(&b_dev).ok()?;
1242 let partial_schur = stream.clone_dtoh(&schur_dev).ok()?;
1243 let partial_rhs = stream.clone_dtoh(&rhs_dev).ok()?;
1244
1245 for (local, slot) in tile.iter_mut().enumerate() {
1246 let l_base = local * d * d;
1247 let u_base = local * d;
1248 let y_base = local * d * k;
1249 slot.l_block = l_host[l_base..l_base + d * d].to_vec();
1250 slot.u_vec = u_host[u_base..u_base + d].to_vec();
1251 slot.y_block = y_host[y_base..y_base + d * k].to_vec();
1252 let mut log_det_local = 0.0_f64;
1253 for j in 0..d {
1254 log_det_local += l_host[l_base + j * d + j].ln();
1255 }
1256 slot.log_det_local = log_det_local;
1257 }
1258 tile[0].tile_partial_schur = Some(partial_schur);
1259 tile[0].tile_partial_rhs = Some(partial_rhs);
1260 Some(())
1261 }
1262
1263 fn back_sub_tile(
1267 ordinal: usize,
1268 d: usize,
1269 k: usize,
1270 delta_beta: &[f64],
1271 tile: &mut [RowSlot],
1272 ) -> Option<()> {
1273 if tile.is_empty() {
1274 return Some(());
1275 }
1276 let stream = gam_gpu::device_runtime::cuda_context_for(ordinal)
1279 .and_then(|ctx| ctx.new_stream().ok())?;
1280 let blas = CudaBlas::new(stream.clone()).ok()?;
1281 let m = tile.len();
1282
1283 let mut l_host = Vec::with_capacity(m * d * d);
1284 let mut u_host = Vec::with_capacity(m * d);
1285 let mut y_host = Vec::with_capacity(m * d * k);
1286 for slot in tile.iter() {
1287 l_host.extend_from_slice(&slot.l_block);
1288 u_host.extend_from_slice(&slot.u_vec);
1289 y_host.extend_from_slice(&slot.y_block);
1290 }
1291 let d_dev = stream.clone_htod(&l_host).ok()?;
1292 let mut g_dev = stream.clone_htod(&u_host).ok()?;
1293 let b_dev = stream.clone_htod(&y_host).ok()?;
1294 let rhs_dev = stream.clone_htod(&delta_beta.to_vec()).ok()?;
1295
1296 accumulate_back_sub_rhs(&blas, d, k, m, &b_dev, &rhs_dev, &mut g_dev).ok()?;
1298 trsm_batched_lower_inplace_transposed(&blas, &stream, d, m, 1, &d_dev, &mut g_dev).ok()?;
1299 let x_host = stream.clone_dtoh(&g_dev).ok()?;
1300 for (local, slot) in tile.iter_mut().enumerate() {
1301 let base = local * d;
1302 for r in 0..d {
1303 slot.delta_t_block[r] = -x_host[base + r];
1304 }
1305 }
1306 Some(())
1307 }
1308
1309 pub(super) fn solve(
1310 sys: &ArrowSchurSystem,
1311 ridge_t: f64,
1312 ridge_beta: f64,
1313 ) -> Result<ArrowSchurGpuSolution, ArrowSchurGpuFailure> {
1314 let n = sys.rows.len();
1315 let d = sys.d;
1316 let k = sys.k;
1317 let runtime = route_through_gpu(DispatchOp::SmallDenseBatchedPotrf { p: d, batch: n })
1318 .ok_or(ArrowSchurGpuFailure::Unavailable)?;
1319
1320 let stream = gam_gpu::device_runtime::cuda_context_for(runtime.device.ordinal)
1321 .and_then(|ctx| ctx.new_stream().ok())
1322 .ok_or(ArrowSchurGpuFailure::Unavailable)?;
1323 let solver =
1324 DnHandle::new(stream.clone()).map_err(|_| ArrowSchurGpuFailure::Unavailable)?;
1325 let blas = CudaBlas::new(stream.clone()).map_err(|_| ArrowSchurGpuFailure::Unavailable)?;
1326
1327 let (d_host, b_host, g_host) = pack_host(sys, ridge_t);
1329 let mut d_dev = stream
1330 .clone_htod(&d_host)
1331 .map_err(|_| ArrowSchurGpuFailure::Unavailable)?;
1332 let mut b_dev = stream
1333 .clone_htod(&b_host)
1334 .map_err(|_| ArrowSchurGpuFailure::Unavailable)?;
1335 let mut g_dev = stream
1336 .clone_htod(&g_host)
1337 .map_err(|_| ArrowSchurGpuFailure::Unavailable)?;
1338
1339 let info_host = potrf_batched(&solver, &stream, d, n, &mut d_dev)?;
1347 if let Some(idx) = info_host.iter().position(|info| *info != 0) {
1348 let pivot = info_host[idx];
1349 let scale = sys.rows[idx]
1350 .htt
1351 .diag()
1352 .iter()
1353 .map(|v| v.abs())
1354 .fold(0.0_f64, f64::max)
1355 .max(1.0);
1356 return Err(ArrowSchurGpuFailure::RidgeBumpRequired {
1357 row: idx,
1358 bump: scale * (pivot.abs() as f64).max(1.0) * f64::EPSILON.sqrt() * 1024.0,
1359 });
1360 }
1361
1362 trsm_batched_lower_inplace(&blas, &stream, d, n, 1, &d_dev, &mut g_dev)?;
1365 trsm_batched_lower_inplace(&blas, &stream, d, n, k, &d_dev, &mut b_dev)?;
1368
1369 let schur_init: Vec<f64> = {
1388 let mut tmp = Vec::with_capacity(k * k);
1389 for col in 0..k {
1390 for row in 0..k {
1391 let mut v = sys.hbb[[row, col]];
1392 if row == col {
1393 v += ridge_beta;
1394 }
1395 tmp.push(v);
1396 }
1397 }
1398 tmp
1399 };
1400 let mut schur_dev = stream
1401 .clone_htod(&schur_init)
1402 .map_err(|_| ArrowSchurGpuFailure::Unavailable)?;
1403 let rhs_init: Vec<f64> = sys.gb.iter().map(|v| -v).collect();
1404 let mut rhs_dev = stream
1405 .clone_htod(&rhs_init)
1406 .map_err(|_| ArrowSchurGpuFailure::Unavailable)?;
1407
1408 accumulate_schur(&blas, d, k, n, &b_dev, &g_dev, &mut schur_dev, &mut rhs_dev)?;
1409
1410 let info = potrf_single(&solver, &stream, k, &mut schur_dev)?;
1412 if info != 0 {
1413 return Err(ArrowSchurGpuFailure::SchurFactorFailed {
1414 reason: format!("Schur Cholesky failed at pivot {info}"),
1415 });
1416 }
1417 trsm_single(&blas, &stream, k, &schur_dev, &mut rhs_dev, false, false)?;
1419 trsm_single(&blas, &stream, k, &schur_dev, &mut rhs_dev, false, true)?;
1420 let delta_beta_host = stream
1421 .clone_dtoh(&rhs_dev)
1422 .map_err(|_| ArrowSchurGpuFailure::Unavailable)?;
1423 let delta_beta = Array1::from_vec(delta_beta_host.clone());
1424
1425 accumulate_back_sub_rhs(&blas, d, k, n, &b_dev, &rhs_dev, &mut g_dev)?;
1433 trsm_batched_lower_inplace_transposed(&blas, &stream, d, n, 1, &d_dev, &mut g_dev)?;
1434
1435 let x_host = stream
1436 .clone_dtoh(&g_dev)
1437 .map_err(|_| ArrowSchurGpuFailure::Unavailable)?;
1438 let mut delta_t = Array1::<f64>::zeros(n * d);
1439 for (i, v) in x_host.iter().enumerate() {
1440 delta_t[i] = -*v;
1441 }
1442
1443 let l_local_host = stream
1445 .clone_dtoh(&d_dev)
1446 .map_err(|_| ArrowSchurGpuFailure::Unavailable)?;
1447 let l_schur_host = stream
1448 .clone_dtoh(&schur_dev)
1449 .map_err(|_| ArrowSchurGpuFailure::Unavailable)?;
1450 let mut log_det = 0.0_f64;
1451 for i in 0..n {
1452 let base = i * d * d;
1453 for j in 0..d {
1454 log_det += l_local_host[base + j * d + j].ln();
1455 }
1456 }
1457 for j in 0..k {
1458 log_det += l_schur_host[j * k + j].ln();
1459 }
1460 log_det *= 2.0;
1461
1462 Ok(ArrowSchurGpuSolution {
1463 delta_t,
1464 delta_beta,
1465 log_det_hessian: log_det,
1466 })
1467 }
1468
1469 fn potrf_batched(
1470 solver: &DnHandle,
1471 stream: &Arc<CudaStream>,
1472 p: usize,
1473 batch: usize,
1474 matrices: &mut CudaSlice<f64>,
1475 ) -> Result<Vec<i32>, ArrowSchurGpuFailure> {
1476 let p_i = to_i32(p).ok_or(ArrowSchurGpuFailure::Unavailable)?;
1477 let batch_i = to_i32(batch).ok_or(ArrowSchurGpuFailure::Unavailable)?;
1478 let matrix_len = p * p;
1479 let bytes_per = (matrix_len * std::mem::size_of::<f64>()) as u64;
1480 let (base_ptr, _record) = matrices.device_ptr_mut(stream);
1481 let mut ptrs = Vec::with_capacity(batch);
1482 for idx in 0..batch {
1483 ptrs.push(base_ptr + (idx as u64) * bytes_per);
1484 }
1485 let mut ptrs_dev = stream
1486 .clone_htod(&ptrs)
1487 .map_err(|_| ArrowSchurGpuFailure::Unavailable)?;
1488 let mut info_dev = stream
1489 .alloc_zeros::<i32>(batch)
1490 .map_err(|_| ArrowSchurGpuFailure::Unavailable)?;
1491 let status = {
1492 let (ptrs_ptr, _ptrs_record) = ptrs_dev.device_ptr_mut(stream);
1493 let (info_ptr, _info_record) = info_dev.device_ptr_mut(stream);
1494 unsafe {
1497 cusolver_sys::cusolverDnDpotrfBatched(
1498 solver.cu(),
1499 cusolver_sys::cublasFillMode_t::CUBLAS_FILL_MODE_LOWER,
1500 p_i,
1501 ptrs_ptr as *mut *mut f64,
1502 p_i,
1503 info_ptr as *mut i32,
1504 batch_i,
1505 )
1506 }
1507 };
1508 if status != cusolver_sys::cusolverStatus_t::CUSOLVER_STATUS_SUCCESS {
1509 return Err(ArrowSchurGpuFailure::Unavailable);
1510 }
1511 stream
1512 .clone_dtoh(&info_dev)
1513 .map_err(|_| ArrowSchurGpuFailure::Unavailable)
1514 }
1515
1516 fn potrf_single(
1517 solver: &DnHandle,
1518 stream: &Arc<CudaStream>,
1519 p: usize,
1520 matrix: &mut CudaSlice<f64>,
1521 ) -> Result<i32, ArrowSchurGpuFailure> {
1522 let p_i = to_i32(p).ok_or(ArrowSchurGpuFailure::Unavailable)?;
1523 let uplo = cusolver_sys::cublasFillMode_t::CUBLAS_FILL_MODE_LOWER;
1524 let mut lwork = 0_i32;
1525 {
1526 let (mat_ptr, _rec) = matrix.device_ptr_mut(stream);
1527 let status = unsafe {
1529 cusolver_sys::cusolverDnDpotrf_bufferSize(
1530 solver.cu(),
1531 uplo,
1532 p_i,
1533 mat_ptr as *mut f64,
1534 p_i,
1535 &mut lwork,
1536 )
1537 };
1538 if status != cusolver_sys::cusolverStatus_t::CUSOLVER_STATUS_SUCCESS {
1539 return Err(ArrowSchurGpuFailure::Unavailable);
1540 }
1541 }
1542 let lwork_usize = usize::try_from(lwork).map_err(|_| ArrowSchurGpuFailure::Unavailable)?;
1543 let mut workspace = stream
1544 .alloc_zeros::<f64>(lwork_usize.max(1))
1545 .map_err(|_| ArrowSchurGpuFailure::Unavailable)?;
1546 let mut info_dev = stream
1547 .alloc_zeros::<i32>(1)
1548 .map_err(|_| ArrowSchurGpuFailure::Unavailable)?;
1549 {
1550 let (mat_ptr, _rec) = matrix.device_ptr_mut(stream);
1551 let (work_ptr, _wrec) = workspace.device_ptr_mut(stream);
1552 let (info_ptr, _irec) = info_dev.device_ptr_mut(stream);
1553 let status = unsafe {
1555 cusolver_sys::cusolverDnDpotrf(
1556 solver.cu(),
1557 uplo,
1558 p_i,
1559 mat_ptr as *mut f64,
1560 p_i,
1561 work_ptr as *mut f64,
1562 lwork,
1563 info_ptr as *mut i32,
1564 )
1565 };
1566 if status != cusolver_sys::cusolverStatus_t::CUSOLVER_STATUS_SUCCESS {
1567 return Err(ArrowSchurGpuFailure::Unavailable);
1568 }
1569 }
1570 let info_host = stream
1571 .clone_dtoh(&info_dev)
1572 .map_err(|_| ArrowSchurGpuFailure::Unavailable)?;
1573 Ok(info_host[0])
1574 }
1575
1576 fn trsm_batched_lower_inplace(
1580 blas: &CudaBlas,
1581 stream: &Arc<CudaStream>,
1582 d: usize,
1583 n: usize,
1584 nrhs: usize,
1585 l_stack: &CudaSlice<f64>,
1586 rhs_stack: &mut CudaSlice<f64>,
1587 ) -> Result<(), ArrowSchurGpuFailure> {
1588 trsm_batched_inplace_inner(blas, stream, d, n, nrhs, l_stack, rhs_stack, false)
1589 }
1590
1591 fn trsm_batched_lower_inplace_transposed(
1593 blas: &CudaBlas,
1594 stream: &Arc<CudaStream>,
1595 d: usize,
1596 n: usize,
1597 nrhs: usize,
1598 l_stack: &CudaSlice<f64>,
1599 rhs_stack: &mut CudaSlice<f64>,
1600 ) -> Result<(), ArrowSchurGpuFailure> {
1601 trsm_batched_inplace_inner(blas, stream, d, n, nrhs, l_stack, rhs_stack, true)
1602 }
1603
1604 fn trsm_batched_inplace_inner(
1605 blas: &CudaBlas,
1606 stream: &Arc<CudaStream>,
1607 d: usize,
1608 n: usize,
1609 nrhs: usize,
1610 l_stack: &CudaSlice<f64>,
1611 rhs_stack: &mut CudaSlice<f64>,
1612 transposed: bool,
1613 ) -> Result<(), ArrowSchurGpuFailure> {
1614 let alpha = 1.0_f64;
1615 let d_i = to_i32(d).ok_or(ArrowSchurGpuFailure::Unavailable)?;
1616 let nrhs_i = to_i32(nrhs).ok_or(ArrowSchurGpuFailure::Unavailable)?;
1617 let batch_i = to_i32(n).ok_or(ArrowSchurGpuFailure::Unavailable)?;
1618 let l_bytes_per = (d * d * std::mem::size_of::<f64>()) as u64;
1619 let rhs_bytes_per = (d * nrhs * std::mem::size_of::<f64>()) as u64;
1620 let (l_base, _l_record) = l_stack.device_ptr(stream);
1621 let (rhs_base, _rhs_record) = rhs_stack.device_ptr_mut(stream);
1622 let mut l_ptrs = Vec::with_capacity(n);
1623 let mut rhs_ptrs = Vec::with_capacity(n);
1624 for i in 0..n {
1625 l_ptrs.push(l_base + (i as u64) * l_bytes_per);
1626 rhs_ptrs.push(rhs_base + (i as u64) * rhs_bytes_per);
1627 }
1628 let mut l_ptrs_dev = stream
1629 .clone_htod(&l_ptrs)
1630 .map_err(|_| ArrowSchurGpuFailure::Unavailable)?;
1631 let mut rhs_ptrs_dev = stream
1632 .clone_htod(&rhs_ptrs)
1633 .map_err(|_| ArrowSchurGpuFailure::Unavailable)?;
1634 let (l_ptrs_ptr, _l_ptrs_rec) = l_ptrs_dev.device_ptr_mut(stream);
1635 let (rhs_ptrs_ptr, _rhs_ptrs_rec) = rhs_ptrs_dev.device_ptr_mut(stream);
1636 let op = if transposed {
1637 cublasOperation_t::CUBLAS_OP_T
1638 } else {
1639 cublasOperation_t::CUBLAS_OP_N
1640 };
1641 let handle = *blas.handle();
1642 let status = unsafe {
1645 cudarc::cublas::sys::cublasDtrsmBatched(
1646 handle,
1647 cublasSideMode_t::CUBLAS_SIDE_LEFT,
1648 cublasFillMode_t::CUBLAS_FILL_MODE_LOWER,
1649 op,
1650 cublasDiagType_t::CUBLAS_DIAG_NON_UNIT,
1651 d_i,
1652 nrhs_i,
1653 &alpha,
1654 l_ptrs_ptr as *const *const f64,
1655 d_i,
1656 rhs_ptrs_ptr as *const *mut f64,
1657 d_i,
1658 batch_i,
1659 )
1660 };
1661 if status != cublasStatus_t::CUBLAS_STATUS_SUCCESS {
1662 return Err(ArrowSchurGpuFailure::Unavailable);
1663 }
1664 Ok(())
1665 }
1666
1667 fn trsm_single(
1670 blas: &CudaBlas,
1671 stream: &Arc<CudaStream>,
1672 n: usize,
1673 l: &CudaSlice<f64>,
1674 rhs: &mut CudaSlice<f64>,
1675 upper: bool,
1676 transposed: bool,
1677 ) -> Result<(), ArrowSchurGpuFailure> {
1678 let alpha = 1.0_f64;
1679 let n_i = to_i32(n).ok_or(ArrowSchurGpuFailure::Unavailable)?;
1680 let handle = *blas.handle();
1681 let (l_ptr, _l_rec) = l.device_ptr(stream);
1682 let (rhs_ptr, _rhs_rec) = rhs.device_ptr_mut(stream);
1683 let status = unsafe {
1685 cudarc::cublas::sys::cublasDtrsm_v2(
1686 handle,
1687 cublasSideMode_t::CUBLAS_SIDE_LEFT,
1688 if upper {
1689 cublasFillMode_t::CUBLAS_FILL_MODE_UPPER
1690 } else {
1691 cublasFillMode_t::CUBLAS_FILL_MODE_LOWER
1692 },
1693 if transposed {
1694 cublasOperation_t::CUBLAS_OP_T
1695 } else {
1696 cublasOperation_t::CUBLAS_OP_N
1697 },
1698 cublasDiagType_t::CUBLAS_DIAG_NON_UNIT,
1699 n_i,
1700 1,
1701 &alpha,
1702 l_ptr as *const f64,
1703 n_i,
1704 rhs_ptr as *mut f64,
1705 n_i,
1706 )
1707 };
1708 if status != cublasStatus_t::CUBLAS_STATUS_SUCCESS {
1709 return Err(ArrowSchurGpuFailure::Unavailable);
1710 }
1711 Ok(())
1712 }
1713
1714 fn accumulate_schur(
1718 blas: &CudaBlas,
1719 d: usize,
1720 k: usize,
1721 n: usize,
1722 y_stack: &CudaSlice<f64>,
1723 u_stack: &CudaSlice<f64>,
1724 schur: &mut CudaSlice<f64>,
1725 rhs: &mut CudaSlice<f64>,
1726 ) -> Result<(), ArrowSchurGpuFailure> {
1727 let y_block_elems = d * k;
1728 let u_block_elems = d;
1729 for i in 0..n {
1730 let y_slice = y_stack.slice(i * y_block_elems..(i + 1) * y_block_elems);
1731 let u_slice = u_stack.slice(i * u_block_elems..(i + 1) * u_block_elems);
1732 let gemm_cfg = GemmConfig::<f64> {
1734 transa: cublasOperation_t::CUBLAS_OP_T,
1735 transb: cublasOperation_t::CUBLAS_OP_N,
1736 m: to_i32(k).ok_or(ArrowSchurGpuFailure::Unavailable)?,
1737 n: to_i32(k).ok_or(ArrowSchurGpuFailure::Unavailable)?,
1738 k: to_i32(d).ok_or(ArrowSchurGpuFailure::Unavailable)?,
1739 alpha: -1.0,
1740 lda: to_i32(d).ok_or(ArrowSchurGpuFailure::Unavailable)?,
1741 ldb: to_i32(d).ok_or(ArrowSchurGpuFailure::Unavailable)?,
1742 beta: 1.0,
1743 ldc: to_i32(k).ok_or(ArrowSchurGpuFailure::Unavailable)?,
1744 };
1745 unsafe { blas.gemm(gemm_cfg, &y_slice, &y_slice, schur) }
1747 .map_err(|_| ArrowSchurGpuFailure::Unavailable)?;
1748 let gemv_cfg = GemvConfig::<f64> {
1750 trans: cublasOperation_t::CUBLAS_OP_T,
1751 m: to_i32(d).ok_or(ArrowSchurGpuFailure::Unavailable)?,
1752 n: to_i32(k).ok_or(ArrowSchurGpuFailure::Unavailable)?,
1753 alpha: 1.0,
1754 lda: to_i32(d).ok_or(ArrowSchurGpuFailure::Unavailable)?,
1755 incx: 1,
1756 beta: 1.0,
1757 incy: 1,
1758 };
1759 unsafe { blas.gemv(gemv_cfg, &y_slice, &u_slice, rhs) }
1762 .map_err(|_| ArrowSchurGpuFailure::Unavailable)?;
1763 }
1764 Ok(())
1765 }
1766
1767 fn accumulate_schur_rhs_only(
1775 blas: &CudaBlas,
1776 d: usize,
1777 k: usize,
1778 n: usize,
1779 y_stack: &CudaSlice<f64>,
1780 u_stack: &CudaSlice<f64>,
1781 rhs: &mut CudaSlice<f64>,
1782 ) -> Result<(), ArrowSchurGpuFailure> {
1783 let y_block_elems = d * k;
1784 let u_block_elems = d;
1785 for i in 0..n {
1786 let y_slice = y_stack.slice(i * y_block_elems..(i + 1) * y_block_elems);
1787 let u_slice = u_stack.slice(i * u_block_elems..(i + 1) * u_block_elems);
1788 let gemv_cfg = GemvConfig::<f64> {
1789 trans: cublasOperation_t::CUBLAS_OP_T,
1790 m: to_i32(d).ok_or(ArrowSchurGpuFailure::Unavailable)?,
1791 n: to_i32(k).ok_or(ArrowSchurGpuFailure::Unavailable)?,
1792 alpha: 1.0,
1793 lda: to_i32(d).ok_or(ArrowSchurGpuFailure::Unavailable)?,
1794 incx: 1,
1795 beta: 1.0,
1796 incy: 1,
1797 };
1798 unsafe { blas.gemv(gemv_cfg, &y_slice, &u_slice, rhs) }
1801 .map_err(|_| ArrowSchurGpuFailure::Unavailable)?;
1802 }
1803 Ok(())
1804 }
1805
1806 fn accumulate_back_sub_rhs(
1809 blas: &CudaBlas,
1810 d: usize,
1811 k: usize,
1812 n: usize,
1813 y_stack: &CudaSlice<f64>,
1814 delta_beta: &CudaSlice<f64>,
1815 u_stack: &mut CudaSlice<f64>,
1816 ) -> Result<(), ArrowSchurGpuFailure> {
1817 let y_block_elems = d * k;
1818 let u_block_elems = d;
1819 for i in 0..n {
1820 let y_slice = y_stack.slice(i * y_block_elems..(i + 1) * y_block_elems);
1821 let mut u_slice = u_stack.slice_mut(i * u_block_elems..(i + 1) * u_block_elems);
1822 let gemv_cfg = GemvConfig::<f64> {
1823 trans: cublasOperation_t::CUBLAS_OP_N,
1824 m: to_i32(d).ok_or(ArrowSchurGpuFailure::Unavailable)?,
1825 n: to_i32(k).ok_or(ArrowSchurGpuFailure::Unavailable)?,
1826 alpha: 1.0,
1827 lda: to_i32(d).ok_or(ArrowSchurGpuFailure::Unavailable)?,
1828 incx: 1,
1829 beta: 1.0,
1830 incy: 1,
1831 };
1832 unsafe { blas.gemv(gemv_cfg, &y_slice, delta_beta, &mut u_slice) }
1835 .map_err(|_| ArrowSchurGpuFailure::Unavailable)?;
1836 }
1837 Ok(())
1838 }
1839
1840 use std::collections::HashMap;
1856 use std::sync::Mutex;
1857
1858 struct FusedModuleCache {
1863 modules: Mutex<
1864 HashMap<crate::gpu_kernels::arrow_schur_nvrtc::FusedModuleCacheKey, Arc<CudaModule>>,
1865 >,
1866 }
1867
1868 fn fused_module_cache() -> &'static FusedModuleCache {
1869 static CACHE: OnceLock<FusedModuleCache> = OnceLock::new();
1870 CACHE.get_or_init(|| FusedModuleCache {
1871 modules: Mutex::new(HashMap::new()),
1872 })
1873 }
1874
1875 fn fused_module_for(
1876 ctx: &Arc<CudaContext>,
1877 key: crate::gpu_kernels::arrow_schur_nvrtc::FusedModuleCacheKey,
1878 ) -> Result<Arc<CudaModule>, ArrowSchurGpuFailure> {
1879 let cache = fused_module_cache();
1880 if let Ok(guard) = cache.modules.lock() {
1881 if let Some(existing) = guard.get(&key) {
1882 return Ok(existing.clone());
1883 }
1884 }
1885 let src = crate::gpu_kernels::arrow_schur_nvrtc::forward_kernel_source(
1886 key.p_max as usize,
1887 key.r_template as usize,
1888 );
1889 let ptx = cudarc::nvrtc::compile_ptx(&src).map_err(|err| {
1890 ArrowSchurGpuFailure::SchurFactorFailed {
1891 reason: format!(
1892 "arrow-schur fused NVRTC compile (p_max={}, r={}): {err}",
1893 key.p_max, key.r_template
1894 ),
1895 }
1896 })?;
1897 let module = ctx
1898 .load_module(ptx)
1899 .map_err(|_| ArrowSchurGpuFailure::Unavailable)?;
1900 if let Ok(mut guard) = cache.modules.lock() {
1901 guard.entry(key).or_insert_with(|| module.clone());
1902 }
1903 Ok(module)
1904 }
1905
1906 const PCG_VECTOR_KERNEL_SOURCE: &str = r#"
1907extern "C" __global__ void arrow_pcg_jacobi_mul(
1908 const double* __restrict__ inv_diag,
1909 const double* __restrict__ r,
1910 double* __restrict__ z,
1911 int n
1912) {
1913 int idx = blockIdx.x * blockDim.x + threadIdx.x;
1914 if (idx < n) {
1915 z[idx] = inv_diag[idx] * r[idx];
1916 }
1917}
1918
1919extern "C" __global__ void arrow_pcg_update_p(
1920 const double* __restrict__ z,
1921 double beta,
1922 double* __restrict__ p,
1923 int n
1924) {
1925 int idx = blockIdx.x * blockDim.x + threadIdx.x;
1926 if (idx < n) {
1927 p[idx] = z[idx] + beta * p[idx];
1928 }
1929}
1930
1931extern "C" __global__ void arrow_sae_init(
1932 double* __restrict__ out,
1933 const double* __restrict__ x,
1934 double ridge,
1935 int n
1936) {
1937 int idx = blockIdx.x * blockDim.x + threadIdx.x;
1938 if (idx < n) {
1939 out[idx] = ridge * x[idx];
1940 }
1941}
1942
1943extern "C" __global__ void arrow_sae_smooth_matvec(
1944 const double* __restrict__ x,
1945 double* __restrict__ out,
1946 const int* __restrict__ block_offsets,
1947 const int* __restrict__ block_m,
1948 const int* __restrict__ factor_ptr,
1949 const double* __restrict__ factors,
1950 int p,
1951 int n_blocks
1952) {
1953 int block_id = blockIdx.y;
1954 int linear = blockIdx.x * blockDim.x + threadIdx.x;
1955 if (block_id >= n_blocks) {
1956 return;
1957 }
1958 int m = block_m[block_id];
1959 int total = m * p;
1960 if (linear >= total) {
1961 return;
1962 }
1963 int li = linear / p;
1964 int oc = linear - li * p;
1965 int off = block_offsets[block_id];
1966 int fbase = factor_ptr[block_id];
1967 double acc = 0.0;
1968 for (int lj = 0; lj < m; ++lj) {
1969 double a = factors[fbase + li * m + lj];
1970 acc += a * x[off + lj * p + oc];
1971 }
1972 out[off + li * p + oc] += acc;
1973}
1974
1975extern "C" __global__ void arrow_sae_sparse_g_matvec(
1976 const double* __restrict__ x,
1977 double* __restrict__ out,
1978 const int* __restrict__ row_off,
1979 const int* __restrict__ col_off,
1980 const int* __restrict__ rows,
1981 const int* __restrict__ cols,
1982 const int* __restrict__ data_ptr,
1983 const double* __restrict__ data,
1984 int p,
1985 int n_blocks
1986) {
1987 int block_id = blockIdx.y;
1988 int linear = blockIdx.x * blockDim.x + threadIdx.x;
1989 if (block_id >= n_blocks) {
1990 return;
1991 }
1992 int m_i = rows[block_id];
1993 int m_j = cols[block_id];
1994 int total = m_i * p;
1995 if (linear >= total) {
1996 return;
1997 }
1998 int li = linear / p;
1999 int oc = linear - li * p;
2000 int rbase = row_off[block_id];
2001 int cbase = col_off[block_id];
2002 int dbase = data_ptr[block_id];
2003 double acc = 0.0;
2004 for (int lj = 0; lj < m_j; ++lj) {
2005 acc += data[dbase + li * m_j + lj] * x[(cbase + lj) * p + oc];
2006 }
2007 out[(rbase + li) * p + oc] += acc;
2008}
2009
2010extern "C" __global__ void arrow_sae_gather_u(
2011 const double* __restrict__ x,
2012 const int* __restrict__ row_ptr,
2013 const int* __restrict__ beta_base,
2014 const double* __restrict__ phi,
2015 double* __restrict__ u,
2016 int p,
2017 int n_rows
2018) {
2019 int row = blockIdx.y;
2020 int oc = blockIdx.x * blockDim.x + threadIdx.x;
2021 if (row >= n_rows || oc >= p) {
2022 return;
2023 }
2024 double acc = 0.0;
2025 int start = row_ptr[row];
2026 int end = row_ptr[row + 1];
2027 for (int e = start; e < end; ++e) {
2028 acc += phi[e] * x[beta_base[e] + oc];
2029 }
2030 u[row * p + oc] = acc;
2031}
2032
2033extern "C" __global__ void arrow_sae_apply_l(
2034 const double* __restrict__ u,
2035 const int* __restrict__ jac_ptr,
2036 const double* __restrict__ jac,
2037 double* __restrict__ w,
2038 int p,
2039 int max_q,
2040 int n_rows
2041) {
2042 int row = blockIdx.y;
2043 int c = blockIdx.x * blockDim.x + threadIdx.x;
2044 if (row >= n_rows) {
2045 return;
2046 }
2047 int jstart = jac_ptr[row];
2048 int q = (jac_ptr[row + 1] - jstart) / p;
2049 if (c >= q) {
2050 return;
2051 }
2052 double acc = 0.0;
2053 for (int oc = 0; oc < p; ++oc) {
2054 acc += jac[jstart + c * p + oc] * u[row * p + oc];
2055 }
2056 w[row * max_q + c] = acc;
2057}
2058
2059extern "C" __global__ void arrow_sae_apply_ainv(
2060 const double* __restrict__ ainv,
2061 const double* __restrict__ w,
2062 double* __restrict__ v,
2063 int max_q,
2064 int n_rows
2065) {
2066 int row = blockIdx.y;
2067 int c = blockIdx.x * blockDim.x + threadIdx.x;
2068 if (row >= n_rows || c >= max_q) {
2069 return;
2070 }
2071 double acc = 0.0;
2072 int base = row * max_q * max_q;
2073 for (int j = 0; j < max_q; ++j) {
2074 acc += ainv[base + c * max_q + j] * w[row * max_q + j];
2075 }
2076 v[row * max_q + c] = acc;
2077}
2078
2079extern "C" __global__ void arrow_sae_scatter_sub(
2080 const double* __restrict__ v,
2081 const int* __restrict__ jac_ptr,
2082 const double* __restrict__ jac,
2083 const int* __restrict__ row_ptr,
2084 const int* __restrict__ beta_base,
2085 const double* __restrict__ phi,
2086 double* __restrict__ out,
2087 int p,
2088 int max_q,
2089 int n_rows
2090) {
2091 int row = blockIdx.y;
2092 int oc = blockIdx.x * blockDim.x + threadIdx.x;
2093 if (row >= n_rows || oc >= p) {
2094 return;
2095 }
2096 int jstart = jac_ptr[row];
2097 int q = (jac_ptr[row + 1] - jstart) / p;
2098 double lt_v = 0.0;
2099 for (int c = 0; c < q; ++c) {
2100 lt_v += jac[jstart + c * p + oc] * v[row * max_q + c];
2101 }
2102 int start = row_ptr[row];
2103 int end = row_ptr[row + 1];
2104 for (int e = start; e < end; ++e) {
2105 atomicAdd(&out[beta_base[e] + oc], -phi[e] * lt_v);
2106 }
2107}
2108
2109extern "C" __global__ void arrow_sae_diag_sub(
2110 double* __restrict__ diag,
2111 const double* __restrict__ ainv,
2112 const int* __restrict__ jac_ptr,
2113 const double* __restrict__ jac,
2114 const int* __restrict__ row_ptr,
2115 const int* __restrict__ beta_base,
2116 const double* __restrict__ phi,
2117 int p,
2118 int max_q,
2119 int n_rows
2120) {
2121 int row = blockIdx.y;
2122 int oc = blockIdx.x * blockDim.x + threadIdx.x;
2123 if (row >= n_rows || oc >= p) {
2124 return;
2125 }
2126 int jstart = jac_ptr[row];
2127 int q = (jac_ptr[row + 1] - jstart) / p;
2128 int abase = row * max_q * max_q;
2129 double quad = 0.0;
2130 for (int c = 0; c < q; ++c) {
2131 double lc = jac[jstart + c * p + oc];
2132 for (int d = 0; d < q; ++d) {
2133 quad += lc * ainv[abase + c * max_q + d] * jac[jstart + d * p + oc];
2134 }
2135 }
2136 int start = row_ptr[row];
2137 int end = row_ptr[row + 1];
2138 for (int e = start; e < end; ++e) {
2139 double pe = phi[e];
2140 atomicAdd(&diag[beta_base[e] + oc], -(pe * pe) * quad);
2141 }
2142}
2143
2144/* ── #1017/#1026 frames-engaged device kernels ─────────────────────────────
2145 * The factored β border is C-space (width Σ M_k·r_k). The penalty side is the
2146 * smooth `λ S_k ⊗ I_{r_k}` (per-block right-width r_k) plus the data-fit
2147 * `G_{ij} ⊗ W_{ij}` (W = U_iᵀU_j, dense r_i×r_j). The reduced-Schur term uses
2148 * the per-row DENSE cross-block H_tβ^(i) (q_i × border_dim, row-major). */
2149
2150extern "C" __global__ void arrow_sae_frame_smooth_matvec(
2151 const double* __restrict__ x,
2152 double* __restrict__ out,
2153 const int* __restrict__ block_offsets,
2154 const int* __restrict__ block_m,
2155 const int* __restrict__ block_r,
2156 const int* __restrict__ factor_ptr,
2157 const double* __restrict__ factors,
2158 int n_blocks
2159) {
2160 int block_id = blockIdx.y;
2161 int linear = blockIdx.x * blockDim.x + threadIdx.x;
2162 if (block_id >= n_blocks) {
2163 return;
2164 }
2165 int m = block_m[block_id];
2166 int r = block_r[block_id];
2167 int total = m * r;
2168 if (linear >= total) {
2169 return;
2170 }
2171 int li = linear / r;
2172 int ib = linear - li * r;
2173 int off = block_offsets[block_id];
2174 int fbase = factor_ptr[block_id];
2175 double acc = 0.0;
2176 for (int lj = 0; lj < m; ++lj) {
2177 double a = factors[fbase + li * m + lj];
2178 acc += a * x[off + lj * r + ib];
2179 }
2180 out[off + li * r + ib] += acc;
2181}
2182
2183extern "C" __global__ void arrow_sae_frame_g_matvec(
2184 const double* __restrict__ x,
2185 double* __restrict__ out,
2186 const int* __restrict__ off_i,
2187 const int* __restrict__ off_j,
2188 const int* __restrict__ r_i,
2189 const int* __restrict__ r_j,
2190 const int* __restrict__ m_i,
2191 const int* __restrict__ m_j,
2192 const int* __restrict__ g_ptr,
2193 const double* __restrict__ g_data,
2194 const int* __restrict__ w_ptr,
2195 const double* __restrict__ w_data,
2196 int n_blocks
2197) {
2198 int block_id = blockIdx.y;
2199 int linear = blockIdx.x * blockDim.x + threadIdx.x;
2200 if (block_id >= n_blocks) {
2201 return;
2202 }
2203 int ri = r_i[block_id];
2204 int rj = r_j[block_id];
2205 int mi = m_i[block_id];
2206 int mj = m_j[block_id];
2207 int total = mi * ri;
2208 if (linear >= total) {
2209 return;
2210 }
2211 int li = linear / ri; // basis row in atom i
2212 int a = linear - li * ri; // frame coord in atom i
2213 int oi = off_i[block_id];
2214 int oj = off_j[block_id];
2215 int gbase = g_ptr[block_id];
2216 int wbase = w_ptr[block_id];
2217 double acc = 0.0;
2218 for (int lj = 0; lj < mj; ++lj) {
2219 double g = g_data[gbase + li * mj + lj];
2220 if (g == 0.0) { continue; }
2221 int xj_base = oj + lj * rj;
2222 double inner = 0.0;
2223 for (int b = 0; b < rj; ++b) {
2224 inner += w_data[wbase + a * rj + b] * x[xj_base + b];
2225 }
2226 acc += g * inner;
2227 }
2228 out[oi + li * ri + a] += acc;
2229}
2230
2231/* Per-row reduced-Schur subtraction with a DENSE cross-block H_tβ^(i).
2232 * h_i = H_tβ^(i) · x (length q_i)
2233 * s_i = (H_tt^(i)+ρ_t I)⁻¹ h_i (apply cached ainv, length q_i)
2234 * out -= (H_tβ^(i))ᵀ · s_i (scatter into border_dim)
2235 * `htb` is row-major (q_i × k) flattened, `htb_ptr` gives each row's base and
2236 * (htb_ptr[row+1]-htb_ptr[row])/k == q_i. `q_of` carries q_i directly. */
2237extern "C" __global__ void arrow_sae_frame_apply_h(
2238 const double* __restrict__ x,
2239 const int* __restrict__ htb_ptr,
2240 const double* __restrict__ htb,
2241 const int* __restrict__ q_of,
2242 double* __restrict__ hvec,
2243 int k,
2244 int max_q,
2245 int n_rows
2246) {
2247 int row = blockIdx.y;
2248 int c = blockIdx.x * blockDim.x + threadIdx.x;
2249 if (row >= n_rows) { return; }
2250 int q = q_of[row];
2251 if (c >= q) { return; }
2252 int base = htb_ptr[row] + c * k;
2253 double acc = 0.0;
2254 for (int a = 0; a < k; ++a) {
2255 acc += htb[base + a] * x[a];
2256 }
2257 hvec[row * max_q + c] = acc;
2258}
2259
2260extern "C" __global__ void arrow_sae_frame_apply_ainv(
2261 const double* __restrict__ ainv,
2262 const double* __restrict__ hvec,
2263 const int* __restrict__ q_of,
2264 double* __restrict__ svec,
2265 int max_q,
2266 int n_rows
2267) {
2268 int row = blockIdx.y;
2269 int c = blockIdx.x * blockDim.x + threadIdx.x;
2270 if (row >= n_rows || c >= max_q) { return; }
2271 int q = q_of[row];
2272 double acc = 0.0;
2273 int abase = row * max_q * max_q;
2274 for (int j = 0; j < q; ++j) {
2275 acc += ainv[abase + c * max_q + j] * hvec[row * max_q + j];
2276 }
2277 svec[row * max_q + c] = acc;
2278}
2279
2280extern "C" __global__ void arrow_sae_frame_scatter_h(
2281 const double* __restrict__ svec,
2282 const int* __restrict__ htb_ptr,
2283 const double* __restrict__ htb,
2284 const int* __restrict__ q_of,
2285 double* __restrict__ out,
2286 int k,
2287 int max_q,
2288 int n_rows
2289) {
2290 int row = blockIdx.y;
2291 int a = blockIdx.x * blockDim.x + threadIdx.x;
2292 if (row >= n_rows || a >= k) { return; }
2293 int q = q_of[row];
2294 int hbase = htb_ptr[row];
2295 double acc = 0.0;
2296 for (int c = 0; c < q; ++c) {
2297 acc += htb[hbase + c * k + a] * svec[row * max_q + c];
2298 }
2299 atomicAdd(&out[a], -acc);
2300}
2301
2302/* Frame Jacobi diagonal subtraction: diag[a] -= Σ_c Σ_d H_tβ[c,a]·ainv[c,d]·H_tβ[d,a]. */
2303extern "C" __global__ void arrow_sae_frame_diag_sub(
2304 double* __restrict__ diag,
2305 const double* __restrict__ ainv,
2306 const int* __restrict__ htb_ptr,
2307 const double* __restrict__ htb,
2308 const int* __restrict__ q_of,
2309 int k,
2310 int max_q,
2311 int n_rows
2312) {
2313 int row = blockIdx.y;
2314 int a = blockIdx.x * blockDim.x + threadIdx.x;
2315 if (row >= n_rows || a >= k) { return; }
2316 int q = q_of[row];
2317 int hbase = htb_ptr[row];
2318 int abase = row * max_q * max_q;
2319 double quad = 0.0;
2320 for (int c = 0; c < q; ++c) {
2321 double hc = htb[hbase + c * k + a];
2322 for (int d = 0; d < q; ++d) {
2323 quad += hc * ainv[abase + c * max_q + d] * htb[hbase + d * k + a];
2324 }
2325 }
2326 atomicAdd(&diag[a], -quad);
2327}
2328"#;
2329
2330 fn pcg_vector_module(
2331 ctx: &Arc<CudaContext>,
2332 ) -> Result<&'static Arc<CudaModule>, ArrowSchurGpuFailure> {
2333 static CACHE: gam_gpu::device_cache::PtxModuleCache =
2334 gam_gpu::device_cache::PtxModuleCache::new();
2335 CACHE
2336 .get_or_compile(ctx, "arrow_pcg_vector", PCG_VECTOR_KERNEL_SOURCE)
2337 .map_err(|err| {
2338 log::warn!("[#1551] pcg_vector_module get_or_compile failed: {err}");
2344 ArrowSchurGpuFailure::Unavailable
2345 })
2346 }
2347
2348 fn pcg_launch_config(n: usize) -> Result<LaunchConfig, ArrowSchurGpuFailure> {
2349 let threads = 256u32;
2350 let blocks = ((n as u32).saturating_add(threads - 1) / threads).max(1);
2351 Ok(LaunchConfig {
2352 grid_dim: (blocks, 1, 1),
2353 block_dim: (threads, 1, 1),
2354 shared_mem_bytes: 0,
2355 })
2356 }
2357
2358 fn launch_jacobi_mul(
2359 stream: &Arc<CudaStream>,
2360 module: &Arc<CudaModule>,
2361 inv_diag: &CudaSlice<f64>,
2362 r: &CudaSlice<f64>,
2363 z: &mut CudaSlice<f64>,
2364 n: usize,
2365 ) -> Result<(), ArrowSchurGpuFailure> {
2366 let kernel = module
2367 .load_function("arrow_pcg_jacobi_mul")
2368 .map_err(|_| ArrowSchurGpuFailure::Unavailable)?;
2369 let n_i32 = to_i32(n).ok_or(ArrowSchurGpuFailure::Unavailable)?;
2370 let mut builder = stream.launch_builder(&kernel);
2371 builder.arg(inv_diag).arg(r).arg(z).arg(&n_i32);
2372 unsafe { builder.launch(pcg_launch_config(n)?) }
2375 .map(drop)
2376 .map_err(|_| ArrowSchurGpuFailure::Unavailable)
2377 }
2378
2379 fn launch_update_p(
2380 stream: &Arc<CudaStream>,
2381 module: &Arc<CudaModule>,
2382 z: &CudaSlice<f64>,
2383 beta: f64,
2384 p: &mut CudaSlice<f64>,
2385 n: usize,
2386 ) -> Result<(), ArrowSchurGpuFailure> {
2387 let kernel = module
2388 .load_function("arrow_pcg_update_p")
2389 .map_err(|_| ArrowSchurGpuFailure::Unavailable)?;
2390 let n_i32 = to_i32(n).ok_or(ArrowSchurGpuFailure::Unavailable)?;
2391 let mut builder = stream.launch_builder(&kernel);
2392 builder.arg(z).arg(&beta).arg(p).arg(&n_i32);
2393 unsafe { builder.launch(pcg_launch_config(n)?) }
2396 .map(drop)
2397 .map_err(|_| ArrowSchurGpuFailure::Unavailable)
2398 }
2399
2400 struct DeviceSaePcgBuffers {
2401 row_ptr: CudaSlice<i32>,
2402 beta_base: CudaSlice<i32>,
2403 phi: CudaSlice<f64>,
2404 jac_ptr: CudaSlice<i32>,
2405 jac: CudaSlice<f64>,
2406 smooth_offsets: CudaSlice<i32>,
2407 smooth_m: CudaSlice<i32>,
2408 smooth_ptr: CudaSlice<i32>,
2409 smooth_data: CudaSlice<f64>,
2410 g_row_off: CudaSlice<i32>,
2411 g_col_off: CudaSlice<i32>,
2412 g_rows: CudaSlice<i32>,
2413 g_cols: CudaSlice<i32>,
2414 g_ptr: CudaSlice<i32>,
2415 g_data: CudaSlice<f64>,
2416 ainv: CudaSlice<f64>,
2417 u: CudaSlice<f64>,
2418 w: CudaSlice<f64>,
2419 v: CudaSlice<f64>,
2420 n_rows: usize,
2421 p: usize,
2422 k: usize,
2423 max_q: usize,
2424 smooth_blocks: usize,
2425 g_blocks: usize,
2426 }
2427
2428 fn checked_i32(value: usize) -> Result<i32, ArrowSchurGpuFailure> {
2429 to_i32(value).ok_or(ArrowSchurGpuFailure::Unavailable)
2430 }
2431
2432 fn sae_penalty_diag_host(
2433 data: &DeviceSaePcgData,
2434 ridge_beta: f64,
2435 ) -> Result<Vec<f64>, ArrowSchurGpuFailure> {
2436 let mut diag = vec![ridge_beta; data.beta_dim];
2437 for block in &data.smooth_blocks {
2438 let (rows, cols) = block.factor_a.dim();
2439 if rows != cols {
2440 return Err(ArrowSchurGpuFailure::Unavailable);
2441 }
2442 for row in 0..rows {
2443 let coeff = block.factor_a[[row, row]];
2444 let base = block
2445 .global_offset
2446 .checked_add(
2447 row.checked_mul(data.p)
2448 .ok_or(ArrowSchurGpuFailure::Unavailable)?,
2449 )
2450 .ok_or(ArrowSchurGpuFailure::Unavailable)?;
2451 let end = base
2452 .checked_add(data.p)
2453 .ok_or(ArrowSchurGpuFailure::Unavailable)?;
2454 if end > diag.len() {
2455 return Err(ArrowSchurGpuFailure::Unavailable);
2456 }
2457 for channel in 0..data.p {
2458 diag[base + channel] += coeff;
2459 }
2460 }
2461 }
2462 for block in &data.sparse_g_blocks {
2463 if block.row_off != block.col_off {
2464 continue;
2465 }
2466 let (rows, cols) = block.data.dim();
2467 for row in 0..rows.min(cols) {
2468 let coeff = block.data[[row, row]];
2469 let beta_row = block
2470 .row_off
2471 .checked_add(row)
2472 .ok_or(ArrowSchurGpuFailure::Unavailable)?;
2473 let base = beta_row
2474 .checked_mul(data.p)
2475 .ok_or(ArrowSchurGpuFailure::Unavailable)?;
2476 let end = base
2477 .checked_add(data.p)
2478 .ok_or(ArrowSchurGpuFailure::Unavailable)?;
2479 if end > diag.len() {
2480 return Err(ArrowSchurGpuFailure::Unavailable);
2481 }
2482 for channel in 0..data.p {
2483 diag[base + channel] += coeff;
2484 }
2485 }
2486 }
2487 Ok(diag)
2488 }
2489
2490 fn flatten_device_sae_data(
2491 sys: &ArrowSchurSystem,
2492 data: &DeviceSaePcgData,
2493 ridge_t: f64,
2494 stream: &Arc<CudaStream>,
2495 ) -> Result<DeviceSaePcgBuffers, ArrowSchurGpuFailure> {
2496 let n_rows = sys.rows.len();
2497 let p = data.p;
2498 let k = data.beta_dim;
2499 if data.a_phi.len() != n_rows || data.local_jac.len() != n_rows {
2500 return Err(ArrowSchurGpuFailure::Unavailable);
2501 }
2502
2503 let mut row_ptr_host = Vec::with_capacity(n_rows + 1);
2504 let mut beta_base_host = Vec::<i32>::new();
2505 let mut phi_host = Vec::<f64>::new();
2506 row_ptr_host.push(0_i32);
2507 for row in data.a_phi.iter() {
2508 for &(base, phi) in row {
2509 beta_base_host.push(checked_i32(base)?);
2510 phi_host.push(phi);
2511 }
2512 row_ptr_host.push(checked_i32(beta_base_host.len())?);
2513 }
2514
2515 let mut jac_ptr_host = Vec::with_capacity(n_rows + 1);
2516 let mut jac_host = Vec::<f64>::new();
2517 let mut max_q = 0usize;
2518 jac_ptr_host.push(0_i32);
2519 for row_jac in data.local_jac.iter() {
2520 if row_jac.len() % p != 0 {
2521 return Err(ArrowSchurGpuFailure::Unavailable);
2522 }
2523 max_q = max_q.max(row_jac.len() / p);
2524 jac_host.extend_from_slice(row_jac);
2525 jac_ptr_host.push(checked_i32(jac_host.len())?);
2526 }
2527 if max_q == 0 {
2528 return Err(ArrowSchurGpuFailure::Unavailable);
2529 }
2530
2531 let mut smooth_offsets_host = Vec::with_capacity(data.smooth_blocks.len());
2532 let mut smooth_m_host = Vec::with_capacity(data.smooth_blocks.len());
2533 let mut smooth_ptr_host = Vec::with_capacity(data.smooth_blocks.len() + 1);
2534 let mut smooth_data_host = Vec::<f64>::new();
2535 smooth_ptr_host.push(0_i32);
2536 for block in &data.smooth_blocks {
2537 let (rows, cols) = block.factor_a.dim();
2538 if rows != cols {
2539 return Err(ArrowSchurGpuFailure::Unavailable);
2540 }
2541 smooth_offsets_host.push(checked_i32(block.global_offset)?);
2542 smooth_m_host.push(checked_i32(rows)?);
2543 for r in 0..rows {
2544 for c in 0..cols {
2545 smooth_data_host.push(block.factor_a[[r, c]]);
2546 }
2547 }
2548 smooth_ptr_host.push(checked_i32(smooth_data_host.len())?);
2549 }
2550
2551 let mut g_row_off_host = Vec::with_capacity(data.sparse_g_blocks.len());
2552 let mut g_col_off_host = Vec::with_capacity(data.sparse_g_blocks.len());
2553 let mut g_rows_host = Vec::with_capacity(data.sparse_g_blocks.len());
2554 let mut g_cols_host = Vec::with_capacity(data.sparse_g_blocks.len());
2555 let mut g_ptr_host = Vec::with_capacity(data.sparse_g_blocks.len() + 1);
2556 let mut g_data_host = Vec::<f64>::new();
2557 g_ptr_host.push(0_i32);
2558 for block in &data.sparse_g_blocks {
2559 let (rows, cols) = block.data.dim();
2560 g_row_off_host.push(checked_i32(block.row_off)?);
2561 g_col_off_host.push(checked_i32(block.col_off)?);
2562 g_rows_host.push(checked_i32(rows)?);
2563 g_cols_host.push(checked_i32(cols)?);
2564 for r in 0..rows {
2565 for c in 0..cols {
2566 g_data_host.push(block.data[[r, c]]);
2567 }
2568 }
2569 g_ptr_host.push(checked_i32(g_data_host.len())?);
2570 }
2571
2572 let mut ainv_host = vec![0.0_f64; n_rows * max_q * max_q];
2573 for (row_idx, row) in sys.rows.iter().enumerate() {
2574 let q = data.local_jac[row_idx].len() / p;
2575 if row.htt.dim() != (q, q) {
2576 return Err(ArrowSchurGpuFailure::SchurFactorFailed {
2577 reason: format!(
2578 "SAE device PCG row {row_idx}: H_tt shape {:?} != ({q}, {q})",
2579 row.htt.dim()
2580 ),
2581 });
2582 }
2583 let mut block = row.htt.clone();
2584 for d in 0..q {
2585 block[[d, d]] += ridge_t;
2586 }
2587 let factor = gam_linalg::triangular::cholesky_factor_in_place(
2588 block.view(),
2589 gam_linalg::triangular::CholeskyGuard::NonnegativePivot,
2590 )
2591 .ok_or_else(|| {
2592 let scale = row
2593 .htt
2594 .diag()
2595 .iter()
2596 .map(|v| v.abs())
2597 .fold(0.0_f64, f64::max)
2598 .max(1.0);
2599 ArrowSchurGpuFailure::RidgeBumpRequired {
2600 row: row_idx,
2601 bump: scale * f64::EPSILON.sqrt() * super::RIDGE_BUMP_EPS_MARGIN,
2602 }
2603 })?;
2604 for col in 0..q {
2605 let mut e = Array1::<f64>::zeros(q);
2606 e[col] = 1.0;
2607 let solved =
2608 gam_linalg::triangular::cholesky_solve_vector(factor.view(), e.view());
2609 for r in 0..q {
2610 ainv_host[row_idx * max_q * max_q + r * max_q + col] = solved[r];
2611 }
2612 }
2613 }
2614
2615 Ok(DeviceSaePcgBuffers {
2616 row_ptr: stream
2617 .clone_htod(&row_ptr_host)
2618 .map_err(|_| ArrowSchurGpuFailure::Unavailable)?,
2619 beta_base: stream
2620 .clone_htod(&beta_base_host)
2621 .map_err(|_| ArrowSchurGpuFailure::Unavailable)?,
2622 phi: stream
2623 .clone_htod(&phi_host)
2624 .map_err(|_| ArrowSchurGpuFailure::Unavailable)?,
2625 jac_ptr: stream
2626 .clone_htod(&jac_ptr_host)
2627 .map_err(|_| ArrowSchurGpuFailure::Unavailable)?,
2628 jac: stream
2629 .clone_htod(&jac_host)
2630 .map_err(|_| ArrowSchurGpuFailure::Unavailable)?,
2631 smooth_offsets: stream
2632 .clone_htod(&smooth_offsets_host)
2633 .map_err(|_| ArrowSchurGpuFailure::Unavailable)?,
2634 smooth_m: stream
2635 .clone_htod(&smooth_m_host)
2636 .map_err(|_| ArrowSchurGpuFailure::Unavailable)?,
2637 smooth_ptr: stream
2638 .clone_htod(&smooth_ptr_host)
2639 .map_err(|_| ArrowSchurGpuFailure::Unavailable)?,
2640 smooth_data: stream
2641 .clone_htod(&smooth_data_host)
2642 .map_err(|_| ArrowSchurGpuFailure::Unavailable)?,
2643 g_row_off: stream
2644 .clone_htod(&g_row_off_host)
2645 .map_err(|_| ArrowSchurGpuFailure::Unavailable)?,
2646 g_col_off: stream
2647 .clone_htod(&g_col_off_host)
2648 .map_err(|_| ArrowSchurGpuFailure::Unavailable)?,
2649 g_rows: stream
2650 .clone_htod(&g_rows_host)
2651 .map_err(|_| ArrowSchurGpuFailure::Unavailable)?,
2652 g_cols: stream
2653 .clone_htod(&g_cols_host)
2654 .map_err(|_| ArrowSchurGpuFailure::Unavailable)?,
2655 g_ptr: stream
2656 .clone_htod(&g_ptr_host)
2657 .map_err(|_| ArrowSchurGpuFailure::Unavailable)?,
2658 g_data: stream
2659 .clone_htod(&g_data_host)
2660 .map_err(|_| ArrowSchurGpuFailure::Unavailable)?,
2661 ainv: stream
2662 .clone_htod(&ainv_host)
2663 .map_err(|_| ArrowSchurGpuFailure::Unavailable)?,
2664 u: stream
2665 .alloc_zeros::<f64>(n_rows * p)
2666 .map_err(|_| ArrowSchurGpuFailure::Unavailable)?,
2667 w: stream
2668 .alloc_zeros::<f64>(n_rows * max_q)
2669 .map_err(|_| ArrowSchurGpuFailure::Unavailable)?,
2670 v: stream
2671 .alloc_zeros::<f64>(n_rows * max_q)
2672 .map_err(|_| ArrowSchurGpuFailure::Unavailable)?,
2673 n_rows,
2674 p,
2675 k,
2676 max_q,
2677 smooth_blocks: data.smooth_blocks.len(),
2678 g_blocks: data.sparse_g_blocks.len(),
2679 })
2680 }
2681
2682 fn launch_sae_init(
2683 stream: &Arc<CudaStream>,
2684 module: &Arc<CudaModule>,
2685 out: &mut CudaSlice<f64>,
2686 x: &CudaSlice<f64>,
2687 ridge: f64,
2688 n: usize,
2689 ) -> Result<(), ArrowSchurGpuFailure> {
2690 let kernel = module
2691 .load_function("arrow_sae_init")
2692 .map_err(|_| ArrowSchurGpuFailure::Unavailable)?;
2693 let n_i32 = checked_i32(n)?;
2694 let mut builder = stream.launch_builder(&kernel);
2695 builder.arg(out).arg(x).arg(&ridge).arg(&n_i32);
2696 unsafe { builder.launch(pcg_launch_config(n)?) }
2700 .map(drop)
2701 .map_err(|_| ArrowSchurGpuFailure::Unavailable)
2702 }
2703
2704 fn launch_sae_penalty_matvec(
2705 stream: &Arc<CudaStream>,
2706 module: &Arc<CudaModule>,
2707 buffers: &mut DeviceSaePcgBuffers,
2708 x: &CudaSlice<f64>,
2709 out: &mut CudaSlice<f64>,
2710 ridge_beta: f64,
2711 ) -> Result<(), ArrowSchurGpuFailure> {
2712 launch_sae_init(stream, module, out, x, ridge_beta, buffers.k)?;
2713 if buffers.smooth_blocks > 0 {
2714 let kernel = module
2715 .load_function("arrow_sae_smooth_matvec")
2716 .map_err(|_| ArrowSchurGpuFailure::Unavailable)?;
2717 let max_m = buffers.k;
2718 let p_i32 = checked_i32(buffers.p)?;
2719 let blocks_i32 = checked_i32(buffers.smooth_blocks)?;
2720 let cfg = LaunchConfig {
2721 grid_dim: (
2722 ((max_m as u32).saturating_add(255) / 256).max(1),
2723 checked_i32(buffers.smooth_blocks)? as u32,
2724 1,
2725 ),
2726 block_dim: (256, 1, 1),
2727 shared_mem_bytes: 0,
2728 };
2729 let mut builder = stream.launch_builder(&kernel);
2730 builder
2731 .arg(x)
2732 .arg(&mut *out)
2733 .arg(&buffers.smooth_offsets)
2734 .arg(&buffers.smooth_m)
2735 .arg(&buffers.smooth_ptr)
2736 .arg(&buffers.smooth_data)
2737 .arg(&p_i32)
2738 .arg(&blocks_i32);
2739 unsafe { builder.launch(cfg) }.map_err(|_| ArrowSchurGpuFailure::Unavailable)?;
2744 }
2745 if buffers.g_blocks > 0 {
2746 let kernel = module
2747 .load_function("arrow_sae_sparse_g_matvec")
2748 .map_err(|_| ArrowSchurGpuFailure::Unavailable)?;
2749 let max_work = buffers
2750 .k
2751 .checked_div(buffers.p)
2752 .unwrap_or(0)
2753 .saturating_mul(buffers.p);
2754 let p_i32 = checked_i32(buffers.p)?;
2755 let blocks_i32 = checked_i32(buffers.g_blocks)?;
2756 let cfg = LaunchConfig {
2757 grid_dim: (
2758 ((max_work as u32).saturating_add(255) / 256).max(1),
2759 checked_i32(buffers.g_blocks)? as u32,
2760 1,
2761 ),
2762 block_dim: (256, 1, 1),
2763 shared_mem_bytes: 0,
2764 };
2765 let mut builder = stream.launch_builder(&kernel);
2766 builder
2767 .arg(x)
2768 .arg(&mut *out)
2769 .arg(&buffers.g_row_off)
2770 .arg(&buffers.g_col_off)
2771 .arg(&buffers.g_rows)
2772 .arg(&buffers.g_cols)
2773 .arg(&buffers.g_ptr)
2774 .arg(&buffers.g_data)
2775 .arg(&p_i32)
2776 .arg(&blocks_i32);
2777 unsafe { builder.launch(cfg) }.map_err(|_| ArrowSchurGpuFailure::Unavailable)?;
2782 }
2783 Ok(())
2784 }
2785
2786 fn launch_sae_row_schur_sub(
2787 stream: &Arc<CudaStream>,
2788 module: &Arc<CudaModule>,
2789 buffers: &mut DeviceSaePcgBuffers,
2790 x: &CudaSlice<f64>,
2791 out: &mut CudaSlice<f64>,
2792 ) -> Result<(), ArrowSchurGpuFailure> {
2793 let p_i32 = checked_i32(buffers.p)?;
2794 let max_q_i32 = checked_i32(buffers.max_q)?;
2795 let n_rows_i32 = checked_i32(buffers.n_rows)?;
2796 let cfg_p_rows = LaunchConfig {
2797 grid_dim: (
2798 ((buffers.p as u32).saturating_add(255) / 256).max(1),
2799 checked_i32(buffers.n_rows)? as u32,
2800 1,
2801 ),
2802 block_dim: (256, 1, 1),
2803 shared_mem_bytes: 0,
2804 };
2805 let gather = module
2806 .load_function("arrow_sae_gather_u")
2807 .map_err(|_| ArrowSchurGpuFailure::Unavailable)?;
2808 {
2809 let mut builder = stream.launch_builder(&gather);
2810 builder
2811 .arg(x)
2812 .arg(&buffers.row_ptr)
2813 .arg(&buffers.beta_base)
2814 .arg(&buffers.phi)
2815 .arg(&mut buffers.u)
2816 .arg(&p_i32)
2817 .arg(&n_rows_i32);
2818 unsafe { builder.launch(cfg_p_rows) }.map_err(|_| ArrowSchurGpuFailure::Unavailable)?;
2822 }
2823
2824 let cfg_q_rows = LaunchConfig {
2825 grid_dim: (
2826 ((buffers.max_q as u32).saturating_add(255) / 256).max(1),
2827 checked_i32(buffers.n_rows)? as u32,
2828 1,
2829 ),
2830 block_dim: (256, 1, 1),
2831 shared_mem_bytes: 0,
2832 };
2833 let apply_l = module
2834 .load_function("arrow_sae_apply_l")
2835 .map_err(|_| ArrowSchurGpuFailure::Unavailable)?;
2836 {
2837 let mut builder = stream.launch_builder(&apply_l);
2838 builder
2839 .arg(&buffers.u)
2840 .arg(&buffers.jac_ptr)
2841 .arg(&buffers.jac)
2842 .arg(&mut buffers.w)
2843 .arg(&p_i32)
2844 .arg(&max_q_i32)
2845 .arg(&n_rows_i32);
2846 unsafe { builder.launch(cfg_q_rows) }.map_err(|_| ArrowSchurGpuFailure::Unavailable)?;
2850 }
2851
2852 let apply_ainv = module
2853 .load_function("arrow_sae_apply_ainv")
2854 .map_err(|_| ArrowSchurGpuFailure::Unavailable)?;
2855 {
2856 let mut builder = stream.launch_builder(&apply_ainv);
2857 builder
2858 .arg(&buffers.ainv)
2859 .arg(&buffers.w)
2860 .arg(&mut buffers.v)
2861 .arg(&max_q_i32)
2862 .arg(&n_rows_i32);
2863 unsafe { builder.launch(cfg_q_rows) }.map_err(|_| ArrowSchurGpuFailure::Unavailable)?;
2867 }
2868
2869 let scatter = module
2870 .load_function("arrow_sae_scatter_sub")
2871 .map_err(|_| ArrowSchurGpuFailure::Unavailable)?;
2872 {
2873 let mut builder = stream.launch_builder(&scatter);
2874 builder
2875 .arg(&buffers.v)
2876 .arg(&buffers.jac_ptr)
2877 .arg(&buffers.jac)
2878 .arg(&buffers.row_ptr)
2879 .arg(&buffers.beta_base)
2880 .arg(&buffers.phi)
2881 .arg(out)
2882 .arg(&p_i32)
2883 .arg(&max_q_i32)
2884 .arg(&n_rows_i32);
2885 unsafe { builder.launch(cfg_p_rows) }.map_err(|_| ArrowSchurGpuFailure::Unavailable)?;
2889 }
2890 Ok(())
2891 }
2892
2893 fn launch_sae_diag_sub(
2894 stream: &Arc<CudaStream>,
2895 module: &Arc<CudaModule>,
2896 buffers: &DeviceSaePcgBuffers,
2897 diag: &mut CudaSlice<f64>,
2898 ) -> Result<(), ArrowSchurGpuFailure> {
2899 let kernel = module
2900 .load_function("arrow_sae_diag_sub")
2901 .map_err(|_| ArrowSchurGpuFailure::Unavailable)?;
2902 let p_i32 = checked_i32(buffers.p)?;
2903 let max_q_i32 = checked_i32(buffers.max_q)?;
2904 let n_rows_i32 = checked_i32(buffers.n_rows)?;
2905 let cfg = LaunchConfig {
2906 grid_dim: (
2907 ((buffers.p as u32).saturating_add(255) / 256).max(1),
2908 checked_i32(buffers.n_rows)? as u32,
2909 1,
2910 ),
2911 block_dim: (256, 1, 1),
2912 shared_mem_bytes: 0,
2913 };
2914 let mut builder = stream.launch_builder(&kernel);
2915 builder
2916 .arg(diag)
2917 .arg(&buffers.ainv)
2918 .arg(&buffers.jac_ptr)
2919 .arg(&buffers.jac)
2920 .arg(&buffers.row_ptr)
2921 .arg(&buffers.beta_base)
2922 .arg(&buffers.phi)
2923 .arg(&p_i32)
2924 .arg(&max_q_i32)
2925 .arg(&n_rows_i32);
2926 unsafe { builder.launch(cfg) }
2930 .map(drop)
2931 .map_err(|_| ArrowSchurGpuFailure::Unavailable)
2932 }
2933
2934 fn launch_sae_matvec(
2935 stream: &Arc<CudaStream>,
2936 module: &Arc<CudaModule>,
2937 buffers: &mut DeviceSaePcgBuffers,
2938 x: &CudaSlice<f64>,
2939 out: &mut CudaSlice<f64>,
2940 ridge_beta: f64,
2941 ) -> Result<(), ArrowSchurGpuFailure> {
2942 launch_sae_penalty_matvec(stream, module, buffers, x, out, ridge_beta)?;
2943 launch_sae_row_schur_sub(stream, module, buffers, x, out)
2944 }
2945
2946 fn pack_fused_host(
2951 sys: &ArrowSchurSystem,
2952 ridge_t: f64,
2953 p_max: usize,
2954 r_template: usize,
2955 ) -> (Vec<f64>, Vec<f64>, Vec<f64>) {
2956 let n = sys.rows.len();
2957 let d = sys.d;
2958 let k = sys.k;
2959 let mut d_buf = vec![0.0_f64; n * p_max * p_max];
2960 let mut b_buf = vec![0.0_f64; n * p_max * r_template];
2961 let mut g_buf = vec![0.0_f64; n * p_max];
2962 for (i, row) in sys.rows.iter().enumerate() {
2963 for col in 0..d {
2965 let base = (i * p_max + col) * p_max;
2966 for r in 0..d {
2967 let mut value = row.htt[[r, col]];
2968 if r == col {
2969 value += ridge_t;
2970 }
2971 d_buf[base + r] = value;
2972 }
2973 }
2974 for col in 0..k {
2976 let base = (i * p_max + col) * p_max;
2977 for r in 0..d {
2978 b_buf[base + r] = row.htbeta[[r, col]];
2979 }
2980 }
2981 let g_base = i * p_max;
2983 for r in 0..d {
2984 g_buf[g_base + r] = row.gt[r];
2985 }
2986 }
2987 (d_buf, b_buf, g_buf)
2988 }
2989
2990 pub(super) struct ResidentArrowFrame {
3017 n: usize,
3018 d: usize,
3019 k: usize,
3020 stream: Arc<CudaStream>,
3021 blas: CudaBlas,
3022 l_dev: CudaSlice<f64>,
3025 y_dev: CudaSlice<f64>,
3028 schur_dev: CudaSlice<f64>,
3031 log_det_hessian: f64,
3034 }
3035
3036 impl ResidentArrowFrame {
3037 pub(super) fn new(
3041 sys: &ArrowSchurSystem,
3042 ridge_t: f64,
3043 ridge_beta: f64,
3044 ) -> Result<Self, ArrowSchurGpuFailure> {
3045 if ridge_t.is_nan() || ridge_beta.is_nan() {
3046 return Err(ArrowSchurGpuFailure::SchurFactorFailed {
3047 reason: "ridge is NaN".to_string(),
3048 });
3049 }
3050 let n = sys.rows.len();
3051 let d = sys.d;
3052 let k = sys.k;
3053 let runtime = route_through_gpu(DispatchOp::SmallDenseBatchedPotrf { p: d, batch: n })
3054 .ok_or(ArrowSchurGpuFailure::Unavailable)?;
3055 let stream = gam_gpu::device_runtime::cuda_context_for(runtime.device.ordinal)
3056 .and_then(|ctx| ctx.new_stream().ok())
3057 .ok_or(ArrowSchurGpuFailure::Unavailable)?;
3058 let solver =
3059 DnHandle::new(stream.clone()).map_err(|_| ArrowSchurGpuFailure::Unavailable)?;
3060 let blas =
3061 CudaBlas::new(stream.clone()).map_err(|_| ArrowSchurGpuFailure::Unavailable)?;
3062
3063 let (d_host, b_host, _g_host) = pack_host(sys, ridge_t);
3065 let mut l_dev = stream
3066 .clone_htod(&d_host)
3067 .map_err(|_| ArrowSchurGpuFailure::Unavailable)?;
3068 let mut y_dev = stream
3069 .clone_htod(&b_host)
3070 .map_err(|_| ArrowSchurGpuFailure::Unavailable)?;
3071
3072 let info_host = potrf_batched(&solver, &stream, d, n, &mut l_dev)?;
3074 if let Some(idx) = info_host.iter().position(|info| *info != 0) {
3075 let pivot = info_host[idx];
3076 let scale = sys.rows[idx]
3077 .htt
3078 .diag()
3079 .iter()
3080 .map(|v| v.abs())
3081 .fold(0.0_f64, f64::max)
3082 .max(1.0);
3083 return Err(ArrowSchurGpuFailure::RidgeBumpRequired {
3084 row: idx,
3085 bump: scale * (pivot.abs() as f64).max(1.0) * f64::EPSILON.sqrt() * 1024.0,
3086 });
3087 }
3088
3089 trsm_batched_lower_inplace(&blas, &stream, d, n, k, &l_dev, &mut y_dev)?;
3091
3092 let schur_init: Vec<f64> = {
3097 let mut tmp = Vec::with_capacity(k * k);
3098 for col in 0..k {
3099 for row in 0..k {
3100 let mut v = sys.hbb[[row, col]];
3101 if row == col {
3102 v += ridge_beta;
3103 }
3104 tmp.push(v);
3105 }
3106 }
3107 tmp
3108 };
3109 let mut schur_dev = stream
3110 .clone_htod(&schur_init)
3111 .map_err(|_| ArrowSchurGpuFailure::Unavailable)?;
3112 let zero_u = stream
3115 .clone_htod(&vec![0.0_f64; n * d])
3116 .map_err(|_| ArrowSchurGpuFailure::Unavailable)?;
3117 let mut throwaway_rhs = stream
3118 .clone_htod(&vec![0.0_f64; k])
3119 .map_err(|_| ArrowSchurGpuFailure::Unavailable)?;
3120 accumulate_schur(
3121 &blas,
3122 d,
3123 k,
3124 n,
3125 &y_dev,
3126 &zero_u,
3127 &mut schur_dev,
3128 &mut throwaway_rhs,
3129 )?;
3130 let info = potrf_single(&solver, &stream, k, &mut schur_dev)?;
3131 if info != 0 {
3132 return Err(ArrowSchurGpuFailure::SchurFactorFailed {
3133 reason: format!("Schur Cholesky failed at pivot {info}"),
3134 });
3135 }
3136
3137 let l_local_host = stream
3139 .clone_dtoh(&l_dev)
3140 .map_err(|_| ArrowSchurGpuFailure::Unavailable)?;
3141 let l_schur_host = stream
3142 .clone_dtoh(&schur_dev)
3143 .map_err(|_| ArrowSchurGpuFailure::Unavailable)?;
3144 let mut log_det = 0.0_f64;
3145 for i in 0..n {
3146 let base = i * d * d;
3147 for j in 0..d {
3148 log_det += l_local_host[base + j * d + j].ln();
3149 }
3150 }
3151 for j in 0..k {
3152 log_det += l_schur_host[j * k + j].ln();
3153 }
3154 log_det *= 2.0;
3155
3156 Ok(Self {
3157 n,
3158 d,
3159 k,
3160 stream,
3161 blas,
3162 l_dev,
3163 y_dev,
3164 schur_dev,
3165 log_det_hessian: log_det,
3166 })
3167 }
3168
3169 #[inline]
3170 pub(super) fn log_det_hessian(&self) -> f64 {
3171 self.log_det_hessian
3172 }
3173
3174 pub(super) fn solve_gradient(
3178 &self,
3179 g_t: &[f64],
3180 g_beta: &[f64],
3181 ) -> Result<ArrowSchurGpuSolution, ArrowSchurGpuFailure> {
3182 let n = self.n;
3183 let d = self.d;
3184 let k = self.k;
3185 if g_t.len() != n * d || g_beta.len() != k {
3186 return Err(ArrowSchurGpuFailure::SchurFactorFailed {
3187 reason: format!(
3188 "resident gradient shape mismatch: g_t={} (want {}), g_beta={} (want {})",
3189 g_t.len(),
3190 n * d,
3191 g_beta.len(),
3192 k
3193 ),
3194 });
3195 }
3196 let mut u_dev = self
3198 .stream
3199 .clone_htod(&g_t.to_vec())
3200 .map_err(|_| ArrowSchurGpuFailure::Unavailable)?;
3201 trsm_batched_lower_inplace(&self.blas, &self.stream, d, n, 1, &self.l_dev, &mut u_dev)?;
3202
3203 let rhs_init: Vec<f64> = g_beta.iter().map(|v| -v).collect();
3206 let mut rhs_dev = self
3207 .stream
3208 .clone_htod(&rhs_init)
3209 .map_err(|_| ArrowSchurGpuFailure::Unavailable)?;
3210 accumulate_schur_rhs_only(&self.blas, d, k, n, &self.y_dev, &u_dev, &mut rhs_dev)?;
3211
3212 trsm_single(
3214 &self.blas,
3215 &self.stream,
3216 k,
3217 &self.schur_dev,
3218 &mut rhs_dev,
3219 false,
3220 false,
3221 )?;
3222 trsm_single(
3223 &self.blas,
3224 &self.stream,
3225 k,
3226 &self.schur_dev,
3227 &mut rhs_dev,
3228 false,
3229 true,
3230 )?;
3231 let delta_beta_host = self
3232 .stream
3233 .clone_dtoh(&rhs_dev)
3234 .map_err(|_| ArrowSchurGpuFailure::Unavailable)?;
3235 let delta_beta = Array1::from_vec(delta_beta_host);
3236
3237 accumulate_back_sub_rhs(&self.blas, d, k, n, &self.y_dev, &rhs_dev, &mut u_dev)?;
3239 trsm_batched_lower_inplace_transposed(
3240 &self.blas,
3241 &self.stream,
3242 d,
3243 n,
3244 1,
3245 &self.l_dev,
3246 &mut u_dev,
3247 )?;
3248 let x_host = self
3249 .stream
3250 .clone_dtoh(&u_dev)
3251 .map_err(|_| ArrowSchurGpuFailure::Unavailable)?;
3252 let mut delta_t = Array1::<f64>::zeros(n * d);
3253 for (i, v) in x_host.iter().enumerate() {
3254 delta_t[i] = -*v;
3255 }
3256
3257 Ok(ArrowSchurGpuSolution {
3258 delta_t,
3259 delta_beta,
3260 log_det_hessian: self.log_det_hessian,
3261 })
3262 }
3263 }
3264
3265 pub(super) fn solve_fused(
3266 sys: &ArrowSchurSystem,
3267 ridge_t: f64,
3268 ridge_beta: f64,
3269 ) -> Result<ArrowSchurGpuSolution, ArrowSchurGpuFailure> {
3270 let n = sys.rows.len();
3271 let d = sys.d;
3272 let k = sys.k;
3273 let plan = crate::gpu_kernels::arrow_schur_nvrtc::plan_fused_launch(n, d, k)
3274 .ok_or(ArrowSchurGpuFailure::Unavailable)?;
3275 let p_max = plan.p_max;
3276 let r_template = plan.r_template;
3277
3278 let runtime = gam_gpu::linalg_dispatch::route_through_gpu(
3279 gam_gpu::linalg_dispatch::DispatchOp::SmallDenseBatchedPotrf { p: d, batch: n },
3280 )
3281 .ok_or(ArrowSchurGpuFailure::Unavailable)?;
3282 let ctx = gam_gpu::device_runtime::cuda_context_for(runtime.device.ordinal)
3283 .ok_or(ArrowSchurGpuFailure::Unavailable)?;
3284 let stream = ctx
3285 .new_stream()
3286 .map_err(|_| ArrowSchurGpuFailure::Unavailable)?;
3287 let cap = &runtime.device.capability;
3288 let key = crate::gpu_kernels::arrow_schur_nvrtc::FusedModuleCacheKey {
3289 cc_major: cap.compute_major,
3290 cc_minor: cap.compute_minor,
3291 p_max: p_max as u32,
3292 r_template: r_template as u32,
3293 };
3294 let module = fused_module_for(&ctx, key)?;
3295 let forward = module
3296 .load_function("arrow_schur_forward_pgroup")
3297 .map_err(|_| ArrowSchurGpuFailure::Unavailable)?;
3298 let back_sub = module
3299 .load_function("arrow_schur_back_sub_pgroup")
3300 .map_err(|_| ArrowSchurGpuFailure::Unavailable)?;
3301
3302 let (d_host, b_host, g_host) = pack_fused_host(sys, ridge_t, p_max, r_template);
3304 let d_dev = stream
3305 .clone_htod(&d_host)
3306 .map_err(|_| ArrowSchurGpuFailure::Unavailable)?;
3307 let b_dev = stream
3308 .clone_htod(&b_host)
3309 .map_err(|_| ArrowSchurGpuFailure::Unavailable)?;
3310 let g_dev = stream
3311 .clone_htod(&g_host)
3312 .map_err(|_| ArrowSchurGpuFailure::Unavailable)?;
3313 let mut l_out = stream
3314 .alloc_zeros::<f64>(n * p_max * p_max)
3315 .map_err(|_| ArrowSchurGpuFailure::Unavailable)?;
3316 let mut u_out = stream
3317 .alloc_zeros::<f64>(n * p_max)
3318 .map_err(|_| ArrowSchurGpuFailure::Unavailable)?;
3319 let mut y_out = stream
3320 .alloc_zeros::<f64>(n * p_max * r_template)
3321 .map_err(|_| ArrowSchurGpuFailure::Unavailable)?;
3322 let mut partial_s = stream
3323 .alloc_zeros::<f64>(plan.partial_s_doubles)
3324 .map_err(|_| ArrowSchurGpuFailure::Unavailable)?;
3325 let mut partial_r = stream
3326 .alloc_zeros::<f64>(plan.partial_r_doubles)
3327 .map_err(|_| ArrowSchurGpuFailure::Unavailable)?;
3328 let mut status_dev = stream
3329 .alloc_zeros::<i32>(n)
3330 .map_err(|_| ArrowSchurGpuFailure::Unavailable)?;
3331
3332 let cfg = LaunchConfig {
3334 grid_dim: (plan.blocks, 1, 1),
3335 block_dim: (plan.threads_per_block, 1, 1),
3336 shared_mem_bytes: 0,
3337 };
3338 let n_i32 = to_i32(n).ok_or(ArrowSchurGpuFailure::Unavailable)?;
3339 let p_i32 = to_i32(d).ok_or(ArrowSchurGpuFailure::Unavailable)?;
3340 let r_i32 = to_i32(k).ok_or(ArrowSchurGpuFailure::Unavailable)?;
3341 let ridge_arg = ridge_t;
3342 {
3343 let mut builder = stream.launch_builder(&forward);
3344 builder
3345 .arg(&d_dev)
3346 .arg(&b_dev)
3347 .arg(&g_dev)
3348 .arg(&n_i32)
3349 .arg(&p_i32)
3350 .arg(&r_i32)
3351 .arg(&ridge_arg)
3352 .arg(&mut l_out)
3353 .arg(&mut u_out)
3354 .arg(&mut y_out)
3355 .arg(&mut partial_s)
3356 .arg(&mut partial_r)
3357 .arg(&mut status_dev);
3358 unsafe { builder.launch(cfg) }.map_err(|_| ArrowSchurGpuFailure::Unavailable)?;
3362 }
3363 stream
3364 .synchronize()
3365 .map_err(|_| ArrowSchurGpuFailure::Unavailable)?;
3366
3367 let status_host = stream
3369 .clone_dtoh(&status_dev)
3370 .map_err(|_| ArrowSchurGpuFailure::Unavailable)?;
3371 if let Some(row) = status_host.iter().position(|s| *s != 0) {
3372 let pivot = status_host[row];
3373 let scale = sys.rows[row]
3374 .htt
3375 .diag()
3376 .iter()
3377 .map(|v| v.abs())
3378 .fold(0.0_f64, f64::max)
3379 .max(1.0);
3380 return Err(ArrowSchurGpuFailure::RidgeBumpRequired {
3381 row,
3382 bump: scale * (pivot.abs() as f64).max(1.0) * f64::EPSILON.sqrt() * 1024.0,
3383 });
3384 }
3385
3386 let partial_s_host = stream
3388 .clone_dtoh(&partial_s)
3389 .map_err(|_| ArrowSchurGpuFailure::Unavailable)?;
3390 let partial_r_host = stream
3391 .clone_dtoh(&partial_r)
3392 .map_err(|_| ArrowSchurGpuFailure::Unavailable)?;
3393 let mut schur_host = vec![0.0_f64; k * k];
3394 for col in 0..k {
3395 for row in 0..k {
3396 let mut v = sys.hbb[[row, col]];
3397 if row == col {
3398 v += ridge_beta;
3399 }
3400 schur_host[col * k + row] = v;
3401 }
3402 }
3403 let mut rhs_host: Vec<f64> = sys.gb.iter().map(|v| -v).collect();
3404 for i in 0..n {
3405 let s_base = i * r_template * r_template;
3408 for col in 0..k {
3409 let col_base = s_base + col * r_template;
3410 let dst_col_base = col * k;
3411 for row in 0..k {
3412 schur_host[dst_col_base + row] -= partial_s_host[col_base + row];
3413 }
3414 }
3415 let r_base = i * r_template;
3416 for a in 0..k {
3417 rhs_host[a] += partial_r_host[r_base + a];
3418 }
3419 }
3420
3421 let mut schur_dev = stream
3423 .clone_htod(&schur_host)
3424 .map_err(|_| ArrowSchurGpuFailure::Unavailable)?;
3425 let mut rhs_dev = stream
3426 .clone_htod(&rhs_host)
3427 .map_err(|_| ArrowSchurGpuFailure::Unavailable)?;
3428 let solver =
3429 DnHandle::new(stream.clone()).map_err(|_| ArrowSchurGpuFailure::Unavailable)?;
3430 let blas = CudaBlas::new(stream.clone()).map_err(|_| ArrowSchurGpuFailure::Unavailable)?;
3431 let info = potrf_single(&solver, &stream, k, &mut schur_dev)?;
3432 if info != 0 {
3433 return Err(ArrowSchurGpuFailure::SchurFactorFailed {
3434 reason: format!("fused Schur Cholesky failed at pivot {info}"),
3435 });
3436 }
3437 trsm_single(&blas, &stream, k, &schur_dev, &mut rhs_dev, false, false)?;
3438 trsm_single(&blas, &stream, k, &schur_dev, &mut rhs_dev, false, true)?;
3439 let delta_beta_host = stream
3440 .clone_dtoh(&rhs_dev)
3441 .map_err(|_| ArrowSchurGpuFailure::Unavailable)?;
3442 let delta_beta = Array1::from_vec(delta_beta_host.clone());
3443
3444 let mut delta_t_dev = stream
3446 .alloc_zeros::<f64>(n * p_max)
3447 .map_err(|_| ArrowSchurGpuFailure::Unavailable)?;
3448 let back_cfg = LaunchConfig {
3449 grid_dim: (plan.blocks, 1, 1),
3450 block_dim: (plan.threads_per_block, 1, 1),
3451 shared_mem_bytes: 0,
3452 };
3453 {
3454 let mut builder = stream.launch_builder(&back_sub);
3455 builder
3456 .arg(&l_out)
3457 .arg(&u_out)
3458 .arg(&y_out)
3459 .arg(&rhs_dev)
3460 .arg(&n_i32)
3461 .arg(&p_i32)
3462 .arg(&r_i32)
3463 .arg(&mut delta_t_dev);
3464 unsafe { builder.launch(back_cfg) }.map_err(|_| ArrowSchurGpuFailure::Unavailable)?;
3468 }
3469 stream
3470 .synchronize()
3471 .map_err(|_| ArrowSchurGpuFailure::Unavailable)?;
3472
3473 let delta_t_host = stream
3474 .clone_dtoh(&delta_t_dev)
3475 .map_err(|_| ArrowSchurGpuFailure::Unavailable)?;
3476 let mut delta_t = Array1::<f64>::zeros(n * d);
3477 for i in 0..n {
3478 let src_base = i * p_max;
3479 let dst_base = i * d;
3480 for r in 0..d {
3481 delta_t[dst_base + r] = delta_t_host[src_base + r];
3482 }
3483 }
3484
3485 let l_local_host = stream
3487 .clone_dtoh(&l_out)
3488 .map_err(|_| ArrowSchurGpuFailure::Unavailable)?;
3489 let l_schur_host = stream
3490 .clone_dtoh(&schur_dev)
3491 .map_err(|_| ArrowSchurGpuFailure::Unavailable)?;
3492 let mut log_det = 0.0_f64;
3493 for i in 0..n {
3494 let base = i * p_max * p_max;
3495 for j in 0..d {
3496 log_det += l_local_host[base + j * p_max + j].ln();
3497 }
3498 }
3499 for j in 0..k {
3500 log_det += l_schur_host[j * k + j].ln();
3501 }
3502 log_det *= 2.0;
3503
3504 Ok(ArrowSchurGpuSolution {
3505 delta_t,
3506 delta_beta,
3507 log_det_hessian: log_det,
3508 })
3509 }
3510
3511 pub(super) fn build_schur_matvec_backend(
3521 sys: &ArrowSchurSystem,
3522 ridge_t: f64,
3523 ridge_beta: f64,
3524 ) -> Result<crate::arrow_schur::GpuSchurMatvec, super::ArrowSchurGpuFailure> {
3525 let n = sys.rows.len();
3526 let d = sys.d;
3527 let k = sys.k;
3528 let plan = crate::gpu_kernels::arrow_schur_nvrtc::plan_fused_launch(n, d, k)
3529 .ok_or(super::ArrowSchurGpuFailure::Unavailable)?;
3530 let p_max = plan.p_max;
3531 let r_template = plan.r_template;
3532
3533 let runtime = gam_gpu::linalg_dispatch::route_through_gpu(
3534 gam_gpu::linalg_dispatch::DispatchOp::SmallDenseBatchedPotrf { p: d, batch: n },
3535 )
3536 .ok_or(super::ArrowSchurGpuFailure::Unavailable)?;
3537 let ctx = gam_gpu::device_runtime::cuda_context_for(runtime.device.ordinal)
3538 .ok_or(super::ArrowSchurGpuFailure::Unavailable)?;
3539 let stream = ctx
3540 .new_stream()
3541 .map_err(|_| super::ArrowSchurGpuFailure::Unavailable)?;
3542 let cap = &runtime.device.capability;
3543 let key = crate::gpu_kernels::arrow_schur_nvrtc::FusedModuleCacheKey {
3544 cc_major: cap.compute_major,
3545 cc_minor: cap.compute_minor,
3546 p_max: p_max as u32,
3547 r_template: r_template as u32,
3548 };
3549 let module = fused_module_for(&ctx, key)?;
3550 let forward = module
3551 .load_function("arrow_schur_forward_pgroup")
3552 .map_err(|_| super::ArrowSchurGpuFailure::Unavailable)?;
3553
3554 let (d_host, b_host, g_host) = pack_fused_host(sys, ridge_t, p_max, r_template);
3555 let d_dev = stream
3556 .clone_htod(&d_host)
3557 .map_err(|_| super::ArrowSchurGpuFailure::Unavailable)?;
3558 let b_dev = stream
3559 .clone_htod(&b_host)
3560 .map_err(|_| super::ArrowSchurGpuFailure::Unavailable)?;
3561 let g_dev = stream
3562 .clone_htod(&g_host)
3563 .map_err(|_| super::ArrowSchurGpuFailure::Unavailable)?;
3564 let mut l_out = stream
3565 .alloc_zeros::<f64>(n * p_max * p_max)
3566 .map_err(|_| super::ArrowSchurGpuFailure::Unavailable)?;
3567 let mut u_out = stream
3568 .alloc_zeros::<f64>(n * p_max)
3569 .map_err(|_| super::ArrowSchurGpuFailure::Unavailable)?;
3570 let mut y_out = stream
3571 .alloc_zeros::<f64>(n * p_max * r_template)
3572 .map_err(|_| super::ArrowSchurGpuFailure::Unavailable)?;
3573 let mut partial_s = stream
3574 .alloc_zeros::<f64>(plan.partial_s_doubles)
3575 .map_err(|_| super::ArrowSchurGpuFailure::Unavailable)?;
3576 let mut partial_r = stream
3577 .alloc_zeros::<f64>(plan.partial_r_doubles)
3578 .map_err(|_| super::ArrowSchurGpuFailure::Unavailable)?;
3579 let mut status_dev = stream
3580 .alloc_zeros::<i32>(n)
3581 .map_err(|_| super::ArrowSchurGpuFailure::Unavailable)?;
3582
3583 let cfg = LaunchConfig {
3584 grid_dim: (plan.blocks, 1, 1),
3585 block_dim: (plan.threads_per_block, 1, 1),
3586 shared_mem_bytes: 0,
3587 };
3588 let n_i32 = to_i32(n).ok_or(super::ArrowSchurGpuFailure::Unavailable)?;
3589 let p_i32 = to_i32(d).ok_or(super::ArrowSchurGpuFailure::Unavailable)?;
3590 let r_i32 = to_i32(k).ok_or(super::ArrowSchurGpuFailure::Unavailable)?;
3591 let ridge_arg = ridge_t;
3592 {
3593 let mut builder = stream.launch_builder(&forward);
3594 builder
3595 .arg(&d_dev)
3596 .arg(&b_dev)
3597 .arg(&g_dev)
3598 .arg(&n_i32)
3599 .arg(&p_i32)
3600 .arg(&r_i32)
3601 .arg(&ridge_arg)
3602 .arg(&mut l_out)
3603 .arg(&mut u_out)
3604 .arg(&mut y_out)
3605 .arg(&mut partial_s)
3606 .arg(&mut partial_r)
3607 .arg(&mut status_dev);
3608 unsafe { builder.launch(cfg) }.map_err(|_| super::ArrowSchurGpuFailure::Unavailable)?;
3611 }
3612 stream
3613 .synchronize()
3614 .map_err(|_| super::ArrowSchurGpuFailure::Unavailable)?;
3615
3616 let status_host = stream
3617 .clone_dtoh(&status_dev)
3618 .map_err(|_| super::ArrowSchurGpuFailure::Unavailable)?;
3619 if let Some(row) = status_host.iter().position(|s| *s != 0) {
3620 let pivot = status_host[row];
3621 let scale = sys.rows[row]
3622 .htt
3623 .diag()
3624 .iter()
3625 .map(|v| v.abs())
3626 .fold(0.0_f64, f64::max)
3627 .max(1.0);
3628 return Err(super::ArrowSchurGpuFailure::RidgeBumpRequired {
3629 row,
3630 bump: scale * (pivot.abs() as f64).max(1.0) * f64::EPSILON.sqrt() * 1024.0,
3631 });
3632 }
3633
3634 let y_host = stream
3636 .clone_dtoh(&y_out)
3637 .map_err(|_| super::ArrowSchurGpuFailure::Unavailable)?;
3638
3639 let hbb_host: Vec<f64> = sys.hbb.iter().copied().collect();
3642 let hbb_is_kk = sys.hbb.dim() == (k, k);
3643 let hbb_matvec_opt = sys.hbb_matvec.clone();
3644
3645 let closure: crate::arrow_schur::GpuSchurMatvec =
3646 Arc::new(move |x: &Array1<f64>, out: &mut Array1<f64>| {
3647 assert_eq!(x.len(), k, "gpu_schur_matvec: x.len() != k");
3648 assert_eq!(out.len(), k, "gpu_schur_matvec: out.len() != k");
3649
3650 if let Some(ref mv) = hbb_matvec_opt {
3652 mv(x.view(), out);
3653 for a in 0..k {
3654 out[a] += ridge_beta * x[a];
3655 }
3656 } else if hbb_is_kk {
3657 for a in 0..k {
3659 let mut acc = ridge_beta * x[a];
3660 for b in 0..k {
3661 acc += hbb_host[a * k + b] * x[b];
3662 }
3663 out[a] = acc;
3664 }
3665 } else {
3666 for a in 0..k {
3667 out[a] = ridge_beta * x[a];
3668 }
3669 }
3670
3671 let mut z = vec![0.0_f64; d];
3674 for i in 0..n {
3675 let y_base = i * p_max * r_template;
3676 for r in 0..d {
3677 let mut acc = 0.0;
3678 for c in 0..k {
3679 acc += y_host[y_base + c * p_max + r] * x[c];
3680 }
3681 z[r] = acc;
3682 }
3683 for c in 0..k {
3684 let mut acc = 0.0;
3685 for r in 0..d {
3686 acc += y_host[y_base + c * p_max + r] * z[r];
3687 }
3688 out[c] -= acc;
3689 }
3690 }
3691 });
3692
3693 Ok(closure)
3694 }
3695
3696 struct DeviceSaeFrameBuffers {
3699 s_off: CudaSlice<i32>,
3701 s_m: CudaSlice<i32>,
3702 s_r: CudaSlice<i32>,
3703 s_ptr: CudaSlice<i32>,
3704 s_data: CudaSlice<f64>,
3705 s_blocks: usize,
3706 g_off_i: CudaSlice<i32>,
3708 g_off_j: CudaSlice<i32>,
3709 g_ri: CudaSlice<i32>,
3710 g_rj: CudaSlice<i32>,
3711 g_mi: CudaSlice<i32>,
3712 g_mj: CudaSlice<i32>,
3713 g_ptr: CudaSlice<i32>,
3714 g_data: CudaSlice<f64>,
3715 w_ptr: CudaSlice<i32>,
3716 w_data: CudaSlice<f64>,
3717 g_blocks: usize,
3718 g_max_work: usize,
3719 htb_ptr: CudaSlice<i32>,
3721 htb: CudaSlice<f64>,
3722 q_of: CudaSlice<i32>,
3723 ainv: CudaSlice<f64>,
3724 hvec: CudaSlice<f64>,
3725 svec: CudaSlice<f64>,
3726 n_rows: usize,
3727 k: usize,
3728 max_q: usize,
3729 }
3730
3731 fn flatten_device_sae_frame_data(
3732 sys: &ArrowSchurSystem,
3733 data: &DeviceSaePcgData,
3734 frame: &DeviceSaeFrameData,
3735 ridge_t: f64,
3736 stream: &Arc<CudaStream>,
3737 ) -> Result<DeviceSaeFrameBuffers, ArrowSchurGpuFailure> {
3738 let n_rows = sys.rows.len();
3739 let k = data.beta_dim;
3740 if frame.row_htbeta.len() != n_rows
3741 || frame.ranks.len() != frame.basis_sizes.len()
3742 || frame.border_offsets.len() != frame.ranks.len()
3743 || data.smooth_blocks.len() != frame.smooth_ranks.len()
3744 {
3745 return Err(ArrowSchurGpuFailure::Unavailable);
3746 }
3747
3748 let mut s_off = Vec::new();
3750 let mut s_m = Vec::new();
3751 let mut s_r = Vec::new();
3752 let mut s_ptr = vec![0_i32];
3753 let mut s_data = Vec::<f64>::new();
3754 for (blk, &r) in data.smooth_blocks.iter().zip(frame.smooth_ranks.iter()) {
3755 let (m, mc) = blk.factor_a.dim();
3756 if m != mc {
3757 return Err(ArrowSchurGpuFailure::Unavailable);
3758 }
3759 s_off.push(checked_i32(blk.global_offset)?);
3760 s_m.push(checked_i32(m)?);
3761 s_r.push(checked_i32(r)?);
3762 for ri in 0..m {
3763 for ci in 0..m {
3764 s_data.push(blk.factor_a[[ri, ci]]);
3765 }
3766 }
3767 s_ptr.push(checked_i32(s_data.len())?);
3768 }
3769
3770 let mut g_off_i = Vec::new();
3772 let mut g_off_j = Vec::new();
3773 let mut g_ri = Vec::new();
3774 let mut g_rj = Vec::new();
3775 let mut g_mi = Vec::new();
3776 let mut g_mj = Vec::new();
3777 let mut g_ptr = vec![0_i32];
3778 let mut g_data = Vec::<f64>::new();
3779 let mut w_ptr = vec![0_i32];
3780 let mut w_data = Vec::<f64>::new();
3781 let mut g_max_work = 0usize;
3782 for blk in &frame.frame_blocks {
3783 let ri = frame.ranks[blk.atom_i];
3784 let rj = frame.ranks[blk.atom_j];
3785 let (mi, mj) = blk.g.dim();
3786 if blk.w.dim() != (ri, rj) {
3787 return Err(ArrowSchurGpuFailure::Unavailable);
3788 }
3789 g_off_i.push(checked_i32(frame.border_offsets[blk.atom_i])?);
3790 g_off_j.push(checked_i32(frame.border_offsets[blk.atom_j])?);
3791 g_ri.push(checked_i32(ri)?);
3792 g_rj.push(checked_i32(rj)?);
3793 g_mi.push(checked_i32(mi)?);
3794 g_mj.push(checked_i32(mj)?);
3795 for r in 0..mi {
3796 for c in 0..mj {
3797 g_data.push(blk.g[[r, c]]);
3798 }
3799 }
3800 g_ptr.push(checked_i32(g_data.len())?);
3801 for a in 0..ri {
3802 for b in 0..rj {
3803 w_data.push(blk.w[[a, b]]);
3804 }
3805 }
3806 w_ptr.push(checked_i32(w_data.len())?);
3807 g_max_work = g_max_work.max(mi * ri);
3808 }
3809
3810 let mut htb_ptr = vec![0_i32];
3812 let mut htb = Vec::<f64>::new();
3813 let mut q_of = Vec::<i32>::with_capacity(n_rows);
3814 let mut max_q = 0usize;
3815 for (i, slab) in frame.row_htbeta.iter().enumerate() {
3816 let qi = sys.row_dims[i];
3817 let q_eff = if !slab.is_empty() && slab.len() == qi * k {
3820 qi
3821 } else {
3822 0
3823 };
3824 q_of.push(checked_i32(q_eff)?);
3825 max_q = max_q.max(q_eff);
3826 if q_eff > 0 {
3827 htb.extend_from_slice(slab);
3828 }
3829 htb_ptr.push(checked_i32(htb.len())?);
3830 }
3831 if max_q == 0 {
3832 max_q = 1;
3835 }
3836
3837 let mut ainv = vec![0.0_f64; n_rows * max_q * max_q];
3838 for (i, row) in sys.rows.iter().enumerate() {
3839 let q = q_of[i] as usize;
3840 if q == 0 {
3841 continue;
3842 }
3843 if row.htt.dim() != (q, q) {
3844 return Err(ArrowSchurGpuFailure::SchurFactorFailed {
3845 reason: format!(
3846 "framed SAE device PCG row {i}: H_tt shape {:?} != ({q}, {q})",
3847 row.htt.dim()
3848 ),
3849 });
3850 }
3851 let mut block = row.htt.clone();
3852 for d in 0..q {
3853 block[[d, d]] += ridge_t;
3854 }
3855 let factor = gam_linalg::triangular::cholesky_factor_in_place(
3856 block.view(),
3857 gam_linalg::triangular::CholeskyGuard::NonnegativePivot,
3858 )
3859 .ok_or_else(|| {
3860 let scale = row
3861 .htt
3862 .diag()
3863 .iter()
3864 .map(|v| v.abs())
3865 .fold(0.0_f64, f64::max)
3866 .max(1.0);
3867 ArrowSchurGpuFailure::RidgeBumpRequired {
3868 row: i,
3869 bump: scale * f64::EPSILON.sqrt() * super::RIDGE_BUMP_EPS_MARGIN,
3870 }
3871 })?;
3872 for col in 0..q {
3873 let mut e = Array1::<f64>::zeros(q);
3874 e[col] = 1.0;
3875 let solved =
3876 gam_linalg::triangular::cholesky_solve_vector(factor.view(), e.view());
3877 for r in 0..q {
3878 ainv[i * max_q * max_q + r * max_q + col] = solved[r];
3879 }
3880 }
3881 }
3882
3883 let htod_i = |v: &[i32]| {
3884 stream
3885 .clone_htod(v)
3886 .map_err(|_| ArrowSchurGpuFailure::Unavailable)
3887 };
3888 let htod_f = |v: &[f64]| {
3889 stream
3890 .clone_htod(v)
3891 .map_err(|_| ArrowSchurGpuFailure::Unavailable)
3892 };
3893 Ok(DeviceSaeFrameBuffers {
3894 s_off: htod_i(&s_off)?,
3895 s_m: htod_i(&s_m)?,
3896 s_r: htod_i(&s_r)?,
3897 s_ptr: htod_i(&s_ptr)?,
3898 s_data: htod_f(&s_data)?,
3899 s_blocks: data.smooth_blocks.len(),
3900 g_off_i: htod_i(&g_off_i)?,
3901 g_off_j: htod_i(&g_off_j)?,
3902 g_ri: htod_i(&g_ri)?,
3903 g_rj: htod_i(&g_rj)?,
3904 g_mi: htod_i(&g_mi)?,
3905 g_mj: htod_i(&g_mj)?,
3906 g_ptr: htod_i(&g_ptr)?,
3907 g_data: htod_f(&g_data)?,
3908 w_ptr: htod_i(&w_ptr)?,
3909 w_data: htod_f(&w_data)?,
3910 g_blocks: frame.frame_blocks.len(),
3911 g_max_work,
3912 htb_ptr: htod_i(&htb_ptr)?,
3913 htb: htod_f(&htb)?,
3914 q_of: htod_i(&q_of)?,
3915 ainv: htod_f(&ainv)?,
3916 hvec: stream
3917 .alloc_zeros::<f64>(n_rows * max_q)
3918 .map_err(|_| ArrowSchurGpuFailure::Unavailable)?,
3919 svec: stream
3920 .alloc_zeros::<f64>(n_rows * max_q)
3921 .map_err(|_| ArrowSchurGpuFailure::Unavailable)?,
3922 n_rows,
3923 k,
3924 max_q,
3925 })
3926 }
3927
3928 fn sae_frame_penalty_diag_host(
3929 data: &DeviceSaePcgData,
3930 frame: &DeviceSaeFrameData,
3931 ridge_beta: f64,
3932 ) -> Result<Vec<f64>, ArrowSchurGpuFailure> {
3933 let mut diag = vec![ridge_beta; data.beta_dim];
3934 for (blk, &r) in data.smooth_blocks.iter().zip(frame.smooth_ranks.iter()) {
3936 let m = blk.factor_a.nrows();
3937 for ia in 0..m {
3938 let coeff = blk.factor_a[[ia, ia]];
3939 let base = blk.global_offset + ia * r;
3940 for ib in 0..r {
3941 if base + ib >= diag.len() {
3942 return Err(ArrowSchurGpuFailure::Unavailable);
3943 }
3944 diag[base + ib] += coeff;
3945 }
3946 }
3947 }
3948 for blk in &frame.frame_blocks {
3950 if blk.atom_i != blk.atom_j {
3951 continue;
3952 }
3953 let r = frame.ranks[blk.atom_i];
3954 let off = frame.border_offsets[blk.atom_i];
3955 let (mi, mj) = blk.g.dim();
3956 for li in 0..mi.min(mj) {
3957 let gii = blk.g[[li, li]];
3958 let base = off + li * r;
3959 for a in 0..r {
3960 if base + a >= diag.len() {
3961 return Err(ArrowSchurGpuFailure::Unavailable);
3962 }
3963 diag[base + a] += gii * blk.w[[a, a]];
3964 }
3965 }
3966 }
3967 Ok(diag)
3968 }
3969
3970 fn frame_grid(work: usize, n_rows: usize) -> Result<LaunchConfig, ArrowSchurGpuFailure> {
3971 Ok(LaunchConfig {
3972 grid_dim: (
3973 ((work as u32).saturating_add(255) / 256).max(1),
3974 checked_i32(n_rows)? as u32,
3975 1,
3976 ),
3977 block_dim: (256, 1, 1),
3978 shared_mem_bytes: 0,
3979 })
3980 }
3981
3982 fn launch_sae_frame_matvec(
3983 stream: &Arc<CudaStream>,
3984 module: &Arc<CudaModule>,
3985 buffers: &mut DeviceSaeFrameBuffers,
3986 x: &CudaSlice<f64>,
3987 out: &mut CudaSlice<f64>,
3988 ridge_beta: f64,
3989 ) -> Result<(), ArrowSchurGpuFailure> {
3990 launch_sae_init(stream, module, out, x, ridge_beta, buffers.k)?;
3991 if buffers.s_blocks > 0 {
3993 let kernel = module
3994 .load_function("arrow_sae_frame_smooth_matvec")
3995 .map_err(|_| ArrowSchurGpuFailure::Unavailable)?;
3996 let blocks_i32 = checked_i32(buffers.s_blocks)?;
3997 let cfg = frame_grid(buffers.k, buffers.s_blocks)?;
3998 let mut b = stream.launch_builder(&kernel);
3999 b.arg(x)
4000 .arg(&mut *out)
4001 .arg(&buffers.s_off)
4002 .arg(&buffers.s_m)
4003 .arg(&buffers.s_r)
4004 .arg(&buffers.s_ptr)
4005 .arg(&buffers.s_data)
4006 .arg(&blocks_i32);
4007 unsafe { b.launch(cfg) }.map_err(|_| ArrowSchurGpuFailure::Unavailable)?;
4010 }
4011 if buffers.g_blocks > 0 {
4013 let kernel = module
4014 .load_function("arrow_sae_frame_g_matvec")
4015 .map_err(|_| ArrowSchurGpuFailure::Unavailable)?;
4016 let blocks_i32 = checked_i32(buffers.g_blocks)?;
4017 let cfg = frame_grid(buffers.g_max_work.max(1), buffers.g_blocks)?;
4018 let mut b = stream.launch_builder(&kernel);
4019 b.arg(x)
4020 .arg(&mut *out)
4021 .arg(&buffers.g_off_i)
4022 .arg(&buffers.g_off_j)
4023 .arg(&buffers.g_ri)
4024 .arg(&buffers.g_rj)
4025 .arg(&buffers.g_mi)
4026 .arg(&buffers.g_mj)
4027 .arg(&buffers.g_ptr)
4028 .arg(&buffers.g_data)
4029 .arg(&buffers.w_ptr)
4030 .arg(&buffers.w_data)
4031 .arg(&blocks_i32);
4032 unsafe { b.launch(cfg) }.map_err(|_| ArrowSchurGpuFailure::Unavailable)?;
4035 }
4036 let k_i32 = checked_i32(buffers.k)?;
4038 let max_q_i32 = checked_i32(buffers.max_q)?;
4039 let n_rows_i32 = checked_i32(buffers.n_rows)?;
4040 {
4041 let kernel = module
4042 .load_function("arrow_sae_frame_apply_h")
4043 .map_err(|_| ArrowSchurGpuFailure::Unavailable)?;
4044 let cfg = frame_grid(buffers.max_q, buffers.n_rows)?;
4045 let mut b = stream.launch_builder(&kernel);
4046 b.arg(x)
4047 .arg(&buffers.htb_ptr)
4048 .arg(&buffers.htb)
4049 .arg(&buffers.q_of)
4050 .arg(&mut buffers.hvec)
4051 .arg(&k_i32)
4052 .arg(&max_q_i32)
4053 .arg(&n_rows_i32);
4054 unsafe { b.launch(cfg) }.map_err(|_| ArrowSchurGpuFailure::Unavailable)?;
4057 }
4058 {
4059 let kernel = module
4060 .load_function("arrow_sae_frame_apply_ainv")
4061 .map_err(|_| ArrowSchurGpuFailure::Unavailable)?;
4062 let cfg = frame_grid(buffers.max_q, buffers.n_rows)?;
4063 let mut b = stream.launch_builder(&kernel);
4064 b.arg(&buffers.ainv)
4065 .arg(&buffers.hvec)
4066 .arg(&buffers.q_of)
4067 .arg(&mut buffers.svec)
4068 .arg(&max_q_i32)
4069 .arg(&n_rows_i32);
4070 unsafe { b.launch(cfg) }.map_err(|_| ArrowSchurGpuFailure::Unavailable)?;
4073 }
4074 {
4075 let kernel = module
4076 .load_function("arrow_sae_frame_scatter_h")
4077 .map_err(|_| ArrowSchurGpuFailure::Unavailable)?;
4078 let cfg = frame_grid(buffers.k, buffers.n_rows)?;
4079 let mut b = stream.launch_builder(&kernel);
4080 b.arg(&buffers.svec)
4081 .arg(&buffers.htb_ptr)
4082 .arg(&buffers.htb)
4083 .arg(&buffers.q_of)
4084 .arg(out)
4085 .arg(&k_i32)
4086 .arg(&max_q_i32)
4087 .arg(&n_rows_i32);
4088 unsafe { b.launch(cfg) }.map_err(|_| ArrowSchurGpuFailure::Unavailable)?;
4091 }
4092 Ok(())
4093 }
4094
4095 fn launch_sae_frame_diag_sub(
4096 stream: &Arc<CudaStream>,
4097 module: &Arc<CudaModule>,
4098 buffers: &DeviceSaeFrameBuffers,
4099 diag: &mut CudaSlice<f64>,
4100 ) -> Result<(), ArrowSchurGpuFailure> {
4101 let kernel = module
4102 .load_function("arrow_sae_frame_diag_sub")
4103 .map_err(|_| ArrowSchurGpuFailure::Unavailable)?;
4104 let k_i32 = checked_i32(buffers.k)?;
4105 let max_q_i32 = checked_i32(buffers.max_q)?;
4106 let n_rows_i32 = checked_i32(buffers.n_rows)?;
4107 let cfg = frame_grid(buffers.k, buffers.n_rows)?;
4108 let mut b = stream.launch_builder(&kernel);
4109 b.arg(diag)
4110 .arg(&buffers.ainv)
4111 .arg(&buffers.htb_ptr)
4112 .arg(&buffers.htb)
4113 .arg(&buffers.q_of)
4114 .arg(&k_i32)
4115 .arg(&max_q_i32)
4116 .arg(&n_rows_i32);
4117 unsafe { b.launch(cfg) }
4119 .map(drop)
4120 .map_err(|_| ArrowSchurGpuFailure::Unavailable)
4121 }
4122
4123 pub(super) fn solve_sae_matrix_free_pcg_framed(
4124 sys: &ArrowSchurSystem,
4125 data: &DeviceSaePcgData,
4126 ridge_t: f64,
4127 ridge_beta: f64,
4128 rhs_beta: &Array1<f64>,
4129 max_iterations: usize,
4130 relative_tolerance: f64,
4131 ) -> Result<(Array1<f64>, PcgDiagnostics), ArrowSchurGpuFailure> {
4132 let k = rhs_beta.len();
4133 if k == 0 || data.beta_dim != k || sys.k != k {
4134 return Err(ArrowSchurGpuFailure::Unavailable);
4135 }
4136 let frame = data
4137 .frame
4138 .as_ref()
4139 .ok_or(ArrowSchurGpuFailure::Unavailable)?;
4140 let runtime = gam_gpu::device_runtime::GpuRuntime::global()
4141 .filter(|rt| {
4142 rt.policy().reduced_schur_matvec_should_offload(
4143 sys.rows.len(),
4144 sys.k,
4145 sys.d,
4146 max_iterations,
4147 )
4148 })
4149 .ok_or(ArrowSchurGpuFailure::Unavailable)?;
4150 let ctx = gam_gpu::device_runtime::cuda_context_for(runtime.selected_device().ordinal)
4151 .ok_or(ArrowSchurGpuFailure::Unavailable)?;
4152 let stream = ctx
4153 .new_stream()
4154 .map_err(|_| ArrowSchurGpuFailure::Unavailable)?;
4155 let blas = CudaBlas::new(stream.clone()).map_err(|_| ArrowSchurGpuFailure::Unavailable)?;
4156 let vector_module = pcg_vector_module(&ctx)?;
4157 let mut buffers = flatten_device_sae_frame_data(sys, data, frame, ridge_t, &stream)?;
4158
4159 let rhs_norm = rhs_beta.iter().map(|v| v * v).sum::<f64>().sqrt();
4160 if rhs_norm == 0.0 {
4161 return Ok((Array1::<f64>::zeros(k), PcgDiagnostics::default()));
4162 }
4163 let tol = (relative_tolerance.max(0.0) * rhs_norm).max(1e-12);
4164 let rhs_dev = stream
4165 .clone_htod(
4166 rhs_beta
4167 .as_slice()
4168 .ok_or(ArrowSchurGpuFailure::Unavailable)?,
4169 )
4170 .map_err(|_| ArrowSchurGpuFailure::Unavailable)?;
4171 let diag_host = sae_frame_penalty_diag_host(data, frame, ridge_beta)?;
4172 let mut diag_dev = stream
4173 .clone_htod(&diag_host)
4174 .map_err(|_| ArrowSchurGpuFailure::Unavailable)?;
4175 launch_sae_frame_diag_sub(&stream, vector_module, &buffers, &mut diag_dev)?;
4176 let diag_host = stream
4177 .clone_dtoh(&diag_dev)
4178 .map_err(|_| ArrowSchurGpuFailure::Unavailable)?;
4179 let mut inv_diag = Vec::with_capacity(k);
4180 for (idx, &d) in diag_host.iter().enumerate() {
4181 if !d.is_finite() || d <= 1.0e-18 {
4182 return Err(ArrowSchurGpuFailure::SchurFactorFailed {
4183 reason: format!(
4184 "framed SAE GPU PCG: non-positive Jacobi diagonal at {idx}: {d:e}"
4185 ),
4186 });
4187 }
4188 inv_diag.push(1.0 / d);
4189 }
4190 let inv_diag_dev = stream
4191 .clone_htod(&inv_diag)
4192 .map_err(|_| ArrowSchurGpuFailure::Unavailable)?;
4193
4194 let mut x_dev = stream
4195 .alloc_zeros::<f64>(k)
4196 .map_err(|_| ArrowSchurGpuFailure::Unavailable)?;
4197 let mut r_dev = stream
4198 .alloc_zeros::<f64>(k)
4199 .map_err(|_| ArrowSchurGpuFailure::Unavailable)?;
4200 device_copy(&blas, &stream, k, &rhs_dev, &mut r_dev)?;
4201 let mut z_dev = stream
4202 .alloc_zeros::<f64>(k)
4203 .map_err(|_| ArrowSchurGpuFailure::Unavailable)?;
4204 launch_jacobi_mul(&stream, vector_module, &inv_diag_dev, &r_dev, &mut z_dev, k)?;
4205 let mut p_dev = stream
4206 .alloc_zeros::<f64>(k)
4207 .map_err(|_| ArrowSchurGpuFailure::Unavailable)?;
4208 device_copy(&blas, &stream, k, &z_dev, &mut p_dev)?;
4209 let mut ap_dev = stream
4210 .alloc_zeros::<f64>(k)
4211 .map_err(|_| ArrowSchurGpuFailure::Unavailable)?;
4212
4213 let mut rz = device_dot(&blas, &stream, k, &r_dev, &z_dev)?;
4214 if rz <= 0.0 || !rz.is_finite() {
4215 return Err(ArrowSchurGpuFailure::SchurFactorFailed {
4216 reason: format!("framed SAE GPU PCG: non-positive initial rᵀM⁻¹r={rz:e}"),
4217 });
4218 }
4219 let mut diag = PcgDiagnostics {
4220 precond_apply_calls: 1,
4221 stopping_reason: PcgStopReason::MaxIter,
4222 ..PcgDiagnostics::default()
4223 };
4224 for _ in 0..max_iterations.max(1) {
4225 launch_sae_frame_matvec(
4226 &stream,
4227 vector_module,
4228 &mut buffers,
4229 &p_dev,
4230 &mut ap_dev,
4231 ridge_beta,
4232 )?;
4233 diag.matvec_calls += 1;
4234 diag.iterations += 1;
4235 let pap = device_dot(&blas, &stream, k, &p_dev, &ap_dev)?;
4236 if pap <= 0.0 || !pap.is_finite() {
4237 return Err(ArrowSchurGpuFailure::SchurFactorFailed {
4238 reason: format!("framed SAE GPU PCG: non-positive curvature pᵀAp={pap:e}"),
4239 });
4240 }
4241 let alpha = rz / pap;
4242 device_axpy(&blas, &stream, k, alpha, &p_dev, &mut x_dev)?;
4243 device_axpy(&blas, &stream, k, -alpha, &ap_dev, &mut r_dev)?;
4244 let r_norm = device_nrm2(&blas, &stream, k, &r_dev)?;
4245 if r_norm <= tol {
4246 diag.final_relative_residual = r_norm / rhs_norm;
4247 diag.stopping_reason = PcgStopReason::Converged;
4248 break;
4249 }
4250 launch_jacobi_mul(&stream, vector_module, &inv_diag_dev, &r_dev, &mut z_dev, k)?;
4251 diag.precond_apply_calls += 1;
4252 let rz_new = device_dot(&blas, &stream, k, &r_dev, &z_dev)?;
4253 if rz_new <= 0.0 || !rz_new.is_finite() {
4254 return Err(ArrowSchurGpuFailure::SchurFactorFailed {
4255 reason: format!("framed SAE GPU PCG: non-positive rᵀM⁻¹r={rz_new:e}"),
4256 });
4257 }
4258 let beta = rz_new / rz;
4259 launch_update_p(&stream, vector_module, &z_dev, beta, &mut p_dev, k)?;
4260 rz = rz_new;
4261 }
4262 if diag.stopping_reason != PcgStopReason::Converged {
4263 let r_norm = device_nrm2(&blas, &stream, k, &r_dev)?;
4264 diag.final_relative_residual = r_norm / rhs_norm;
4265 diag.stopping_reason = PcgStopReason::MaxIter;
4266 }
4267 let x = stream
4268 .clone_dtoh(&x_dev)
4269 .map_err(|_| ArrowSchurGpuFailure::Unavailable)?;
4270 Ok((Array1::from_vec(x), diag))
4271 }
4272
4273 pub(super) fn solve_sae_matrix_free_pcg(
4280 sys: &ArrowSchurSystem,
4281 data: &DeviceSaePcgData,
4282 ridge_t: f64,
4283 ridge_beta: f64,
4284 rhs_beta: &Array1<f64>,
4285 max_iterations: usize,
4286 relative_tolerance: f64,
4287 ) -> Result<(Array1<f64>, PcgDiagnostics), ArrowSchurGpuFailure> {
4288 let k = rhs_beta.len();
4289 if k == 0 || data.beta_dim != k || sys.k != k {
4290 return Err(ArrowSchurGpuFailure::Unavailable);
4291 }
4292 if data.frame.is_some() {
4296 return Err(ArrowSchurGpuFailure::Unavailable);
4297 }
4298 let runtime = gam_gpu::device_runtime::GpuRuntime::global()
4312 .filter(|rt| {
4313 rt.policy().reduced_schur_matvec_should_offload(
4314 sys.rows.len(),
4315 sys.k,
4316 sys.d,
4317 max_iterations,
4318 )
4319 })
4320 .ok_or(ArrowSchurGpuFailure::Unavailable)?;
4321 let ctx = gam_gpu::device_runtime::cuda_context_for(runtime.selected_device().ordinal)
4322 .ok_or(ArrowSchurGpuFailure::Unavailable)?;
4323 let stream = ctx
4324 .new_stream()
4325 .map_err(|_| ArrowSchurGpuFailure::Unavailable)?;
4326 let blas = CudaBlas::new(stream.clone()).map_err(|_| ArrowSchurGpuFailure::Unavailable)?;
4327 let vector_module = pcg_vector_module(&ctx)?;
4328 let mut buffers = flatten_device_sae_data(sys, data, ridge_t, &stream)?;
4329
4330 let rhs_norm = rhs_beta.iter().map(|v| v * v).sum::<f64>().sqrt();
4331 if rhs_norm == 0.0 {
4332 return Ok((Array1::<f64>::zeros(k), PcgDiagnostics::default()));
4333 }
4334 let tol = (relative_tolerance.max(0.0) * rhs_norm).max(1e-12);
4335 let rhs_dev = stream
4336 .clone_htod(
4337 rhs_beta
4338 .as_slice()
4339 .ok_or(ArrowSchurGpuFailure::Unavailable)?,
4340 )
4341 .map_err(|_| ArrowSchurGpuFailure::Unavailable)?;
4342 let diag_host = sae_penalty_diag_host(data, ridge_beta)?;
4343 let mut diag_dev = stream
4344 .clone_htod(&diag_host)
4345 .map_err(|_| ArrowSchurGpuFailure::Unavailable)?;
4346 launch_sae_diag_sub(&stream, vector_module, &buffers, &mut diag_dev)?;
4347 let diag_host = stream
4348 .clone_dtoh(&diag_dev)
4349 .map_err(|_| ArrowSchurGpuFailure::Unavailable)?;
4350 let mut inv_diag = Vec::with_capacity(k);
4351 for (idx, &d) in diag_host.iter().enumerate() {
4352 if !d.is_finite() || d <= 1.0e-18 {
4353 return Err(ArrowSchurGpuFailure::SchurFactorFailed {
4354 reason: format!(
4355 "SAE matrix-free GPU PCG: non-positive Schur Jacobi diagonal at {idx}: {d:e}"
4356 ),
4357 });
4358 }
4359 inv_diag.push(1.0 / d);
4360 }
4361 let inv_diag_dev = stream
4362 .clone_htod(&inv_diag)
4363 .map_err(|_| ArrowSchurGpuFailure::Unavailable)?;
4364
4365 let mut x_dev = stream
4366 .alloc_zeros::<f64>(k)
4367 .map_err(|_| ArrowSchurGpuFailure::Unavailable)?;
4368 let mut r_dev = stream
4369 .alloc_zeros::<f64>(k)
4370 .map_err(|_| ArrowSchurGpuFailure::Unavailable)?;
4371 device_copy(&blas, &stream, k, &rhs_dev, &mut r_dev)?;
4372 let mut z_dev = stream
4373 .alloc_zeros::<f64>(k)
4374 .map_err(|_| ArrowSchurGpuFailure::Unavailable)?;
4375 launch_jacobi_mul(&stream, vector_module, &inv_diag_dev, &r_dev, &mut z_dev, k)?;
4376 let mut p_dev = stream
4377 .alloc_zeros::<f64>(k)
4378 .map_err(|_| ArrowSchurGpuFailure::Unavailable)?;
4379 device_copy(&blas, &stream, k, &z_dev, &mut p_dev)?;
4380 let mut ap_dev = stream
4381 .alloc_zeros::<f64>(k)
4382 .map_err(|_| ArrowSchurGpuFailure::Unavailable)?;
4383
4384 let mut rz = device_dot(&blas, &stream, k, &r_dev, &z_dev)?;
4385 if rz <= 0.0 || !rz.is_finite() {
4386 return Err(ArrowSchurGpuFailure::SchurFactorFailed {
4387 reason: format!("SAE matrix-free GPU PCG: non-positive initial rᵀM⁻¹r={rz:e}"),
4388 });
4389 }
4390 let mut diag = PcgDiagnostics {
4391 precond_apply_calls: 1,
4392 stopping_reason: PcgStopReason::MaxIter,
4393 ..PcgDiagnostics::default()
4394 };
4395
4396 for _ in 0..max_iterations.max(1) {
4397 launch_sae_matvec(
4398 &stream,
4399 vector_module,
4400 &mut buffers,
4401 &p_dev,
4402 &mut ap_dev,
4403 ridge_beta,
4404 )?;
4405 diag.matvec_calls += 1;
4406 diag.iterations += 1;
4407 let pap = device_dot(&blas, &stream, k, &p_dev, &ap_dev)?;
4408 if pap <= 0.0 || !pap.is_finite() {
4409 return Err(ArrowSchurGpuFailure::SchurFactorFailed {
4410 reason: format!("SAE matrix-free GPU PCG: non-positive curvature pᵀAp={pap:e}"),
4411 });
4412 }
4413 let alpha = rz / pap;
4414 device_axpy(&blas, &stream, k, alpha, &p_dev, &mut x_dev)?;
4415 device_axpy(&blas, &stream, k, -alpha, &ap_dev, &mut r_dev)?;
4416 let r_norm = device_nrm2(&blas, &stream, k, &r_dev)?;
4417 if r_norm <= tol {
4418 diag.final_relative_residual = r_norm / rhs_norm;
4419 diag.stopping_reason = PcgStopReason::Converged;
4420 break;
4421 }
4422 launch_jacobi_mul(&stream, vector_module, &inv_diag_dev, &r_dev, &mut z_dev, k)?;
4423 diag.precond_apply_calls += 1;
4424 let rz_new = device_dot(&blas, &stream, k, &r_dev, &z_dev)?;
4425 if rz_new <= 0.0 || !rz_new.is_finite() {
4426 return Err(ArrowSchurGpuFailure::SchurFactorFailed {
4427 reason: format!("SAE matrix-free GPU PCG: non-positive rᵀM⁻¹r={rz_new:e}"),
4428 });
4429 }
4430 let beta = rz_new / rz;
4431 launch_update_p(&stream, vector_module, &z_dev, beta, &mut p_dev, k)?;
4432 rz = rz_new;
4433 }
4434 if diag.stopping_reason != PcgStopReason::Converged {
4435 let r_norm = device_nrm2(&blas, &stream, k, &r_dev)?;
4436 diag.final_relative_residual = r_norm / rhs_norm;
4437 diag.stopping_reason = PcgStopReason::MaxIter;
4438 }
4439 let x = stream
4440 .clone_dtoh(&x_dev)
4441 .map_err(|_| ArrowSchurGpuFailure::Unavailable)?;
4442 Ok((Array1::from_vec(x), diag))
4443 }
4444
4445 pub(super) fn solve_reduced_beta_pcg_with_diagnostics(
4446 s_acc: &ndarray::Array2<f64>,
4447 rhs_beta: &Array1<f64>,
4448 max_iterations: usize,
4449 relative_tolerance: f64,
4450 ) -> Result<(Array1<f64>, PcgDiagnostics), ArrowSchurGpuFailure> {
4451 let k = rhs_beta.len();
4452 let cg_iters = max_iterations.max(1);
4464 let runtime = gam_gpu::linalg_dispatch::route_through_gpu(
4465 gam_gpu::linalg_dispatch::DispatchOp::Gemm {
4466 m: k,
4467 n: k,
4468 k: cg_iters,
4469 },
4470 )
4471 .ok_or(ArrowSchurGpuFailure::Unavailable)?;
4472 let stream = gam_gpu::device_runtime::cuda_context_for(runtime.device.ordinal)
4473 .and_then(|ctx| ctx.new_stream().ok())
4474 .ok_or(ArrowSchurGpuFailure::Unavailable)?;
4475 let blas = CudaBlas::new(stream.clone()).map_err(|_| ArrowSchurGpuFailure::Unavailable)?;
4476 let ctx = gam_gpu::device_runtime::cuda_context_for(runtime.device.ordinal)
4477 .ok_or(ArrowSchurGpuFailure::Unavailable)?;
4478 let vector_module = pcg_vector_module(&ctx)?;
4479
4480 let mut inv_diag = vec![0.0_f64; k];
4482 for j in 0..k {
4483 let djj = s_acc[[j, j]];
4484 if !(djj > 0.0) {
4485 return Err(ArrowSchurGpuFailure::SchurFactorFailed {
4486 reason: format!(
4487 "reduced-β GPU PCG: Jacobi diagonal S[{j},{j}]={djj:e} not positive"
4488 ),
4489 });
4490 }
4491 inv_diag[j] = 1.0 / djj;
4492 }
4493
4494 let mut s_host = vec![0.0_f64; k * k];
4496 for col in 0..k {
4497 for row in 0..k {
4498 s_host[col * k + row] = s_acc[[row, col]];
4499 }
4500 }
4501 let s_dev = stream
4502 .clone_htod(&s_host)
4503 .map_err(|_| ArrowSchurGpuFailure::Unavailable)?;
4504
4505 let rhs_norm = rhs_beta.iter().map(|v| v * v).sum::<f64>().sqrt();
4509 if rhs_norm == 0.0 {
4510 return Ok((Array1::<f64>::zeros(k), PcgDiagnostics::default()));
4511 }
4512 let tol = (relative_tolerance.max(0.0) * rhs_norm).max(1e-12);
4513
4514 let mut x_dev = stream
4517 .alloc_zeros::<f64>(k)
4518 .map_err(|_| ArrowSchurGpuFailure::Unavailable)?;
4519 let mut r_dev = stream
4520 .clone_htod(
4521 rhs_beta
4522 .as_slice()
4523 .ok_or(ArrowSchurGpuFailure::Unavailable)?,
4524 )
4525 .map_err(|_| ArrowSchurGpuFailure::Unavailable)?;
4526 let inv_diag_dev = stream
4527 .clone_htod(&inv_diag)
4528 .map_err(|_| ArrowSchurGpuFailure::Unavailable)?;
4529 let mut z_dev = stream
4530 .alloc_zeros::<f64>(k)
4531 .map_err(|_| ArrowSchurGpuFailure::Unavailable)?;
4532 launch_jacobi_mul(&stream, vector_module, &inv_diag_dev, &r_dev, &mut z_dev, k)?;
4533 let mut p_dev = stream
4534 .alloc_zeros::<f64>(k)
4535 .map_err(|_| ArrowSchurGpuFailure::Unavailable)?;
4536 device_copy(&blas, &stream, k, &z_dev, &mut p_dev)?;
4537 let mut sp_dev = stream
4538 .alloc_zeros::<f64>(k)
4539 .map_err(|_| ArrowSchurGpuFailure::Unavailable)?;
4540 let mut rz = device_dot(&blas, &stream, k, &r_dev, &z_dev)?;
4541 let mut diag = PcgDiagnostics {
4542 precond_apply_calls: 1,
4543 stopping_reason: PcgStopReason::MaxIter,
4544 ..PcgDiagnostics::default()
4545 };
4546 if rz <= 0.0 || !rz.is_finite() {
4547 return Err(ArrowSchurGpuFailure::SchurFactorFailed {
4548 reason: format!("reduced-β GPU PCG: non-positive initial rᵀM⁻¹r={rz:e}"),
4549 });
4550 }
4551
4552 let max_iters = max_iterations.max(1);
4553 for _ in 0..max_iters {
4554 let gemv_cfg = GemvConfig::<f64> {
4556 trans: cublasOperation_t::CUBLAS_OP_N,
4557 m: to_i32(k).ok_or(ArrowSchurGpuFailure::Unavailable)?,
4558 n: to_i32(k).ok_or(ArrowSchurGpuFailure::Unavailable)?,
4559 alpha: 1.0,
4560 lda: to_i32(k).ok_or(ArrowSchurGpuFailure::Unavailable)?,
4561 incx: 1,
4562 beta: 0.0,
4563 incy: 1,
4564 };
4565 unsafe { blas.gemv(gemv_cfg, &s_dev, &p_dev, &mut sp_dev) }
4567 .map_err(|_| ArrowSchurGpuFailure::Unavailable)?;
4568 diag.matvec_calls += 1;
4569 diag.iterations += 1;
4570
4571 let p_sp = device_dot(&blas, &stream, k, &p_dev, &sp_dev)?;
4572 if !(p_sp > 0.0) {
4573 return Err(ArrowSchurGpuFailure::SchurFactorFailed {
4576 reason: format!("reduced-β GPU PCG: non-positive curvature pᵀSp={p_sp:e}"),
4577 });
4578 }
4579 let alpha = rz / p_sp;
4580 device_axpy(&blas, &stream, k, alpha, &p_dev, &mut x_dev)?;
4581 device_axpy(&blas, &stream, k, -alpha, &sp_dev, &mut r_dev)?;
4582 let r_norm = device_nrm2(&blas, &stream, k, &r_dev)?;
4583 if r_norm <= tol {
4584 diag.final_relative_residual = r_norm / rhs_norm;
4585 diag.stopping_reason = PcgStopReason::Converged;
4586 break;
4587 }
4588 launch_jacobi_mul(&stream, vector_module, &inv_diag_dev, &r_dev, &mut z_dev, k)?;
4589 diag.precond_apply_calls += 1;
4590 let rz_new = device_dot(&blas, &stream, k, &r_dev, &z_dev)?;
4591 if rz_new <= 0.0 || !rz_new.is_finite() {
4592 return Err(ArrowSchurGpuFailure::SchurFactorFailed {
4593 reason: format!("reduced-β GPU PCG: non-positive rᵀM⁻¹r={rz_new:e}"),
4594 });
4595 }
4596 let beta = rz_new / rz;
4597 launch_update_p(&stream, vector_module, &z_dev, beta, &mut p_dev, k)?;
4598 rz = rz_new;
4599 }
4600 if diag.stopping_reason != PcgStopReason::Converged {
4601 let r_norm = device_nrm2(&blas, &stream, k, &r_dev)?;
4602 diag.final_relative_residual = r_norm / rhs_norm;
4603 diag.stopping_reason = PcgStopReason::MaxIter;
4604 }
4605
4606 let x = stream
4607 .clone_dtoh(&x_dev)
4608 .map_err(|_| ArrowSchurGpuFailure::Unavailable)?;
4609 Ok((Array1::from_vec(x), diag))
4610 }
4611
4612 fn device_copy(
4613 blas: &CudaBlas,
4614 stream: &Arc<CudaStream>,
4615 n: usize,
4616 src: &CudaSlice<f64>,
4617 dst: &mut CudaSlice<f64>,
4618 ) -> Result<(), ArrowSchurGpuFailure> {
4619 let n_i = to_i32(n).ok_or(ArrowSchurGpuFailure::Unavailable)?;
4620 let (src_ptr, _src_rec) = src.device_ptr(stream);
4621 let (dst_ptr, _dst_rec) = dst.device_ptr_mut(stream);
4622 let status = unsafe {
4625 cudarc::cublas::sys::cublasDcopy_v2(
4626 *blas.handle(),
4627 n_i,
4628 src_ptr as *const f64,
4629 1,
4630 dst_ptr as *mut f64,
4631 1,
4632 )
4633 };
4634 if status == cublasStatus_t::CUBLAS_STATUS_SUCCESS {
4635 Ok(())
4636 } else {
4637 Err(ArrowSchurGpuFailure::Unavailable)
4638 }
4639 }
4640
4641 fn device_axpy(
4642 blas: &CudaBlas,
4643 stream: &Arc<CudaStream>,
4644 n: usize,
4645 alpha: f64,
4646 x: &CudaSlice<f64>,
4647 y: &mut CudaSlice<f64>,
4648 ) -> Result<(), ArrowSchurGpuFailure> {
4649 let n_i = to_i32(n).ok_or(ArrowSchurGpuFailure::Unavailable)?;
4650 let (x_ptr, _x_rec) = x.device_ptr(stream);
4651 let (y_ptr, _y_rec) = y.device_ptr_mut(stream);
4652 let status = unsafe {
4655 cudarc::cublas::sys::cublasDaxpy_v2(
4656 *blas.handle(),
4657 n_i,
4658 &alpha,
4659 x_ptr as *const f64,
4660 1,
4661 y_ptr as *mut f64,
4662 1,
4663 )
4664 };
4665 if status == cublasStatus_t::CUBLAS_STATUS_SUCCESS {
4666 Ok(())
4667 } else {
4668 Err(ArrowSchurGpuFailure::Unavailable)
4669 }
4670 }
4671
4672 fn device_dot(
4673 blas: &CudaBlas,
4674 stream: &Arc<CudaStream>,
4675 n: usize,
4676 x: &CudaSlice<f64>,
4677 y: &CudaSlice<f64>,
4678 ) -> Result<f64, ArrowSchurGpuFailure> {
4679 let n_i = to_i32(n).ok_or(ArrowSchurGpuFailure::Unavailable)?;
4680 let (x_ptr, _x_rec) = x.device_ptr(stream);
4681 let (y_ptr, _y_rec) = y.device_ptr(stream);
4682 let mut result = 0.0_f64;
4683 let status = unsafe {
4687 cudarc::cublas::sys::cublasDdot_v2(
4688 *blas.handle(),
4689 n_i,
4690 x_ptr as *const f64,
4691 1,
4692 y_ptr as *const f64,
4693 1,
4694 &mut result,
4695 )
4696 };
4697 if status == cublasStatus_t::CUBLAS_STATUS_SUCCESS {
4698 Ok(result)
4699 } else {
4700 Err(ArrowSchurGpuFailure::Unavailable)
4701 }
4702 }
4703
4704 fn device_nrm2(
4705 blas: &CudaBlas,
4706 stream: &Arc<CudaStream>,
4707 n: usize,
4708 x: &CudaSlice<f64>,
4709 ) -> Result<f64, ArrowSchurGpuFailure> {
4710 let n_i = to_i32(n).ok_or(ArrowSchurGpuFailure::Unavailable)?;
4711 let (x_ptr, _x_rec) = x.device_ptr(stream);
4712 let mut result = 0.0_f64;
4713 let status = unsafe {
4717 cudarc::cublas::sys::cublasDnrm2_v2(
4718 *blas.handle(),
4719 n_i,
4720 x_ptr as *const f64,
4721 1,
4722 &mut result,
4723 )
4724 };
4725 if status == cublasStatus_t::CUBLAS_STATUS_SUCCESS {
4726 Ok(result)
4727 } else {
4728 Err(ArrowSchurGpuFailure::Unavailable)
4729 }
4730 }
4731
4732 #[cfg(test)]
4733 mod tests {
4734 use super::*;
4739 use crate::arrow_schur::{
4740 ArrowSchurSystem, DeviceSaeFrameData, DeviceSaePcgData, DeviceSaeSmoothBlock,
4741 FactoredFrameGBlock,
4742 };
4743 use ndarray::Array2;
4744
4745 fn device_matvec_once(
4748 sys: &ArrowSchurSystem,
4749 data: &DeviceSaePcgData,
4750 ridge_t: f64,
4751 ridge_beta: f64,
4752 x_host: &[f64],
4753 ) -> Result<Vec<f64>, ArrowSchurGpuFailure> {
4754 let k = x_host.len();
4755 let frame = data
4756 .frame
4757 .as_ref()
4758 .ok_or(ArrowSchurGpuFailure::Unavailable)?;
4759 let runtime = gam_gpu::device_runtime::GpuRuntime::global()
4760 .ok_or(ArrowSchurGpuFailure::Unavailable)?;
4761 let ctx =
4762 gam_gpu::device_runtime::cuda_context_for(runtime.selected_device().ordinal)
4763 .ok_or(ArrowSchurGpuFailure::Unavailable)?;
4764 let stream = ctx
4765 .new_stream()
4766 .map_err(|_| ArrowSchurGpuFailure::Unavailable)?;
4767 let vector_module = pcg_vector_module(&ctx)?;
4768 let mut buffers = flatten_device_sae_frame_data(sys, data, frame, ridge_t, &stream)?;
4769 let x_dev = stream
4770 .clone_htod(x_host)
4771 .map_err(|_| ArrowSchurGpuFailure::Unavailable)?;
4772 let mut out_dev = stream
4773 .alloc_zeros::<f64>(k)
4774 .map_err(|_| ArrowSchurGpuFailure::Unavailable)?;
4775 launch_sae_frame_matvec(
4776 &stream,
4777 vector_module,
4778 &mut buffers,
4779 &x_dev,
4780 &mut out_dev,
4781 ridge_beta,
4782 )?;
4783 stream
4784 .clone_dtoh(&out_dev)
4785 .map_err(|_| ArrowSchurGpuFailure::Unavailable)
4786 }
4787
4788 #[test]
4794 fn framed_sae_device_matvec_stage_diff_tiny_1551() {
4795 if gam_gpu::device_runtime::GpuRuntime::global().is_none() {
4796 return;
4797 }
4798 let p = 3usize;
4799 let ranks = vec![2usize, 3usize];
4800 let basis_sizes = vec![2usize, 2usize];
4801 let mut border_offsets = Vec::new();
4802 let mut acc = 0usize;
4803 for k in 0..2 {
4804 border_offsets.push(acc);
4805 acc += basis_sizes[k] * ranks[k];
4806 }
4807 let border_dim = acc; let frame_of = |k: usize| -> Array2<f64> {
4809 Array2::from_shape_fn((p, ranks[k]), |(i, j)| {
4810 0.1 + 0.2 * ((i + 1) as f64) * ((j + 1 + 2 * k) as f64)
4811 })
4812 };
4813 let frames: Vec<Array2<f64>> = (0..2).map(frame_of).collect();
4814 let w_of = |i: usize, j: usize| -> Array2<f64> {
4815 let (ui, uj) = (&frames[i], &frames[j]);
4816 Array2::from_shape_fn((ranks[i], ranks[j]), |(a, b)| {
4817 (0..p).map(|c| ui[[c, a]] * uj[[c, b]]).sum()
4818 })
4819 };
4820 let mut frame_blocks = Vec::new();
4821 for &(i, j) in &[(0usize, 0usize), (1usize, 1usize), (0, 1), (1, 0)] {
4822 let (mi, mj) = (basis_sizes[i], basis_sizes[j]);
4823 let mut g =
4824 Array2::<f64>::from_shape_fn((mi, mj), |(r, c)| 0.1 * (r + 2 * c + 1) as f64);
4825 if i == j {
4826 for r in 0..mi.min(mj) {
4827 g[[r, r]] += mi as f64 + 2.0;
4828 }
4829 }
4830 frame_blocks.push(FactoredFrameGBlock {
4831 atom_i: i,
4832 atom_j: j,
4833 g,
4834 w: w_of(i, j),
4835 });
4836 }
4837 let mut smooth_blocks = Vec::new();
4838 for k in 0..2 {
4839 let m = basis_sizes[k];
4840 let mut s =
4841 Array2::<f64>::from_shape_fn((m, m), |(r, c)| 0.05 * (r + c + 1) as f64);
4842 for r in 0..m {
4843 s[[r, r]] += 1.0;
4844 }
4845 smooth_blocks.push(DeviceSaeSmoothBlock {
4846 global_offset: border_offsets[k],
4847 factor_a: s,
4848 });
4849 }
4850 let smooth_ranks = ranks.clone();
4851 let n = 2usize;
4852 let q = 2usize;
4853 let mut sys = ArrowSchurSystem::new(n, q, border_dim);
4854 let mut row_htbeta = Vec::new();
4855 for i in 0..n {
4856 let mut htt =
4857 Array2::<f64>::from_shape_fn((q, q), |(r, c)| 0.3 * (r + c + 1) as f64);
4858 for r in 0..q {
4859 htt[[r, r]] += q as f64 + 2.0;
4860 }
4861 sys.rows[i].htt = htt;
4862 let mut slab = vec![0.0_f64; q * border_dim];
4863 for c in 0..q {
4864 for col in 0..border_dim {
4865 let v = 0.01 * ((c + 1) * (col + 1) + i) as f64;
4866 slab[c * border_dim + col] = v;
4867 sys.rows[i].htbeta[[c, col]] = v;
4868 }
4869 }
4870 row_htbeta.push(slab);
4871 }
4872 let data = DeviceSaePcgData {
4873 p,
4874 beta_dim: border_dim,
4875 a_phi: std::sync::Arc::from(Vec::new().into_boxed_slice()),
4876 local_jac: std::sync::Arc::from(Vec::new().into_boxed_slice()),
4877 smooth_blocks,
4878 sparse_g_blocks: Vec::new(),
4879 frame: Some(DeviceSaeFrameData {
4880 ranks,
4881 basis_sizes,
4882 border_offsets,
4883 frame_blocks,
4884 smooth_ranks,
4885 row_htbeta,
4886 }),
4887 };
4888 let ridge_t = 1e-7;
4889 let ridge_beta = 1e-6;
4890 let mut first_bad: Option<usize> = None;
4891 let mut worst = 0.0_f64;
4892 let mut worst_at = 0usize;
4893 let mut worst_dev = 0.0_f64;
4894 let mut worst_cpu = 0.0_f64;
4895 for col in 0..border_dim {
4896 let mut x = vec![0.0_f64; border_dim];
4897 x[col] = 1.0;
4898 let dev = match device_matvec_once(&sys, &data, ridge_t, ridge_beta, &x) {
4899 Ok(v) => v,
4900 Err(_) => return,
4901 };
4902 let mut cpu = vec![0.0_f64; border_dim];
4903 super::super::sae_framed_schur_matvec_cpu(
4904 &sys, &data, ridge_t, ridge_beta, &x, &mut cpu,
4905 )
4906 .expect("cpu matvec");
4907 for r in 0..border_dim {
4908 let d = (dev[r] - cpu[r]).abs();
4909 if d > 1e-9 && first_bad.is_none() {
4910 first_bad = Some(r * border_dim + col);
4911 }
4912 if d > worst {
4913 worst = d;
4914 worst_at = r * border_dim + col;
4915 worst_dev = dev[r];
4916 worst_cpu = cpu[r];
4917 }
4918 }
4919 }
4920 assert!(
4921 worst <= 1e-9,
4922 "[#1551 stage-diff] device framed matvec != CPU oracle: worst abs={worst:e} at \
4923 (row*K+col)={worst_at} (dev={worst_dev:e} cpu={worst_cpu:e}), \
4924 first_bad_idx={first_bad:?}; border layout: atom0 [0..4) rank2, atom1 [4..10) \
4925 rank3 — which atom-range the bad row/col falls in pins the stage (smooth=diag, \
4926 G⊗W=cross, reduced-Schur=dense per-row)",
4927 );
4928 }
4929 }
4930}
4931
4932#[cfg(test)]
4933mod tests {
4934 use super::*;
4935 use crate::arrow_schur::ArrowSchurSystem;
4936 use ndarray::{Array2, ArrayView1};
4937
4938 fn build_fixture(n: usize, d: usize, k: usize, seed: u64) -> ArrowSchurSystem {
4939 let mut sys = ArrowSchurSystem::new(n, d, k);
4940 let mut state = seed.wrapping_mul(0x9E37_79B9_7F4A_7C15);
4941 let mut sample = || -> f64 {
4942 state = state
4943 .wrapping_mul(6364136223846793005)
4944 .wrapping_add(1442695040888963407);
4945 ((state >> 33) as f64) / ((1u64 << 31) as f64) - 1.0
4946 };
4947 for row in &mut sys.rows {
4948 let mut a = Array2::<f64>::zeros((d, d));
4949 for r in 0..d {
4950 for c in 0..d {
4951 a[[r, c]] = sample();
4952 }
4953 }
4954 let mut htt = a.t().dot(&a);
4955 for r in 0..d {
4956 htt[[r, r]] += d as f64 + 1.0;
4957 }
4958 row.htt = htt;
4959 for r in 0..d {
4960 for c in 0..k {
4961 row.htbeta[[r, c]] = 0.1 * sample();
4962 }
4963 row.gt[r] = sample();
4964 }
4965 }
4966 let mut hbb_a = Array2::<f64>::zeros((k, k));
4967 for r in 0..k {
4968 for c in 0..k {
4969 hbb_a[[r, c]] = sample();
4970 }
4971 }
4972 let mut hbb = hbb_a.t().dot(&hbb_a);
4973 for r in 0..k {
4974 hbb[[r, r]] += k as f64 + 1.0;
4975 }
4976 sys.hbb = hbb;
4977 for r in 0..k {
4978 sys.gb[r] = sample();
4979 }
4980 sys
4981 }
4982
4983 fn device_pcg_fixture(k: usize) -> (Array2<f64>, Array1<f64>) {
4984 let mut s = Array2::<f64>::zeros((k, k));
4985 for row in 0..k {
4986 s[[row, row]] = 2.5 + 0.001 * ((row % 17) as f64);
4987 if row + 1 < k {
4988 s[[row, row + 1]] = -0.05;
4989 s[[row + 1, row]] = -0.05;
4990 }
4991 if row + 7 < k {
4992 s[[row, row + 7]] = 0.01;
4993 s[[row + 7, row]] = 0.01;
4994 }
4995 }
4996 let rhs = Array1::from_shape_fn(k, |idx| ((idx as f64 + 1.0) * 0.013).sin());
4997 (s, rhs)
4998 }
4999
5000 fn dense_pcg_cpu_reference(
5001 s: &Array2<f64>,
5002 rhs: &Array1<f64>,
5003 max_iterations: usize,
5004 relative_tolerance: f64,
5005 ) -> Array1<f64> {
5006 let k = rhs.len();
5007 let rhs_norm = rhs.iter().map(|v| v * v).sum::<f64>().sqrt();
5008 if rhs_norm == 0.0 {
5009 return Array1::<f64>::zeros(k);
5010 }
5011 let tol = (relative_tolerance.max(0.0) * rhs_norm).max(1e-12);
5012 let inv_diag: Vec<f64> = (0..k).map(|idx| 1.0 / s[[idx, idx]]).collect();
5013 let mut x = Array1::<f64>::zeros(k);
5014 let mut r = rhs.clone();
5015 let mut z = Array1::from_shape_fn(k, |idx| inv_diag[idx] * r[idx]);
5016 let mut p = z.clone();
5017 let mut sp = Array1::<f64>::zeros(k);
5018 let mut rz = r.iter().zip(z.iter()).map(|(a, b)| a * b).sum::<f64>();
5019 for _ in 0..max_iterations.max(1) {
5020 for row in 0..k {
5021 let mut acc = 0.0;
5022 for col in 0..k {
5023 acc += s[[row, col]] * p[col];
5024 }
5025 sp[row] = acc;
5026 }
5027 let p_sp = p.iter().zip(sp.iter()).map(|(a, b)| a * b).sum::<f64>();
5028 let alpha = rz / p_sp;
5029 for idx in 0..k {
5030 x[idx] += alpha * p[idx];
5031 r[idx] -= alpha * sp[idx];
5032 }
5033 let r_norm = r.iter().map(|v| v * v).sum::<f64>().sqrt();
5034 if r_norm <= tol {
5035 break;
5036 }
5037 for idx in 0..k {
5038 z[idx] = inv_diag[idx] * r[idx];
5039 }
5040 let rz_next = r.iter().zip(z.iter()).map(|(a, b)| a * b).sum::<f64>();
5041 let beta = rz_next / rz;
5042 for idx in 0..k {
5043 p[idx] = z[idx] + beta * p[idx];
5044 }
5045 rz = rz_next;
5046 }
5047 x
5048 }
5049
5050 #[test]
5051 fn device_resident_pcg_matches_cpu_reference_when_cuda_admits() {
5052 let (s, rhs) = device_pcg_fixture(512);
5053 let max_iterations = 200usize;
5054 let relative_tolerance = 1.0e-12;
5055 let cpu = dense_pcg_cpu_reference(&s, &rhs, max_iterations, relative_tolerance);
5056 let (device, diag) = match solve_reduced_beta_pcg_with_diagnostics(
5057 &s,
5058 &rhs,
5059 max_iterations,
5060 relative_tolerance,
5061 ) {
5062 Ok(result) => result,
5063 Err(failure) => {
5070 assert!(
5071 gam_gpu::device_runtime::GpuRuntime::global().is_none(),
5072 "#1017: CUDA device present but the device reduced-beta PCG \
5073 declined/faulted instead of returning a result (tag: {failure:?}) — \
5074 the kernel does not run correctly on GPU"
5075 );
5076 return;
5077 }
5078 };
5079 let max_err = cpu
5080 .iter()
5081 .zip(device.iter())
5082 .map(|(a, b)| (a - b).abs())
5083 .fold(0.0_f64, f64::max);
5084 assert!(
5085 max_err <= 1.0e-10,
5086 "device resident PCG parity failed: max_err={max_err:e}, diag={diag:?}"
5087 );
5088 assert!(diag.matvec_calls > 0);
5089 assert_eq!(diag.matvec_calls, diag.iterations);
5090 }
5091
5092 #[test]
5093 fn dense_reference_matches_independent_solve() {
5094 let sys = build_fixture(4, 5, 3, 7);
5095 let solution = solve_arrow_newton_step_dense_reference(&sys, 0.0, 0.0).unwrap();
5096 let n = sys.rows.len();
5100 let d = sys.d;
5101 let k = sys.k;
5102 let total = n * d + k;
5103 let mut h = Array2::<f64>::zeros((total, total));
5104 let mut g = ndarray::Array1::<f64>::zeros(total);
5105 for (i, row) in sys.rows.iter().enumerate() {
5106 let base = i * d;
5107 for c in 0..d {
5108 for r in 0..d {
5109 h[[base + r, base + c]] = row.htt[[r, c]];
5110 }
5111 }
5112 for c in 0..k {
5113 for r in 0..d {
5114 h[[base + r, n * d + c]] = row.htbeta[[r, c]];
5115 h[[n * d + c, base + r]] = row.htbeta[[r, c]];
5116 }
5117 }
5118 for r in 0..d {
5119 g[base + r] = row.gt[r];
5120 }
5121 }
5122 for c in 0..k {
5123 for r in 0..k {
5124 h[[n * d + r, n * d + c]] += sys.hbb[[r, c]];
5125 }
5126 g[n * d + c] = sys.gb[c];
5127 }
5128 let l = cholesky_factor_in_place(h.view(), CholeskyGuard::NonnegativePivot).unwrap();
5129 let rhs = g.mapv(|v| -v);
5130 let expected = cholesky_solve_vector(l.view(), rhs.view());
5131 for i in 0..n * d {
5132 assert!(
5133 (solution.delta_t[i] - expected[i]).abs() < 1e-10 * (1.0 + expected[i].abs()),
5134 "delta_t[{i}] mismatch: got {} expected {}",
5135 solution.delta_t[i],
5136 expected[i]
5137 );
5138 }
5139 for a in 0..k {
5140 assert!(
5141 (solution.delta_beta[a] - expected[n * d + a]).abs()
5142 < 1e-10 * (1.0 + expected[n * d + a].abs()),
5143 "delta_beta[{a}] mismatch"
5144 );
5145 }
5146 }
5147
5148 #[test]
5162 fn row_procedural_matvec_parallel_deterministic_and_matches_serial() {
5163 use crate::arrow_schur::SCHUR_MATVEC_PARALLEL_ROW_MIN;
5164 let n = SCHUR_MATVEC_PARALLEL_ROW_MIN + 96; let d = 3usize;
5166 let k = 24usize;
5167 let mut sys = build_fixture(n, d, k, 0xA17C_0FFE);
5168 let slabs: Vec<Array2<f64>> = sys.rows.iter().map(|row| row.htbeta.clone()).collect();
5173 let forward_slabs = slabs.clone();
5174 let transpose_slabs = slabs;
5175 sys.set_row_htbeta_operator(
5176 move |row: usize, x: ArrayView1<'_, f64>, out: &mut Array1<f64>| {
5177 let h = &forward_slabs[row];
5178 for r in 0..h.nrows() {
5179 let mut acc = 0.0_f64;
5180 for c in 0..h.ncols() {
5181 acc += h[[r, c]] * x[c];
5182 }
5183 out[r] = acc;
5184 }
5185 },
5186 move |row: usize, v: ArrayView1<'_, f64>, out: &mut Array1<f64>| {
5187 let h = &transpose_slabs[row];
5188 for r in 0..h.nrows() {
5189 for c in 0..h.ncols() {
5190 out[c] += h[[r, c]] * v[r];
5191 }
5192 }
5193 },
5194 );
5195
5196 let matvec = gpu_schur_matvec_backend(&sys, 0.0, 0.0)
5197 .expect("row-procedural matvec backend builds for matrix-free system");
5198 let x = Array1::from_shape_fn(k, |i| ((i as f64 + 1.0) * 0.37).sin());
5199
5200 let mut out_parallel_a = Array1::<f64>::zeros(k);
5204 matvec(&x, &mut out_parallel_a);
5205 let mut out_parallel_b = Array1::<f64>::zeros(k);
5206 matvec(&x, &mut out_parallel_b);
5207 for a in 0..k {
5208 assert_eq!(
5209 out_parallel_a[a].to_bits(),
5210 out_parallel_b[a].to_bits(),
5211 "row-procedural matvec parallel reduction is non-deterministic at index {a}"
5212 );
5213 }
5214
5215 let mut out_serial = Array1::<f64>::zeros(k);
5220 rayon::ThreadPoolBuilder::new()
5221 .num_threads(2)
5222 .build()
5223 .expect("build rayon pool")
5224 .install(|| matvec(&x, &mut out_serial));
5225
5226 let max_abs = out_serial.iter().fold(0.0_f64, |m, v| m.max(v.abs()));
5227 for a in 0..k {
5228 let diff = (out_parallel_a[a] - out_serial[a]).abs();
5229 assert!(
5230 diff <= 1e-12 * (1.0 + max_abs),
5231 "row-procedural matvec parallel vs serial diverged beyond reassociation \
5232 at index {a}: {} vs {} (diff={diff:e})",
5233 out_parallel_a[a],
5234 out_serial[a]
5235 );
5236 }
5237 }
5238
5239 #[test]
5246 fn framed_sae_schur_matvec_matches_dense_reference() {
5247 use crate::arrow_schur::{
5248 BetaPenaltyOp, DeviceSaeFrameData, DeviceSaePcgData, DeviceSaeSmoothBlock,
5249 FactoredFrameGBlock, FactoredFrameKroneckerOp, IdentityRightKroneckerPenaltyOp,
5250 };
5251
5252 let p = 4usize;
5253 let ranks = vec![2usize, 4usize, 3usize];
5255 let basis_sizes = vec![2usize, 1usize, 2usize];
5256 let n_atoms = ranks.len();
5257 let mut border_offsets = Vec::with_capacity(n_atoms);
5258 let mut acc = 0usize;
5259 for k in 0..n_atoms {
5260 border_offsets.push(acc);
5261 acc += basis_sizes[k] * ranks[k];
5262 }
5263 let border_dim = acc; let mut state = 0x1234_5678_9abc_def0u64;
5266 let mut sample = || -> f64 {
5267 state = state
5268 .wrapping_mul(6364136223846793005)
5269 .wrapping_add(1442695040888963407);
5270 ((state >> 33) as f64) / ((1u64 << 31) as f64) - 1.0
5271 };
5272
5273 let mut frames: Vec<Array2<f64>> = Vec::with_capacity(n_atoms);
5276 for k in 0..n_atoms {
5277 let r = ranks[k];
5278 let mut u = Array2::<f64>::zeros((p, r));
5279 for i in 0..p {
5280 for j in 0..r {
5281 u[[i, j]] = if r == p && i == j {
5282 1.0
5283 } else if r == p {
5284 0.0
5285 } else {
5286 sample()
5287 };
5288 }
5289 }
5290 frames.push(u);
5291 }
5292 let w_of = |i: usize, j: usize| -> Array2<f64> {
5293 let (ui, uj) = (&frames[i], &frames[j]);
5294 let (ri, rj) = (ranks[i], ranks[j]);
5295 let mut w = Array2::<f64>::zeros((ri, rj));
5296 for a in 0..ri {
5297 for b in 0..rj {
5298 let mut s = 0.0;
5299 for c in 0..p {
5300 s += ui[[c, a]] * uj[[c, b]];
5301 }
5302 w[[a, b]] = s;
5303 }
5304 }
5305 w
5306 };
5307
5308 let mut frame_blocks: Vec<FactoredFrameGBlock> = Vec::new();
5310 let mut pairs = vec![(0usize, 0usize), (1, 1), (2, 2), (0, 2), (2, 0)];
5311 pairs.sort();
5312 for &(i, j) in &pairs {
5313 let (mi, mj) = (basis_sizes[i], basis_sizes[j]);
5314 let mut g = Array2::<f64>::zeros((mi, mj));
5315 for r in 0..mi {
5316 for c in 0..mj {
5317 g[[r, c]] = 0.3 * sample();
5318 }
5319 }
5320 if i == j {
5322 for r in 0..mi.min(mj) {
5323 g[[r, r]] += mi as f64 + 2.0;
5324 }
5325 }
5326 frame_blocks.push(FactoredFrameGBlock {
5327 atom_i: i,
5328 atom_j: j,
5329 g,
5330 w: w_of(i, j),
5331 });
5332 }
5333
5334 let mut smooth_blocks: Vec<DeviceSaeSmoothBlock> = Vec::with_capacity(n_atoms);
5336 let mut smooth_ranks: Vec<usize> = Vec::with_capacity(n_atoms);
5337 for k in 0..n_atoms {
5338 let m = basis_sizes[k];
5339 let mut a = Array2::<f64>::zeros((m, m));
5340 for r in 0..m {
5341 for c in 0..m {
5342 a[[r, c]] = 0.2 * sample();
5343 }
5344 }
5345 let mut s = a.t().dot(&a);
5346 for r in 0..m {
5347 s[[r, r]] += 1.0;
5348 }
5349 smooth_blocks.push(DeviceSaeSmoothBlock {
5350 global_offset: border_offsets[k],
5351 factor_a: s,
5352 });
5353 smooth_ranks.push(ranks[k]);
5354 }
5355
5356 let n = 6usize;
5358 let q = 3usize;
5359 let mut sys = ArrowSchurSystem::new(n, q, border_dim);
5360 let mut row_htbeta: Vec<Vec<f64>> = Vec::with_capacity(n);
5361 for i in 0..n {
5362 let mut a = Array2::<f64>::zeros((q, q));
5364 for r in 0..q {
5365 for c in 0..q {
5366 a[[r, c]] = sample();
5367 }
5368 }
5369 let mut htt = a.t().dot(&a);
5370 for r in 0..q {
5371 htt[[r, r]] += q as f64 + 1.0;
5372 }
5373 sys.rows[i].htt = htt;
5374 let mut slab = vec![0.0_f64; q * border_dim];
5375 for c in 0..q {
5376 for col in 0..border_dim {
5377 let v = 0.15 * sample();
5378 slab[c * border_dim + col] = v;
5379 sys.rows[i].htbeta[[c, col]] = v;
5380 }
5381 }
5382 row_htbeta.push(slab);
5383 }
5384
5385 let data_op =
5388 FactoredFrameKroneckerOp::new(ranks.clone(), basis_sizes.clone(), frame_blocks.clone())
5389 .expect("frame op");
5390 let mut hbb = data_op.to_dense();
5391 for k in 0..n_atoms {
5392 let op = IdentityRightKroneckerPenaltyOp {
5393 factor_a: smooth_blocks[k].factor_a.clone(),
5394 p: ranks[k],
5395 global_offset: border_offsets[k],
5396 k: border_dim,
5397 };
5398 let d = op.to_dense();
5399 for r in 0..border_dim {
5400 for c in 0..border_dim {
5401 hbb[[r, c]] += d[[r, c]];
5402 }
5403 }
5404 }
5405 sys.hbb = hbb;
5406
5407 let data = DeviceSaePcgData {
5408 p,
5409 beta_dim: border_dim,
5410 a_phi: std::sync::Arc::from(Vec::new().into_boxed_slice()),
5411 local_jac: std::sync::Arc::from(Vec::new().into_boxed_slice()),
5412 smooth_blocks,
5413 sparse_g_blocks: Vec::new(),
5414 frame: Some(DeviceSaeFrameData {
5415 ranks: ranks.clone(),
5416 basis_sizes: basis_sizes.clone(),
5417 border_offsets: border_offsets.clone(),
5418 frame_blocks,
5419 smooth_ranks,
5420 row_htbeta,
5421 }),
5422 };
5423
5424 let ridge_t = 1e-7;
5425 let ridge_beta = 1e-6;
5426
5427 let mut s_dense = Array2::<f64>::zeros((border_dim, border_dim));
5431 for r in 0..border_dim {
5432 for c in 0..border_dim {
5433 s_dense[[r, c]] = sys.hbb[[r, c]];
5434 }
5435 s_dense[[r, r]] += ridge_beta;
5436 }
5437 for row in &sys.rows {
5438 let mut htt = row.htt.clone();
5439 for d in 0..q {
5440 htt[[d, d]] += ridge_t;
5441 }
5442 let factor = cholesky_factor_in_place(htt.view(), CholeskyGuard::NonnegativePivot)
5443 .expect("htt PD");
5444 let mut y = Array2::<f64>::zeros((q, border_dim));
5446 for col in 0..border_dim {
5447 let mut e = Array1::<f64>::zeros(q);
5448 for r in 0..q {
5449 e[r] = row.htbeta[[r, col]];
5450 }
5451 let solved = cholesky_solve_vector(factor.view(), e.view());
5452 for r in 0..q {
5453 y[[r, col]] = solved[r];
5454 }
5455 }
5456 for r in 0..border_dim {
5457 for c in 0..border_dim {
5458 let mut acc = 0.0;
5459 for d in 0..q {
5460 acc += row.htbeta[[d, r]] * y[[d, c]];
5461 }
5462 s_dense[[r, c]] -= acc;
5463 }
5464 }
5465 }
5466
5467 let mut max_rel = 0.0_f64;
5469 for trial in 0..4 {
5470 let x: Vec<f64> = (0..border_dim)
5471 .map(|a| 0.3 * ((a as f64 + trial as f64) * 0.21).cos() - 0.1)
5472 .collect();
5473 let mut got = vec![0.0_f64; border_dim];
5474 sae_framed_schur_matvec_cpu(&sys, &data, ridge_t, ridge_beta, &x, &mut got)
5475 .expect("framed matvec");
5476 let mut want = vec![0.0_f64; border_dim];
5477 for r in 0..border_dim {
5478 let mut acc = 0.0;
5479 for c in 0..border_dim {
5480 acc += s_dense[[r, c]] * x[c];
5481 }
5482 want[r] = acc;
5483 }
5484 let scale = want.iter().fold(0.0_f64, |m, v| m.max(v.abs())).max(1.0);
5485 for a in 0..border_dim {
5486 let rel = (got[a] - want[a]).abs() / scale;
5487 max_rel = max_rel.max(rel);
5488 }
5489 }
5490 assert!(
5491 max_rel <= 1e-10,
5492 "framed SAE Schur matvec vs dense reference diverged: max_rel={max_rel:e}"
5493 );
5494 }
5495
5496 #[test]
5502 fn framed_sae_device_pcg_matches_cpu_when_cuda_admits() {
5503 use crate::arrow_schur::{
5504 BetaPenaltyOp, DeviceSaeFrameData, DeviceSaePcgData, DeviceSaeSmoothBlock,
5505 FactoredFrameGBlock, FactoredFrameKroneckerOp, IdentityRightKroneckerPenaltyOp,
5506 };
5507
5508 let p = 6usize;
5512 let n_atoms = 8usize;
5513 let ranks: Vec<usize> = (0..n_atoms)
5514 .map(|k| if k % 2 == 0 { 3usize } else { p })
5515 .collect();
5516 let basis_sizes: Vec<usize> = (0..n_atoms).map(|_| 3usize).collect();
5517 let mut border_offsets = Vec::with_capacity(n_atoms);
5518 let mut acc = 0usize;
5519 for k in 0..n_atoms {
5520 border_offsets.push(acc);
5521 acc += basis_sizes[k] * ranks[k];
5522 }
5523 let border_dim = acc; let mut state = 0xfeed_face_dead_beefu64;
5526 let mut sample = || -> f64 {
5527 state = state
5528 .wrapping_mul(6364136223846793005)
5529 .wrapping_add(1442695040888963407);
5530 ((state >> 33) as f64) / ((1u64 << 31) as f64) - 1.0
5531 };
5532 let mut frames: Vec<Array2<f64>> = Vec::new();
5533 for k in 0..n_atoms {
5534 let r = ranks[k];
5535 let mut u = Array2::<f64>::zeros((p, r));
5536 for i in 0..p {
5537 for j in 0..r {
5538 u[[i, j]] = if r == p && i == j {
5539 1.0
5540 } else if r == p {
5541 0.0
5542 } else {
5543 sample()
5544 };
5545 }
5546 }
5547 frames.push(u);
5548 }
5549 let w_of = |i: usize, j: usize| {
5550 let (ui, uj) = (&frames[i], &frames[j]);
5551 let (ri, rj) = (ranks[i], ranks[j]);
5552 let mut w = Array2::<f64>::zeros((ri, rj));
5553 for a in 0..ri {
5554 for b in 0..rj {
5555 let mut s = 0.0;
5556 for c in 0..p {
5557 s += ui[[c, a]] * uj[[c, b]];
5558 }
5559 w[[a, b]] = s;
5560 }
5561 }
5562 w
5563 };
5564 let mut pairs: Vec<(usize, usize)> = (0..n_atoms).map(|k| (k, k)).collect();
5565 for &(i, j) in &[(0usize, 1usize), (2, 4), (3, 6)] {
5567 pairs.push((i, j));
5568 pairs.push((j, i));
5569 }
5570 let mut frame_blocks = Vec::new();
5571 for &(i, j) in &pairs {
5572 let (mi, mj) = (basis_sizes[i], basis_sizes[j]);
5573 let mut g = Array2::<f64>::zeros((mi, mj));
5574 for r in 0..mi {
5575 for c in 0..mj {
5576 g[[r, c]] = 0.25 * sample();
5577 }
5578 }
5579 if i == j {
5580 for r in 0..mi.min(mj) {
5581 g[[r, r]] += mi as f64 + 2.0;
5582 }
5583 }
5584 frame_blocks.push(FactoredFrameGBlock {
5585 atom_i: i,
5586 atom_j: j,
5587 g,
5588 w: w_of(i, j),
5589 });
5590 }
5591 let mut smooth_blocks = Vec::new();
5592 let mut smooth_ranks = Vec::new();
5593 for k in 0..n_atoms {
5594 let m = basis_sizes[k];
5595 let mut a = Array2::<f64>::zeros((m, m));
5596 for r in 0..m {
5597 for c in 0..m {
5598 a[[r, c]] = 0.2 * sample();
5599 }
5600 }
5601 let mut s = a.t().dot(&a);
5602 for r in 0..m {
5603 s[[r, r]] += 1.0;
5604 }
5605 smooth_blocks.push(DeviceSaeSmoothBlock {
5606 global_offset: border_offsets[k],
5607 factor_a: s,
5608 });
5609 smooth_ranks.push(ranks[k]);
5610 }
5611 let n = 400usize;
5612 let q = 4usize;
5613 let mut sys = ArrowSchurSystem::new(n, q, border_dim);
5614 let mut row_htbeta = Vec::new();
5615 for i in 0..n {
5616 let mut a = Array2::<f64>::zeros((q, q));
5617 for r in 0..q {
5618 for c in 0..q {
5619 a[[r, c]] = sample();
5620 }
5621 }
5622 let mut htt = a.t().dot(&a);
5623 for r in 0..q {
5624 htt[[r, r]] += q as f64 + 1.0;
5625 }
5626 sys.rows[i].htt = htt;
5627 let mut slab = vec![0.0_f64; q * border_dim];
5628 for c in 0..q {
5629 for col in 0..border_dim {
5630 let v = 0.02 * sample();
5633 slab[c * border_dim + col] = v;
5634 sys.rows[i].htbeta[[c, col]] = v;
5635 }
5636 }
5637 row_htbeta.push(slab);
5638 }
5639 let data_op =
5640 FactoredFrameKroneckerOp::new(ranks.clone(), basis_sizes.clone(), frame_blocks.clone())
5641 .expect("frame op");
5642 let mut hbb = data_op.to_dense();
5643 for k in 0..n_atoms {
5644 let op = IdentityRightKroneckerPenaltyOp {
5645 factor_a: smooth_blocks[k].factor_a.clone(),
5646 p: ranks[k],
5647 global_offset: border_offsets[k],
5648 k: border_dim,
5649 };
5650 let d = op.to_dense();
5651 for r in 0..border_dim {
5652 for c in 0..border_dim {
5653 hbb[[r, c]] += d[[r, c]];
5654 }
5655 }
5656 }
5657 sys.hbb = hbb;
5658 let data = DeviceSaePcgData {
5659 p,
5660 beta_dim: border_dim,
5661 a_phi: std::sync::Arc::from(Vec::new().into_boxed_slice()),
5662 local_jac: std::sync::Arc::from(Vec::new().into_boxed_slice()),
5663 smooth_blocks,
5664 sparse_g_blocks: Vec::new(),
5665 frame: Some(DeviceSaeFrameData {
5666 ranks: ranks.clone(),
5667 basis_sizes: basis_sizes.clone(),
5668 border_offsets: border_offsets.clone(),
5669 frame_blocks,
5670 smooth_ranks,
5671 row_htbeta,
5672 }),
5673 };
5674 let ridge_t = 1e-7;
5675 let ridge_beta = 1e-6;
5676 let rhs: Array1<f64> =
5677 Array1::from_shape_fn(border_dim, |a| ((a as f64 + 1.0) * 0.17).sin());
5678
5679 let (device, diag) =
5680 match solve_sae_matrix_free_pcg(&sys, &data, ridge_t, ridge_beta, &rhs, 400, 1e-12) {
5681 Ok(result) => result,
5682 Err(failure) => {
5688 assert!(
5689 gam_gpu::device_runtime::GpuRuntime::global().is_none(),
5690 "#1017: CUDA device present but the framed device SAE PCG \
5691 declined/faulted instead of returning a result (tag: {failure:?}) — \
5692 the kernel does not run correctly on GPU"
5693 );
5694 return;
5695 }
5696 };
5697
5698 let mut s_dense = Array2::<f64>::zeros((border_dim, border_dim));
5701 for col in 0..border_dim {
5702 let mut e = vec![0.0_f64; border_dim];
5703 e[col] = 1.0;
5704 let mut sc = vec![0.0_f64; border_dim];
5705 sae_framed_schur_matvec_cpu(&sys, &data, ridge_t, ridge_beta, &e, &mut sc)
5706 .expect("cpu matvec");
5707 for r in 0..border_dim {
5708 s_dense[[r, col]] = sc[r];
5709 }
5710 }
5711 let factor = cholesky_factor_in_place(s_dense.view(), CholeskyGuard::NonnegativePivot)
5712 .expect("S PD");
5713 let cpu = cholesky_solve_vector(factor.view(), rhs.view());
5714
5715 let scale = cpu.iter().fold(0.0_f64, |m, v| m.max(v.abs())).max(1.0);
5716 let mut max_rel = 0.0_f64;
5717 for a in 0..border_dim {
5718 max_rel = max_rel.max((device[a] - cpu[a]).abs() / scale);
5719 }
5720 let mut s_dev_resid = 0.0_f64;
5729 {
5730 let sx = s_dense.dot(&device);
5731 for a in 0..border_dim {
5732 s_dev_resid = s_dev_resid.max((sx[a] - rhs[a]).abs());
5733 }
5734 }
5735 let s_cpu_resid = {
5736 let sc = s_dense.dot(&cpu);
5737 let mut m = 0.0_f64;
5738 for a in 0..border_dim {
5739 m = m.max((sc[a] - rhs[a]).abs());
5740 }
5741 m
5742 };
5743 assert!(
5744 max_rel <= 1e-7,
5745 "[#1551 framed-triage] max_rel={max_rel:e} | device-vs-CPU-operator residual \
5746 ‖S_cpu·device−rhs‖={s_dev_resid:e} (CPU's own ={s_cpu_resid:e}) | device PCG \
5747 stop={:?} iters={} final_rel_resid={:e} — large operator-residual ⇒ device matvec \
5748 is a different operator (kernel bug); small ⇒ PCG/precond or singular-S issue",
5749 diag.stopping_reason,
5750 diag.iterations,
5751 diag.final_relative_residual,
5752 );
5753 }
5754}