Peter Hawkins cc96aa6e37 [XLA] Fix computation of elementary Householder reflection in case where diagonal element is exactly zero.
Sign(0) is 0, but we still want a non-0 value otherwise the computation will yield a NaN.

Will fix https://github.com/google/jax/issues/646 after a jaxlib release.

PiperOrigin-RevId: 245876121
2019-04-29 20:50:49 -07:00

121 lines
4.0 KiB
C++

/* Copyright 2018 The TensorFlow Authors. All Rights Reserved.
Licensed under the Apache License, Version 2.0 (the "License");
you may not use this file except in compliance with the License.
You may obtain a copy of the License at
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Unless required by applicable law or agreed to in writing, software
distributed under the License is distributed on an "AS IS" BASIS,
WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
See the License for the specific language governing permissions and
limitations under the License.
==============================================================================*/
#include "tensorflow/compiler/xla/client/lib/qr.h"
#include "tensorflow/compiler/xla/array2d.h"
#include "tensorflow/compiler/xla/array3d.h"
#include "tensorflow/compiler/xla/client/lib/matrix.h"
#include "tensorflow/compiler/xla/client/xla_builder.h"
#include "tensorflow/compiler/xla/literal.h"
#include "tensorflow/compiler/xla/statusor.h"
#include "tensorflow/compiler/xla/test.h"
#include "tensorflow/compiler/xla/tests/client_library_test_base.h"
#include "tensorflow/compiler/xla/tests/literal_test_util.h"
#include "tensorflow/compiler/xla/tests/test_macros.h"
#include "tensorflow/compiler/xla/xla_data.pb.h"
#include "tensorflow/core/lib/core/status_test_util.h"
namespace {
using QrTest = xla::ClientLibraryTestBase;
XLA_TEST_F(QrTest, Simple) {
xla::XlaBuilder builder(TestName());
xla::Array2D<float> a_vals({
{4, 6, 8, 10},
{6, 45, 54, 63},
{8, 54, 146, 166},
{10, 63, 166, 310},
});
xla::XlaOp a;
auto a_data = CreateR2Parameter<float>(a_vals, 0, "a", &builder, &a);
TF_ASSERT_OK_AND_ASSIGN(
auto result,
xla::QRDecomposition(a, /*full_matrices=*/true, /*block_size=*/2));
// Verifies that the decomposition composes back to the original matrix.
//
// This isn't a terribly demanding test, (e.g., we should verify that Q is
// orthonormal and R is upper-triangular) but it's awkward to write such tests
// without more linear algebra libraries. It's easier to test the numerics
// from Python, anyway, where we have access to numpy and scipy.
xla::BatchDot(result.q, result.r, xla::PrecisionConfig::HIGHEST);
ComputeAndCompareR2<float>(&builder, a_vals, {a_data.get()},
xla::ErrorSpec(1e-4, 1e-4));
}
XLA_TEST_F(QrTest, ZeroDiagonal) {
xla::XlaBuilder builder(TestName());
xla::Array2D<float> a_vals({
{0, 1, 1},
{1, 0, 1},
{1, 1, 0},
});
xla::XlaOp a;
auto a_data = CreateR2Parameter<float>(a_vals, 0, "a", &builder, &a);
TF_ASSERT_OK_AND_ASSIGN(
auto result,
xla::QRDecomposition(a, /*full_matrices=*/true, /*block_size=*/8));
// Verifies that the decomposition composes back to the original matrix.
//
// This isn't a terribly demanding test, (e.g., we should verify that Q is
// orthonormal and R is upper-triangular) but it's awkward to write such tests
// without more linear algebra libraries. It's easier to test the numerics
// from Python, anyway, where we have access to numpy and scipy.
xla::BatchDot(result.q, result.r, xla::PrecisionConfig::HIGHEST);
ComputeAndCompareR2<float>(&builder, a_vals, {a_data.get()},
xla::ErrorSpec(1e-4, 1e-4));
}
XLA_TEST_F(QrTest, SimpleBatched) {
xla::XlaBuilder builder(TestName());
xla::Array3D<float> a_vals({
{
{4, 6, 8, 10},
{6, 45, 54, 63},
{8, 54, 146, 166},
{10, 63, 166, 310},
},
{
{16, 24, 8, 12},
{24, 61, 82, 48},
{8, 82, 456, 106},
{12, 48, 106, 62},
},
});
xla::XlaOp a;
auto a_data = CreateR3Parameter<float>(a_vals, 0, "a", &builder, &a);
TF_ASSERT_OK_AND_ASSIGN(
auto result,
xla::QRDecomposition(a, /*full_matrices=*/true, /*block_size=*/2));
xla::BatchDot(result.q, result.r, xla::PrecisionConfig::HIGHEST);
ComputeAndCompareR3<float>(&builder, a_vals, {a_data.get()},
xla::ErrorSpec(1e-4, 1e-4));
}
} // namespace