STT-tensorflow/tensorflow/compiler/tests/matrix_solve_op_test.py
A. Unique TensorFlower 269e4abc11 [TF:XLA] Re-implement MatrixSolve in terms of QR decomposition.
This implementation is effectively just a MatrixInverse followed by a batched
dot, so all of the same disclaimers apply as for MatrixInverse (QR decomposition
likely to be slower than LU, doesn't support complex numbers). This is a
short-term solution to avoid having to use workarounds for tf.linalg.solve on
TPU. Performance can be improved in future (e.g. when LU is implemented).

This functionality was added previously but had to be rolled-back due to slow
tests. This version has faster tests.

PiperOrigin-RevId: 277120825
Change-Id: I0a1e274738d9a9393b061f6b793180e1f20dacf7
2019-10-28 13:49:07 -07:00

79 lines
3.0 KiB
Python

# Copyright 2015 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
#
# http://www.apache.org/licenses/LICENSE-2.0
#
# 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.
# ==============================================================================
"""Tests for XLA implementation of tf.linalg.solve."""
from __future__ import absolute_import
from __future__ import division
from __future__ import print_function
from absl.testing import parameterized
import numpy as np
from tensorflow.compiler.tests import xla_test
from tensorflow.python.ops import linalg_ops
from tensorflow.python.ops import random_ops
from tensorflow.python.platform import googletest
class MatrixSolveOpTest(xla_test.XLATestCase, parameterized.TestCase):
def _verifySolve(self, x, y, adjoint):
for np_type in self.float_types & {np.float32, np.float64}:
tol = 1e-4 if np_type == np.float32 else 1e-12
a = x.astype(np_type)
b = y.astype(np_type)
np_ans = np.linalg.solve(np.swapaxes(a, -2, -1) if adjoint else a, b)
with self.session() as sess:
with self.test_scope():
tf_ans = linalg_ops.matrix_solve(a, b, adjoint=adjoint)
out = sess.run(tf_ans)
self.assertEqual(tf_ans.shape, out.shape)
self.assertEqual(np_ans.shape, out.shape)
self.assertAllClose(np_ans, out, atol=tol, rtol=tol)
@parameterized.named_parameters(
("Scalar", 1, 1, [], [], False),
("Vector", 5, 1, [], [], False),
("MultipleRHS", 5, 4, [], [], False),
("Adjoint", 5, 4, [], [], True),
("BatchedScalar", 1, 4, [2], [2], False),
("BatchedVector", 5, 4, [2], [2], False),
("BatchedRank2", 5, 4, [7, 4], [7, 4], False),
("BatchedAdjoint", 5, 4, [7, 4], [7, 4], True),
)
def testSolve(self, n, nrhs, batch_dims, rhs_batch_dims, adjoint):
matrix = np.random.normal(-5.0, 5.0, batch_dims + [n, n])
rhs = np.random.normal(-5.0, 5.0, rhs_batch_dims + [n, nrhs])
self._verifySolve(matrix, rhs, adjoint=adjoint)
@parameterized.named_parameters(
("Simple", False),
("Adjoint", True),
)
def testConcurrent(self, adjoint):
with self.session() as sess:
lhs1 = random_ops.random_normal([3, 3], seed=42)
lhs2 = random_ops.random_normal([3, 3], seed=42)
rhs1 = random_ops.random_normal([3, 3], seed=42)
rhs2 = random_ops.random_normal([3, 3], seed=42)
with self.test_scope():
s1 = linalg_ops.matrix_solve(lhs1, rhs1, adjoint=adjoint)
s2 = linalg_ops.matrix_solve(lhs2, rhs2, adjoint=adjoint)
self.assertAllEqual(*sess.run([s1, s2]))
if __name__ == "__main__":
googletest.main()