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Author SHA1 Message Date
Rasmus Munk Larsen
43a95b62bb GPU: Add sparse solvers, FFT, and SpMV (cuDSS, cuFFT, cuSPARSE)
Add GPU sparse direct solvers (Cholesky, LDL^T, LU) via cuDSS, 1D/2D FFT
via cuFFT with plan caching, and sparse matrix-vector/matrix multiply
(SpMV/SpMM) via cuSPARSE.

Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com>
2026-04-09 19:11:49 -07:00
Rasmus Munk Larsen
8593c7f5a1 GPU: Add dense cuSOLVER solvers (QR, SVD, EigenSolver)
Add QR (geqrf + ormqr + trsm), SVD (gesvd), and self-adjoint eigenvalue
decomposition (syevd) via cuSOLVER. All support host and DeviceMatrix input.

Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com>
2026-04-09 19:11:34 -07:00
Rasmus Munk Larsen
58c44ef36d GPU: Add library dispatch module (DeviceMatrix, cuBLAS, cuSOLVER)
Add Eigen/GPU module: A standalone GPU library dispatch layer where
DeviceMatrix<Scalar> operations map 1:1 to cuBLAS/cuSOLVER calls.
CPU and GPU solvers coexist in the same binary with compatible syntax.

Core infrastructure:
- DeviceMatrix<Scalar>: RAII dense column-major GPU memory wrapper with
  async host transfer (fromHost/toHost) and CUDA event-based cross-stream
  synchronization.
- GpuContext: Unified execution context owning a CUDA stream + cuBLAS
  handle + cuSOLVER handle. Thread-local default with explicit override
  via setThreadLocal(). Stream-borrowing constructor for integration.
- DeviceBuffer: Typed RAII device allocation with move semantics.

cuBLAS dispatch (expression syntax):
- GEMM: d_C = d_A.adjoint() * d_B (cublasXgemm)
- TRSM: d_X = d_A.triangularView<Lower>().solve(d_B) (cublasXtrsm)
- SYMM/HEMM: d_C = d_A.selfadjointView<Lower>() * d_B (cublasXsymm)
- SYRK/HERK: d_C = d_A * d_A.adjoint() (cublasXsyrk)

cuSOLVER dispatch:
- GpuLLT: Cached Cholesky factorization (cusolverDnXpotrf + Xpotrs)
- GpuLU: Cached LU factorization (cusolverDnXgetrf + Xgetrs)
- Solver chaining: auto x = d_A.llt().solve(d_B)
- Solver expressions with .device(ctx) for explicit stream control.

CI: Bump CUDA container to Ubuntu 22.04 (CMake 3.22), GCC 10->11,
Clang 12->14. Bump cmake_minimum_required to 3.17 for FindCUDAToolkit.

Tests: gpu_cublas.cpp, gpu_cusolver_llt.cpp, gpu_cusolver_lu.cpp,
gpu_device_matrix.cpp, gpu_library_example.cu
Benchmarks: bench_gpu_solvers.cpp, bench_gpu_chaining.cpp,
bench_gpu_batching.cpp
2026-04-09 19:05:25 -07:00
Rasmus Munk Larsen
6a9405bf7a GPU: Raise CUDA/HIP minimum and remove legacy guards
- Raise CUDA minimum from 9.0 to 11.4 (sm_70/Volta).
- Raise HIP minimum to GFX906 (Vega 20/MI50) / ROCm 5.6.
- Remove EIGEN_HAS_{CUDA,HIP,GPU}_FP16 guards — FP16 is always available
  on sm_70+ and GFX906+.
- Remove obsolete __HIP_ARCH_HAS_* preprocessor branches.
- C++14 cleanup: remove pre-C++14 workarounds in GPU code.
- Fix NVCC warnings (deprecated register keyword, unreachable code,
  tautological comparisons).
- Fix HIP test execution on gfx1151.
- Update CI configuration for new minimum versions.
2026-04-09 15:21:39 -07:00
76 changed files with 10763 additions and 724 deletions

View File

@@ -1,4 +1,4 @@
cmake_minimum_required(VERSION 3.10.0)
cmake_minimum_required(VERSION 3.17)
#==============================================================================
# CMake Policy issues.
@@ -9,7 +9,7 @@ if (POLICY CMP0077)
endif (POLICY CMP0077)
# NOTE Remove setting the policy once the minimum required CMake version is
# increased to at least 3.15. Retain enabling the export to package registry.
# increased to at least 3.21. Retain enabling the export to package registry.
if (POLICY CMP0090)
# The export command does not populate package registry by default
cmake_policy (SET CMP0090 NEW)
@@ -672,7 +672,7 @@ if (EIGEN_BUILD_TESTING)
endif()
set(EIGEN_CUDA_CXX_FLAGS "" CACHE STRING "Additional flags to pass to the cuda compiler.")
set(EIGEN_CUDA_COMPUTE_ARCH 30 CACHE STRING "The CUDA compute architecture(s) to target when compiling CUDA code")
set(EIGEN_CUDA_COMPUTE_ARCH 70 CACHE STRING "The CUDA compute architecture(s) to target when compiling CUDA code")
option(EIGEN_TEST_SYCL "Add Sycl support." OFF)
if(EIGEN_TEST_SYCL)
@@ -817,4 +817,3 @@ endif()
message(STATUS "")
message(STATUS "Configured Eigen ${EIGEN_VERSION_STRING}")
message(STATUS "")

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@@ -50,9 +50,9 @@
#include "src/Core/util/AOCL_Support.h"
#if defined(EIGEN_HAS_CUDA_FP16) || defined(EIGEN_HAS_HIP_FP16)
#define EIGEN_HAS_GPU_FP16
#endif
// EIGEN_HAS_GPU_FP16 is now always true when compiling with CUDA or HIP.
// Use EIGEN_GPUCC (compile-time) or EIGEN_GPU_COMPILE_PHASE (device phase) instead.
// TODO: Remove EIGEN_HAS_GPU_BF16 similarly once HIP bf16 guards are cleaned up.
#if defined(EIGEN_HAS_CUDA_BF16) || defined(EIGEN_HAS_HIP_BF16)
#define EIGEN_HAS_GPU_BF16

69
Eigen/GPU Normal file
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@@ -0,0 +1,69 @@
// This file is part of Eigen, a lightweight C++ template library
// for linear algebra.
//
// This Source Code Form is subject to the terms of the Mozilla
// Public License v. 2.0. If a copy of the MPL was not distributed
// with this file, You can obtain one at http://mozilla.org/MPL/2.0/.
#ifndef EIGEN_GPU_MODULE_H
#define EIGEN_GPU_MODULE_H
#include "Core"
#include "src/Core/util/DisableStupidWarnings.h"
/** \defgroup GPU_Module GPU module
*
* GPU-accelerated solvers and operations using NVIDIA CUDA libraries
* (cuSOLVER, cuBLAS, cuSPARSE, cuFFT, cuDSS).
*
* This module provides explicit GPU solver classes that coexist with Eigen's
* CPU solvers. Unlike the LAPACKE dispatch (which replaces the CPU
* implementation globally), GPU classes are separate types the user
* instantiates by choice:
*
* \code
* #define EIGEN_USE_GPU
* #include <Eigen/GPU>
*
* // CPU path (unchanged)
* Eigen::LLT<Eigen::MatrixXd> llt_cpu(A);
*
* // GPU path (explicit)
* Eigen::GpuLLT<double> llt_gpu(A); // L stays on device
* auto X = llt_gpu.solve(B); // only B transferred per solve
* \endcode
*
* Requires CUDA 11.4+. See CLAUDE.md.
*/
#ifdef EIGEN_USE_GPU
// IWYU pragma: begin_exports
#include "src/GPU/DeviceMatrix.h"
#include "src/GPU/GpuContext.h"
#include "src/GPU/DeviceExpr.h"
#include "src/GPU/DeviceBlasExpr.h"
#include "src/GPU/DeviceSolverExpr.h"
#include "src/GPU/DeviceDispatch.h"
#include "src/GPU/GpuLLT.h"
#include "src/GPU/GpuLU.h"
#include "src/GPU/GpuQR.h"
#include "src/GPU/GpuSVD.h"
#include "src/GPU/GpuEigenSolver.h"
#include "src/GPU/CuFftSupport.h"
#include "src/GPU/GpuFFT.h"
#include "src/GPU/CuSparseSupport.h"
#include "src/GPU/GpuSparseContext.h"
#ifdef EIGEN_CUDSS
#include "src/GPU/CuDssSupport.h"
#include "src/GPU/GpuSparseSolverBase.h"
#include "src/GPU/GpuSparseLLT.h"
#include "src/GPU/GpuSparseLDLT.h"
#include "src/GPU/GpuSparseLU.h"
#endif
// IWYU pragma: end_exports
#endif
#include "src/Core/util/ReenableStupidWarnings.h"
#endif // EIGEN_GPU_MODULE_H

View File

@@ -858,16 +858,8 @@ struct hash<Eigen::bfloat16> {
} // namespace std
#endif
// Add the missing shfl* intrinsics.
// The __shfl* functions are only valid on HIP or _CUDA_ARCH_ >= 300.
// CUDA defines them for (__CUDA_ARCH__ >= 300 || !defined(__CUDA_ARCH__))
//
// HIP and CUDA prior to SDK 9.0 define
// __shfl, __shfl_up, __shfl_down, __shfl_xor for int and float
// CUDA since 9.0 deprecates those and instead defines
// __shfl_sync, __shfl_up_sync, __shfl_down_sync, __shfl_xor_sync,
// with native support for __half and __nv_bfloat16
//
// Warp shuffle overloads for Eigen::bfloat16.
// HIP uses non-sync __shfl variants; CUDA has native __nv_bfloat16 support in __shfl_sync.
// Note that the following are __device__ - only functions.
#if defined(EIGEN_HIPCC)

View File

@@ -45,7 +45,7 @@
// Eigen with GPU support.
// Any functions that require `numext::bit_cast` may also not be constexpr,
// including any native types when setting via raw bit values.
#if defined(EIGEN_HAS_GPU_FP16) || defined(EIGEN_HAS_ARM64_FP16_SCALAR_ARITHMETIC) || defined(EIGEN_HAS_BUILTIN_FLOAT16)
#if defined(EIGEN_GPUCC) || defined(EIGEN_HAS_ARM64_FP16_SCALAR_ARITHMETIC) || defined(EIGEN_HAS_BUILTIN_FLOAT16)
#define _EIGEN_MAYBE_CONSTEXPR
#else
#define _EIGEN_MAYBE_CONSTEXPR constexpr
@@ -121,12 +121,12 @@ namespace half_impl {
//
// Making the host side compile phase of hipcc use the same Eigen::half impl, as the gcc compile, resolves
// this error, and hence the following convoluted #if condition
#if !defined(EIGEN_HAS_GPU_FP16) || !defined(EIGEN_GPU_COMPILE_PHASE)
#if !defined(EIGEN_GPUCC) || !defined(EIGEN_GPU_COMPILE_PHASE)
// Make our own __half_raw definition that is similar to CUDA's.
struct __half_raw {
struct construct_from_rep_tag {};
#if (defined(EIGEN_HAS_GPU_FP16) && !defined(EIGEN_GPU_COMPILE_PHASE))
#if (defined(EIGEN_GPUCC) && !defined(EIGEN_GPU_COMPILE_PHASE))
// Eigen::half can be used as the datatype for shared memory declarations (in Eigen and TF)
// The element type for shared memory cannot have non-trivial constructors
// and hence the following special casing (which skips the zero-initilization).
@@ -152,16 +152,12 @@ struct __half_raw {
#endif
};
#elif defined(EIGEN_HAS_HIP_FP16)
#elif defined(EIGEN_HIPCC)
// HIP GPU compile phase: nothing to do here.
// HIP fp16 header file has a definition for __half_raw
#elif defined(EIGEN_HAS_CUDA_FP16)
#elif defined(EIGEN_CUDACC)
// CUDA GPU compile phase.
#if EIGEN_CUDA_SDK_VER < 90000
// In CUDA < 9.0, __half is the equivalent of CUDA 9's __half_raw
typedef __half __half_raw;
#endif // defined(EIGEN_HAS_CUDA_FP16)
#elif defined(SYCL_DEVICE_ONLY)
typedef cl::sycl::half __half_raw;
@@ -175,15 +171,13 @@ struct half_base : public __half_raw {
EIGEN_DEVICE_FUNC _EIGEN_MAYBE_CONSTEXPR half_base() {}
EIGEN_DEVICE_FUNC _EIGEN_MAYBE_CONSTEXPR half_base(const __half_raw& h) : __half_raw(h) {}
#if defined(EIGEN_HAS_GPU_FP16)
#if defined(EIGEN_HAS_HIP_FP16)
#if defined(EIGEN_GPUCC)
#if defined(EIGEN_HIPCC)
EIGEN_DEVICE_FUNC _EIGEN_MAYBE_CONSTEXPR half_base(const __half& h) { x = __half_as_ushort(h); }
#elif defined(EIGEN_HAS_CUDA_FP16)
#if EIGEN_CUDA_SDK_VER >= 90000
#elif defined(EIGEN_CUDACC)
EIGEN_DEVICE_FUNC _EIGEN_MAYBE_CONSTEXPR half_base(const __half& h) : __half_raw(*(__half_raw*)&h) {}
#endif
#endif
#endif
};
} // namespace half_impl
@@ -192,36 +186,29 @@ struct half_base : public __half_raw {
struct half : public half_impl::half_base {
// Writing this out as separate #if-else blocks to make the code easier to follow
// The same applies to most #if-else blocks in this file
#if !defined(EIGEN_HAS_GPU_FP16) || !defined(EIGEN_GPU_COMPILE_PHASE)
#if !defined(EIGEN_GPUCC) || !defined(EIGEN_GPU_COMPILE_PHASE)
// Use the same base class for the following two scenarios
// * when compiling without GPU support enabled
// * during host compile phase when compiling with GPU support enabled
typedef half_impl::__half_raw __half_raw;
#elif defined(EIGEN_HAS_HIP_FP16)
#elif defined(EIGEN_HIPCC)
// Nothing to do here
// HIP fp16 header file has a definition for __half_raw
#elif defined(EIGEN_HAS_CUDA_FP16)
// Note that EIGEN_CUDA_SDK_VER is set to 0 even when compiling with HIP, so
// (EIGEN_CUDA_SDK_VER < 90000) is true even for HIP! So keeping this within
// #if defined(EIGEN_HAS_CUDA_FP16) is needed
#if defined(EIGEN_CUDA_SDK_VER) && EIGEN_CUDA_SDK_VER < 90000
typedef half_impl::__half_raw __half_raw;
#endif
#elif defined(EIGEN_CUDACC)
// Nothing to do here.
#endif
EIGEN_DEVICE_FUNC _EIGEN_MAYBE_CONSTEXPR half() {}
EIGEN_DEVICE_FUNC _EIGEN_MAYBE_CONSTEXPR half(const __half_raw& h) : half_impl::half_base(h) {}
#if defined(EIGEN_HAS_GPU_FP16)
#if defined(EIGEN_HAS_HIP_FP16)
#if defined(EIGEN_GPUCC)
#if defined(EIGEN_HIPCC)
EIGEN_DEVICE_FUNC _EIGEN_MAYBE_CONSTEXPR half(const __half& h) : half_impl::half_base(h) {}
#elif defined(EIGEN_HAS_CUDA_FP16)
#if defined(EIGEN_CUDA_SDK_VER) && EIGEN_CUDA_SDK_VER >= 90000
#elif defined(EIGEN_CUDACC)
EIGEN_DEVICE_FUNC _EIGEN_MAYBE_CONSTEXPR half(const __half& h) : half_impl::half_base(h) {}
#endif
#endif
#endif
#if defined(EIGEN_HAS_ARM64_FP16_SCALAR_ARITHMETIC)
explicit EIGEN_DEVICE_FUNC _EIGEN_MAYBE_CONSTEXPR half(__fp16 b)
@@ -248,7 +235,7 @@ struct half : public half_impl::half_base {
return half_impl::half_to_float(*this);
}
#if defined(EIGEN_HAS_GPU_FP16) && !defined(EIGEN_GPU_COMPILE_PHASE)
#if defined(EIGEN_GPUCC) && !defined(EIGEN_GPU_COMPILE_PHASE)
EIGEN_DEVICE_FUNC operator __half() const {
::__half_raw hr;
hr.x = x;
@@ -380,8 +367,7 @@ namespace Eigen {
namespace half_impl {
#if (defined(EIGEN_HAS_CUDA_FP16) && defined(EIGEN_CUDA_ARCH) && EIGEN_CUDA_ARCH >= 530) || \
(defined(EIGEN_HAS_HIP_FP16) && defined(HIP_DEVICE_COMPILE))
#if defined(EIGEN_GPU_COMPILE_PHASE)
// Note: We deliberately do *not* define this to 1 even if we have Arm's native
// fp16 type since GPU half types are rather different from native CPU half types.
#define EIGEN_HAS_NATIVE_GPU_FP16
@@ -393,24 +379,10 @@ namespace half_impl {
// conversion steps back and forth.
#if defined(EIGEN_HAS_NATIVE_GPU_FP16)
EIGEN_STRONG_INLINE __device__ half operator+(const half& a, const half& b) {
#if defined(EIGEN_CUDA_SDK_VER) && EIGEN_CUDA_SDK_VER >= 90000
return __hadd(::__half(a), ::__half(b));
#else
return __hadd(a, b);
#endif
}
EIGEN_STRONG_INLINE __device__ half operator+(const half& a, const half& b) { return __hadd(::__half(a), ::__half(b)); }
EIGEN_STRONG_INLINE __device__ half operator*(const half& a, const half& b) { return __hmul(a, b); }
EIGEN_STRONG_INLINE __device__ half operator-(const half& a, const half& b) { return __hsub(a, b); }
EIGEN_STRONG_INLINE __device__ half operator/(const half& a, const half& b) {
#if defined(EIGEN_CUDA_SDK_VER) && EIGEN_CUDA_SDK_VER >= 90000
return __hdiv(a, b);
#else
float num = __half2float(a);
float denom = __half2float(b);
return __float2half(num / denom);
#endif
}
EIGEN_STRONG_INLINE __device__ half operator/(const half& a, const half& b) { return __hdiv(a, b); }
EIGEN_STRONG_INLINE __device__ half operator-(const half& a) { return __hneg(a); }
EIGEN_STRONG_INLINE __device__ half& operator+=(half& a, const half& b) {
a = a + b;
@@ -505,7 +477,7 @@ EIGEN_STRONG_INLINE EIGEN_DEVICE_FUNC bool operator>=(const half& a, const half&
// We need to provide emulated *host-side* FP16 operators for clang.
#pragma push_macro("EIGEN_DEVICE_FUNC")
#undef EIGEN_DEVICE_FUNC
#if defined(EIGEN_HAS_CUDA_FP16) && defined(EIGEN_HAS_NATIVE_GPU_FP16)
#if defined(EIGEN_CUDACC) && defined(EIGEN_HAS_NATIVE_GPU_FP16)
#define EIGEN_DEVICE_FUNC __host__
#else // both host and device need emulated ops.
#define EIGEN_DEVICE_FUNC __host__ __device__
@@ -636,7 +608,7 @@ EIGEN_STRONG_INLINE EIGEN_DEVICE_FUNC _EIGEN_MAYBE_CONSTEXPR __half_raw raw_uint
// because this is constexpr function.
// Fortunately, since we need to disable EIGEN_CONSTEXPR for GPU anyway, we can get out
// of this catch22 by having separate bodies for GPU / non GPU
#if defined(EIGEN_HAS_GPU_FP16)
#if defined(EIGEN_GPUCC)
__half_raw h;
h.x = x;
return h;
@@ -661,8 +633,7 @@ EIGEN_STRONG_INLINE EIGEN_DEVICE_FUNC numext::uint16_t raw_half_as_uint16(const
}
EIGEN_STRONG_INLINE EIGEN_DEVICE_FUNC __half_raw float_to_half_rtne(float ff) {
#if (defined(EIGEN_HAS_CUDA_FP16) && defined(EIGEN_CUDA_ARCH) && EIGEN_CUDA_ARCH >= 300) || \
(defined(EIGEN_HAS_HIP_FP16) && defined(EIGEN_HIP_DEVICE_COMPILE))
#if defined(EIGEN_GPU_COMPILE_PHASE)
__half tmp_ff = __float2half(ff);
return *(__half_raw*)&tmp_ff;
@@ -735,8 +706,7 @@ EIGEN_STRONG_INLINE EIGEN_DEVICE_FUNC __half_raw float_to_half_rtne(float ff) {
}
EIGEN_STRONG_INLINE EIGEN_DEVICE_FUNC float half_to_float(__half_raw h) {
#if (defined(EIGEN_HAS_CUDA_FP16) && defined(EIGEN_CUDA_ARCH) && EIGEN_CUDA_ARCH >= 300) || \
(defined(EIGEN_HAS_HIP_FP16) && defined(EIGEN_HIP_DEVICE_COMPILE))
#if defined(EIGEN_GPU_COMPILE_PHASE)
return __half2float(h);
#elif defined(EIGEN_HAS_ARM64_FP16_SCALAR_ARITHMETIC) || defined(EIGEN_HAS_BUILTIN_FLOAT16)
return static_cast<float>(h.x);
@@ -778,8 +748,7 @@ EIGEN_STRONG_INLINE EIGEN_DEVICE_FUNC bool(isinf)(const half& a) {
#endif
}
EIGEN_STRONG_INLINE EIGEN_DEVICE_FUNC bool(isnan)(const half& a) {
#if (defined(EIGEN_HAS_CUDA_FP16) && defined(EIGEN_CUDA_ARCH) && EIGEN_CUDA_ARCH >= 530) || \
(defined(EIGEN_HAS_HIP_FP16) && defined(EIGEN_HIP_DEVICE_COMPILE))
#if defined(EIGEN_GPU_COMPILE_PHASE)
return __hisnan(a);
#elif defined(EIGEN_HAS_ARM64_FP16_SCALAR_ARITHMETIC) || defined(EIGEN_HAS_BUILTIN_FLOAT16)
return (numext::bit_cast<numext::uint16_t>(a.x) & 0x7fff) > 0x7c00;
@@ -810,16 +779,14 @@ EIGEN_STRONG_INLINE EIGEN_DEVICE_FUNC half abs(const half& a) {
#endif
}
EIGEN_STRONG_INLINE EIGEN_DEVICE_FUNC half exp(const half& a) {
#if (EIGEN_CUDA_SDK_VER >= 80000 && defined EIGEN_CUDA_ARCH && EIGEN_CUDA_ARCH >= 530) || \
defined(EIGEN_HIP_DEVICE_COMPILE)
#if defined(EIGEN_CUDA_ARCH) || defined(EIGEN_HIP_DEVICE_COMPILE)
return half(hexp(a));
#else
return half(::expf(float(a)));
#endif
}
EIGEN_STRONG_INLINE EIGEN_DEVICE_FUNC half exp2(const half& a) {
#if (EIGEN_CUDA_SDK_VER >= 80000 && defined EIGEN_CUDA_ARCH && EIGEN_CUDA_ARCH >= 530) || \
defined(EIGEN_HIP_DEVICE_COMPILE)
#if defined(EIGEN_CUDA_ARCH) || defined(EIGEN_HIP_DEVICE_COMPILE)
return half(hexp2(a));
#else
return half(::exp2f(float(a)));
@@ -827,9 +794,7 @@ EIGEN_STRONG_INLINE EIGEN_DEVICE_FUNC half exp2(const half& a) {
}
EIGEN_STRONG_INLINE EIGEN_DEVICE_FUNC half expm1(const half& a) { return half(numext::expm1(float(a))); }
EIGEN_STRONG_INLINE EIGEN_DEVICE_FUNC half log(const half& a) {
#if (defined(EIGEN_HAS_CUDA_FP16) && EIGEN_CUDA_SDK_VER >= 80000 && defined(EIGEN_CUDA_ARCH) && \
EIGEN_CUDA_ARCH >= 530) || \
(defined(EIGEN_HAS_HIP_FP16) && defined(EIGEN_HIP_DEVICE_COMPILE))
#if defined(EIGEN_GPU_COMPILE_PHASE)
return half(hlog(a));
#else
return half(::logf(float(a)));
@@ -842,8 +807,7 @@ EIGEN_STRONG_INLINE EIGEN_DEVICE_FUNC half log2(const half& a) {
}
EIGEN_STRONG_INLINE EIGEN_DEVICE_FUNC half sqrt(const half& a) {
#if (EIGEN_CUDA_SDK_VER >= 80000 && defined EIGEN_CUDA_ARCH && EIGEN_CUDA_ARCH >= 530) || \
defined(EIGEN_HIP_DEVICE_COMPILE)
#if defined(EIGEN_CUDA_ARCH) || defined(EIGEN_HIP_DEVICE_COMPILE)
return half(hsqrt(a));
#else
return half(::sqrtf(float(a)));
@@ -864,16 +828,14 @@ EIGEN_STRONG_INLINE EIGEN_DEVICE_FUNC half acos(const half& a) { return half(::a
EIGEN_STRONG_INLINE EIGEN_DEVICE_FUNC half atan(const half& a) { return half(::atanf(float(a))); }
EIGEN_STRONG_INLINE EIGEN_DEVICE_FUNC half atanh(const half& a) { return half(::atanhf(float(a))); }
EIGEN_STRONG_INLINE EIGEN_DEVICE_FUNC half floor(const half& a) {
#if (EIGEN_CUDA_SDK_VER >= 80000 && defined EIGEN_CUDA_ARCH && EIGEN_CUDA_ARCH >= 300) || \
defined(EIGEN_HIP_DEVICE_COMPILE)
#if (defined(EIGEN_CUDA_ARCH)) || defined(EIGEN_HIP_DEVICE_COMPILE)
return half(hfloor(a));
#else
return half(::floorf(float(a)));
#endif
}
EIGEN_STRONG_INLINE EIGEN_DEVICE_FUNC half ceil(const half& a) {
#if (EIGEN_CUDA_SDK_VER >= 80000 && defined EIGEN_CUDA_ARCH && EIGEN_CUDA_ARCH >= 300) || \
defined(EIGEN_HIP_DEVICE_COMPILE)
#if (defined(EIGEN_CUDA_ARCH)) || defined(EIGEN_HIP_DEVICE_COMPILE)
return half(hceil(a));
#else
return half(::ceilf(float(a)));
@@ -1007,20 +969,12 @@ EIGEN_STRONG_INLINE EIGEN_DEVICE_FUNC Eigen::half madd<Eigen::half>(const Eigen:
} // namespace numext
} // namespace Eigen
// Add the missing shfl* intrinsics.
// The __shfl* functions are only valid on HIP or _CUDA_ARCH_ >= 300.
// CUDA defines them for (__CUDA_ARCH__ >= 300 || !defined(__CUDA_ARCH__))
//
// HIP and CUDA prior to SDK 9.0 define
// __shfl, __shfl_up, __shfl_down, __shfl_xor for int and float
// CUDA since 9.0 deprecates those and instead defines
// __shfl_sync, __shfl_up_sync, __shfl_down_sync, __shfl_xor_sync,
// with native support for __half and __nv_bfloat16
//
// Warp shuffle overloads for Eigen::half.
// CUDA uses __shfl_*_sync (with mask); HIP uses __shfl_* (no mask).
// Note that the following are __device__ - only functions.
#if (defined(EIGEN_CUDACC) && (!defined(EIGEN_CUDA_ARCH) || EIGEN_CUDA_ARCH >= 300)) || defined(EIGEN_HIPCC)
#if defined(EIGEN_CUDACC) || defined(EIGEN_HIPCC)
#if defined(EIGEN_HAS_CUDA_FP16) && EIGEN_CUDA_SDK_VER >= 90000
#if defined(EIGEN_CUDACC)
__device__ EIGEN_STRONG_INLINE Eigen::half __shfl_sync(unsigned mask, Eigen::half var, int srcLane,
int width = warpSize) {
@@ -1046,7 +1000,7 @@ __device__ EIGEN_STRONG_INLINE Eigen::half __shfl_xor_sync(unsigned mask, Eigen:
return static_cast<Eigen::half>(__shfl_xor_sync(mask, h, laneMask, width));
}
#else // HIP or CUDA SDK < 9.0
#else // HIP
__device__ EIGEN_STRONG_INLINE Eigen::half __shfl(Eigen::half var, int srcLane, int width = warpSize) {
const int ivar = static_cast<int>(Eigen::numext::bit_cast<Eigen::numext::uint16_t>(var));
@@ -1072,7 +1026,7 @@ __device__ EIGEN_STRONG_INLINE Eigen::half __shfl_xor(Eigen::half var, int laneM
#endif // __shfl*
// ldg() has an overload for __half_raw, but we also need one for Eigen::half.
#if (defined(EIGEN_CUDACC) && (!defined(EIGEN_CUDA_ARCH) || EIGEN_CUDA_ARCH >= 350)) || defined(EIGEN_HIPCC)
#if defined(EIGEN_CUDACC) || defined(EIGEN_HIPCC)
EIGEN_STRONG_INLINE __device__ Eigen::half __ldg(const Eigen::half* ptr) {
return Eigen::half_impl::raw_uint16_to_half(__ldg(reinterpret_cast<const Eigen::numext::uint16_t*>(ptr)));
}
@@ -1095,8 +1049,7 @@ namespace internal {
template <>
struct cast_impl<float, half> {
EIGEN_DEVICE_FUNC static inline half run(const float& a) {
#if (defined(EIGEN_HAS_CUDA_FP16) && defined(EIGEN_CUDA_ARCH) && EIGEN_CUDA_ARCH >= 300) || \
(defined(EIGEN_HAS_HIP_FP16) && defined(EIGEN_HIP_DEVICE_COMPILE))
#if defined(EIGEN_GPU_COMPILE_PHASE)
return __float2half(a);
#else
return half(a);
@@ -1107,8 +1060,7 @@ struct cast_impl<float, half> {
template <>
struct cast_impl<int, half> {
EIGEN_DEVICE_FUNC static inline half run(const int& a) {
#if (defined(EIGEN_HAS_CUDA_FP16) && defined(EIGEN_CUDA_ARCH) && EIGEN_CUDA_ARCH >= 300) || \
(defined(EIGEN_HAS_HIP_FP16) && defined(EIGEN_HIP_DEVICE_COMPILE))
#if defined(EIGEN_GPU_COMPILE_PHASE)
return __float2half(static_cast<float>(a));
#else
return half(static_cast<float>(a));
@@ -1119,8 +1071,7 @@ struct cast_impl<int, half> {
template <>
struct cast_impl<half, float> {
EIGEN_DEVICE_FUNC static inline float run(const half& a) {
#if (defined(EIGEN_HAS_CUDA_FP16) && defined(EIGEN_CUDA_ARCH) && EIGEN_CUDA_ARCH >= 300) || \
(defined(EIGEN_HAS_HIP_FP16) && defined(EIGEN_HIP_DEVICE_COMPILE))
#if defined(EIGEN_GPU_COMPILE_PHASE)
return __half2float(a);
#else
return static_cast<float>(a);

View File

@@ -17,19 +17,8 @@ namespace Eigen {
namespace internal {
// Read-only data cached load available.
#if defined(EIGEN_HIP_DEVICE_COMPILE) || (defined(EIGEN_CUDA_ARCH) && EIGEN_CUDA_ARCH >= 350)
#define EIGEN_GPU_HAS_LDG 1
#endif
// FP16 math available.
#if (defined(EIGEN_CUDA_ARCH) && EIGEN_CUDA_ARCH >= 530)
#define EIGEN_CUDA_HAS_FP16_ARITHMETIC 1
#endif
#if defined(EIGEN_HIP_DEVICE_COMPILE) || defined(EIGEN_CUDA_HAS_FP16_ARITHMETIC)
#define EIGEN_GPU_HAS_FP16_ARITHMETIC 1
#endif
// Read-only data cached load (__ldg) and native FP16 arithmetic are available
// on all supported GPU architectures (sm_70+ for CUDA, GFX906+ for HIP).
// We need to distinguish clang as the CUDA compiler from clang as the host compiler,
// invoked by NVCC (e.g. on MacOS). The former needs to see both host and device implementation
@@ -56,92 +45,84 @@ struct is_arithmetic<double2> {
template <>
struct packet_traits<float> : default_packet_traits {
typedef float4 type;
typedef float4 half;
enum {
Vectorizable = 1,
AlignedOnScalar = 1,
size = 4,
using type = float4;
using half = float4;
static constexpr int Vectorizable = 1;
static constexpr int AlignedOnScalar = 1;
static constexpr int size = 4;
HasDiv = 1,
HasSin = 0,
HasCos = 0,
HasLog = 1,
HasExp = 1,
HasSqrt = 1,
HasRsqrt = 1,
HasLGamma = 1,
HasDiGamma = 1,
HasZeta = 1,
HasPolygamma = 1,
HasErf = 1,
HasErfc = 1,
HasNdtri = 1,
HasBessel = 1,
HasIGamma = 1,
HasIGammaDerA = 1,
HasGammaSampleDerAlpha = 1,
HasIGammac = 1,
HasBetaInc = 1,
static constexpr int HasDiv = 1;
static constexpr int HasSin = 0;
static constexpr int HasCos = 0;
static constexpr int HasLog = 1;
static constexpr int HasExp = 1;
static constexpr int HasSqrt = 1;
static constexpr int HasRsqrt = 1;
static constexpr int HasLGamma = 1;
static constexpr int HasDiGamma = 1;
static constexpr int HasZeta = 1;
static constexpr int HasPolygamma = 1;
static constexpr int HasErf = 1;
static constexpr int HasErfc = 1;
static constexpr int HasNdtri = 1;
static constexpr int HasBessel = 1;
static constexpr int HasIGamma = 1;
static constexpr int HasIGammaDerA = 1;
static constexpr int HasGammaSampleDerAlpha = 1;
static constexpr int HasIGammac = 1;
static constexpr int HasBetaInc = 1;
HasFloor = 1,
HasCmp = EIGEN_HAS_GPU_DEVICE_FUNCTIONS
};
static constexpr int HasFloor = 1;
static constexpr int HasCmp = EIGEN_HAS_GPU_DEVICE_FUNCTIONS;
};
template <>
struct packet_traits<double> : default_packet_traits {
typedef double2 type;
typedef double2 half;
enum {
Vectorizable = 1,
AlignedOnScalar = 1,
size = 2,
using type = double2;
using half = double2;
static constexpr int Vectorizable = 1;
static constexpr int AlignedOnScalar = 1;
static constexpr int size = 2;
HasDiv = 1,
HasLog = 1,
HasExp = 1,
HasSqrt = 1,
HasRsqrt = 1,
HasLGamma = 1,
HasDiGamma = 1,
HasZeta = 1,
HasPolygamma = 1,
HasErf = 1,
HasErfc = 1,
HasNdtri = 1,
HasBessel = 1,
HasIGamma = 1,
HasIGammaDerA = 1,
HasGammaSampleDerAlpha = 1,
HasIGammac = 1,
HasBetaInc = 1,
};
static constexpr int HasDiv = 1;
static constexpr int HasLog = 1;
static constexpr int HasExp = 1;
static constexpr int HasSqrt = 1;
static constexpr int HasRsqrt = 1;
static constexpr int HasLGamma = 1;
static constexpr int HasDiGamma = 1;
static constexpr int HasZeta = 1;
static constexpr int HasPolygamma = 1;
static constexpr int HasErf = 1;
static constexpr int HasErfc = 1;
static constexpr int HasNdtri = 1;
static constexpr int HasBessel = 1;
static constexpr int HasIGamma = 1;
static constexpr int HasIGammaDerA = 1;
static constexpr int HasGammaSampleDerAlpha = 1;
static constexpr int HasIGammac = 1;
static constexpr int HasBetaInc = 1;
};
template <>
struct unpacket_traits<float4> {
typedef float type;
enum {
size = 4,
alignment = Aligned16,
vectorizable = true,
masked_load_available = false,
masked_store_available = false
};
typedef float4 half;
using type = float;
static constexpr int size = 4;
static constexpr int alignment = Aligned16;
static constexpr bool vectorizable = true;
static constexpr bool masked_load_available = false;
static constexpr bool masked_store_available = false;
using half = float4;
};
template <>
struct unpacket_traits<double2> {
typedef double type;
enum {
size = 2,
alignment = Aligned16,
vectorizable = true,
masked_load_available = false,
masked_store_available = false
};
typedef double2 half;
using type = double;
static constexpr int size = 2;
static constexpr int alignment = Aligned16;
static constexpr bool vectorizable = true;
static constexpr bool masked_load_available = false;
static constexpr bool masked_store_available = false;
using half = double2;
};
template <>
@@ -403,7 +384,7 @@ EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE void pstoreu<double>(double* to, const dou
template <>
EIGEN_DEVICE_FUNC EIGEN_ALWAYS_INLINE float4 ploadt_ro<float4, Aligned>(const float* from) {
#if defined(EIGEN_GPU_HAS_LDG)
#if defined(EIGEN_GPU_COMPILE_PHASE)
return __ldg(reinterpret_cast<const float4*>(from));
#else
return make_float4(from[0], from[1], from[2], from[3]);
@@ -411,7 +392,7 @@ EIGEN_DEVICE_FUNC EIGEN_ALWAYS_INLINE float4 ploadt_ro<float4, Aligned>(const fl
}
template <>
EIGEN_DEVICE_FUNC EIGEN_ALWAYS_INLINE double2 ploadt_ro<double2, Aligned>(const double* from) {
#if defined(EIGEN_GPU_HAS_LDG)
#if defined(EIGEN_GPU_COMPILE_PHASE)
return __ldg(reinterpret_cast<const double2*>(from));
#else
return make_double2(from[0], from[1]);
@@ -420,7 +401,7 @@ EIGEN_DEVICE_FUNC EIGEN_ALWAYS_INLINE double2 ploadt_ro<double2, Aligned>(const
template <>
EIGEN_DEVICE_FUNC EIGEN_ALWAYS_INLINE float4 ploadt_ro<float4, Unaligned>(const float* from) {
#if defined(EIGEN_GPU_HAS_LDG)
#if defined(EIGEN_GPU_COMPILE_PHASE)
return make_float4(__ldg(from + 0), __ldg(from + 1), __ldg(from + 2), __ldg(from + 3));
#else
return make_float4(from[0], from[1], from[2], from[3]);
@@ -428,7 +409,7 @@ EIGEN_DEVICE_FUNC EIGEN_ALWAYS_INLINE float4 ploadt_ro<float4, Unaligned>(const
}
template <>
EIGEN_DEVICE_FUNC EIGEN_ALWAYS_INLINE double2 ploadt_ro<double2, Unaligned>(const double* from) {
#if defined(EIGEN_GPU_HAS_LDG)
#if defined(EIGEN_GPU_COMPILE_PHASE)
return make_double2(__ldg(from + 0), __ldg(from + 1));
#else
return make_double2(from[0], from[1]);
@@ -591,23 +572,20 @@ EIGEN_DEVICE_FUNC inline void ptranspose(PacketBlock<double2, 2>& kernel) {
#endif // defined(EIGEN_GPUCC) && defined(EIGEN_USE_GPU)
// Half-packet functions are not available on the host for CUDA 9.0-9.2, only
// on device. There is no benefit to using them on the host anyways, since they are
// emulated.
#if (defined(EIGEN_HAS_CUDA_FP16) || defined(EIGEN_HAS_HIP_FP16)) && defined(EIGEN_GPU_COMPILE_PHASE)
// Half-packet functions are only available in GPU device compilation — they use
// intrinsics (__half2, etc.) that have no host-side benefit.
#if defined(EIGEN_GPU_COMPILE_PHASE)
typedef ulonglong2 Packet4h2;
using Packet4h2 = ulonglong2;
template <>
struct unpacket_traits<Packet4h2> {
typedef Eigen::half type;
enum {
size = 8,
alignment = Aligned16,
vectorizable = true,
masked_load_available = false,
masked_store_available = false
};
typedef Packet4h2 half;
using type = Eigen::half;
static constexpr int size = 8;
static constexpr int alignment = Aligned16;
static constexpr bool vectorizable = true;
static constexpr bool masked_load_available = false;
static constexpr bool masked_store_available = false;
using half = Packet4h2;
};
template <>
struct is_arithmetic<Packet4h2> {
@@ -616,15 +594,13 @@ struct is_arithmetic<Packet4h2> {
template <>
struct unpacket_traits<half2> {
typedef Eigen::half type;
enum {
size = 2,
alignment = Aligned16,
vectorizable = true,
masked_load_available = false,
masked_store_available = false
};
typedef half2 half;
using type = Eigen::half;
static constexpr int size = 2;
static constexpr int alignment = Aligned16;
static constexpr bool vectorizable = true;
static constexpr bool masked_load_available = false;
static constexpr bool masked_store_available = false;
using half = half2;
};
template <>
struct is_arithmetic<half2> {
@@ -633,23 +609,21 @@ struct is_arithmetic<half2> {
template <>
struct packet_traits<Eigen::half> : default_packet_traits {
typedef Packet4h2 type;
typedef Packet4h2 half;
enum {
Vectorizable = 1,
AlignedOnScalar = 1,
size = 8,
HasAdd = 1,
HasSub = 1,
HasMul = 1,
HasDiv = 1,
HasSqrt = 1,
HasRsqrt = 1,
HasExp = 1,
HasExpm1 = 1,
HasLog = 1,
HasLog1p = 1
};
using type = Packet4h2;
using half = Packet4h2;
static constexpr int Vectorizable = 1;
static constexpr int AlignedOnScalar = 1;
static constexpr int size = 8;
static constexpr int HasAdd = 1;
static constexpr int HasSub = 1;
static constexpr int HasMul = 1;
static constexpr int HasDiv = 1;
static constexpr int HasSqrt = 1;
static constexpr int HasRsqrt = 1;
static constexpr int HasExp = 1;
static constexpr int HasExpm1 = 1;
static constexpr int HasLog = 1;
static constexpr int HasLog1p = 1;
};
template <>
@@ -690,7 +664,7 @@ EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE void pstoreu(Eigen::half* to, const half2&
}
EIGEN_DEVICE_FUNC EIGEN_ALWAYS_INLINE half2 ploadt_ro_aligned(const Eigen::half* from) {
#if defined(EIGEN_GPU_HAS_LDG)
#if defined(EIGEN_GPU_COMPILE_PHASE)
// Input is guaranteed to be properly aligned.
return __ldg(reinterpret_cast<const half2*>(from));
#else
@@ -699,7 +673,7 @@ EIGEN_DEVICE_FUNC EIGEN_ALWAYS_INLINE half2 ploadt_ro_aligned(const Eigen::half*
}
EIGEN_DEVICE_FUNC EIGEN_ALWAYS_INLINE half2 ploadt_ro_unaligned(const Eigen::half* from) {
#if defined(EIGEN_GPU_HAS_LDG)
#if defined(EIGEN_GPU_COMPILE_PHASE)
return __halves2half2(__ldg(from + 0), __ldg(from + 1));
#else
return __halves2half2(*(from + 0), *(from + 1));
@@ -745,12 +719,7 @@ EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE void ptranspose(PacketBlock<half2, 2>& ker
}
EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE half2 plset(const Eigen::half& a) {
#if defined(EIGEN_GPU_HAS_FP16_ARITHMETIC)
return __halves2half2(a, __hadd(a, __float2half(1.0f)));
#else
float f = __half2float(a) + 1.0f;
return __halves2half2(a, __float2half(f));
#endif
}
EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE half2 pselect(const half2& mask, const half2& a, const half2& b) {
@@ -837,89 +806,21 @@ EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE half2 pandnot(const half2& a, const half2&
return __halves2half2(result1, result2);
}
EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE half2 padd(const half2& a, const half2& b) {
#if defined(EIGEN_GPU_HAS_FP16_ARITHMETIC)
return __hadd2(a, b);
#else
float a1 = __low2float(a);
float a2 = __high2float(a);
float b1 = __low2float(b);
float b2 = __high2float(b);
float r1 = a1 + b1;
float r2 = a2 + b2;
return __floats2half2_rn(r1, r2);
#endif
}
EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE half2 padd(const half2& a, const half2& b) { return __hadd2(a, b); }
EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE half2 psub(const half2& a, const half2& b) {
#if defined(EIGEN_GPU_HAS_FP16_ARITHMETIC)
return __hsub2(a, b);
#else
float a1 = __low2float(a);
float a2 = __high2float(a);
float b1 = __low2float(b);
float b2 = __high2float(b);
float r1 = a1 - b1;
float r2 = a2 - b2;
return __floats2half2_rn(r1, r2);
#endif
}
EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE half2 psub(const half2& a, const half2& b) { return __hsub2(a, b); }
EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE half2 pnegate(const half2& a) {
#if defined(EIGEN_GPU_HAS_FP16_ARITHMETIC)
return __hneg2(a);
#else
float a1 = __low2float(a);
float a2 = __high2float(a);
return __floats2half2_rn(-a1, -a2);
#endif
}
EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE half2 pnegate(const half2& a) { return __hneg2(a); }
EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE half2 pconj(const half2& a) { return a; }
EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE half2 pmul(const half2& a, const half2& b) {
#if defined(EIGEN_GPU_HAS_FP16_ARITHMETIC)
return __hmul2(a, b);
#else
float a1 = __low2float(a);
float a2 = __high2float(a);
float b1 = __low2float(b);
float b2 = __high2float(b);
float r1 = a1 * b1;
float r2 = a2 * b2;
return __floats2half2_rn(r1, r2);
#endif
}
EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE half2 pmul(const half2& a, const half2& b) { return __hmul2(a, b); }
EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE half2 pmadd(const half2& a, const half2& b, const half2& c) {
#if defined(EIGEN_GPU_HAS_FP16_ARITHMETIC)
return __hfma2(a, b, c);
#else
float a1 = __low2float(a);
float a2 = __high2float(a);
float b1 = __low2float(b);
float b2 = __high2float(b);
float c1 = __low2float(c);
float c2 = __high2float(c);
float r1 = a1 * b1 + c1;
float r2 = a2 * b2 + c2;
return __floats2half2_rn(r1, r2);
#endif
}
EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE half2 pdiv(const half2& a, const half2& b) {
#if defined(EIGEN_GPU_HAS_FP16_ARITHMETIC)
return __h2div(a, b);
#else
float a1 = __low2float(a);
float a2 = __high2float(a);
float b1 = __low2float(b);
float b2 = __high2float(b);
float r1 = a1 / b1;
float r2 = a2 / b2;
return __floats2half2_rn(r1, r2);
#endif
}
EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE half2 pdiv(const half2& a, const half2& b) { return __h2div(a, b); }
EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE half2 pmin(const half2& a, const half2& b) {
float a1 = __low2float(a);
@@ -942,47 +843,23 @@ EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE half2 pmax(const half2& a, const half2& b)
}
EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE Eigen::half predux(const half2& a) {
#if defined(EIGEN_GPU_HAS_FP16_ARITHMETIC)
return __hadd(__low2half(a), __high2half(a));
#else
float a1 = __low2float(a);
float a2 = __high2float(a);
return Eigen::half(__float2half(a1 + a2));
#endif
}
EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE Eigen::half predux_max(const half2& a) {
#if defined(EIGEN_GPU_HAS_FP16_ARITHMETIC)
__half first = __low2half(a);
__half second = __high2half(a);
return __hgt(first, second) ? first : second;
#else
float a1 = __low2float(a);
float a2 = __high2float(a);
return a1 > a2 ? __low2half(a) : __high2half(a);
#endif
}
EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE Eigen::half predux_min(const half2& a) {
#if defined(EIGEN_GPU_HAS_FP16_ARITHMETIC)
__half first = __low2half(a);
__half second = __high2half(a);
return __hlt(first, second) ? first : second;
#else
float a1 = __low2float(a);
float a2 = __high2float(a);
return a1 < a2 ? __low2half(a) : __high2half(a);
#endif
}
EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE Eigen::half predux_mul(const half2& a) {
#if defined(EIGEN_GPU_HAS_FP16_ARITHMETIC)
return __hmul(__low2half(a), __high2half(a));
#else
float a1 = __low2float(a);
float a2 = __high2float(a);
return Eigen::half(__float2half(a1 * a2));
#endif
}
EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE half2 plog1p(const half2& a) {
@@ -1001,8 +878,6 @@ EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE half2 pexpm1(const half2& a) {
return __floats2half2_rn(r1, r2);
}
#if (EIGEN_CUDA_SDK_VER >= 80000 && defined(EIGEN_CUDA_HAS_FP16_ARITHMETIC)) || defined(EIGEN_HIP_DEVICE_COMPILE)
EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE half2 plog(const half2& a) { return h2log(a); }
EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE half2 pexp(const half2& a) { return h2exp(a); }
@@ -1010,41 +885,6 @@ EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE half2 pexp(const half2& a) { return h2exp(
EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE half2 psqrt(const half2& a) { return h2sqrt(a); }
EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE half2 prsqrt(const half2& a) { return h2rsqrt(a); }
#else
EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE half2 plog(const half2& a) {
float a1 = __low2float(a);
float a2 = __high2float(a);
float r1 = logf(a1);
float r2 = logf(a2);
return __floats2half2_rn(r1, r2);
}
EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE half2 pexp(const half2& a) {
float a1 = __low2float(a);
float a2 = __high2float(a);
float r1 = expf(a1);
float r2 = expf(a2);
return __floats2half2_rn(r1, r2);
}
EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE half2 psqrt(const half2& a) {
float a1 = __low2float(a);
float a2 = __high2float(a);
float r1 = sqrtf(a1);
float r2 = sqrtf(a2);
return __floats2half2_rn(r1, r2);
}
EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE half2 prsqrt(const half2& a) {
float a1 = __low2float(a);
float a2 = __high2float(a);
float r1 = rsqrtf(a1);
float r2 = rsqrtf(a2);
return __floats2half2_rn(r1, r2);
}
#endif
} // namespace
template <>
@@ -1091,19 +931,17 @@ EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE void pstoreu<Eigen::half>(Eigen::half* to,
template <>
EIGEN_DEVICE_FUNC EIGEN_ALWAYS_INLINE Packet4h2 ploadt_ro<Packet4h2, Aligned>(const Eigen::half* from) {
#if defined(EIGEN_GPU_HAS_LDG)
Packet4h2 r;
#if defined(EIGEN_GPU_COMPILE_PHASE)
r = __ldg(reinterpret_cast<const Packet4h2*>(from));
return r;
#else
Packet4h2 r;
half2* r_alias = reinterpret_cast<half2*>(&r);
r_alias[0] = ploadt_ro_aligned(from + 0);
r_alias[1] = ploadt_ro_aligned(from + 2);
r_alias[2] = ploadt_ro_aligned(from + 4);
r_alias[3] = ploadt_ro_aligned(from + 6);
return r;
#endif
return r;
}
template <>
@@ -1272,7 +1110,7 @@ EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE Packet4h2 plset<Packet4h2>(const Eigen::ha
p_alias[2] = __halves2half2(__hadd(a, __float2half(4.0f)), __hadd(a, __float2half(5.0f)));
p_alias[3] = __halves2half2(__hadd(a, __float2half(6.0f)), __hadd(a, __float2half(7.0f)));
return r;
#elif defined(EIGEN_CUDA_HAS_FP16_ARITHMETIC)
#elif defined(EIGEN_CUDA_ARCH)
Packet4h2 r;
half2* r_alias = reinterpret_cast<half2*>(&r);
@@ -1290,16 +1128,6 @@ EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE Packet4h2 plset<Packet4h2>(const Eigen::ha
r_alias[3] = plset(__high2half(c));
return r;
#else
float f = __half2float(a);
Packet4h2 r;
half2* p_alias = reinterpret_cast<half2*>(&r);
p_alias[0] = __halves2half2(a, __float2half(f + 1.0f));
p_alias[1] = __halves2half2(__float2half(f + 2.0f), __float2half(f + 3.0f));
p_alias[2] = __halves2half2(__float2half(f + 4.0f), __float2half(f + 5.0f));
p_alias[3] = __halves2half2(__float2half(f + 6.0f), __float2half(f + 7.0f));
return r;
#endif
}
@@ -1533,7 +1361,7 @@ EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE Eigen::half predux_max<Packet4h2>(const Pa
half2 m1 = __halves2half2(predux_max(a_alias[2]), predux_max(a_alias[3]));
__half first = predux_max(m0);
__half second = predux_max(m1);
#if defined(EIGEN_CUDA_HAS_FP16_ARITHMETIC)
#if defined(EIGEN_CUDA_ARCH)
return (__hgt(first, second) ? first : second);
#else
float ffirst = __half2float(first);
@@ -1549,7 +1377,7 @@ EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE Eigen::half predux_min<Packet4h2>(const Pa
half2 m1 = __halves2half2(predux_min(a_alias[2]), predux_min(a_alias[3]));
__half first = predux_min(m0);
__half second = predux_min(m1);
#if defined(EIGEN_CUDA_HAS_FP16_ARITHMETIC)
#if defined(EIGEN_CUDA_ARCH)
return (__hlt(first, second) ? first : second);
#else
float ffirst = __half2float(first);
@@ -1641,47 +1469,17 @@ EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE Packet4h2 prsqrt<Packet4h2>(const Packet4h
// the implementation of GPU half reduction.
template <>
EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE half2 padd<half2>(const half2& a, const half2& b) {
#if defined(EIGEN_GPU_HAS_FP16_ARITHMETIC)
return __hadd2(a, b);
#else
float a1 = __low2float(a);
float a2 = __high2float(a);
float b1 = __low2float(b);
float b2 = __high2float(b);
float r1 = a1 + b1;
float r2 = a2 + b2;
return __floats2half2_rn(r1, r2);
#endif
}
template <>
EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE half2 pmul<half2>(const half2& a, const half2& b) {
#if defined(EIGEN_GPU_HAS_FP16_ARITHMETIC)
return __hmul2(a, b);
#else
float a1 = __low2float(a);
float a2 = __high2float(a);
float b1 = __low2float(b);
float b2 = __high2float(b);
float r1 = a1 * b1;
float r2 = a2 * b2;
return __floats2half2_rn(r1, r2);
#endif
}
template <>
EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE half2 pdiv<half2>(const half2& a, const half2& b) {
#if defined(EIGEN_GPU_HAS_FP16_ARITHMETIC)
return __h2div(a, b);
#else
float a1 = __low2float(a);
float a2 = __high2float(a);
float b1 = __low2float(b);
float b2 = __high2float(b);
float r1 = a1 / b1;
float r2 = a2 / b2;
return __floats2half2_rn(r1, r2);
#endif
}
template <>
@@ -1706,11 +1504,7 @@ EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE half2 pmax<half2>(const half2& a, const ha
return __halves2half2(r1, r2);
}
#endif // (defined(EIGEN_HAS_CUDA_FP16) || defined(EIGEN_HAS_HIP_FP16)) && defined(EIGEN_GPU_COMPILE_PHASE)
#undef EIGEN_GPU_HAS_LDG
#undef EIGEN_CUDA_HAS_FP16_ARITHMETIC
#undef EIGEN_GPU_HAS_FP16_ARITHMETIC
#endif // defined(EIGEN_GPU_COMPILE_PHASE)
} // end namespace internal

View File

@@ -17,8 +17,7 @@ namespace Eigen {
namespace internal {
#if (defined(EIGEN_HAS_CUDA_FP16) && defined(EIGEN_CUDA_ARCH) && EIGEN_CUDA_ARCH >= 300) || \
(defined(EIGEN_HAS_HIP_FP16) && defined(EIGEN_HIP_DEVICE_COMPILE))
#if defined(EIGEN_GPU_COMPILE_PHASE)
template <>
struct type_casting_traits<Eigen::half, float> {

View File

@@ -541,12 +541,6 @@ extern "C" {
#if defined EIGEN_CUDACC
#define EIGEN_VECTORIZE_GPU
#include <vector_types.h>
#if EIGEN_CUDA_SDK_VER >= 70500
#define EIGEN_HAS_CUDA_FP16
#endif
#endif
#if defined(EIGEN_HAS_CUDA_FP16)
#include <cuda_runtime_api.h>
#include <cuda_fp16.h>
#endif
@@ -554,7 +548,6 @@ extern "C" {
#if defined(EIGEN_HIPCC)
#define EIGEN_VECTORIZE_GPU
#include <hip/hip_vector_types.h>
#define EIGEN_HAS_HIP_FP16
#include <hip/hip_fp16.h>
#define EIGEN_HAS_HIP_BF16
#include <hip/hip_bfloat16.h>

View File

@@ -84,8 +84,7 @@
#endif
#if defined __NVCC__ && defined __CUDACC__
// MSVC 14.16 (required by CUDA 9.*) does not support the _Pragma keyword, so
// we instead use Microsoft's __pragma extension.
// MSVC does not support the _Pragma keyword, so we use Microsoft's __pragma extension.
#if defined _MSC_VER
#define EIGEN_MAKE_PRAGMA(X) __pragma(#X)
#else

View File

@@ -148,13 +148,8 @@
#endif
#if defined(__NVCC__)
#if defined(__CUDACC_VER_MAJOR__) && (__CUDACC_VER_MAJOR__ >= 9)
// CUDA 11.4+ always defines __CUDACC_VER_MAJOR__.
#define EIGEN_COMP_NVCC ((__CUDACC_VER_MAJOR__ * 10000) + (__CUDACC_VER_MINOR__ * 100))
#elif defined(__CUDACC_VER__)
#define EIGEN_COMP_NVCC __CUDACC_VER__
#else
#error "NVCC did not define compiler version."
#endif
#else
#define EIGEN_COMP_NVCC 0
#endif
@@ -575,6 +570,10 @@
#define EIGEN_CUDA_SDK_VER 0
#endif
#if defined(EIGEN_CUDACC) && EIGEN_CUDA_SDK_VER > 0 && EIGEN_CUDA_SDK_VER < 110400
#error "Eigen requires CUDA 11.4 or later."
#endif
#if defined(__HIPCC__) && !defined(EIGEN_NO_HIP) && !defined(__SYCL_DEVICE_ONLY__)
// Means the compiler is HIPCC (analogous to EIGEN_CUDACC, but for HIP)
#define EIGEN_HIPCC __HIPCC__
@@ -584,22 +583,20 @@
// ++ host_defines.h which contains the defines for the __host__ and __device__ macros
#include <hip/hip_runtime.h>
// Eigen requires ROCm/HIP >= 5.6 (GFX906 minimum architecture).
// This floor exists to allow simplifying shared CUDA/HIP preprocessor guards —
// all __HIP_ARCH_HAS_WARP_SHUFFLE__, __HIP_ARCH_HAS_FP16__, etc. are always true on GFX906+.
#if defined(HIP_VERSION_MAJOR) && (HIP_VERSION_MAJOR < 5 || (HIP_VERSION_MAJOR == 5 && HIP_VERSION_MINOR < 6))
#error "Eigen requires ROCm/HIP >= 5.6."
#endif
#if defined(__HIP_DEVICE_COMPILE__) && !defined(__SYCL_DEVICE_ONLY__)
// analogous to EIGEN_CUDA_ARCH, but for HIP
#define EIGEN_HIP_DEVICE_COMPILE __HIP_DEVICE_COMPILE__
#endif
// For HIP (ROCm 3.5 and higher), we need to explicitly set the launch_bounds attribute
// value to 1024. The compiler assigns a default value of 256 when the attribute is not
// specified. This results in failures on the HIP platform, for cases when a GPU kernel
// without an explicit launch_bounds attribute is called with a threads_per_block value
// greater than 256.
//
// This is a regression in functionality and is expected to be fixed within the next
// couple of ROCm releases (compiler will go back to using 1024 value as the default)
//
// In the meantime, we will use a "only enabled for HIP" macro to set the launch_bounds
// attribute.
// HIP compilers default to launch_bounds(256), which causes failures when kernels
// are called with more than 256 threads per block. Explicitly set to 1024 for HIP.
#define EIGEN_HIP_LAUNCH_BOUNDS_1024 __launch_bounds__(1024)

View File

@@ -0,0 +1,233 @@
// This file is part of Eigen, a lightweight C++ template library
// for linear algebra.
//
// Copyright (C) 2026 Rasmus Munk Larsen <rmlarsen@gmail.com>
//
// This Source Code Form is subject to the terms of the Mozilla
// Public License v. 2.0. If a copy of the MPL was not distributed
// with this file, You can obtain one at http://mozilla.org/MPL/2.0/.
// cuBLAS-specific support types:
// - Error-checking macro
// - Operation enum and mapping to cublasOperation_t
//
// Generic CUDA runtime utilities (DeviceBuffer, cuda_data_type) are in GpuSupport.h.
#ifndef EIGEN_GPU_CUBLAS_SUPPORT_H
#define EIGEN_GPU_CUBLAS_SUPPORT_H
// IWYU pragma: private
#include "./InternalHeaderCheck.h"
#include "./GpuSupport.h"
#include <cublas_v2.h>
namespace Eigen {
namespace internal {
// ---- Error-checking macro ---------------------------------------------------
#define EIGEN_CUBLAS_CHECK(expr) \
do { \
cublasStatus_t _s = (expr); \
eigen_assert(_s == CUBLAS_STATUS_SUCCESS && "cuBLAS call failed"); \
} while (0)
// ---- Operation enum ---------------------------------------------------------
// Maps transpose/adjoint flags to cublasOperation_t.
enum class GpuOp { NoTrans, Trans, ConjTrans };
constexpr cublasOperation_t to_cublas_op(GpuOp op) {
switch (op) {
case GpuOp::Trans:
return CUBLAS_OP_T;
case GpuOp::ConjTrans:
return CUBLAS_OP_C;
default:
return CUBLAS_OP_N;
}
}
// ---- Scalar → cublasComputeType_t -------------------------------------------
// cublasGemmEx requires a compute type (separate from the data type).
//
// Precision policy:
// - Default: tensor core algorithms enabled (CUBLAS_GEMM_DEFAULT_TENSOR_OP).
// For double, cuBLAS may use Ozaki emulation on sm_80+ tensor cores.
// - EIGEN_CUDA_TF32: opt-in to TF32 for float (~2x faster, 10-bit mantissa).
// - EIGEN_NO_CUDA_TENSOR_OPS: disables all tensor core usage. Uses pedantic
// compute types and CUBLAS_GEMM_DEFAULT algorithm. For bit-exact reproducibility.
template <typename Scalar>
struct cuda_compute_type;
template <>
struct cuda_compute_type<float> {
#if defined(EIGEN_NO_CUDA_TENSOR_OPS)
static constexpr cublasComputeType_t value = CUBLAS_COMPUTE_32F_PEDANTIC;
#elif defined(EIGEN_CUDA_TF32)
static constexpr cublasComputeType_t value = CUBLAS_COMPUTE_32F_FAST_TF32;
#else
static constexpr cublasComputeType_t value = CUBLAS_COMPUTE_32F;
#endif
};
template <>
struct cuda_compute_type<double> {
#ifdef EIGEN_NO_CUDA_TENSOR_OPS
static constexpr cublasComputeType_t value = CUBLAS_COMPUTE_64F_PEDANTIC;
#else
static constexpr cublasComputeType_t value = CUBLAS_COMPUTE_64F;
#endif
};
template <>
struct cuda_compute_type<std::complex<float>> {
#if defined(EIGEN_NO_CUDA_TENSOR_OPS)
static constexpr cublasComputeType_t value = CUBLAS_COMPUTE_32F_PEDANTIC;
#elif defined(EIGEN_CUDA_TF32)
static constexpr cublasComputeType_t value = CUBLAS_COMPUTE_32F_FAST_TF32;
#else
static constexpr cublasComputeType_t value = CUBLAS_COMPUTE_32F;
#endif
};
template <>
struct cuda_compute_type<std::complex<double>> {
#ifdef EIGEN_NO_CUDA_TENSOR_OPS
static constexpr cublasComputeType_t value = CUBLAS_COMPUTE_64F_PEDANTIC;
#else
static constexpr cublasComputeType_t value = CUBLAS_COMPUTE_64F;
#endif
};
// ---- GEMM algorithm hint ----------------------------------------------------
constexpr cublasGemmAlgo_t cuda_gemm_algo() {
#ifdef EIGEN_NO_CUDA_TENSOR_OPS
return CUBLAS_GEMM_DEFAULT;
#else
return CUBLAS_GEMM_DEFAULT_TENSOR_OP;
#endif
}
// ---- Alpha/beta scalar type for cublasGemmEx --------------------------------
// For standard types, alpha/beta match the scalar type.
template <typename Scalar>
struct cuda_gemm_scalar {
using type = Scalar;
};
// ---- Type-specific cuBLAS wrappers ------------------------------------------
// cuBLAS uses separate functions per type (Strsm, Dtrsm, etc.).
// These overloaded wrappers allow calling cublasXtrsm/cublasXsymm/cublasXsyrk
// with any supported scalar type.
// TRSM wrappers
inline cublasStatus_t cublasXtrsm(cublasHandle_t h, cublasSideMode_t side, cublasFillMode_t uplo,
cublasOperation_t trans, cublasDiagType_t diag, int m, int n, const float* alpha,
const float* A, int lda, float* B, int ldb) {
return cublasStrsm(h, side, uplo, trans, diag, m, n, alpha, A, lda, B, ldb);
}
inline cublasStatus_t cublasXtrsm(cublasHandle_t h, cublasSideMode_t side, cublasFillMode_t uplo,
cublasOperation_t trans, cublasDiagType_t diag, int m, int n, const double* alpha,
const double* A, int lda, double* B, int ldb) {
return cublasDtrsm(h, side, uplo, trans, diag, m, n, alpha, A, lda, B, ldb);
}
inline cublasStatus_t cublasXtrsm(cublasHandle_t h, cublasSideMode_t side, cublasFillMode_t uplo,
cublasOperation_t trans, cublasDiagType_t diag, int m, int n,
const std::complex<float>* alpha, const std::complex<float>* A, int lda,
std::complex<float>* B, int ldb) {
return cublasCtrsm(h, side, uplo, trans, diag, m, n, reinterpret_cast<const cuComplex*>(alpha),
reinterpret_cast<const cuComplex*>(A), lda, reinterpret_cast<cuComplex*>(B), ldb);
}
inline cublasStatus_t cublasXtrsm(cublasHandle_t h, cublasSideMode_t side, cublasFillMode_t uplo,
cublasOperation_t trans, cublasDiagType_t diag, int m, int n,
const std::complex<double>* alpha, const std::complex<double>* A, int lda,
std::complex<double>* B, int ldb) {
return cublasZtrsm(h, side, uplo, trans, diag, m, n, reinterpret_cast<const cuDoubleComplex*>(alpha),
reinterpret_cast<const cuDoubleComplex*>(A), lda, reinterpret_cast<cuDoubleComplex*>(B), ldb);
}
// SYMM wrappers (real → symm, complex → hemm)
inline cublasStatus_t cublasXsymm(cublasHandle_t h, cublasSideMode_t side, cublasFillMode_t uplo, int m, int n,
const float* alpha, const float* A, int lda, const float* B, int ldb,
const float* beta, float* C, int ldc) {
return cublasSsymm(h, side, uplo, m, n, alpha, A, lda, B, ldb, beta, C, ldc);
}
inline cublasStatus_t cublasXsymm(cublasHandle_t h, cublasSideMode_t side, cublasFillMode_t uplo, int m, int n,
const double* alpha, const double* A, int lda, const double* B, int ldb,
const double* beta, double* C, int ldc) {
return cublasDsymm(h, side, uplo, m, n, alpha, A, lda, B, ldb, beta, C, ldc);
}
inline cublasStatus_t cublasXsymm(cublasHandle_t h, cublasSideMode_t side, cublasFillMode_t uplo, int m, int n,
const std::complex<float>* alpha, const std::complex<float>* A, int lda,
const std::complex<float>* B, int ldb, const std::complex<float>* beta,
std::complex<float>* C, int ldc) {
return cublasChemm(h, side, uplo, m, n, reinterpret_cast<const cuComplex*>(alpha),
reinterpret_cast<const cuComplex*>(A), lda, reinterpret_cast<const cuComplex*>(B), ldb,
reinterpret_cast<const cuComplex*>(beta), reinterpret_cast<cuComplex*>(C), ldc);
}
inline cublasStatus_t cublasXsymm(cublasHandle_t h, cublasSideMode_t side, cublasFillMode_t uplo, int m, int n,
const std::complex<double>* alpha, const std::complex<double>* A, int lda,
const std::complex<double>* B, int ldb, const std::complex<double>* beta,
std::complex<double>* C, int ldc) {
return cublasZhemm(h, side, uplo, m, n, reinterpret_cast<const cuDoubleComplex*>(alpha),
reinterpret_cast<const cuDoubleComplex*>(A), lda, reinterpret_cast<const cuDoubleComplex*>(B), ldb,
reinterpret_cast<const cuDoubleComplex*>(beta), reinterpret_cast<cuDoubleComplex*>(C), ldc);
}
// SYRK wrappers (real → syrk, complex → herk)
inline cublasStatus_t cublasXsyrk(cublasHandle_t h, cublasFillMode_t uplo, cublasOperation_t trans, int n, int k,
const float* alpha, const float* A, int lda, const float* beta, float* C, int ldc) {
return cublasSsyrk(h, uplo, trans, n, k, alpha, A, lda, beta, C, ldc);
}
inline cublasStatus_t cublasXsyrk(cublasHandle_t h, cublasFillMode_t uplo, cublasOperation_t trans, int n, int k,
const double* alpha, const double* A, int lda, const double* beta, double* C,
int ldc) {
return cublasDsyrk(h, uplo, trans, n, k, alpha, A, lda, beta, C, ldc);
}
inline cublasStatus_t cublasXsyrk(cublasHandle_t h, cublasFillMode_t uplo, cublasOperation_t trans, int n, int k,
const float* alpha, const std::complex<float>* A, int lda, const float* beta,
std::complex<float>* C, int ldc) {
return cublasCherk(h, uplo, trans, n, k, alpha, reinterpret_cast<const cuComplex*>(A), lda, beta,
reinterpret_cast<cuComplex*>(C), ldc);
}
inline cublasStatus_t cublasXsyrk(cublasHandle_t h, cublasFillMode_t uplo, cublasOperation_t trans, int n, int k,
const double* alpha, const std::complex<double>* A, int lda, const double* beta,
std::complex<double>* C, int ldc) {
return cublasZherk(h, uplo, trans, n, k, alpha, reinterpret_cast<const cuDoubleComplex*>(A), lda, beta,
reinterpret_cast<cuDoubleComplex*>(C), ldc);
}
// GEAM wrappers: C = alpha * op(A) + beta * op(B)
// Covers transpose, scale, matrix add/subtract in one call.
inline cublasStatus_t cublasXgeam(cublasHandle_t h, cublasOperation_t transa, cublasOperation_t transb, int m, int n,
const float* alpha, const float* A, int lda, const float* beta, const float* B,
int ldb, float* C, int ldc) {
return cublasSgeam(h, transa, transb, m, n, alpha, A, lda, beta, B, ldb, C, ldc);
}
inline cublasStatus_t cublasXgeam(cublasHandle_t h, cublasOperation_t transa, cublasOperation_t transb, int m, int n,
const double* alpha, const double* A, int lda, const double* beta, const double* B,
int ldb, double* C, int ldc) {
return cublasDgeam(h, transa, transb, m, n, alpha, A, lda, beta, B, ldb, C, ldc);
}
inline cublasStatus_t cublasXgeam(cublasHandle_t h, cublasOperation_t transa, cublasOperation_t transb, int m, int n,
const std::complex<float>* alpha, const std::complex<float>* A, int lda,
const std::complex<float>* beta, const std::complex<float>* B, int ldb,
std::complex<float>* C, int ldc) {
return cublasCgeam(h, transa, transb, m, n, reinterpret_cast<const cuComplex*>(alpha),
reinterpret_cast<const cuComplex*>(A), lda, reinterpret_cast<const cuComplex*>(beta),
reinterpret_cast<const cuComplex*>(B), ldb, reinterpret_cast<cuComplex*>(C), ldc);
}
inline cublasStatus_t cublasXgeam(cublasHandle_t h, cublasOperation_t transa, cublasOperation_t transb, int m, int n,
const std::complex<double>* alpha, const std::complex<double>* A, int lda,
const std::complex<double>* beta, const std::complex<double>* B, int ldb,
std::complex<double>* C, int ldc) {
return cublasZgeam(h, transa, transb, m, n, reinterpret_cast<const cuDoubleComplex*>(alpha),
reinterpret_cast<const cuDoubleComplex*>(A), lda, reinterpret_cast<const cuDoubleComplex*>(beta),
reinterpret_cast<const cuDoubleComplex*>(B), ldb, reinterpret_cast<cuDoubleComplex*>(C), ldc);
}
} // namespace internal
} // namespace Eigen
#endif // EIGEN_GPU_CUBLAS_SUPPORT_H

View File

@@ -0,0 +1,134 @@
// This file is part of Eigen, a lightweight C++ template library
// for linear algebra.
//
// Copyright (C) 2026 Rasmus Munk Larsen <rmlarsen@gmail.com>
//
// This Source Code Form is subject to the terms of the Mozilla
// Public License v. 2.0. If a copy of the MPL was not distributed
// with this file, You can obtain one at http://mozilla.org/MPL/2.0/.
// cuDSS support utilities: error checking macro, type mapping.
//
// cuDSS is NVIDIA's sparse direct solver library, supporting Cholesky (LL^T),
// LDL^T, and LU factorization on GPU. It requires CUDA 12.0+ and is
// distributed separately from the CUDA Toolkit.
#ifndef EIGEN_GPU_CUDSS_SUPPORT_H
#define EIGEN_GPU_CUDSS_SUPPORT_H
// IWYU pragma: private
#include "./InternalHeaderCheck.h"
#include "./GpuSupport.h"
#include <cudss.h>
namespace Eigen {
namespace internal {
// ---- Error checking ---------------------------------------------------------
#define EIGEN_CUDSS_CHECK(x) \
do { \
cudssStatus_t _s = (x); \
eigen_assert(_s == CUDSS_STATUS_SUCCESS && "cuDSS call failed: " #x); \
EIGEN_UNUSED_VARIABLE(_s); \
} while (0)
// ---- Scalar → cudssMatrixType_t for SPD/HPD ---------------------------------
template <typename Scalar>
struct cudss_spd_type;
template <>
struct cudss_spd_type<float> {
static constexpr cudssMatrixType_t value = CUDSS_MTYPE_SPD;
};
template <>
struct cudss_spd_type<double> {
static constexpr cudssMatrixType_t value = CUDSS_MTYPE_SPD;
};
template <>
struct cudss_spd_type<std::complex<float>> {
static constexpr cudssMatrixType_t value = CUDSS_MTYPE_HPD;
};
template <>
struct cudss_spd_type<std::complex<double>> {
static constexpr cudssMatrixType_t value = CUDSS_MTYPE_HPD;
};
// ---- Scalar → cudssMatrixType_t for symmetric/Hermitian ---------------------
template <typename Scalar>
struct cudss_symmetric_type;
template <>
struct cudss_symmetric_type<float> {
static constexpr cudssMatrixType_t value = CUDSS_MTYPE_SYMMETRIC;
};
template <>
struct cudss_symmetric_type<double> {
static constexpr cudssMatrixType_t value = CUDSS_MTYPE_SYMMETRIC;
};
template <>
struct cudss_symmetric_type<std::complex<float>> {
static constexpr cudssMatrixType_t value = CUDSS_MTYPE_HERMITIAN;
};
template <>
struct cudss_symmetric_type<std::complex<double>> {
static constexpr cudssMatrixType_t value = CUDSS_MTYPE_HERMITIAN;
};
// ---- StorageIndex → cudaDataType_t ------------------------------------------
template <typename StorageIndex>
struct cudss_index_type;
template <>
struct cudss_index_type<int> {
static constexpr cudaDataType_t value = CUDA_R_32I;
};
template <>
struct cudss_index_type<int64_t> {
static constexpr cudaDataType_t value = CUDA_R_64I;
};
// ---- UpLo → cudssMatrixViewType_t -------------------------------------------
// For symmetric matrices stored as CSC (ColMajor), cuDSS sees CSR of A^T.
// Since A = A^T, the data is the same, but the triangle view must be swapped.
template <int UpLo, int StorageOrder>
struct cudss_view_type;
// ColMajor (CSC) passed as CSR: lower ↔ upper swap.
template <>
struct cudss_view_type<Lower, ColMajor> {
static constexpr cudssMatrixViewType_t value = CUDSS_MVIEW_UPPER;
};
template <>
struct cudss_view_type<Upper, ColMajor> {
static constexpr cudssMatrixViewType_t value = CUDSS_MVIEW_LOWER;
};
// RowMajor (CSR) passed directly: no swap needed.
template <>
struct cudss_view_type<Lower, RowMajor> {
static constexpr cudssMatrixViewType_t value = CUDSS_MVIEW_LOWER;
};
template <>
struct cudss_view_type<Upper, RowMajor> {
static constexpr cudssMatrixViewType_t value = CUDSS_MVIEW_UPPER;
};
} // namespace internal
// ---- Ordering enum ----------------------------------------------------------
enum class GpuSparseOrdering {
AMD, // Default fill-reducing ordering
METIS, // METIS nested dissection
RCM // Reverse Cuthill-McKee
};
} // namespace Eigen
#endif // EIGEN_GPU_CUDSS_SUPPORT_H

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@@ -0,0 +1,103 @@
// This file is part of Eigen, a lightweight C++ template library
// for linear algebra.
//
// Copyright (C) 2026 Rasmus Munk Larsen <rmlarsen@gmail.com>
//
// This Source Code Form is subject to the terms of the Mozilla
// Public License v. 2.0. If a copy of the MPL was not distributed
// with this file, You can obtain one at http://mozilla.org/MPL/2.0/.
// cuFFT support utilities: error checking macro, type mapping.
#ifndef EIGEN_GPU_CUFFT_SUPPORT_H
#define EIGEN_GPU_CUFFT_SUPPORT_H
// IWYU pragma: private
#include "./InternalHeaderCheck.h"
#include "./GpuSupport.h"
#include <cufft.h>
namespace Eigen {
namespace internal {
// ---- Error checking ---------------------------------------------------------
#define EIGEN_CUFFT_CHECK(x) \
do { \
cufftResult _r = (x); \
eigen_assert(_r == CUFFT_SUCCESS && "cuFFT call failed: " #x); \
EIGEN_UNUSED_VARIABLE(_r); \
} while (0)
// ---- Scalar → cufftType traits ----------------------------------------------
template <typename Scalar>
struct cufft_c2c_type;
template <>
struct cufft_c2c_type<float> {
static constexpr cufftType value = CUFFT_C2C;
};
template <>
struct cufft_c2c_type<double> {
static constexpr cufftType value = CUFFT_Z2Z;
};
template <typename Scalar>
struct cufft_r2c_type;
template <>
struct cufft_r2c_type<float> {
static constexpr cufftType value = CUFFT_R2C;
};
template <>
struct cufft_r2c_type<double> {
static constexpr cufftType value = CUFFT_D2Z;
};
template <typename Scalar>
struct cufft_c2r_type;
template <>
struct cufft_c2r_type<float> {
static constexpr cufftType value = CUFFT_C2R;
};
template <>
struct cufft_c2r_type<double> {
static constexpr cufftType value = CUFFT_Z2D;
};
// ---- Type-dispatched cuFFT execution ----------------------------------------
// C2C
inline cufftResult cufftExecC2C_dispatch(cufftHandle plan, std::complex<float>* in, std::complex<float>* out,
int direction) {
return cufftExecC2C(plan, reinterpret_cast<cufftComplex*>(in), reinterpret_cast<cufftComplex*>(out), direction);
}
inline cufftResult cufftExecC2C_dispatch(cufftHandle plan, std::complex<double>* in, std::complex<double>* out,
int direction) {
return cufftExecZ2Z(plan, reinterpret_cast<cufftDoubleComplex*>(in), reinterpret_cast<cufftDoubleComplex*>(out),
direction);
}
// R2C
inline cufftResult cufftExecR2C_dispatch(cufftHandle plan, float* in, std::complex<float>* out) {
return cufftExecR2C(plan, in, reinterpret_cast<cufftComplex*>(out));
}
inline cufftResult cufftExecR2C_dispatch(cufftHandle plan, double* in, std::complex<double>* out) {
return cufftExecD2Z(plan, in, reinterpret_cast<cufftDoubleComplex*>(out));
}
// C2R
inline cufftResult cufftExecC2R_dispatch(cufftHandle plan, std::complex<float>* in, float* out) {
return cufftExecC2R(plan, reinterpret_cast<cufftComplex*>(in), out);
}
inline cufftResult cufftExecC2R_dispatch(cufftHandle plan, std::complex<double>* in, double* out) {
return cufftExecZ2D(plan, reinterpret_cast<cufftDoubleComplex*>(in), out);
}
} // namespace internal
} // namespace Eigen
#endif // EIGEN_GPU_CUFFT_SUPPORT_H

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// This file is part of Eigen, a lightweight C++ template library
// for linear algebra.
//
// Copyright (C) 2026 Rasmus Munk Larsen <rmlarsen@gmail.com>
//
// This Source Code Form is subject to the terms of the Mozilla
// Public License v. 2.0. If a copy of the MPL was not distributed
// with this file, You can obtain one at http://mozilla.org/MPL/2.0/.
// cuSOLVER-specific support types:
// - cuSOLVER error-checking macro
// - RAII wrapper for cusolverDnParams
// - Scalar → cudaDataType_t mapping
// - (UpLo, StorageOrder) → cublasFillMode_t mapping
//
// Generic CUDA runtime utilities (DeviceBuffer, EIGEN_CUDA_RUNTIME_CHECK)
// are in GpuSupport.h.
#ifndef EIGEN_GPU_CUSOLVER_SUPPORT_H
#define EIGEN_GPU_CUSOLVER_SUPPORT_H
// IWYU pragma: private
#include "./InternalHeaderCheck.h"
#include "./GpuSupport.h"
#include <cusolverDn.h>
namespace Eigen {
namespace internal {
// ---- Error-checking macros --------------------------------------------------
#define EIGEN_CUSOLVER_CHECK(expr) \
do { \
cusolverStatus_t _s = (expr); \
eigen_assert(_s == CUSOLVER_STATUS_SUCCESS && "cuSOLVER call failed"); \
} while (0)
// ---- RAII: cusolverDnParams -------------------------------------------------
struct CusolverParams {
cusolverDnParams_t p = nullptr;
CusolverParams() { EIGEN_CUSOLVER_CHECK(cusolverDnCreateParams(&p)); }
~CusolverParams() {
if (p) (void)cusolverDnDestroyParams(p); // destructor: can't propagate
}
// Move-only.
CusolverParams(CusolverParams&& o) noexcept : p(o.p) { o.p = nullptr; }
CusolverParams& operator=(CusolverParams&& o) noexcept {
if (this != &o) {
if (p) (void)cusolverDnDestroyParams(p);
p = o.p;
o.p = nullptr;
}
return *this;
}
CusolverParams(const CusolverParams&) = delete;
CusolverParams& operator=(const CusolverParams&) = delete;
};
// ---- Scalar → cudaDataType_t ------------------------------------------------
// Alias for backward compatibility. The canonical trait is cuda_data_type<> in GpuSupport.h.
template <typename Scalar>
using cusolver_data_type = cuda_data_type<Scalar>;
// ---- (UpLo, StorageOrder) → cublasFillMode_t --------------------------------
// cuSOLVER always interprets the matrix as column-major. A row-major matrix A
// appears as A^T to cuSOLVER, so the upper/lower triangle is swapped.
template <int UpLo, int StorageOrder>
struct cusolver_fill_mode;
template <>
struct cusolver_fill_mode<Lower, ColMajor> {
static constexpr cublasFillMode_t value = CUBLAS_FILL_MODE_LOWER;
};
template <>
struct cusolver_fill_mode<Upper, ColMajor> {
static constexpr cublasFillMode_t value = CUBLAS_FILL_MODE_UPPER;
};
template <>
struct cusolver_fill_mode<Lower, RowMajor> {
static constexpr cublasFillMode_t value = CUBLAS_FILL_MODE_UPPER;
};
template <>
struct cusolver_fill_mode<Upper, RowMajor> {
static constexpr cublasFillMode_t value = CUBLAS_FILL_MODE_LOWER;
};
// ---- Type-specific cuSOLVER wrappers ----------------------------------------
// cuSOLVER does not provide generic X variants for ormqr/unmqr. These overloaded
// wrappers dispatch to the correct type-specific function.
// For real types: ormqr (orthogonal Q). For complex types: unmqr (unitary Q).
inline cusolverStatus_t cusolverDnXormqr(cusolverDnHandle_t h, cublasSideMode_t side, cublasOperation_t trans, int m,
int n, int k, const float* A, int lda, const float* tau, float* C, int ldc,
float* work, int lwork, int* info) {
return cusolverDnSormqr(h, side, trans, m, n, k, A, lda, tau, C, ldc, work, lwork, info);
}
inline cusolverStatus_t cusolverDnXormqr(cusolverDnHandle_t h, cublasSideMode_t side, cublasOperation_t trans, int m,
int n, int k, const double* A, int lda, const double* tau, double* C, int ldc,
double* work, int lwork, int* info) {
return cusolverDnDormqr(h, side, trans, m, n, k, A, lda, tau, C, ldc, work, lwork, info);
}
inline cusolverStatus_t cusolverDnXormqr(cusolverDnHandle_t h, cublasSideMode_t side, cublasOperation_t trans, int m,
int n, int k, const std::complex<float>* A, int lda,
const std::complex<float>* tau, std::complex<float>* C, int ldc,
std::complex<float>* work, int lwork, int* info) {
return cusolverDnCunmqr(h, side, trans, m, n, k, reinterpret_cast<const cuComplex*>(A), lda,
reinterpret_cast<const cuComplex*>(tau), reinterpret_cast<cuComplex*>(C), ldc,
reinterpret_cast<cuComplex*>(work), lwork, info);
}
inline cusolverStatus_t cusolverDnXormqr(cusolverDnHandle_t h, cublasSideMode_t side, cublasOperation_t trans, int m,
int n, int k, const std::complex<double>* A, int lda,
const std::complex<double>* tau, std::complex<double>* C, int ldc,
std::complex<double>* work, int lwork, int* info) {
return cusolverDnZunmqr(h, side, trans, m, n, k, reinterpret_cast<const cuDoubleComplex*>(A), lda,
reinterpret_cast<const cuDoubleComplex*>(tau), reinterpret_cast<cuDoubleComplex*>(C), ldc,
reinterpret_cast<cuDoubleComplex*>(work), lwork, info);
}
// Buffer size wrappers for ormqr/unmqr.
inline cusolverStatus_t cusolverDnXormqr_bufferSize(cusolverDnHandle_t h, cublasSideMode_t side,
cublasOperation_t trans, int m, int n, int k, const float* A,
int lda, const float* tau, const float* C, int ldc, int* lwork) {
return cusolverDnSormqr_bufferSize(h, side, trans, m, n, k, A, lda, tau, C, ldc, lwork);
}
inline cusolverStatus_t cusolverDnXormqr_bufferSize(cusolverDnHandle_t h, cublasSideMode_t side,
cublasOperation_t trans, int m, int n, int k, const double* A,
int lda, const double* tau, const double* C, int ldc, int* lwork) {
return cusolverDnDormqr_bufferSize(h, side, trans, m, n, k, A, lda, tau, C, ldc, lwork);
}
inline cusolverStatus_t cusolverDnXormqr_bufferSize(cusolverDnHandle_t h, cublasSideMode_t side,
cublasOperation_t trans, int m, int n, int k,
const std::complex<float>* A, int lda,
const std::complex<float>* tau, const std::complex<float>* C,
int ldc, int* lwork) {
return cusolverDnCunmqr_bufferSize(h, side, trans, m, n, k, reinterpret_cast<const cuComplex*>(A), lda,
reinterpret_cast<const cuComplex*>(tau), reinterpret_cast<const cuComplex*>(C),
ldc, lwork);
}
inline cusolverStatus_t cusolverDnXormqr_bufferSize(cusolverDnHandle_t h, cublasSideMode_t side,
cublasOperation_t trans, int m, int n, int k,
const std::complex<double>* A, int lda,
const std::complex<double>* tau, const std::complex<double>* C,
int ldc, int* lwork) {
return cusolverDnZunmqr_bufferSize(h, side, trans, m, n, k, reinterpret_cast<const cuDoubleComplex*>(A), lda,
reinterpret_cast<const cuDoubleComplex*>(tau),
reinterpret_cast<const cuDoubleComplex*>(C), ldc, lwork);
}
} // namespace internal
} // namespace Eigen
#endif // EIGEN_GPU_CUSOLVER_SUPPORT_H

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// This file is part of Eigen, a lightweight C++ template library
// for linear algebra.
//
// Copyright (C) 2026 Rasmus Munk Larsen <rmlarsen@gmail.com>
//
// This Source Code Form is subject to the terms of the Mozilla
// Public License v. 2.0. If a copy of the MPL was not distributed
// with this file, You can obtain one at http://mozilla.org/MPL/2.0/.
// cuSPARSE support utilities: error checking macro.
#ifndef EIGEN_GPU_CUSPARSE_SUPPORT_H
#define EIGEN_GPU_CUSPARSE_SUPPORT_H
// IWYU pragma: private
#include "./InternalHeaderCheck.h"
#include "./GpuSupport.h"
#include <cusparse.h>
namespace Eigen {
namespace internal {
#define EIGEN_CUSPARSE_CHECK(x) \
do { \
cusparseStatus_t _s = (x); \
eigen_assert(_s == CUSPARSE_STATUS_SUCCESS && "cuSPARSE call failed: " #x); \
EIGEN_UNUSED_VARIABLE(_s); \
} while (0)
} // namespace internal
} // namespace Eigen
#endif // EIGEN_GPU_CUSPARSE_SUPPORT_H

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// This file is part of Eigen, a lightweight C++ template library
// for linear algebra.
//
// Copyright (C) 2026 Rasmus Munk Larsen <rmlarsen@gmail.com>
//
// This Source Code Form is subject to the terms of the Mozilla
// Public License v. 2.0. If a copy of the MPL was not distributed
// with this file, You can obtain one at http://mozilla.org/MPL/2.0/.
// BLAS Level 3 expression types for DeviceMatrix (beyond GEMM):
// TrsmExpr → cublasXtrsm (triangular solve)
// SymmExpr → cublasXsymm (symmetric multiply, real)
// → cublasXhemm (Hermitian multiply, complex)
// SyrkExpr → cublasXsyrk (symmetric rank-k update, real)
// → cublasXherk (Hermitian rank-k update, complex)
#ifndef EIGEN_GPU_DEVICE_BLAS_EXPR_H
#define EIGEN_GPU_DEVICE_BLAS_EXPR_H
// IWYU pragma: private
#include "./InternalHeaderCheck.h"
namespace Eigen {
template <typename Scalar_>
class DeviceMatrix;
// ---- DeviceTriangularView ---------------------------------------------------
// d_A.triangularView<Lower>() → view with .solve(d_B)
template <typename Scalar_, int UpLo_>
class DeviceTriangularView {
public:
using Scalar = Scalar_;
enum { UpLo = UpLo_ };
explicit DeviceTriangularView(const DeviceMatrix<Scalar>& m) : mat_(m) {}
const DeviceMatrix<Scalar>& matrix() const { return mat_; }
/** Build a TRSM solve expression. */
TrsmExpr<Scalar, UpLo_> solve(const DeviceMatrix<Scalar>& rhs) const { return {mat_, rhs}; }
private:
const DeviceMatrix<Scalar>& mat_;
};
// ---- TrsmExpr: triangularView<UpLo>().solve(B) → cublasXtrsm ---------------
template <typename Scalar_, int UpLo_>
class TrsmExpr {
public:
using Scalar = Scalar_;
enum { UpLo = UpLo_ };
TrsmExpr(const DeviceMatrix<Scalar>& A, const DeviceMatrix<Scalar>& B) : A_(A), B_(B) {}
const DeviceMatrix<Scalar>& matrix() const { return A_; }
const DeviceMatrix<Scalar>& rhs() const { return B_; }
private:
const DeviceMatrix<Scalar>& A_;
const DeviceMatrix<Scalar>& B_;
};
// ---- DeviceSelfAdjointView --------------------------------------------------
// d_A.selfadjointView<Lower>() → view that can multiply: view * d_B
template <typename Scalar_, int UpLo_>
class DeviceSelfAdjointView {
public:
using Scalar = Scalar_;
using RealScalar = typename NumTraits<Scalar>::Real;
enum { UpLo = UpLo_ };
explicit DeviceSelfAdjointView(DeviceMatrix<Scalar>& m) : mat_(m) {}
const DeviceMatrix<Scalar>& matrix() const { return mat_; }
DeviceMatrix<Scalar>& matrix() { return mat_; }
/** Rank-k update: C.selfadjointView<Lower>().rankUpdate(A, alpha)
* computes C = alpha * A * A^H + C (lower triangle only).
* Maps to cublasXsyrk (real) or cublasXherk (complex). */
void rankUpdate(const DeviceMatrix<Scalar>& A, RealScalar alpha = RealScalar(1));
private:
DeviceMatrix<Scalar>& mat_;
};
// Const variant for multiplication only (no rankUpdate).
template <typename Scalar_, int UpLo_>
class ConstDeviceSelfAdjointView {
public:
using Scalar = Scalar_;
enum { UpLo = UpLo_ };
explicit ConstDeviceSelfAdjointView(const DeviceMatrix<Scalar>& m) : mat_(m) {}
const DeviceMatrix<Scalar>& matrix() const { return mat_; }
private:
const DeviceMatrix<Scalar>& mat_;
};
// ---- SymmExpr: selfadjointView<UpLo>() * B → cublasXsymm/Xhemm ------------
template <typename Scalar_, int UpLo_>
class SymmExpr {
public:
using Scalar = Scalar_;
enum { UpLo = UpLo_ };
SymmExpr(const DeviceMatrix<Scalar>& A, const DeviceMatrix<Scalar>& B) : A_(A), B_(B) {}
const DeviceMatrix<Scalar>& matrix() const { return A_; }
const DeviceMatrix<Scalar>& rhs() const { return B_; }
private:
const DeviceMatrix<Scalar>& A_;
const DeviceMatrix<Scalar>& B_;
};
// operator*: DeviceSelfAdjointView * DeviceMatrix → SymmExpr (mutable and const variants)
template <typename S, int UpLo>
SymmExpr<S, UpLo> operator*(const DeviceSelfAdjointView<S, UpLo>& a, const DeviceMatrix<S>& b) {
return {a.matrix(), b};
}
template <typename S, int UpLo>
SymmExpr<S, UpLo> operator*(const ConstDeviceSelfAdjointView<S, UpLo>& a, const DeviceMatrix<S>& b) {
return {a.matrix(), b};
}
// ---- SyrkExpr: rankUpdate(A) → cublasXsyrk/Xherk ---------------------------
// C.rankUpdate(A) computes C += A * A^H (or A^H * A depending on convention).
template <typename Scalar_, int UpLo_>
class SyrkExpr {
public:
using Scalar = Scalar_;
enum { UpLo = UpLo_ };
SyrkExpr(const DeviceMatrix<Scalar>& A) : A_(A) {}
const DeviceMatrix<Scalar>& matrix() const { return A_; }
private:
const DeviceMatrix<Scalar>& A_;
};
} // namespace Eigen
#endif // EIGEN_GPU_DEVICE_BLAS_EXPR_H

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// This file is part of Eigen, a lightweight C++ template library
// for linear algebra.
//
// Copyright (C) 2026 Rasmus Munk Larsen <rmlarsen@gmail.com>
//
// This Source Code Form is subject to the terms of the Mozilla
// Public License v. 2.0. If a copy of the MPL was not distributed
// with this file, You can obtain one at http://mozilla.org/MPL/2.0/.
// Dispatch functions that map DeviceMatrix expressions to NVIDIA library calls.
//
// dispatch_gemm() — GemmExpr → cublasXgemm
//
// Each function documents the exact library call and parameters.
#ifndef EIGEN_GPU_DEVICE_DISPATCH_H
#define EIGEN_GPU_DEVICE_DISPATCH_H
// IWYU pragma: private
#include "./InternalHeaderCheck.h"
#include "./DeviceExpr.h"
#include "./DeviceBlasExpr.h"
#include "./DeviceSolverExpr.h"
#include "./GpuContext.h"
#include "./CuSolverSupport.h"
namespace Eigen {
namespace internal {
// ---- GEMM dispatch ----------------------------------------------------------
// GemmExpr<Lhs, Rhs> → cublasGemmEx(transA, transB, m, n, k, alpha, A, lda, B, ldb, beta, C, ldc)
//
// The generic API cublasGemmEx handles all scalar types (float, double,
// complex<float>, complex<double>) via cudaDataType_t.
template <typename Lhs, typename Rhs>
void dispatch_gemm(
GpuContext& ctx, DeviceMatrix<typename device_expr_traits<Lhs>::scalar_type>& dst, const GemmExpr<Lhs, Rhs>& expr,
typename device_expr_traits<Lhs>::scalar_type beta_val,
typename device_expr_traits<Lhs>::scalar_type alpha_scale = typename device_expr_traits<Lhs>::scalar_type(1)) {
using Scalar = typename device_expr_traits<Lhs>::scalar_type;
using traits_lhs = device_expr_traits<Lhs>;
using traits_rhs = device_expr_traits<Rhs>;
const DeviceMatrix<Scalar>& A = traits_lhs::matrix(expr.lhs());
const DeviceMatrix<Scalar>& B = traits_rhs::matrix(expr.rhs());
constexpr cublasOperation_t transA = to_cublas_op(traits_lhs::op);
constexpr cublasOperation_t transB = to_cublas_op(traits_rhs::op);
// GEMM dimensions: C(m,n) = op(A)(m,k) * op(B)(k,n)
// op(A) has dimensions (A.rows, A.cols) if NoTrans, (A.cols, A.rows) if Trans/ConjTrans.
const int64_t m = (traits_lhs::op == GpuOp::NoTrans) ? A.rows() : A.cols();
const int64_t k = (traits_lhs::op == GpuOp::NoTrans) ? A.cols() : A.rows();
const int64_t n = (traits_rhs::op == GpuOp::NoTrans) ? B.cols() : B.rows();
const int64_t rhs_k = (traits_rhs::op == GpuOp::NoTrans) ? B.rows() : B.cols();
eigen_assert(k == rhs_k && "DeviceMatrix GEMM dimension mismatch");
const int64_t lda = A.rows();
const int64_t ldb = B.rows();
// Serialize all accesses to the destination buffer on this stream.
if (!dst.empty()) {
dst.waitReady(ctx.stream());
}
// Allocate or resize destination.
const bool resized = dst.empty() || dst.rows() != m || dst.cols() != n;
if (resized) {
dst.resize(m, n);
}
const int64_t ldc = dst.rows();
// cuBLAS requires alpha/beta as float for half/bfloat16 inputs.
using GemmScalar = typename cuda_gemm_scalar<Scalar>::type;
GemmScalar alpha_gval =
static_cast<GemmScalar>(alpha_scale * traits_lhs::alpha(expr.lhs()) * traits_rhs::alpha(expr.rhs()));
GemmScalar beta_gval = static_cast<GemmScalar>(beta_val);
// Wait for operands to be ready on this stream.
A.waitReady(ctx.stream());
B.waitReady(ctx.stream());
// If there is no existing valid destination to accumulate into, treat it as
// zero rather than reading uninitialized memory.
if (resized && beta_gval != GemmScalar(0) && dst.sizeInBytes() > 0) {
EIGEN_CUDA_RUNTIME_CHECK(cudaMemsetAsync(dst.data(), 0, dst.sizeInBytes(), ctx.stream()));
}
constexpr cudaDataType_t dtype = cuda_data_type<Scalar>::value;
constexpr cublasComputeType_t compute = cuda_compute_type<Scalar>::value;
EIGEN_CUBLAS_CHECK(cublasGemmEx(ctx.cublasHandle(), transA, transB, static_cast<int>(m), static_cast<int>(n),
static_cast<int>(k), &alpha_gval, A.data(), dtype, static_cast<int>(lda), B.data(),
dtype, static_cast<int>(ldb), &beta_gval, dst.data(), dtype, static_cast<int>(ldc),
compute, cuda_gemm_algo()));
dst.recordReady(ctx.stream());
}
// ---- LLT solve dispatch -----------------------------------------------------
// LltSolveExpr → cusolverDnXpotrf (factorize) + cusolverDnXpotrs (solve).
// No caching — factor and workspace are temporary. Syncs to check info.
template <typename Scalar, int UpLo>
void dispatch_llt_solve(GpuContext& ctx, DeviceMatrix<Scalar>& dst, const LltSolveExpr<Scalar, UpLo>& expr) {
const DeviceMatrix<Scalar>& A = expr.matrix();
const DeviceMatrix<Scalar>& B = expr.rhs();
eigen_assert(A.rows() == A.cols() && "LLT requires a square matrix");
eigen_assert(B.rows() == A.rows() && "LLT solve: RHS rows must match matrix size");
const Index n = A.rows();
const int64_t nrhs = static_cast<int64_t>(B.cols());
// Zero-size fast paths: no work, just resize dst.
// Wait on dst before resize to avoid freeing memory another stream is using.
if (n == 0 || nrhs == 0) {
if (!dst.empty()) dst.waitReady(ctx.stream());
dst.resize(n == 0 ? 0 : n, B.cols());
return;
}
A.waitReady(ctx.stream());
B.waitReady(ctx.stream());
if (!dst.empty()) dst.waitReady(ctx.stream());
constexpr cudaDataType_t dtype = cuda_data_type<Scalar>::value;
constexpr cublasFillMode_t uplo = cusolver_fill_mode<UpLo, ColMajor>::value;
const int64_t lda = static_cast<int64_t>(A.rows());
const int64_t ldb = static_cast<int64_t>(B.rows());
const size_t mat_bytes = static_cast<size_t>(lda) * static_cast<size_t>(n) * sizeof(Scalar);
const size_t rhs_bytes = static_cast<size_t>(ldb) * static_cast<size_t>(nrhs) * sizeof(Scalar);
// D2D copy A → factor buffer (potrf is in-place).
DeviceBuffer d_factor(mat_bytes);
EIGEN_CUDA_RUNTIME_CHECK(cudaMemcpyAsync(d_factor.ptr, A.data(), mat_bytes, cudaMemcpyDeviceToDevice, ctx.stream()));
// Query workspace and factorize.
CusolverParams params;
DeviceBuffer d_factorize_info(sizeof(int));
size_t dev_ws = 0, host_ws = 0;
EIGEN_CUSOLVER_CHECK(cusolverDnXpotrf_bufferSize(ctx.cusolverHandle(), params.p, uplo, static_cast<int64_t>(n), dtype,
d_factor.ptr, lda, dtype, &dev_ws, &host_ws));
DeviceBuffer d_workspace(dev_ws);
std::vector<char> h_workspace(host_ws);
EIGEN_CUSOLVER_CHECK(cusolverDnXpotrf(
ctx.cusolverHandle(), params.p, uplo, static_cast<int64_t>(n), dtype, d_factor.ptr, lda, dtype, d_workspace.ptr,
dev_ws, host_ws > 0 ? h_workspace.data() : nullptr, host_ws, static_cast<int*>(d_factorize_info.ptr)));
// Check factorization info before proceeding to solve.
int factorize_info = 0;
EIGEN_CUDA_RUNTIME_CHECK(
cudaMemcpyAsync(&factorize_info, d_factorize_info.ptr, sizeof(int), cudaMemcpyDeviceToHost, ctx.stream()));
EIGEN_CUDA_RUNTIME_CHECK(cudaStreamSynchronize(ctx.stream()));
eigen_assert(factorize_info == 0 && "cuSOLVER LLT factorization failed (matrix not positive definite)");
// D2D copy B → dst (potrs is in-place on the RHS).
dst.resize(n, B.cols());
EIGEN_CUDA_RUNTIME_CHECK(cudaMemcpyAsync(dst.data(), B.data(), rhs_bytes, cudaMemcpyDeviceToDevice, ctx.stream()));
// Solve.
DeviceBuffer d_solve_info(sizeof(int));
EIGEN_CUSOLVER_CHECK(cusolverDnXpotrs(ctx.cusolverHandle(), params.p, uplo, static_cast<int64_t>(n), nrhs, dtype,
d_factor.ptr, lda, dtype, dst.data(), static_cast<int64_t>(dst.rows()),
static_cast<int*>(d_solve_info.ptr)));
// Sync to ensure workspace locals can be freed safely.
int solve_info = 0;
EIGEN_CUDA_RUNTIME_CHECK(
cudaMemcpyAsync(&solve_info, d_solve_info.ptr, sizeof(int), cudaMemcpyDeviceToHost, ctx.stream()));
EIGEN_CUDA_RUNTIME_CHECK(cudaStreamSynchronize(ctx.stream()));
eigen_assert(solve_info == 0 && "cuSOLVER LLT solve failed");
dst.recordReady(ctx.stream());
}
// ---- LU solve dispatch ------------------------------------------------------
// LuSolveExpr → cusolverDnXgetrf (factorize) + cusolverDnXgetrs (solve).
template <typename Scalar>
void dispatch_lu_solve(GpuContext& ctx, DeviceMatrix<Scalar>& dst, const LuSolveExpr<Scalar>& expr) {
const DeviceMatrix<Scalar>& A = expr.matrix();
const DeviceMatrix<Scalar>& B = expr.rhs();
eigen_assert(A.rows() == A.cols() && "LU requires a square matrix");
eigen_assert(B.rows() == A.rows() && "LU solve: RHS rows must match matrix size");
const Index n = A.rows();
const int64_t nrhs = static_cast<int64_t>(B.cols());
if (n == 0 || nrhs == 0) {
if (!dst.empty()) dst.waitReady(ctx.stream());
dst.resize(n == 0 ? 0 : n, B.cols());
return;
}
A.waitReady(ctx.stream());
B.waitReady(ctx.stream());
if (!dst.empty()) dst.waitReady(ctx.stream());
constexpr cudaDataType_t dtype = cuda_data_type<Scalar>::value;
const int64_t lda = static_cast<int64_t>(A.rows());
const int64_t ldb = static_cast<int64_t>(B.rows());
const size_t mat_bytes = static_cast<size_t>(lda) * static_cast<size_t>(n) * sizeof(Scalar);
const size_t rhs_bytes = static_cast<size_t>(ldb) * static_cast<size_t>(nrhs) * sizeof(Scalar);
const size_t ipiv_bytes = static_cast<size_t>(n) * sizeof(int64_t);
// D2D copy A → LU buffer (getrf is in-place).
DeviceBuffer d_lu(mat_bytes);
EIGEN_CUDA_RUNTIME_CHECK(cudaMemcpyAsync(d_lu.ptr, A.data(), mat_bytes, cudaMemcpyDeviceToDevice, ctx.stream()));
DeviceBuffer d_ipiv(ipiv_bytes);
// Query workspace and factorize.
CusolverParams params;
DeviceBuffer d_factorize_info(sizeof(int));
size_t dev_ws = 0, host_ws = 0;
EIGEN_CUSOLVER_CHECK(cusolverDnXgetrf_bufferSize(ctx.cusolverHandle(), params.p, static_cast<int64_t>(n),
static_cast<int64_t>(n), dtype, d_lu.ptr, lda, dtype, &dev_ws,
&host_ws));
DeviceBuffer d_workspace(dev_ws);
std::vector<char> h_workspace(host_ws);
EIGEN_CUSOLVER_CHECK(
cusolverDnXgetrf(ctx.cusolverHandle(), params.p, static_cast<int64_t>(n), static_cast<int64_t>(n), dtype,
d_lu.ptr, lda, static_cast<int64_t*>(d_ipiv.ptr), dtype, d_workspace.ptr, dev_ws,
host_ws > 0 ? h_workspace.data() : nullptr, host_ws, static_cast<int*>(d_factorize_info.ptr)));
// Check factorization info before proceeding to solve.
int factorize_info = 0;
EIGEN_CUDA_RUNTIME_CHECK(
cudaMemcpyAsync(&factorize_info, d_factorize_info.ptr, sizeof(int), cudaMemcpyDeviceToHost, ctx.stream()));
EIGEN_CUDA_RUNTIME_CHECK(cudaStreamSynchronize(ctx.stream()));
eigen_assert(factorize_info == 0 && "cuSOLVER LU factorization failed (singular matrix)");
// D2D copy B → dst (getrs is in-place on the RHS).
dst.resize(n, B.cols());
EIGEN_CUDA_RUNTIME_CHECK(cudaMemcpyAsync(dst.data(), B.data(), rhs_bytes, cudaMemcpyDeviceToDevice, ctx.stream()));
// Solve (NoTranspose).
DeviceBuffer d_solve_info(sizeof(int));
EIGEN_CUSOLVER_CHECK(cusolverDnXgetrs(ctx.cusolverHandle(), params.p, CUBLAS_OP_N, static_cast<int64_t>(n), nrhs,
dtype, d_lu.ptr, lda, static_cast<const int64_t*>(d_ipiv.ptr), dtype,
dst.data(), static_cast<int64_t>(dst.rows()),
static_cast<int*>(d_solve_info.ptr)));
// Sync to ensure workspace locals can be freed safely.
int solve_info = 0;
EIGEN_CUDA_RUNTIME_CHECK(
cudaMemcpyAsync(&solve_info, d_solve_info.ptr, sizeof(int), cudaMemcpyDeviceToHost, ctx.stream()));
EIGEN_CUDA_RUNTIME_CHECK(cudaStreamSynchronize(ctx.stream()));
eigen_assert(solve_info == 0 && "cuSOLVER LU solve failed");
dst.recordReady(ctx.stream());
}
// ---- TRSM dispatch ----------------------------------------------------------
// TrsmExpr → cublasXtrsm: solve op(A) * X = B where A is triangular.
// Side=Left, Diag=NonUnit. A is square, B is n×nrhs.
template <typename Scalar, int UpLo>
void dispatch_trsm(GpuContext& ctx, DeviceMatrix<Scalar>& dst, const TrsmExpr<Scalar, UpLo>& expr) {
const DeviceMatrix<Scalar>& A = expr.matrix();
const DeviceMatrix<Scalar>& B = expr.rhs();
eigen_assert(A.rows() == A.cols() && "TRSM requires a square triangular matrix");
eigen_assert(B.rows() == A.rows() && "TRSM: RHS rows must match matrix size");
const int n = static_cast<int>(A.rows());
const int nrhs = static_cast<int>(B.cols());
if (n == 0 || nrhs == 0) {
if (!dst.empty()) dst.waitReady(ctx.stream());
dst.resize(n == 0 ? 0 : n, B.cols());
return;
}
A.waitReady(ctx.stream());
B.waitReady(ctx.stream());
if (!dst.empty()) dst.waitReady(ctx.stream());
// D2D copy B → dst (trsm is in-place on the RHS).
dst.resize(n, B.cols());
const size_t rhs_bytes = static_cast<size_t>(dst.rows()) * static_cast<size_t>(nrhs) * sizeof(Scalar);
EIGEN_CUDA_RUNTIME_CHECK(cudaMemcpyAsync(dst.data(), B.data(), rhs_bytes, cudaMemcpyDeviceToDevice, ctx.stream()));
constexpr cublasFillMode_t uplo = (UpLo == Lower) ? CUBLAS_FILL_MODE_LOWER : CUBLAS_FILL_MODE_UPPER;
Scalar alpha(1);
EIGEN_CUBLAS_CHECK(cublasXtrsm(ctx.cublasHandle(), CUBLAS_SIDE_LEFT, uplo, CUBLAS_OP_N, CUBLAS_DIAG_NON_UNIT, n, nrhs,
&alpha, A.data(), static_cast<int>(A.rows()), dst.data(),
static_cast<int>(dst.rows())));
dst.recordReady(ctx.stream());
}
// ---- SYMM/HEMM dispatch -----------------------------------------------------
// SymmExpr → cublasXsymm (real) or cublasXhemm (complex).
// C = A * B where A is symmetric/Hermitian. Side=Left.
template <typename Scalar, int UpLo>
void dispatch_symm(GpuContext& ctx, DeviceMatrix<Scalar>& dst, const SymmExpr<Scalar, UpLo>& expr) {
const DeviceMatrix<Scalar>& A = expr.matrix();
const DeviceMatrix<Scalar>& B = expr.rhs();
eigen_assert(A.rows() == A.cols() && "SYMM requires a square matrix");
eigen_assert(B.rows() == A.rows() && "SYMM: RHS rows must match matrix size");
const int m = static_cast<int>(A.rows());
const int n = static_cast<int>(B.cols());
if (m == 0 || n == 0) {
if (!dst.empty()) dst.waitReady(ctx.stream());
dst.resize(m == 0 ? 0 : m, B.cols());
return;
}
A.waitReady(ctx.stream());
B.waitReady(ctx.stream());
if (!dst.empty()) dst.waitReady(ctx.stream());
dst.resize(m, n);
constexpr cublasFillMode_t uplo = (UpLo == Lower) ? CUBLAS_FILL_MODE_LOWER : CUBLAS_FILL_MODE_UPPER;
Scalar alpha(1), beta(0);
EIGEN_CUBLAS_CHECK(cublasXsymm(ctx.cublasHandle(), CUBLAS_SIDE_LEFT, uplo, m, n, &alpha, A.data(),
static_cast<int>(A.rows()), B.data(), static_cast<int>(B.rows()), &beta, dst.data(),
static_cast<int>(dst.rows())));
dst.recordReady(ctx.stream());
}
// ---- SYRK/HERK dispatch -----------------------------------------------------
// SyrkExpr → cublasXsyrk (real) or cublasXherk (complex).
// C = alpha * A * A^H + beta * C. UpLo specifies which triangle of C is stored.
template <typename Scalar, int UpLo>
void dispatch_syrk(GpuContext& ctx, DeviceMatrix<Scalar>& dst, const SyrkExpr<Scalar, UpLo>& expr,
typename NumTraits<Scalar>::Real alpha_val, typename NumTraits<Scalar>::Real beta_val) {
using RealScalar = typename NumTraits<Scalar>::Real;
const DeviceMatrix<Scalar>& A = expr.matrix();
const int n = static_cast<int>(A.rows());
const int k = static_cast<int>(A.cols());
if (n == 0) {
if (!dst.empty()) dst.waitReady(ctx.stream());
dst.resize(0, 0);
return;
}
A.waitReady(ctx.stream());
if (!dst.empty()) dst.waitReady(ctx.stream());
if (dst.empty() || dst.rows() != n || dst.cols() != n) {
dst.resize(n, n);
if (beta_val != RealScalar(0)) {
EIGEN_CUDA_RUNTIME_CHECK(cudaMemsetAsync(dst.data(), 0, dst.sizeInBytes(), ctx.stream()));
}
}
constexpr cublasFillMode_t uplo = (UpLo == Lower) ? CUBLAS_FILL_MODE_LOWER : CUBLAS_FILL_MODE_UPPER;
EIGEN_CUBLAS_CHECK(cublasXsyrk(ctx.cublasHandle(), uplo, CUBLAS_OP_N, n, k, &alpha_val, A.data(),
static_cast<int>(A.rows()), &beta_val, dst.data(), static_cast<int>(dst.rows())));
dst.recordReady(ctx.stream());
}
} // namespace internal
// ---- DeviceAssignment: d_C.device(ctx) = expr ------------------------------
// Returned by DeviceMatrix::device(ctx). Dispatches expressions to library calls.
template <typename Scalar_>
class DeviceAssignment {
public:
using Scalar = Scalar_;
DeviceAssignment(DeviceMatrix<Scalar>& dst, GpuContext& ctx) : dst_(dst), ctx_(ctx) {}
// operator= dispatches GEMM with beta=0 (overwrite).
template <typename Lhs, typename Rhs>
DeviceMatrix<Scalar>& operator=(const GemmExpr<Lhs, Rhs>& expr) {
internal::dispatch_gemm(ctx_, dst_, expr, Scalar(0));
return dst_;
}
// operator+= dispatches GEMM with beta=1 (accumulate).
template <typename Lhs, typename Rhs>
DeviceMatrix<Scalar>& operator+=(const GemmExpr<Lhs, Rhs>& expr) {
internal::dispatch_gemm(ctx_, dst_, expr, Scalar(1));
return dst_;
}
// operator-= dispatches GEMM with negated alpha, beta=1: C = C - alpha*op(A)*op(B).
template <typename Lhs, typename Rhs>
DeviceMatrix<Scalar>& operator-=(const GemmExpr<Lhs, Rhs>& expr) {
internal::dispatch_gemm(ctx_, dst_, expr, Scalar(1), Scalar(-1));
return dst_;
}
// operator= dispatches LLT solve (potrf + potrs).
template <int UpLo>
DeviceMatrix<Scalar>& operator=(const LltSolveExpr<Scalar, UpLo>& expr) {
internal::dispatch_llt_solve(ctx_, dst_, expr);
return dst_;
}
// operator= dispatches LU solve (getrf + getrs).
DeviceMatrix<Scalar>& operator=(const LuSolveExpr<Scalar>& expr) {
internal::dispatch_lu_solve(ctx_, dst_, expr);
return dst_;
}
// operator= dispatches TRSM (triangular solve).
template <int UpLo>
DeviceMatrix<Scalar>& operator=(const TrsmExpr<Scalar, UpLo>& expr) {
internal::dispatch_trsm(ctx_, dst_, expr);
return dst_;
}
// operator= dispatches SYMM/HEMM (symmetric/Hermitian multiply).
template <int UpLo>
DeviceMatrix<Scalar>& operator=(const SymmExpr<Scalar, UpLo>& expr) {
internal::dispatch_symm(ctx_, dst_, expr);
return dst_;
}
// Catch-all: static_assert for unsupported expressions.
template <typename Expr>
DeviceMatrix<Scalar>& operator=(const Expr&) {
static_assert(sizeof(Expr) == 0,
"DeviceMatrix expression not supported: no cuBLAS/cuSOLVER mapping. "
"Supported: GEMM (A*B), TRSM (.triangularView().solve()), "
"SYMM (.selfadjointView()*B), LLT (.llt().solve()), LU (.lu().solve()).");
return dst_;
}
private:
DeviceMatrix<Scalar>& dst_;
GpuContext& ctx_;
};
// ---- Out-of-line DeviceMatrix expression operator= definitions -------------
// These are declared in DeviceMatrix.h but defined here because they need
// GpuContext::threadLocal() which requires the full GpuContext definition.
template <typename Scalar_>
template <typename Lhs, typename Rhs>
DeviceMatrix<Scalar_>& DeviceMatrix<Scalar_>::operator=(const GemmExpr<Lhs, Rhs>& expr) {
device(GpuContext::threadLocal()) = expr;
return *this;
}
template <typename Scalar_>
template <typename Lhs, typename Rhs>
DeviceMatrix<Scalar_>& DeviceMatrix<Scalar_>::operator+=(const GemmExpr<Lhs, Rhs>& expr) {
device(GpuContext::threadLocal()) += expr;
return *this;
}
template <typename Scalar_>
template <int UpLo>
DeviceMatrix<Scalar_>& DeviceMatrix<Scalar_>::operator=(const LltSolveExpr<Scalar_, UpLo>& expr) {
device(GpuContext::threadLocal()) = expr;
return *this;
}
template <typename Scalar_>
DeviceMatrix<Scalar_>& DeviceMatrix<Scalar_>::operator=(const LuSolveExpr<Scalar_>& expr) {
device(GpuContext::threadLocal()) = expr;
return *this;
}
template <typename Scalar_>
template <int UpLo>
DeviceMatrix<Scalar_>& DeviceMatrix<Scalar_>::operator=(const TrsmExpr<Scalar_, UpLo>& expr) {
device(GpuContext::threadLocal()) = expr;
return *this;
}
template <typename Scalar_>
template <int UpLo>
DeviceMatrix<Scalar_>& DeviceMatrix<Scalar_>::operator=(const SymmExpr<Scalar_, UpLo>& expr) {
device(GpuContext::threadLocal()) = expr;
return *this;
}
// DeviceSelfAdjointView::rankUpdate — defined here because it needs GpuContext.
template <typename Scalar_, int UpLo_>
void DeviceSelfAdjointView<Scalar_, UpLo_>::rankUpdate(const DeviceMatrix<Scalar_>& A, RealScalar alpha) {
SyrkExpr<Scalar_, UpLo_> expr(A);
RealScalar beta = matrix().empty() ? RealScalar(0) : RealScalar(1);
internal::dispatch_syrk(GpuContext::threadLocal(), matrix(), expr, alpha, beta);
}
} // namespace Eigen
#endif // EIGEN_GPU_DEVICE_DISPATCH_H

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Eigen/src/GPU/DeviceExpr.h Normal file
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// This file is part of Eigen, a lightweight C++ template library
// for linear algebra.
//
// Copyright (C) 2026 Rasmus Munk Larsen <rmlarsen@gmail.com>
//
// This Source Code Form is subject to the terms of the Mozilla
// Public License v. 2.0. If a copy of the MPL was not distributed
// with this file, You can obtain one at http://mozilla.org/MPL/2.0/.
// Lightweight expression types for DeviceMatrix operations.
//
// These are NOT Eigen expression templates. Each type maps 1:1 to a single
// NVIDIA library call (cuBLAS or cuSOLVER). There is no coefficient-level
// evaluation, no lazy fusion, no packet operations.
//
// Expression types:
// DeviceAdjointView<S> — d_A.adjoint() → marks ConjTrans for GEMM
// DeviceTransposeView<S> — d_A.transpose() → marks Trans for GEMM
// DeviceScaled<Expr> — alpha * expr → carries scalar factor
// GemmExpr<Lhs, Rhs> — lhs * rhs → dispatches to cublasXgemm
#ifndef EIGEN_GPU_DEVICE_EXPR_H
#define EIGEN_GPU_DEVICE_EXPR_H
// IWYU pragma: private
#include "./InternalHeaderCheck.h"
#include "./CuBlasSupport.h"
namespace Eigen {
// Forward declaration.
template <typename Scalar_>
class DeviceMatrix;
namespace internal {
// ---- Traits: extract operation info from expression types -------------------
// Default: a DeviceMatrix is NoTrans.
template <typename T>
struct device_expr_traits {
static constexpr bool is_device_expr = false;
};
template <typename Scalar>
struct device_expr_traits<DeviceMatrix<Scalar>> {
using scalar_type = Scalar;
static constexpr GpuOp op = GpuOp::NoTrans;
static constexpr bool is_device_expr = true;
static const DeviceMatrix<Scalar>& matrix(const DeviceMatrix<Scalar>& x) { return x; }
static Scalar alpha(const DeviceMatrix<Scalar>&) { return Scalar(1); }
};
} // namespace internal
// ---- DeviceAdjointView: marks ConjTrans ------------------------------------
// Returned by DeviceMatrix::adjoint(). Maps to cublasXgemm transA/B = C.
template <typename Scalar_>
class DeviceAdjointView {
public:
using Scalar = Scalar_;
explicit DeviceAdjointView(const DeviceMatrix<Scalar>& m) : mat_(m) {}
const DeviceMatrix<Scalar>& matrix() const { return mat_; }
private:
const DeviceMatrix<Scalar>& mat_;
};
namespace internal {
template <typename Scalar>
struct device_expr_traits<DeviceAdjointView<Scalar>> {
using scalar_type = Scalar;
static constexpr GpuOp op = GpuOp::ConjTrans;
static constexpr bool is_device_expr = true;
static const DeviceMatrix<Scalar>& matrix(const DeviceAdjointView<Scalar>& x) { return x.matrix(); }
static Scalar alpha(const DeviceAdjointView<Scalar>&) { return Scalar(1); }
};
} // namespace internal
// ---- DeviceTransposeView: marks Trans --------------------------------------
// Returned by DeviceMatrix::transpose(). Maps to cublasXgemm transA/B = T.
template <typename Scalar_>
class DeviceTransposeView {
public:
using Scalar = Scalar_;
explicit DeviceTransposeView(const DeviceMatrix<Scalar>& m) : mat_(m) {}
const DeviceMatrix<Scalar>& matrix() const { return mat_; }
private:
const DeviceMatrix<Scalar>& mat_;
};
namespace internal {
template <typename Scalar>
struct device_expr_traits<DeviceTransposeView<Scalar>> {
using scalar_type = Scalar;
static constexpr GpuOp op = GpuOp::Trans;
static constexpr bool is_device_expr = true;
static const DeviceMatrix<Scalar>& matrix(const DeviceTransposeView<Scalar>& x) { return x.matrix(); }
static Scalar alpha(const DeviceTransposeView<Scalar>&) { return Scalar(1); }
};
} // namespace internal
// ---- DeviceScaled: alpha * expr --------------------------------------------
// Returned by operator*(Scalar, DeviceMatrix/View). Carries the scalar factor.
template <typename Inner>
class DeviceScaled {
public:
using Scalar = typename internal::device_expr_traits<Inner>::scalar_type;
DeviceScaled(Scalar alpha, const Inner& inner) : alpha_(alpha), inner_(inner) {}
Scalar scalar() const { return alpha_; }
const Inner& inner() const { return inner_; }
private:
Scalar alpha_;
const Inner& inner_;
};
namespace internal {
template <typename Inner>
struct device_expr_traits<DeviceScaled<Inner>> {
using scalar_type = typename device_expr_traits<Inner>::scalar_type;
static constexpr GpuOp op = device_expr_traits<Inner>::op;
static constexpr bool is_device_expr = true;
static const DeviceMatrix<scalar_type>& matrix(const DeviceScaled<Inner>& x) {
return device_expr_traits<Inner>::matrix(x.inner());
}
static scalar_type alpha(const DeviceScaled<Inner>& x) {
return x.scalar() * device_expr_traits<Inner>::alpha(x.inner());
}
};
} // namespace internal
// ---- GemmExpr: lhs * rhs → cublasXgemm ------------------------------------
// Returned by operator*(lhs_expr, rhs_expr). Dispatches to cuBLAS GEMM.
template <typename Lhs, typename Rhs>
class GemmExpr {
public:
using Scalar = typename internal::device_expr_traits<Lhs>::scalar_type;
static_assert(std::is_same<Scalar, typename internal::device_expr_traits<Rhs>::scalar_type>::value,
"DeviceMatrix GEMM: LHS and RHS must have the same scalar type");
GemmExpr(const Lhs& lhs, const Rhs& rhs) : lhs_(lhs), rhs_(rhs) {}
const Lhs& lhs() const { return lhs_; }
const Rhs& rhs() const { return rhs_; }
private:
// Stored by reference. Expression objects must not outlive their operands.
// This is safe for the one-liner pattern (d_C = d_A * d_B) since all
// temporaries live until the semicolon.
const Lhs& lhs_;
const Rhs& rhs_;
};
// ---- Free operator* overloads that produce GemmExpr ------------------------
// These cover: DM*DM, Adj*DM, DM*Adj, Trans*DM, DM*Trans, Scaled*DM, etc.
// DeviceMatrix * DeviceMatrix
template <typename S>
GemmExpr<DeviceMatrix<S>, DeviceMatrix<S>> operator*(const DeviceMatrix<S>& a, const DeviceMatrix<S>& b) {
return {a, b};
}
// AdjointView * DeviceMatrix
template <typename S>
GemmExpr<DeviceAdjointView<S>, DeviceMatrix<S>> operator*(const DeviceAdjointView<S>& a, const DeviceMatrix<S>& b) {
return {a, b};
}
// DeviceMatrix * AdjointView
template <typename S>
GemmExpr<DeviceMatrix<S>, DeviceAdjointView<S>> operator*(const DeviceMatrix<S>& a, const DeviceAdjointView<S>& b) {
return {a, b};
}
// TransposeView * DeviceMatrix
template <typename S>
GemmExpr<DeviceTransposeView<S>, DeviceMatrix<S>> operator*(const DeviceTransposeView<S>& a, const DeviceMatrix<S>& b) {
return {a, b};
}
// DeviceMatrix * TransposeView
template <typename S>
GemmExpr<DeviceMatrix<S>, DeviceTransposeView<S>> operator*(const DeviceMatrix<S>& a, const DeviceTransposeView<S>& b) {
return {a, b};
}
// Scaled * DeviceMatrix
template <typename Inner, typename S>
GemmExpr<DeviceScaled<Inner>, DeviceMatrix<S>> operator*(const DeviceScaled<Inner>& a, const DeviceMatrix<S>& b) {
return {a, b};
}
// DeviceMatrix * Scaled
template <typename S, typename Inner>
GemmExpr<DeviceMatrix<S>, DeviceScaled<Inner>> operator*(const DeviceMatrix<S>& a, const DeviceScaled<Inner>& b) {
return {a, b};
}
// ---- Scalar * DeviceMatrix / View → DeviceScaled ---------------------------
template <typename S>
DeviceScaled<DeviceMatrix<S>> operator*(S alpha, const DeviceMatrix<S>& m) {
return {alpha, m};
}
template <typename S>
DeviceScaled<DeviceAdjointView<S>> operator*(S alpha, const DeviceAdjointView<S>& m) {
return {alpha, m};
}
template <typename S>
DeviceScaled<DeviceTransposeView<S>> operator*(S alpha, const DeviceTransposeView<S>& m) {
return {alpha, m};
}
} // namespace Eigen
#endif // EIGEN_GPU_DEVICE_EXPR_H

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// This file is part of Eigen, a lightweight C++ template library
// for linear algebra.
//
// Copyright (C) 2026 Rasmus Munk Larsen <rmlarsen@gmail.com>
//
// This Source Code Form is subject to the terms of the Mozilla
// Public License v. 2.0. If a copy of the MPL was not distributed
// with this file, You can obtain one at http://mozilla.org/MPL/2.0/.
// Typed RAII wrapper for a dense matrix in GPU device memory.
//
// DeviceMatrix<Scalar> holds a column-major matrix on the GPU with tracked
// dimensions. Always dense (leading dimension = rows). It can be passed to GPU solvers
// (GpuLLT, GpuLU, future cuBLAS/cuDSS) without host round-trips.
//
// Cross-stream safety is automatic: an internal CUDA event tracks when the
// last write completed. Consumers on a different stream wait on that event
// before reading.
//
// Usage:
// auto d_A = DeviceMatrix<double>::fromHost(A); // upload (sync)
// GpuLLT<double> llt;
// llt.compute(d_A); // factor on device
// auto d_X = llt.solve(d_B); // async, no sync
// MatrixXd X = d_X.toHost(); // download + block
//
// Async variants:
// auto d_A = DeviceMatrix<double>::fromHostAsync(A.data(), n, n, stream);
// auto transfer = d_X.toHostAsync(stream); // enqueue D2H
// // ... overlap with other work ...
// MatrixXd X = transfer.get(); // block + retrieve
#ifndef EIGEN_GPU_DEVICE_MATRIX_H
#define EIGEN_GPU_DEVICE_MATRIX_H
// IWYU pragma: private
#include "./InternalHeaderCheck.h"
#include "./GpuSupport.h"
namespace Eigen {
// Forward declarations.
template <typename, int>
class GpuLLT;
template <typename>
class GpuLU;
template <typename>
class DeviceAdjointView;
template <typename>
class DeviceTransposeView;
template <typename>
class DeviceAssignment;
template <typename, typename>
class GemmExpr;
template <typename, int>
class LltSolveExpr;
template <typename>
class LuSolveExpr;
template <typename, int>
class DeviceLLTView;
template <typename>
class DeviceLUView;
template <typename, int>
class DeviceTriangularView;
template <typename, int>
class DeviceSelfAdjointView;
template <typename, int>
class ConstDeviceSelfAdjointView;
template <typename, int>
class TrsmExpr;
template <typename, int>
class SymmExpr;
template <typename, int>
class SyrkExpr;
class GpuContext;
// --------------------------------------------------------------------------
// HostTransfer — future-like wrapper for an async device-to-host transfer.
// --------------------------------------------------------------------------
/** \ingroup GPU_Module
* \class HostTransfer
* \brief Future for an asynchronous device-to-host matrix transfer.
*
* Returned by DeviceMatrix::toHostAsync(). The transfer runs asynchronously
* on the given CUDA stream. Call get() to block until complete and retrieve
* the host matrix, or ready() to poll without blocking.
*/
template <typename Scalar_>
class HostTransfer {
public:
using Scalar = Scalar_;
using PlainMatrix = Matrix<Scalar, Dynamic, Dynamic, ColMajor>;
/** Block until the transfer completes and return the host matrix.
* Idempotent: subsequent calls return the same matrix without re-syncing. */
PlainMatrix& get() {
if (!synced_) {
EIGEN_CUDA_RUNTIME_CHECK(cudaEventSynchronize(event_));
synced_ = true;
}
return host_buf_;
}
/** Non-blocking check: has the transfer completed? */
bool ready() const {
if (synced_) return true;
cudaError_t err = cudaEventQuery(event_);
if (err == cudaSuccess) return true;
eigen_assert(err == cudaErrorNotReady && "cudaEventQuery failed");
return false;
}
~HostTransfer() {
if (event_) (void)cudaEventDestroy(event_);
}
HostTransfer(HostTransfer&& o) noexcept : host_buf_(std::move(o.host_buf_)), event_(o.event_), synced_(o.synced_) {
o.event_ = nullptr;
o.synced_ = true;
}
HostTransfer& operator=(HostTransfer&& o) noexcept {
if (this != &o) {
if (event_) (void)cudaEventDestroy(event_);
host_buf_ = std::move(o.host_buf_);
event_ = o.event_;
synced_ = o.synced_;
o.event_ = nullptr;
o.synced_ = true;
}
return *this;
}
HostTransfer(const HostTransfer&) = delete;
HostTransfer& operator=(const HostTransfer&) = delete;
private:
template <typename>
friend class DeviceMatrix;
HostTransfer(PlainMatrix&& buf, cudaEvent_t event) : host_buf_(std::move(buf)), event_(event), synced_(false) {}
PlainMatrix host_buf_;
cudaEvent_t event_ = nullptr;
bool synced_ = false;
};
// --------------------------------------------------------------------------
// DeviceMatrix — typed RAII wrapper for a dense matrix in device memory.
// --------------------------------------------------------------------------
/** \ingroup GPU_Module
* \class DeviceMatrix
* \brief RAII wrapper for a dense column-major matrix in GPU device memory.
*
* \tparam Scalar_ Element type: float, double, complex<float>, complex<double>
*
* Owns a device allocation with tracked dimensions. Always dense
* (leading dimension = rows; no stride padding).
* An internal CUDA event records when the data was last written, enabling
* safe cross-stream consumption without user-visible synchronization.
*
* Each method has a synchronous and an asynchronous variant:
* - fromHost() / fromHostAsync(): upload from host
* - toHost() / toHostAsync(): download to host
*/
template <typename Scalar_>
class DeviceMatrix {
public:
using Scalar = Scalar_;
using PlainMatrix = Matrix<Scalar, Dynamic, Dynamic, ColMajor>;
// ---- Construction / destruction ------------------------------------------
/** Default: empty (0x0, no allocation). */
DeviceMatrix() = default;
/** Allocate uninitialized device memory for a rows x cols matrix. */
DeviceMatrix(Index rows, Index cols) : rows_(rows), cols_(cols) {
eigen_assert(rows >= 0 && cols >= 0);
size_t bytes = sizeInBytes();
if (bytes > 0) {
EIGEN_CUDA_RUNTIME_CHECK(cudaMalloc(reinterpret_cast<void**>(&data_), bytes));
}
}
~DeviceMatrix() {
if (data_) (void)cudaFree(data_);
if (ready_event_) (void)cudaEventDestroy(ready_event_);
}
// ---- Move-only -----------------------------------------------------------
DeviceMatrix(DeviceMatrix&& o) noexcept
: data_(o.data_),
rows_(o.rows_),
cols_(o.cols_),
ready_event_(o.ready_event_),
ready_stream_(o.ready_stream_),
retained_buffer_(std::move(o.retained_buffer_)) {
o.data_ = nullptr;
o.rows_ = 0;
o.cols_ = 0;
o.ready_event_ = nullptr;
o.ready_stream_ = nullptr;
}
DeviceMatrix& operator=(DeviceMatrix&& o) noexcept {
if (this != &o) {
if (data_) (void)cudaFree(data_);
if (ready_event_) (void)cudaEventDestroy(ready_event_);
data_ = o.data_;
rows_ = o.rows_;
cols_ = o.cols_;
ready_event_ = o.ready_event_;
ready_stream_ = o.ready_stream_;
retained_buffer_ = std::move(o.retained_buffer_);
o.data_ = nullptr;
o.rows_ = 0;
o.cols_ = 0;
o.ready_event_ = nullptr;
o.ready_stream_ = nullptr;
}
return *this;
}
DeviceMatrix(const DeviceMatrix&) = delete;
DeviceMatrix& operator=(const DeviceMatrix&) = delete;
// ---- Upload from host ----------------------------------------------------
/** Upload a host Eigen matrix to device memory (synchronous).
*
* Evaluates the expression into a contiguous ColMajor temporary, copies to
* device via cudaMemcpyAsync on \p stream, and synchronizes before returning.
*
* \param host Any Eigen matrix expression.
* \param stream CUDA stream for the transfer (default: stream 0).
*/
template <typename Derived>
static DeviceMatrix fromHost(const MatrixBase<Derived>& host, cudaStream_t stream = nullptr) {
const PlainMatrix mat(host.derived());
DeviceMatrix dm(mat.rows(), mat.cols());
if (dm.sizeInBytes() > 0) {
EIGEN_CUDA_RUNTIME_CHECK(cudaMemcpyAsync(dm.data_, mat.data(), dm.sizeInBytes(), cudaMemcpyHostToDevice, stream));
EIGEN_CUDA_RUNTIME_CHECK(cudaStreamSynchronize(stream));
}
return dm;
}
/** Upload from a raw host pointer to device memory (asynchronous).
*
* Enqueues an async H2D copy on \p stream and records an internal event.
* The caller must keep \p host_data alive until the transfer completes
* (check via the internal event or synchronize the stream).
*
* \param host_data Pointer to contiguous column-major host data.
* \param rows Number of rows.
* \param cols Number of columns.
* \param stream CUDA stream for the transfer.
*/
static DeviceMatrix fromHostAsync(const Scalar* host_data, Index rows, Index cols, cudaStream_t stream) {
eigen_assert(rows >= 0 && cols >= 0);
eigen_assert(host_data != nullptr || (rows == 0 || cols == 0));
DeviceMatrix dm(rows, cols);
if (dm.sizeInBytes() > 0) {
EIGEN_CUDA_RUNTIME_CHECK(cudaMemcpyAsync(dm.data_, host_data, dm.sizeInBytes(), cudaMemcpyHostToDevice, stream));
dm.recordReady(stream);
}
return dm;
}
// ---- Download to host ----------------------------------------------------
/** Download device matrix to host memory (synchronous).
*
* Waits on the internal ready event, enqueues a D2H copy on \p stream,
* synchronizes, and returns the host matrix directly.
*
* \param stream CUDA stream for the transfer (default: stream 0).
*/
PlainMatrix toHost(cudaStream_t stream = nullptr) const {
PlainMatrix host_buf(rows_, cols_);
if (sizeInBytes() > 0) {
waitReady(stream);
EIGEN_CUDA_RUNTIME_CHECK(cudaMemcpyAsync(host_buf.data(), data_, sizeInBytes(), cudaMemcpyDeviceToHost, stream));
EIGEN_CUDA_RUNTIME_CHECK(cudaStreamSynchronize(stream));
}
return host_buf;
}
/** Enqueue an async device-to-host transfer and return a future.
*
* Waits on the internal ready event (if any) to ensure the device data is
* valid, then enqueues the D2H copy on \p stream. Returns a HostTransfer
* future; call .get() to block and retrieve the host matrix.
*
* \param stream CUDA stream for the transfer (default: stream 0).
*/
HostTransfer<Scalar> toHostAsync(cudaStream_t stream = nullptr) const {
PlainMatrix host_buf(rows_, cols_);
if (sizeInBytes() > 0) {
waitReady(stream);
EIGEN_CUDA_RUNTIME_CHECK(cudaMemcpyAsync(host_buf.data(), data_, sizeInBytes(), cudaMemcpyDeviceToHost, stream));
}
// Record a transfer-complete event.
cudaEvent_t transfer_event;
EIGEN_CUDA_RUNTIME_CHECK(cudaEventCreateWithFlags(&transfer_event, cudaEventDisableTiming));
EIGEN_CUDA_RUNTIME_CHECK(cudaEventRecord(transfer_event, stream));
return HostTransfer<Scalar>(std::move(host_buf), transfer_event);
}
// ---- Device-to-device copy -----------------------------------------------
/** Deep copy on device. Fully async — records event on the result, no sync.
*
* \param stream CUDA stream for the D2D copy (default: stream 0).
*/
DeviceMatrix clone(cudaStream_t stream = nullptr) const {
DeviceMatrix result(rows_, cols_);
if (sizeInBytes() > 0) {
waitReady(stream);
EIGEN_CUDA_RUNTIME_CHECK(cudaMemcpyAsync(result.data_, data_, sizeInBytes(), cudaMemcpyDeviceToDevice, stream));
result.recordReady(stream);
}
return result;
}
// ---- Resize (destructive) ------------------------------------------------
/** Discard contents and reallocate to (rows x cols). Clears the ready event. */
void resize(Index rows, Index cols) {
if (rows == rows_ && cols == cols_) return;
if (data_) {
(void)cudaFree(data_);
data_ = nullptr;
}
if (ready_event_) {
(void)cudaEventDestroy(ready_event_);
ready_event_ = nullptr;
}
ready_stream_ = nullptr;
retained_buffer_ = internal::DeviceBuffer();
rows_ = rows;
cols_ = cols;
size_t bytes = sizeInBytes();
if (bytes > 0) {
EIGEN_CUDA_RUNTIME_CHECK(cudaMalloc(reinterpret_cast<void**>(&data_), bytes));
}
}
// ---- Accessors -----------------------------------------------------------
Scalar* data() { return data_; }
const Scalar* data() const { return data_; }
Index rows() const { return rows_; }
Index cols() const { return cols_; }
bool empty() const { return rows_ == 0 || cols_ == 0; }
/** Size of the device allocation in bytes. */
size_t sizeInBytes() const { return static_cast<size_t>(rows_) * static_cast<size_t>(cols_) * sizeof(Scalar); }
// ---- Event synchronization (public for library dispatch interop) ---------
/** Record that device data is ready after work on \p stream. */
void recordReady(cudaStream_t stream) {
ensureEvent();
EIGEN_CUDA_RUNTIME_CHECK(cudaEventRecord(ready_event_, stream));
ready_stream_ = stream;
}
/** Make \p stream wait until the device data is ready.
* No-op if no event recorded, or if the consumer stream is the same as the
* producer stream (CUDA guarantees in-order execution within a stream). */
void waitReady(cudaStream_t stream) const {
if (ready_event_ && stream != ready_stream_) {
EIGEN_CUDA_RUNTIME_CHECK(cudaStreamWaitEvent(stream, ready_event_, 0));
}
}
// ---- Expression methods (dispatch to cuBLAS/cuSOLVER) --------------------
/** Adjoint view for GEMM dispatch. Maps to cublasXgemm with ConjTrans. */
DeviceAdjointView<Scalar> adjoint() const { return DeviceAdjointView<Scalar>(*this); }
/** Transpose view for GEMM dispatch. Maps to cublasXgemm with Trans. */
DeviceTransposeView<Scalar> transpose() const { return DeviceTransposeView<Scalar>(*this); }
/** Bind this matrix to a GpuContext for expression assignment.
* Returns a DeviceAssignment proxy: `d_C.device(ctx) = d_A * d_B;` */
DeviceAssignment<Scalar> device(GpuContext& ctx) { return DeviceAssignment<Scalar>(*this, ctx); }
/** Assign from a GEMM expression using the thread-local default GpuContext.
* Defined out-of-line after GpuContext is fully declared (see DeviceDispatch.h). */
template <typename Lhs, typename Rhs>
DeviceMatrix& operator=(const GemmExpr<Lhs, Rhs>& expr);
/** Accumulate from a GEMM expression using the thread-local default GpuContext. */
template <typename Lhs, typename Rhs>
DeviceMatrix& operator+=(const GemmExpr<Lhs, Rhs>& expr);
/** Cholesky view: d_A.llt().solve(d_B) → LltSolveExpr. */
DeviceLLTView<Scalar, Lower> llt() const { return DeviceLLTView<Scalar, Lower>(*this); }
/** Cholesky view with explicit triangle: d_A.llt<Upper>().solve(d_B). */
template <int UpLo>
DeviceLLTView<Scalar, UpLo> llt() const {
return DeviceLLTView<Scalar, UpLo>(*this);
}
/** LU view: d_A.lu().solve(d_B) → LuSolveExpr. */
DeviceLUView<Scalar> lu() const { return DeviceLUView<Scalar>(*this); }
/** Assign from an LLT solve expression (thread-local default context). */
template <int UpLo>
DeviceMatrix& operator=(const LltSolveExpr<Scalar, UpLo>& expr);
/** Assign from an LU solve expression (thread-local default context). */
DeviceMatrix& operator=(const LuSolveExpr<Scalar>& expr);
/** Triangular view: d_A.triangularView<Lower>().solve(d_B) → TrsmExpr. */
template <int UpLo>
DeviceTriangularView<Scalar, UpLo> triangularView() const {
return DeviceTriangularView<Scalar, UpLo>(*this);
}
/** Self-adjoint view (mutable): d_C.selfadjointView<Lower>().rankUpdate(d_A). */
template <int UpLo>
DeviceSelfAdjointView<Scalar, UpLo> selfadjointView() {
return DeviceSelfAdjointView<Scalar, UpLo>(*this);
}
/** Self-adjoint view (const): d_A.selfadjointView<Lower>() * d_B → SymmExpr. */
template <int UpLo>
ConstDeviceSelfAdjointView<Scalar, UpLo> selfadjointView() const {
return ConstDeviceSelfAdjointView<Scalar, UpLo>(*this);
}
/** Assign from a TRSM expression (thread-local default context). */
template <int UpLo>
DeviceMatrix& operator=(const TrsmExpr<Scalar, UpLo>& expr);
/** Assign from a SYMM expression (thread-local default context). */
template <int UpLo>
DeviceMatrix& operator=(const SymmExpr<Scalar, UpLo>& expr);
private:
// ---- Private: adopt a raw device pointer (used by friend solvers) --------
DeviceMatrix(Scalar* device_ptr, Index rows, Index cols) : data_(device_ptr), rows_(rows), cols_(cols) {}
/** Transfer ownership of the device pointer out. Zeros internal state. */
Scalar* release() {
Scalar* p = data_;
data_ = nullptr;
rows_ = 0;
cols_ = 0;
if (ready_event_) {
(void)cudaEventDestroy(ready_event_);
ready_event_ = nullptr;
}
ready_stream_ = nullptr;
return p;
}
// ---- Private helpers -------------------------------------------------------
void ensureEvent() {
if (!ready_event_) {
EIGEN_CUDA_RUNTIME_CHECK(cudaEventCreateWithFlags(&ready_event_, cudaEventDisableTiming));
}
}
void retainBuffer(internal::DeviceBuffer&& buffer) { retained_buffer_ = std::move(buffer); }
// ---- Friend declarations ------------------------------------------------
template <typename, int>
friend class GpuLLT;
template <typename>
friend class GpuLU;
template <typename>
friend class GpuQR;
template <typename>
friend class GpuSVD;
template <typename>
friend class GpuSelfAdjointEigenSolver;
// ---- Data members --------------------------------------------------------
Scalar* data_ = nullptr;
Index rows_ = 0;
Index cols_ = 0;
cudaEvent_t ready_event_ = nullptr; // internal: tracks last write completion
cudaStream_t ready_stream_ = nullptr; // stream that recorded ready_event_ (for same-stream skip)
internal::DeviceBuffer retained_buffer_; // internal: keeps async aux buffers alive
};
} // namespace Eigen
#endif // EIGEN_GPU_DEVICE_MATRIX_H

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// This file is part of Eigen, a lightweight C++ template library
// for linear algebra.
//
// Copyright (C) 2026 Rasmus Munk Larsen <rmlarsen@gmail.com>
//
// This Source Code Form is subject to the terms of the Mozilla
// Public License v. 2.0. If a copy of the MPL was not distributed
// with this file, You can obtain one at http://mozilla.org/MPL/2.0/.
// Solver expression types for DeviceMatrix.
//
// Each expression maps 1:1 to cuSOLVER library calls:
// LltSolveExpr → cusolverDnXpotrf + cusolverDnXpotrs
// LuSolveExpr → cusolverDnXgetrf + cusolverDnXgetrs
//
// Usage:
// d_X = d_A.llt().solve(d_B); // Cholesky solve
// d_X.device(ctx) = d_A.lu().solve(d_B); // LU solve on explicit stream
#ifndef EIGEN_GPU_DEVICE_SOLVER_EXPR_H
#define EIGEN_GPU_DEVICE_SOLVER_EXPR_H
// IWYU pragma: private
#include "./InternalHeaderCheck.h"
namespace Eigen {
// Forward declarations.
template <typename Scalar_>
class DeviceMatrix;
class GpuContext;
// ---- LLT solve expression ---------------------------------------------------
// d_A.llt().solve(d_B) → LltSolveExpr → cusolverDnXpotrf + cusolverDnXpotrs
template <typename Scalar_, int UpLo_ = Lower>
class LltSolveExpr {
public:
using Scalar = Scalar_;
enum { UpLo = UpLo_ };
LltSolveExpr(const DeviceMatrix<Scalar>& A, const DeviceMatrix<Scalar>& B) : A_(A), B_(B) {}
const DeviceMatrix<Scalar>& matrix() const { return A_; }
const DeviceMatrix<Scalar>& rhs() const { return B_; }
private:
const DeviceMatrix<Scalar>& A_;
const DeviceMatrix<Scalar>& B_;
};
// ---- LU solve expression ----------------------------------------------------
// d_A.lu().solve(d_B) → LuSolveExpr → cusolverDnXgetrf + cusolverDnXgetrs
template <typename Scalar_>
class LuSolveExpr {
public:
using Scalar = Scalar_;
LuSolveExpr(const DeviceMatrix<Scalar>& A, const DeviceMatrix<Scalar>& B) : A_(A), B_(B) {}
const DeviceMatrix<Scalar>& matrix() const { return A_; }
const DeviceMatrix<Scalar>& rhs() const { return B_; }
private:
const DeviceMatrix<Scalar>& A_;
const DeviceMatrix<Scalar>& B_;
};
// ---- DeviceLLTView: d_A.llt() → view with .solve() and .device() -----------
template <typename Scalar_, int UpLo_ = Lower>
class DeviceLLTView {
public:
using Scalar = Scalar_;
explicit DeviceLLTView(const DeviceMatrix<Scalar>& m) : mat_(m) {}
/** Build a solve expression: d_A.llt().solve(d_B).
* The expression is evaluated when assigned to a DeviceMatrix. */
LltSolveExpr<Scalar, UpLo_> solve(const DeviceMatrix<Scalar>& rhs) const { return {mat_, rhs}; }
// For cached factorizations, use the explicit GpuLLT API directly:
// GpuLLT<double> llt;
// llt.compute(d_A);
// auto d_X1 = llt.solve(d_B1);
// auto d_X2 = llt.solve(d_B2);
private:
const DeviceMatrix<Scalar>& mat_;
};
// ---- DeviceLUView: d_A.lu() → view with .solve() and .device() -------------
template <typename Scalar_>
class DeviceLUView {
public:
using Scalar = Scalar_;
explicit DeviceLUView(const DeviceMatrix<Scalar>& m) : mat_(m) {}
/** Build a solve expression: d_A.lu().solve(d_B). */
LuSolveExpr<Scalar> solve(const DeviceMatrix<Scalar>& rhs) const { return {mat_, rhs}; }
// For cached factorizations, use the explicit GpuLU API directly:
// GpuLU<double> lu;
// lu.compute(d_A);
// auto d_X1 = lu.solve(d_B1);
// auto d_X2 = lu.solve(d_B2);
private:
const DeviceMatrix<Scalar>& mat_;
};
} // namespace Eigen
#endif // EIGEN_GPU_DEVICE_SOLVER_EXPR_H

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// This file is part of Eigen, a lightweight C++ template library
// for linear algebra.
//
// Copyright (C) 2026 Rasmus Munk Larsen <rmlarsen@gmail.com>
//
// This Source Code Form is subject to the terms of the Mozilla
// Public License v. 2.0. If a copy of the MPL was not distributed
// with this file, You can obtain one at http://mozilla.org/MPL/2.0/.
// Unified GPU execution context.
//
// GpuContext owns a CUDA stream and all NVIDIA library handles (cuBLAS,
// cuSOLVER, future cuDSS/cuSPARSE). It is the entry point for all GPU
// operations on DeviceMatrix.
//
// Usage:
// GpuContext ctx; // explicit context
// d_C.device(ctx) = d_A * d_B; // GEMM on ctx's stream
//
// d_C = d_A * d_B; // thread-local default context
// GpuContext& ctx = GpuContext::threadLocal();
#ifndef EIGEN_GPU_CONTEXT_H
#define EIGEN_GPU_CONTEXT_H
// IWYU pragma: private
#include "./InternalHeaderCheck.h"
#include "./CuBlasSupport.h"
#include "./CuSolverSupport.h"
namespace Eigen {
/** \ingroup GPU_Module
* \class GpuContext
* \brief Unified GPU execution context owning a CUDA stream and library handles.
*
* Each GpuContext instance creates a dedicated CUDA stream, a cuBLAS handle,
* and a cuSOLVER handle, all bound to that stream. Multiple contexts enable
* concurrent execution on independent streams.
*
* A lazily-created thread-local default is available via threadLocal() for
* simple single-stream usage.
*/
class GpuContext {
public:
GpuContext() {
EIGEN_CUDA_RUNTIME_CHECK(cudaStreamCreate(&stream_));
EIGEN_CUBLAS_CHECK(cublasCreate(&cublas_));
EIGEN_CUBLAS_CHECK(cublasSetStream(cublas_, stream_));
EIGEN_CUSOLVER_CHECK(cusolverDnCreate(&cusolver_));
EIGEN_CUSOLVER_CHECK(cusolverDnSetStream(cusolver_, stream_));
}
~GpuContext() {
if (cusolver_) (void)cusolverDnDestroy(cusolver_);
if (cublas_) (void)cublasDestroy(cublas_);
if (stream_) (void)cudaStreamDestroy(stream_);
}
// Non-copyable, non-movable (owns library handles).
GpuContext(const GpuContext&) = delete;
GpuContext& operator=(const GpuContext&) = delete;
/** Lazily-created thread-local default context. */
static GpuContext& threadLocal() {
thread_local GpuContext ctx;
return ctx;
}
cudaStream_t stream() const { return stream_; }
cublasHandle_t cublasHandle() const { return cublas_; }
cusolverDnHandle_t cusolverHandle() const { return cusolver_; }
private:
cudaStream_t stream_ = nullptr;
cublasHandle_t cublas_ = nullptr;
cusolverDnHandle_t cusolver_ = nullptr;
};
} // namespace Eigen
#endif // EIGEN_GPU_CONTEXT_H

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// This file is part of Eigen, a lightweight C++ template library
// for linear algebra.
//
// Copyright (C) 2026 Rasmus Munk Larsen <rmlarsen@gmail.com>
//
// This Source Code Form is subject to the terms of the Mozilla
// Public License v. 2.0. If a copy of the MPL was not distributed
// with this file, You can obtain one at http://mozilla.org/MPL/2.0/.
// GPU self-adjoint eigenvalue decomposition using cuSOLVER.
//
// Wraps cusolverDnXsyevd (symmetric/Hermitian divide-and-conquer).
// Stores eigenvalues and eigenvectors on device.
//
// Usage:
// GpuSelfAdjointEigenSolver<double> es(A);
// VectorXd eigenvals = es.eigenvalues();
// MatrixXd eigenvecs = es.eigenvectors();
#ifndef EIGEN_GPU_EIGENSOLVER_H
#define EIGEN_GPU_EIGENSOLVER_H
// IWYU pragma: private
#include "./InternalHeaderCheck.h"
#include "./CuSolverSupport.h"
#include <vector>
namespace Eigen {
template <typename Scalar_>
class GpuSelfAdjointEigenSolver {
public:
using Scalar = Scalar_;
using RealScalar = typename NumTraits<Scalar>::Real;
using PlainMatrix = Matrix<Scalar, Dynamic, Dynamic, ColMajor>;
using RealVector = Matrix<RealScalar, Dynamic, 1>;
/** Eigenvalue-only or eigenvalues + eigenvectors. */
enum ComputeMode { EigenvaluesOnly, ComputeEigenvectors };
GpuSelfAdjointEigenSolver() { init_context(); }
template <typename InputType>
explicit GpuSelfAdjointEigenSolver(const EigenBase<InputType>& A, ComputeMode mode = ComputeEigenvectors) {
init_context();
compute(A, mode);
}
~GpuSelfAdjointEigenSolver() {
if (handle_) (void)cusolverDnDestroy(handle_);
if (stream_) (void)cudaStreamDestroy(stream_);
}
GpuSelfAdjointEigenSolver(const GpuSelfAdjointEigenSolver&) = delete;
GpuSelfAdjointEigenSolver& operator=(const GpuSelfAdjointEigenSolver&) = delete;
// ---- Factorization -------------------------------------------------------
template <typename InputType>
GpuSelfAdjointEigenSolver& compute(const EigenBase<InputType>& A, ComputeMode mode = ComputeEigenvectors) {
eigen_assert(A.rows() == A.cols() && "GpuSelfAdjointEigenSolver requires a square matrix");
mode_ = mode;
n_ = A.rows();
info_ = InvalidInput;
info_synced_ = false;
if (n_ == 0) {
info_ = Success;
info_synced_ = true;
return *this;
}
const PlainMatrix mat(A.derived());
lda_ = static_cast<int64_t>(n_);
const size_t mat_bytes = static_cast<size_t>(lda_) * static_cast<size_t>(n_) * sizeof(Scalar);
// syevd overwrites A with eigenvectors (if requested).
d_A_ = internal::DeviceBuffer(mat_bytes);
EIGEN_CUDA_RUNTIME_CHECK(cudaMemcpyAsync(d_A_.ptr, mat.data(), mat_bytes, cudaMemcpyHostToDevice, stream_));
factorize();
return *this;
}
GpuSelfAdjointEigenSolver& compute(const DeviceMatrix<Scalar>& d_A, ComputeMode mode = ComputeEigenvectors) {
eigen_assert(d_A.rows() == d_A.cols() && "GpuSelfAdjointEigenSolver requires a square matrix");
mode_ = mode;
n_ = d_A.rows();
info_ = InvalidInput;
info_synced_ = false;
if (n_ == 0) {
info_ = Success;
info_synced_ = true;
return *this;
}
d_A.waitReady(stream_);
lda_ = static_cast<int64_t>(n_);
const size_t mat_bytes = static_cast<size_t>(lda_) * static_cast<size_t>(n_) * sizeof(Scalar);
d_A_ = internal::DeviceBuffer(mat_bytes);
EIGEN_CUDA_RUNTIME_CHECK(cudaMemcpyAsync(d_A_.ptr, d_A.data(), mat_bytes, cudaMemcpyDeviceToDevice, stream_));
factorize();
return *this;
}
// ---- Accessors -----------------------------------------------------------
ComputationInfo info() const {
sync_info();
return info_;
}
Index cols() const { return n_; }
Index rows() const { return n_; }
// TODO: Add device-side accessors (deviceEigenvalues(), deviceEigenvectors())
// returning DeviceMatrix views of the internal buffers, so users can chain
// GPU operations without round-tripping through host memory.
/** Eigenvalues in ascending order. Downloads from device. */
RealVector eigenvalues() const {
sync_info();
eigen_assert(info_ == Success);
RealVector W(n_);
if (n_ > 0) {
EIGEN_CUDA_RUNTIME_CHECK(
cudaMemcpy(W.data(), d_W_.ptr, static_cast<size_t>(n_) * sizeof(RealScalar), cudaMemcpyDeviceToHost));
}
return W;
}
/** Eigenvectors (columns). Downloads from device.
* Requires ComputeEigenvectors mode. */
PlainMatrix eigenvectors() const {
sync_info();
eigen_assert(info_ == Success);
eigen_assert(mode_ == ComputeEigenvectors && "eigenvectors() requires ComputeEigenvectors mode");
PlainMatrix V(n_, n_);
if (n_ > 0) {
EIGEN_CUDA_RUNTIME_CHECK(cudaMemcpy(V.data(), d_A_.ptr,
static_cast<size_t>(lda_) * static_cast<size_t>(n_) * sizeof(Scalar),
cudaMemcpyDeviceToHost));
}
return V;
}
cudaStream_t stream() const { return stream_; }
private:
cudaStream_t stream_ = nullptr;
cusolverDnHandle_t handle_ = nullptr;
internal::CusolverParams params_;
internal::DeviceBuffer d_A_; // overwritten with eigenvectors by syevd
internal::DeviceBuffer d_W_; // eigenvalues (RealScalar, length n)
internal::DeviceBuffer d_scratch_; // workspace + info
size_t scratch_size_ = 0;
std::vector<char> h_workspace_;
ComputeMode mode_ = ComputeEigenvectors;
Index n_ = 0;
int64_t lda_ = 0;
ComputationInfo info_ = InvalidInput;
int info_word_ = 0;
bool info_synced_ = true;
void init_context() {
EIGEN_CUDA_RUNTIME_CHECK(cudaStreamCreate(&stream_));
EIGEN_CUSOLVER_CHECK(cusolverDnCreate(&handle_));
EIGEN_CUSOLVER_CHECK(cusolverDnSetStream(handle_, stream_));
ensure_scratch(0);
}
void ensure_scratch(size_t workspace_bytes) {
constexpr size_t kAlign = 16;
workspace_bytes = (workspace_bytes + kAlign - 1) & ~(kAlign - 1);
size_t needed = workspace_bytes + sizeof(int);
if (needed > scratch_size_) {
if (d_scratch_.ptr) EIGEN_CUDA_RUNTIME_CHECK(cudaStreamSynchronize(stream_));
d_scratch_ = internal::DeviceBuffer(needed);
scratch_size_ = needed;
}
}
void* scratch_workspace() const { return d_scratch_.ptr; }
int* scratch_info() const {
return reinterpret_cast<int*>(static_cast<char*>(d_scratch_.ptr) + scratch_size_ - sizeof(int));
}
void sync_info() const {
if (!info_synced_) {
EIGEN_CUDA_RUNTIME_CHECK(cudaStreamSynchronize(stream_));
const_cast<GpuSelfAdjointEigenSolver*>(this)->info_ = (info_word_ == 0) ? Success : NumericalIssue;
const_cast<GpuSelfAdjointEigenSolver*>(this)->info_synced_ = true;
}
}
void factorize() {
constexpr cudaDataType_t dtype = internal::cusolver_data_type<Scalar>::value;
constexpr cudaDataType_t rtype = internal::cuda_data_type<RealScalar>::value;
info_synced_ = false;
info_ = InvalidInput;
d_W_ = internal::DeviceBuffer(static_cast<size_t>(n_) * sizeof(RealScalar));
const cusolverEigMode_t jobz =
(mode_ == ComputeEigenvectors) ? CUSOLVER_EIG_MODE_VECTOR : CUSOLVER_EIG_MODE_NOVECTOR;
// Use lower triangle (standard convention).
constexpr cublasFillMode_t uplo = CUBLAS_FILL_MODE_LOWER;
size_t dev_ws = 0, host_ws = 0;
EIGEN_CUSOLVER_CHECK(cusolverDnXsyevd_bufferSize(handle_, params_.p, jobz, uplo, static_cast<int64_t>(n_), dtype,
d_A_.ptr, lda_, rtype, d_W_.ptr, dtype, &dev_ws, &host_ws));
ensure_scratch(dev_ws);
h_workspace_.resize(host_ws);
EIGEN_CUSOLVER_CHECK(cusolverDnXsyevd(handle_, params_.p, jobz, uplo, static_cast<int64_t>(n_), dtype, d_A_.ptr,
lda_, rtype, d_W_.ptr, dtype, scratch_workspace(), dev_ws,
host_ws > 0 ? h_workspace_.data() : nullptr, host_ws, scratch_info()));
EIGEN_CUDA_RUNTIME_CHECK(
cudaMemcpyAsync(&info_word_, scratch_info(), sizeof(int), cudaMemcpyDeviceToHost, stream_));
}
};
} // namespace Eigen
#endif // EIGEN_GPU_EIGENSOLVER_H

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// This file is part of Eigen, a lightweight C++ template library
// for linear algebra.
//
// Copyright (C) 2026 Rasmus Munk Larsen <rmlarsen@gmail.com>
//
// This Source Code Form is subject to the terms of the Mozilla
// Public License v. 2.0. If a copy of the MPL was not distributed
// with this file, You can obtain one at http://mozilla.org/MPL/2.0/.
// GPU FFT via cuFFT.
//
// Standalone GPU FFT class with plan caching. Supports 1D and 2D transforms:
// C2C (complex-to-complex), R2C (real-to-complex), C2R (complex-to-real).
//
// Inverse transforms are scaled by 1/n (1D) or 1/(n*m) (2D) so that
// inv(fwd(x)) == x, matching Eigen's FFT convention.
//
// cuFFT plans are cached by (size, type) and reused across calls.
//
// Usage:
// GpuFFT<float> fft;
// VectorXcf X = fft.fwd(x); // 1D C2C or R2C
// VectorXcf y = fft.inv(X); // 1D C2C inverse
// VectorXf r = fft.invReal(X, n); // 1D C2R inverse
// MatrixXcf B = fft.fwd2d(A); // 2D C2C forward
// MatrixXcf C = fft.inv2d(B); // 2D C2C inverse
#ifndef EIGEN_GPU_FFT_H
#define EIGEN_GPU_FFT_H
// IWYU pragma: private
#include "./InternalHeaderCheck.h"
#include "./CuFftSupport.h"
#include "./CuBlasSupport.h"
#include <map>
namespace Eigen {
template <typename Scalar_>
class GpuFFT {
public:
using Scalar = Scalar_;
using Complex = std::complex<Scalar>;
using ComplexVector = Matrix<Complex, Dynamic, 1>;
using RealVector = Matrix<Scalar, Dynamic, 1>;
using ComplexMatrix = Matrix<Complex, Dynamic, Dynamic, ColMajor>;
GpuFFT() {
EIGEN_CUDA_RUNTIME_CHECK(cudaStreamCreate(&stream_));
EIGEN_CUBLAS_CHECK(cublasCreate(&cublas_));
EIGEN_CUBLAS_CHECK(cublasSetStream(cublas_, stream_));
}
~GpuFFT() {
for (auto& kv : plans_) (void)cufftDestroy(kv.second);
if (cublas_) (void)cublasDestroy(cublas_);
if (stream_) (void)cudaStreamDestroy(stream_);
}
GpuFFT(const GpuFFT&) = delete;
GpuFFT& operator=(const GpuFFT&) = delete;
// ---- 1D Complex-to-Complex ------------------------------------------------
/** Forward 1D C2C FFT. */
template <typename Derived>
ComplexVector fwd(const MatrixBase<Derived>& x,
typename std::enable_if<NumTraits<typename Derived::Scalar>::IsComplex>::type* = nullptr) {
const ComplexVector input(x.derived());
const int n = static_cast<int>(input.size());
if (n == 0) return ComplexVector(0);
ensure_buffers(n * sizeof(Complex), n * sizeof(Complex));
EIGEN_CUDA_RUNTIME_CHECK(
cudaMemcpyAsync(d_in_.ptr, input.data(), n * sizeof(Complex), cudaMemcpyHostToDevice, stream_));
cufftHandle plan = get_plan_1d(n, internal::cufft_c2c_type<Scalar>::value);
EIGEN_CUFFT_CHECK(internal::cufftExecC2C_dispatch(plan, static_cast<Complex*>(d_in_.ptr),
static_cast<Complex*>(d_out_.ptr), CUFFT_FORWARD));
ComplexVector result(n);
EIGEN_CUDA_RUNTIME_CHECK(
cudaMemcpyAsync(result.data(), d_out_.ptr, n * sizeof(Complex), cudaMemcpyDeviceToHost, stream_));
EIGEN_CUDA_RUNTIME_CHECK(cudaStreamSynchronize(stream_));
return result;
}
/** Inverse 1D C2C FFT. Scaled by 1/n. */
template <typename Derived>
ComplexVector inv(const MatrixBase<Derived>& X) {
static_assert(NumTraits<typename Derived::Scalar>::IsComplex, "inv() requires complex input");
const ComplexVector input(X.derived());
const int n = static_cast<int>(input.size());
if (n == 0) return ComplexVector(0);
ensure_buffers(n * sizeof(Complex), n * sizeof(Complex));
EIGEN_CUDA_RUNTIME_CHECK(
cudaMemcpyAsync(d_in_.ptr, input.data(), n * sizeof(Complex), cudaMemcpyHostToDevice, stream_));
cufftHandle plan = get_plan_1d(n, internal::cufft_c2c_type<Scalar>::value);
EIGEN_CUFFT_CHECK(internal::cufftExecC2C_dispatch(plan, static_cast<Complex*>(d_in_.ptr),
static_cast<Complex*>(d_out_.ptr), CUFFT_INVERSE));
// Scale by 1/n.
scale_device(static_cast<Complex*>(d_out_.ptr), n, Scalar(1) / Scalar(n));
ComplexVector result(n);
EIGEN_CUDA_RUNTIME_CHECK(
cudaMemcpyAsync(result.data(), d_out_.ptr, n * sizeof(Complex), cudaMemcpyDeviceToHost, stream_));
EIGEN_CUDA_RUNTIME_CHECK(cudaStreamSynchronize(stream_));
return result;
}
// ---- 1D Real-to-Complex ---------------------------------------------------
/** Forward 1D R2C FFT. Returns n/2+1 complex values (half-spectrum). */
template <typename Derived>
ComplexVector fwd(const MatrixBase<Derived>& x,
typename std::enable_if<!NumTraits<typename Derived::Scalar>::IsComplex>::type* = nullptr) {
const RealVector input(x.derived());
const int n = static_cast<int>(input.size());
if (n == 0) return ComplexVector(0);
const int n_complex = n / 2 + 1;
ensure_buffers(n * sizeof(Scalar), n_complex * sizeof(Complex));
EIGEN_CUDA_RUNTIME_CHECK(
cudaMemcpyAsync(d_in_.ptr, input.data(), n * sizeof(Scalar), cudaMemcpyHostToDevice, stream_));
cufftHandle plan = get_plan_1d(n, internal::cufft_r2c_type<Scalar>::value);
EIGEN_CUFFT_CHECK(
internal::cufftExecR2C_dispatch(plan, static_cast<Scalar*>(d_in_.ptr), static_cast<Complex*>(d_out_.ptr)));
ComplexVector result(n_complex);
EIGEN_CUDA_RUNTIME_CHECK(
cudaMemcpyAsync(result.data(), d_out_.ptr, n_complex * sizeof(Complex), cudaMemcpyDeviceToHost, stream_));
EIGEN_CUDA_RUNTIME_CHECK(cudaStreamSynchronize(stream_));
return result;
}
// ---- 1D Complex-to-Real ---------------------------------------------------
/** Inverse 1D C2R FFT. Input is n/2+1 complex values, output is nfft real values.
* Scaled by 1/nfft. Caller must specify nfft (original real signal length). */
template <typename Derived>
RealVector invReal(const MatrixBase<Derived>& X, Index nfft) {
static_assert(NumTraits<typename Derived::Scalar>::IsComplex, "invReal() requires complex input");
const ComplexVector input(X.derived());
const int n = static_cast<int>(nfft);
const int n_complex = n / 2 + 1;
eigen_assert(input.size() == n_complex);
if (n == 0) return RealVector(0);
ensure_buffers(n_complex * sizeof(Complex), n * sizeof(Scalar));
// cuFFT C2R may overwrite the input, so we copy to d_in_.
EIGEN_CUDA_RUNTIME_CHECK(
cudaMemcpyAsync(d_in_.ptr, input.data(), n_complex * sizeof(Complex), cudaMemcpyHostToDevice, stream_));
cufftHandle plan = get_plan_1d(n, internal::cufft_c2r_type<Scalar>::value);
EIGEN_CUFFT_CHECK(
internal::cufftExecC2R_dispatch(plan, static_cast<Complex*>(d_in_.ptr), static_cast<Scalar*>(d_out_.ptr)));
// Scale by 1/n.
scale_device_real(static_cast<Scalar*>(d_out_.ptr), n, Scalar(1) / Scalar(n));
RealVector result(n);
EIGEN_CUDA_RUNTIME_CHECK(
cudaMemcpyAsync(result.data(), d_out_.ptr, n * sizeof(Scalar), cudaMemcpyDeviceToHost, stream_));
EIGEN_CUDA_RUNTIME_CHECK(cudaStreamSynchronize(stream_));
return result;
}
// ---- 2D Complex-to-Complex ------------------------------------------------
/** Forward 2D C2C FFT. Input and output are rows x cols complex matrices. */
template <typename Derived>
ComplexMatrix fwd2d(const MatrixBase<Derived>& A) {
static_assert(NumTraits<typename Derived::Scalar>::IsComplex, "fwd2d() requires complex input");
const ComplexMatrix input(A.derived());
const int rows = static_cast<int>(input.rows());
const int cols = static_cast<int>(input.cols());
if (rows == 0 || cols == 0) return ComplexMatrix(rows, cols);
const size_t total = static_cast<size_t>(rows) * static_cast<size_t>(cols) * sizeof(Complex);
ensure_buffers(total, total);
EIGEN_CUDA_RUNTIME_CHECK(cudaMemcpyAsync(d_in_.ptr, input.data(), total, cudaMemcpyHostToDevice, stream_));
cufftHandle plan = get_plan_2d(rows, cols, internal::cufft_c2c_type<Scalar>::value);
EIGEN_CUFFT_CHECK(internal::cufftExecC2C_dispatch(plan, static_cast<Complex*>(d_in_.ptr),
static_cast<Complex*>(d_out_.ptr), CUFFT_FORWARD));
ComplexMatrix result(rows, cols);
EIGEN_CUDA_RUNTIME_CHECK(cudaMemcpyAsync(result.data(), d_out_.ptr, total, cudaMemcpyDeviceToHost, stream_));
EIGEN_CUDA_RUNTIME_CHECK(cudaStreamSynchronize(stream_));
return result;
}
/** Inverse 2D C2C FFT. Scaled by 1/(rows*cols). */
template <typename Derived>
ComplexMatrix inv2d(const MatrixBase<Derived>& A) {
static_assert(NumTraits<typename Derived::Scalar>::IsComplex, "inv2d() requires complex input");
const ComplexMatrix input(A.derived());
const int rows = static_cast<int>(input.rows());
const int cols = static_cast<int>(input.cols());
if (rows == 0 || cols == 0) return ComplexMatrix(rows, cols);
const size_t total = static_cast<size_t>(rows) * static_cast<size_t>(cols) * sizeof(Complex);
ensure_buffers(total, total);
EIGEN_CUDA_RUNTIME_CHECK(cudaMemcpyAsync(d_in_.ptr, input.data(), total, cudaMemcpyHostToDevice, stream_));
cufftHandle plan = get_plan_2d(rows, cols, internal::cufft_c2c_type<Scalar>::value);
EIGEN_CUFFT_CHECK(internal::cufftExecC2C_dispatch(plan, static_cast<Complex*>(d_in_.ptr),
static_cast<Complex*>(d_out_.ptr), CUFFT_INVERSE));
// Scale by 1/(rows*cols).
const int total_elems = rows * cols;
scale_device(static_cast<Complex*>(d_out_.ptr), total_elems, Scalar(1) / Scalar(total_elems));
ComplexMatrix result(rows, cols);
EIGEN_CUDA_RUNTIME_CHECK(cudaMemcpyAsync(result.data(), d_out_.ptr, total, cudaMemcpyDeviceToHost, stream_));
EIGEN_CUDA_RUNTIME_CHECK(cudaStreamSynchronize(stream_));
return result;
}
// ---- Accessors ------------------------------------------------------------
cudaStream_t stream() const { return stream_; }
private:
cudaStream_t stream_ = nullptr;
cublasHandle_t cublas_ = nullptr;
std::map<int64_t, cufftHandle> plans_;
internal::DeviceBuffer d_in_;
internal::DeviceBuffer d_out_;
size_t d_in_size_ = 0;
size_t d_out_size_ = 0;
void ensure_buffers(size_t in_bytes, size_t out_bytes) {
if (in_bytes > d_in_size_) {
if (d_in_.ptr) EIGEN_CUDA_RUNTIME_CHECK(cudaStreamSynchronize(stream_));
d_in_ = internal::DeviceBuffer(in_bytes);
d_in_size_ = in_bytes;
}
if (out_bytes > d_out_size_) {
if (d_out_.ptr) EIGEN_CUDA_RUNTIME_CHECK(cudaStreamSynchronize(stream_));
d_out_ = internal::DeviceBuffer(out_bytes);
d_out_size_ = out_bytes;
}
}
// Plan key encoding: rank (1 bit) | type (4 bits) | dims
static int64_t plan_key_1d(int n, cufftType type) { return (int64_t(n) << 5) | (int64_t(type) << 1) | 0; }
static int64_t plan_key_2d(int rows, int cols, cufftType type) {
return (int64_t(rows) << 35) | (int64_t(cols) << 5) | (int64_t(type) << 1) | 1;
}
cufftHandle get_plan_1d(int n, cufftType type) {
int64_t key = plan_key_1d(n, type);
auto it = plans_.find(key);
if (it != plans_.end()) return it->second;
cufftHandle plan;
EIGEN_CUFFT_CHECK(cufftPlan1d(&plan, n, type, /*batch=*/1));
EIGEN_CUFFT_CHECK(cufftSetStream(plan, stream_));
plans_[key] = plan;
return plan;
}
cufftHandle get_plan_2d(int rows, int cols, cufftType type) {
int64_t key = plan_key_2d(rows, cols, type);
auto it = plans_.find(key);
if (it != plans_.end()) return it->second;
// cuFFT uses row-major (C order) for 2D: first dim = rows, second = cols.
// Eigen matrices are column-major, so we pass (cols, rows) to cuFFT
// to get the correct 2D transform.
cufftHandle plan;
EIGEN_CUFFT_CHECK(cufftPlan2d(&plan, cols, rows, type));
EIGEN_CUFFT_CHECK(cufftSetStream(plan, stream_));
plans_[key] = plan;
return plan;
}
// Scale complex array on device using cuBLAS scal.
void scale_device(Complex* d_ptr, int n, Scalar alpha) { scale_complex(cublas_, d_ptr, n, alpha); }
// Scale real array on device using cuBLAS scal.
void scale_device_real(Scalar* d_ptr, int n, Scalar alpha) { scale_real(cublas_, d_ptr, n, alpha); }
// Type-dispatched cuBLAS scal wrappers (C++14 compatible).
static void scale_complex(cublasHandle_t h, std::complex<float>* p, int n, float a) {
EIGEN_CUBLAS_CHECK(cublasCsscal(h, n, &a, reinterpret_cast<cuComplex*>(p), 1));
}
static void scale_complex(cublasHandle_t h, std::complex<double>* p, int n, double a) {
EIGEN_CUBLAS_CHECK(cublasZdscal(h, n, &a, reinterpret_cast<cuDoubleComplex*>(p), 1));
}
static void scale_real(cublasHandle_t h, float* p, int n, float a) {
EIGEN_CUBLAS_CHECK(cublasSscal(h, n, &a, p, 1));
}
static void scale_real(cublasHandle_t h, double* p, int n, double a) {
EIGEN_CUBLAS_CHECK(cublasDscal(h, n, &a, p, 1));
}
};
} // namespace Eigen
#endif // EIGEN_GPU_FFT_H

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// This file is part of Eigen, a lightweight C++ template library
// for linear algebra.
//
// Copyright (C) 2026 Eigen Authors
//
// This Source Code Form is subject to the terms of the Mozilla
// Public License v. 2.0. If a copy of the MPL was not distributed
// with this file, You can obtain one at http://mozilla.org/MPL/2.0/.
// GPU Cholesky (LLT) decomposition using cuSOLVER.
//
// Unlike Eigen's CPU LLT<MatrixType>, GpuLLT keeps the factored Cholesky
// factor in device memory for the lifetime of the object. Multiple solves
// against the same factor therefore only transfer the RHS and solution
// vectors, not the factor itself.
//
// Requires CUDA 11.0+ (cusolverDnXpotrf / cusolverDnXpotrs generic API).
// Requires CUDA 11.4+ (cusolverDnX generic API + cudaMallocAsync).
//
// Usage:
// GpuLLT<double> llt(A); // upload A, potrf, L stays on device
// if (llt.info() != Success) { ... }
// MatrixXd x1 = llt.solve(b1); // potrs, only b1 transferred
// MatrixXd x2 = llt.solve(b2); // L already on device
#ifndef EIGEN_GPU_LLT_H
#define EIGEN_GPU_LLT_H
// IWYU pragma: private
#include "./InternalHeaderCheck.h"
#include "./CuSolverSupport.h"
#include <vector>
namespace Eigen {
/** \ingroup GPU_Module
* \class GpuLLT
* \brief GPU Cholesky (LL^T) decomposition via cuSOLVER
*
* \tparam Scalar_ Element type: float, double, complex<float>, complex<double>
* \tparam UpLo_ Triangle used: Lower (default) or Upper
*
* Factorizes a symmetric positive-definite matrix A = LL^H on the GPU and
* caches the factor L in device memory. Each subsequent solve(B) uploads only
* B, calls cusolverDnXpotrs, and downloads the result — the factor is not
* re-transferred.
*
* Each GpuLLT object owns a dedicated CUDA stream and cuSOLVER handle,
* enabling concurrent factorizations from multiple objects on the same host
* thread.
*/
template <typename Scalar_, int UpLo_ = Lower>
class GpuLLT {
public:
using Scalar = Scalar_;
using RealScalar = typename NumTraits<Scalar>::Real;
using PlainMatrix = Matrix<Scalar, Dynamic, Dynamic, ColMajor>;
enum { UpLo = UpLo_ };
// ---- Construction / destruction ------------------------------------------
/** Default constructor. Does not factorize; call compute() before solve(). */
GpuLLT() { init_context(); }
/** Factor A immediately. Equivalent to GpuLLT llt; llt.compute(A). */
template <typename InputType>
explicit GpuLLT(const EigenBase<InputType>& A) {
init_context();
compute(A);
}
~GpuLLT() {
// Ignore errors in destructors — cannot propagate.
if (handle_) (void)cusolverDnDestroy(handle_);
if (stream_) (void)cudaStreamDestroy(stream_);
}
// Non-copyable (owns device memory and library handles).
GpuLLT(const GpuLLT&) = delete;
GpuLLT& operator=(const GpuLLT&) = delete;
// Movable.
GpuLLT(GpuLLT&& o) noexcept
: stream_(o.stream_),
handle_(o.handle_),
params_(std::move(o.params_)),
d_factor_(std::move(o.d_factor_)),
factor_alloc_size_(o.factor_alloc_size_),
d_scratch_(std::move(o.d_scratch_)),
scratch_size_(o.scratch_size_),
h_workspace_(std::move(o.h_workspace_)),
n_(o.n_),
lda_(o.lda_),
info_(o.info_),
info_word_(o.info_word_),
info_synced_(o.info_synced_) {
o.stream_ = nullptr;
o.handle_ = nullptr;
o.factor_alloc_size_ = 0;
o.scratch_size_ = 0;
o.n_ = 0;
o.info_ = InvalidInput;
o.info_word_ = 0;
o.info_synced_ = true;
}
GpuLLT& operator=(GpuLLT&& o) noexcept {
if (this != &o) {
if (handle_) (void)cusolverDnDestroy(handle_);
if (stream_) (void)cudaStreamDestroy(stream_);
stream_ = o.stream_;
handle_ = o.handle_;
params_ = std::move(o.params_);
d_factor_ = std::move(o.d_factor_);
factor_alloc_size_ = o.factor_alloc_size_;
d_scratch_ = std::move(o.d_scratch_);
scratch_size_ = o.scratch_size_;
h_workspace_ = std::move(o.h_workspace_);
n_ = o.n_;
lda_ = o.lda_;
info_ = o.info_;
info_word_ = o.info_word_;
info_synced_ = o.info_synced_;
o.stream_ = nullptr;
o.handle_ = nullptr;
o.factor_alloc_size_ = 0;
o.scratch_size_ = 0;
o.n_ = 0;
o.info_ = InvalidInput;
o.info_word_ = 0;
o.info_synced_ = true;
}
return *this;
}
// ---- Factorization -------------------------------------------------------
/** Compute the Cholesky factorization of A (host matrix).
*
* Uploads A to device memory, calls cusolverDnXpotrf, and retains the
* factored matrix on device. Any previous factorization is overwritten.
*/
template <typename InputType>
GpuLLT& compute(const EigenBase<InputType>& A) {
eigen_assert(A.rows() == A.cols());
if (!begin_compute(A.rows())) return *this;
// Evaluate A into a contiguous ColMajor matrix (handles arbitrary expressions).
const PlainMatrix mat(A.derived());
lda_ = static_cast<int64_t>(mat.rows());
allocate_factor_storage();
EIGEN_CUDA_RUNTIME_CHECK(
cudaMemcpyAsync(d_factor_.ptr, mat.data(), factorBytes(), cudaMemcpyHostToDevice, stream_));
factorize();
return *this;
}
/** Compute the Cholesky factorization from a device-resident matrix (D2D copy). */
GpuLLT& compute(const DeviceMatrix<Scalar>& d_A) {
eigen_assert(d_A.rows() == d_A.cols());
if (!begin_compute(d_A.rows())) return *this;
lda_ = static_cast<int64_t>(d_A.rows());
d_A.waitReady(stream_);
allocate_factor_storage();
EIGEN_CUDA_RUNTIME_CHECK(
cudaMemcpyAsync(d_factor_.ptr, d_A.data(), factorBytes(), cudaMemcpyDeviceToDevice, stream_));
factorize();
return *this;
}
/** Compute the Cholesky factorization from a device matrix (move, no copy). */
GpuLLT& compute(DeviceMatrix<Scalar>&& d_A) {
eigen_assert(d_A.rows() == d_A.cols());
if (!begin_compute(d_A.rows())) return *this;
lda_ = static_cast<int64_t>(d_A.rows());
d_A.waitReady(stream_);
d_factor_ = internal::DeviceBuffer::adopt(static_cast<void*>(d_A.release()));
factorize();
return *this;
}
// ---- Solve ---------------------------------------------------------------
/** Solve A * X = B using the cached Cholesky factor (host → host).
*
* Uploads B to device memory, calls cusolverDnXpotrs using the factor
* retained from compute(), and returns the solution X on the host.
* The factor is not re-transferred; only B goes up and X comes down.
*
* \pre compute() must have been called and info() == Success.
* \returns X such that A * X ≈ B
*/
template <typename Rhs>
PlainMatrix solve(const MatrixBase<Rhs>& B) const {
const_cast<GpuLLT*>(this)->sync_info();
eigen_assert(info_ == Success && "GpuLLT::solve called on a failed or uninitialized factorization");
eigen_assert(B.rows() == n_);
const PlainMatrix rhs(B);
const int64_t nrhs = static_cast<int64_t>(rhs.cols());
const int64_t ldb = static_cast<int64_t>(rhs.rows());
DeviceMatrix<Scalar> d_X = solve_impl(nrhs, ldb, [&](Scalar* d_x_ptr) {
EIGEN_CUDA_RUNTIME_CHECK(
cudaMemcpyAsync(d_x_ptr, rhs.data(), rhsBytes(nrhs, ldb), cudaMemcpyHostToDevice, stream_));
});
PlainMatrix X(n_, B.cols());
int solve_info = 0;
EIGEN_CUDA_RUNTIME_CHECK(
cudaMemcpyAsync(X.data(), d_X.data(), rhsBytes(nrhs, ldb), cudaMemcpyDeviceToHost, stream_));
EIGEN_CUDA_RUNTIME_CHECK(
cudaMemcpyAsync(&solve_info, scratch_info(), sizeof(int), cudaMemcpyDeviceToHost, stream_));
EIGEN_CUDA_RUNTIME_CHECK(cudaStreamSynchronize(stream_));
eigen_assert(solve_info == 0 && "cusolverDnXpotrs reported an error");
return X;
}
/** Solve A * X = B with device-resident RHS. Fully async.
*
* All work is enqueued on this solver's stream. Returns a DeviceMatrix
* with a recorded ready event — no host synchronization occurs.
* The caller should check info() after compute() to verify the
* factorization succeeded; this method does not check.
*/
DeviceMatrix<Scalar> solve(const DeviceMatrix<Scalar>& d_B) const {
eigen_assert(d_B.rows() == n_);
d_B.waitReady(stream_);
const int64_t nrhs = static_cast<int64_t>(d_B.cols());
const int64_t ldb = static_cast<int64_t>(d_B.rows());
return solve_impl(nrhs, ldb, [&](Scalar* d_x_ptr) {
EIGEN_CUDA_RUNTIME_CHECK(
cudaMemcpyAsync(d_x_ptr, d_B.data(), rhsBytes(nrhs, ldb), cudaMemcpyDeviceToDevice, stream_));
});
}
// ---- Accessors -----------------------------------------------------------
/** Returns Success if the last compute() succeeded, NumericalIssue otherwise.
* Lazily synchronizes the stream on first call after compute(). */
ComputationInfo info() const {
const_cast<GpuLLT*>(this)->sync_info();
return info_;
}
Index rows() const { return n_; }
Index cols() const { return n_; }
/** Returns the CUDA stream owned by this object.
* Advanced users may submit additional GPU work on this stream
* to overlap with or chain after GpuLLT operations. */
cudaStream_t stream() const { return stream_; }
private:
cudaStream_t stream_ = nullptr;
cusolverDnHandle_t handle_ = nullptr;
internal::CusolverParams params_; // cuSOLVER params (created once, reused)
internal::DeviceBuffer d_factor_; // factored L (or U) on device (grows, never shrinks)
size_t factor_alloc_size_ = 0; // current d_factor_ allocation size
internal::DeviceBuffer d_scratch_; // combined workspace + info word (grows, never shrinks)
size_t scratch_size_ = 0; // current scratch allocation size
std::vector<char> h_workspace_; // host workspace (kept alive until next compute)
Index n_ = 0;
int64_t lda_ = 0;
ComputationInfo info_ = InvalidInput;
int info_word_ = 0; // host-side target for async info download
bool info_synced_ = true; // has the stream been synced for info?
bool begin_compute(Index rows) {
n_ = rows;
info_ = InvalidInput;
if (n_ == 0) {
info_ = Success;
return false;
}
return true;
}
size_t factorBytes() const { return rhsBytes(static_cast<int64_t>(n_), lda_); }
static size_t rhsBytes(int64_t cols, int64_t outer_stride) {
return static_cast<size_t>(outer_stride) * static_cast<size_t>(cols) * sizeof(Scalar);
}
void allocate_factor_storage() {
size_t needed = factorBytes();
if (needed > factor_alloc_size_) {
d_factor_ = internal::DeviceBuffer(needed);
factor_alloc_size_ = needed;
}
}
// Ensure d_scratch_ is at least `workspace_bytes + sizeof(int)`.
// Layout: [workspace (workspace_bytes) | info_word (sizeof(int))].
// Ensure d_scratch_ can hold workspace_bytes + an aligned info word.
// Grows but never shrinks. Syncs the stream before reallocating to
// avoid freeing memory that async kernels may still be using.
void ensure_scratch(size_t workspace_bytes) {
// Round up so the info word is naturally aligned.
// 16-byte alignment for optimal GPU memory access.
constexpr size_t kAlign = 16;
workspace_bytes = (workspace_bytes + kAlign - 1) & ~(kAlign - 1);
size_t needed = workspace_bytes + sizeof(int);
if (needed > scratch_size_) {
if (d_scratch_.ptr) EIGEN_CUDA_RUNTIME_CHECK(cudaStreamSynchronize(stream_));
d_scratch_ = internal::DeviceBuffer(needed);
scratch_size_ = needed;
}
}
void* scratch_workspace() const { return d_scratch_.ptr; }
int* scratch_info() const {
return reinterpret_cast<int*>(static_cast<char*>(d_scratch_.ptr) + scratch_size_ - sizeof(int));
}
template <typename CopyRhs>
DeviceMatrix<Scalar> solve_impl(int64_t nrhs, int64_t ldb, CopyRhs&& copy_rhs) const {
constexpr cudaDataType_t dtype = internal::cusolver_data_type<Scalar>::value;
constexpr cublasFillMode_t uplo = internal::cusolver_fill_mode<UpLo_, ColMajor>::value;
Scalar* d_x_ptr = nullptr;
EIGEN_CUDA_RUNTIME_CHECK(cudaMalloc(reinterpret_cast<void**>(&d_x_ptr), rhsBytes(nrhs, ldb)));
copy_rhs(d_x_ptr);
EIGEN_CUSOLVER_CHECK(cusolverDnXpotrs(handle_, params_.p, uplo, static_cast<int64_t>(n_), nrhs, dtype,
d_factor_.ptr, lda_, dtype, d_x_ptr, ldb, scratch_info()));
DeviceMatrix<Scalar> result(d_x_ptr, n_, static_cast<Index>(nrhs));
result.recordReady(stream_);
return result;
}
void init_context() {
EIGEN_CUDA_RUNTIME_CHECK(cudaStreamCreate(&stream_));
EIGEN_CUSOLVER_CHECK(cusolverDnCreate(&handle_));
EIGEN_CUSOLVER_CHECK(cusolverDnSetStream(handle_, stream_));
ensure_scratch(0); // allocate at least the info word
}
// Synchronize stream and interpret the info word. No-op if already synced.
void sync_info() {
if (!info_synced_) {
EIGEN_CUDA_RUNTIME_CHECK(cudaStreamSynchronize(stream_));
info_ = (info_word_ == 0) ? Success : NumericalIssue;
info_synced_ = true;
}
}
// Run cusolverDnXpotrf on d_factor_ (already on device).
// Enqueues factorization + async info download. Does NOT sync.
// Workspaces are stored as members to ensure they outlive the async kernels.
void factorize() {
constexpr cudaDataType_t dtype = internal::cusolver_data_type<Scalar>::value;
constexpr cublasFillMode_t uplo = internal::cusolver_fill_mode<UpLo_, ColMajor>::value;
info_synced_ = false;
info_ = InvalidInput;
size_t dev_ws_bytes = 0, host_ws_bytes = 0;
EIGEN_CUSOLVER_CHECK(cusolverDnXpotrf_bufferSize(handle_, params_.p, uplo, static_cast<int64_t>(n_), dtype,
d_factor_.ptr, lda_, dtype, &dev_ws_bytes, &host_ws_bytes));
ensure_scratch(dev_ws_bytes);
h_workspace_.resize(host_ws_bytes);
EIGEN_CUSOLVER_CHECK(cusolverDnXpotrf(
handle_, params_.p, uplo, static_cast<int64_t>(n_), dtype, d_factor_.ptr, lda_, dtype, scratch_workspace(),
dev_ws_bytes, host_ws_bytes > 0 ? h_workspace_.data() : nullptr, host_ws_bytes, scratch_info()));
// Enqueue async download of info word — sync deferred to info() or solve().
EIGEN_CUDA_RUNTIME_CHECK(
cudaMemcpyAsync(&info_word_, scratch_info(), sizeof(int), cudaMemcpyDeviceToHost, stream_));
}
};
} // namespace Eigen
#endif // EIGEN_GPU_LLT_H

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// This file is part of Eigen, a lightweight C++ template library
// for linear algebra.
//
// Copyright (C) 2026 Eigen Authors
//
// This Source Code Form is subject to the terms of the Mozilla
// Public License v. 2.0. If a copy of the MPL was not distributed
// with this file, You can obtain one at http://mozilla.org/MPL/2.0/.
// GPU partial-pivoting LU decomposition using cuSOLVER.
//
// Wraps cusolverDnXgetrf (factorization) and cusolverDnXgetrs (solve).
// The factored LU matrix and pivot array are kept in device memory for the
// lifetime of the object, so repeated solves only transfer the RHS/solution.
//
// Requires CUDA 11.0+ (cusolverDnX generic API).
//
// Usage:
// GpuLU<double> lu(A); // upload A, getrf, LU+ipiv on device
// if (lu.info() != Success) { ... }
// MatrixXd x = lu.solve(b); // getrs NoTrans, only b transferred
// MatrixXd xt = lu.solve(b, GpuLU<double>::Transpose); // A^T x = b
#ifndef EIGEN_GPU_LU_H
#define EIGEN_GPU_LU_H
// IWYU pragma: private
#include "./InternalHeaderCheck.h"
#include "./CuSolverSupport.h"
#include <vector>
namespace Eigen {
/** \ingroup GPU_Module
* \class GpuLU
* \brief GPU LU decomposition with partial pivoting via cuSOLVER
*
* \tparam Scalar_ Element type: float, double, complex<float>, complex<double>
*
* Decomposes a square matrix A = P L U on the GPU and retains the factored
* matrix and pivot array in device memory. Solves A*X=B, A^T*X=B, or
* A^H*X=B by passing the appropriate TransposeMode.
*
* Each GpuLU object owns a dedicated CUDA stream and cuSOLVER handle.
*/
template <typename Scalar_>
class GpuLU {
public:
using Scalar = Scalar_;
using RealScalar = typename NumTraits<Scalar>::Real;
using PlainMatrix = Matrix<Scalar, Dynamic, Dynamic, ColMajor>;
/** Controls which system is solved in solve(). */
enum TransposeMode {
NoTranspose, ///< Solve A * X = B
Transpose, ///< Solve A^T * X = B
ConjugateTranspose ///< Solve A^H * X = B (same as Transpose for real types)
};
// ---- Construction / destruction ------------------------------------------
GpuLU() { init_context(); }
template <typename InputType>
explicit GpuLU(const EigenBase<InputType>& A) {
init_context();
compute(A);
}
~GpuLU() {
if (handle_) (void)cusolverDnDestroy(handle_);
if (stream_) (void)cudaStreamDestroy(stream_);
}
GpuLU(const GpuLU&) = delete;
GpuLU& operator=(const GpuLU&) = delete;
GpuLU(GpuLU&& o) noexcept
: stream_(o.stream_),
handle_(o.handle_),
params_(std::move(o.params_)),
d_lu_(std::move(o.d_lu_)),
lu_alloc_size_(o.lu_alloc_size_),
d_ipiv_(std::move(o.d_ipiv_)),
d_scratch_(std::move(o.d_scratch_)),
scratch_size_(o.scratch_size_),
h_workspace_(std::move(o.h_workspace_)),
n_(o.n_),
lda_(o.lda_),
info_(o.info_),
info_word_(o.info_word_),
info_synced_(o.info_synced_) {
o.stream_ = nullptr;
o.handle_ = nullptr;
o.lu_alloc_size_ = 0;
o.scratch_size_ = 0;
o.n_ = 0;
o.info_ = InvalidInput;
o.info_word_ = 0;
o.info_synced_ = true;
}
GpuLU& operator=(GpuLU&& o) noexcept {
if (this != &o) {
if (handle_) (void)cusolverDnDestroy(handle_);
if (stream_) (void)cudaStreamDestroy(stream_);
stream_ = o.stream_;
handle_ = o.handle_;
params_ = std::move(o.params_);
d_lu_ = std::move(o.d_lu_);
lu_alloc_size_ = o.lu_alloc_size_;
d_ipiv_ = std::move(o.d_ipiv_);
d_scratch_ = std::move(o.d_scratch_);
scratch_size_ = o.scratch_size_;
h_workspace_ = std::move(o.h_workspace_);
n_ = o.n_;
lda_ = o.lda_;
info_ = o.info_;
info_word_ = o.info_word_;
info_synced_ = o.info_synced_;
o.stream_ = nullptr;
o.handle_ = nullptr;
o.lu_alloc_size_ = 0;
o.scratch_size_ = 0;
o.n_ = 0;
o.info_ = InvalidInput;
o.info_word_ = 0;
o.info_synced_ = true;
}
return *this;
}
// ---- Factorization -------------------------------------------------------
/** Compute the LU factorization of A (host matrix, must be square). */
template <typename InputType>
GpuLU& compute(const EigenBase<InputType>& A) {
eigen_assert(A.rows() == A.cols() && "GpuLU requires a square matrix");
if (!begin_compute(A.rows())) return *this;
const PlainMatrix mat(A.derived());
lda_ = static_cast<int64_t>(mat.rows());
allocate_lu_storage();
EIGEN_CUDA_RUNTIME_CHECK(cudaMemcpyAsync(d_lu_.ptr, mat.data(), matrixBytes(), cudaMemcpyHostToDevice, stream_));
factorize();
return *this;
}
/** Compute the LU factorization from a device-resident matrix (D2D copy). */
GpuLU& compute(const DeviceMatrix<Scalar>& d_A) {
eigen_assert(d_A.rows() == d_A.cols() && "GpuLU requires a square matrix");
if (!begin_compute(d_A.rows())) return *this;
lda_ = static_cast<int64_t>(d_A.rows());
d_A.waitReady(stream_);
allocate_lu_storage();
EIGEN_CUDA_RUNTIME_CHECK(cudaMemcpyAsync(d_lu_.ptr, d_A.data(), matrixBytes(), cudaMemcpyDeviceToDevice, stream_));
factorize();
return *this;
}
/** Compute the LU factorization from a device matrix (move, no copy). */
GpuLU& compute(DeviceMatrix<Scalar>&& d_A) {
eigen_assert(d_A.rows() == d_A.cols() && "GpuLU requires a square matrix");
if (!begin_compute(d_A.rows())) return *this;
lda_ = static_cast<int64_t>(d_A.rows());
d_A.waitReady(stream_);
d_lu_ = internal::DeviceBuffer::adopt(static_cast<void*>(d_A.release()));
factorize();
return *this;
}
// ---- Solve ---------------------------------------------------------------
/** Solve op(A) * X = B using the cached LU factorization (host → host).
*
* \param B Right-hand side (n x nrhs host matrix).
* \param mode NoTranspose (default), Transpose, or ConjugateTranspose.
*/
template <typename Rhs>
PlainMatrix solve(const MatrixBase<Rhs>& B, TransposeMode mode = NoTranspose) const {
const_cast<GpuLU*>(this)->sync_info();
eigen_assert(info_ == Success && "GpuLU::solve called on a failed or uninitialized factorization");
eigen_assert(B.rows() == n_);
const PlainMatrix rhs(B);
const int64_t nrhs = static_cast<int64_t>(rhs.cols());
const int64_t ldb = static_cast<int64_t>(rhs.rows());
DeviceMatrix<Scalar> d_X = solve_impl(nrhs, ldb, mode, [&](Scalar* d_x_ptr) {
EIGEN_CUDA_RUNTIME_CHECK(
cudaMemcpyAsync(d_x_ptr, rhs.data(), matrixBytes(nrhs, ldb), cudaMemcpyHostToDevice, stream_));
});
PlainMatrix X(n_, B.cols());
int solve_info = 0;
EIGEN_CUDA_RUNTIME_CHECK(
cudaMemcpyAsync(X.data(), d_X.data(), matrixBytes(nrhs, ldb), cudaMemcpyDeviceToHost, stream_));
EIGEN_CUDA_RUNTIME_CHECK(
cudaMemcpyAsync(&solve_info, scratch_info(), sizeof(int), cudaMemcpyDeviceToHost, stream_));
EIGEN_CUDA_RUNTIME_CHECK(cudaStreamSynchronize(stream_));
eigen_assert(solve_info == 0 && "cusolverDnXgetrs reported an error");
return X;
}
/** Solve op(A) * X = B with device-resident RHS. Fully async. */
DeviceMatrix<Scalar> solve(const DeviceMatrix<Scalar>& d_B, TransposeMode mode = NoTranspose) const {
eigen_assert(d_B.rows() == n_);
d_B.waitReady(stream_);
const int64_t nrhs = static_cast<int64_t>(d_B.cols());
const int64_t ldb = static_cast<int64_t>(d_B.rows());
return solve_impl(nrhs, ldb, mode, [&](Scalar* d_x_ptr) {
EIGEN_CUDA_RUNTIME_CHECK(
cudaMemcpyAsync(d_x_ptr, d_B.data(), matrixBytes(nrhs, ldb), cudaMemcpyDeviceToDevice, stream_));
});
}
// ---- Accessors -----------------------------------------------------------
/** Lazily synchronizes the stream on first call after compute(). */
ComputationInfo info() const {
const_cast<GpuLU*>(this)->sync_info();
return info_;
}
Index rows() const { return n_; }
Index cols() const { return n_; }
cudaStream_t stream() const { return stream_; }
private:
cudaStream_t stream_ = nullptr;
cusolverDnHandle_t handle_ = nullptr;
internal::CusolverParams params_; // cuSOLVER params (created once, reused)
internal::DeviceBuffer d_lu_; // LU factors on device (grows, never shrinks)
size_t lu_alloc_size_ = 0; // current d_lu_ allocation size
internal::DeviceBuffer d_ipiv_; // pivot indices (int64_t) on device
internal::DeviceBuffer d_scratch_; // combined workspace + info word (grows, never shrinks)
size_t scratch_size_ = 0; // current scratch allocation size
std::vector<char> h_workspace_; // host workspace (kept alive until next compute)
Index n_ = 0;
int64_t lda_ = 0;
ComputationInfo info_ = InvalidInput;
int info_word_ = 0; // host-side target for async info download
bool info_synced_ = true; // has the stream been synced for info?
bool begin_compute(Index rows) {
n_ = rows;
info_ = InvalidInput;
if (n_ == 0) {
info_ = Success;
return false;
}
return true;
}
size_t matrixBytes() const { return matrixBytes(static_cast<int64_t>(n_), lda_); }
static size_t matrixBytes(int64_t cols, int64_t outer_stride) {
return static_cast<size_t>(outer_stride) * static_cast<size_t>(cols) * sizeof(Scalar);
}
void allocate_lu_storage() {
size_t needed = matrixBytes();
if (needed > lu_alloc_size_) {
d_lu_ = internal::DeviceBuffer(needed);
lu_alloc_size_ = needed;
}
}
// Ensure d_scratch_ is at least `workspace_bytes + sizeof(int)`.
// Layout: [workspace (workspace_bytes) | info_word (sizeof(int))].
// Ensure d_scratch_ can hold workspace_bytes + an aligned info word.
// Grows but never shrinks. Syncs the stream before reallocating to
// avoid freeing memory that async kernels may still be using.
void ensure_scratch(size_t workspace_bytes) {
constexpr size_t kAlign = 16;
workspace_bytes = (workspace_bytes + kAlign - 1) & ~(kAlign - 1);
size_t needed = workspace_bytes + sizeof(int);
if (needed > scratch_size_) {
if (d_scratch_.ptr) EIGEN_CUDA_RUNTIME_CHECK(cudaStreamSynchronize(stream_));
d_scratch_ = internal::DeviceBuffer(needed);
scratch_size_ = needed;
}
}
void* scratch_workspace() const { return d_scratch_.ptr; }
int* scratch_info() const {
return reinterpret_cast<int*>(static_cast<char*>(d_scratch_.ptr) + scratch_size_ - sizeof(int));
}
template <typename CopyRhs>
DeviceMatrix<Scalar> solve_impl(int64_t nrhs, int64_t ldb, TransposeMode mode, CopyRhs&& copy_rhs) const {
constexpr cudaDataType_t dtype = internal::cusolver_data_type<Scalar>::value;
const cublasOperation_t trans = to_cublas_op(mode);
Scalar* d_x_ptr = nullptr;
EIGEN_CUDA_RUNTIME_CHECK(cudaMalloc(reinterpret_cast<void**>(&d_x_ptr), matrixBytes(nrhs, ldb)));
copy_rhs(d_x_ptr);
EIGEN_CUSOLVER_CHECK(cusolverDnXgetrs(handle_, params_.p, trans, static_cast<int64_t>(n_), nrhs, dtype, d_lu_.ptr,
lda_, static_cast<const int64_t*>(d_ipiv_.ptr), dtype, d_x_ptr, ldb,
scratch_info()));
DeviceMatrix<Scalar> result(d_x_ptr, n_, static_cast<Index>(nrhs));
result.recordReady(stream_);
return result;
}
void init_context() {
EIGEN_CUDA_RUNTIME_CHECK(cudaStreamCreate(&stream_));
EIGEN_CUSOLVER_CHECK(cusolverDnCreate(&handle_));
EIGEN_CUSOLVER_CHECK(cusolverDnSetStream(handle_, stream_));
ensure_scratch(0); // allocate at least the info word
}
void sync_info() {
if (!info_synced_) {
EIGEN_CUDA_RUNTIME_CHECK(cudaStreamSynchronize(stream_));
info_ = (info_word_ == 0) ? Success : NumericalIssue;
info_synced_ = true;
}
}
// Run cusolverDnXgetrf on d_lu_ (already on device). Allocates d_ipiv_.
// Enqueues factorization + async info download. Does NOT sync.
// Workspaces are stored as members to ensure they outlive the async kernels.
void factorize() {
constexpr cudaDataType_t dtype = internal::cusolver_data_type<Scalar>::value;
const size_t ipiv_bytes = static_cast<size_t>(n_) * sizeof(int64_t);
info_synced_ = false;
info_ = InvalidInput;
d_ipiv_ = internal::DeviceBuffer(ipiv_bytes);
size_t dev_ws_bytes = 0, host_ws_bytes = 0;
EIGEN_CUSOLVER_CHECK(cusolverDnXgetrf_bufferSize(handle_, params_.p, static_cast<int64_t>(n_),
static_cast<int64_t>(n_), dtype, d_lu_.ptr, lda_, dtype,
&dev_ws_bytes, &host_ws_bytes));
ensure_scratch(dev_ws_bytes);
h_workspace_.resize(host_ws_bytes);
EIGEN_CUSOLVER_CHECK(
cusolverDnXgetrf(handle_, params_.p, static_cast<int64_t>(n_), static_cast<int64_t>(n_), dtype, d_lu_.ptr, lda_,
static_cast<int64_t*>(d_ipiv_.ptr), dtype, scratch_workspace(), dev_ws_bytes,
host_ws_bytes > 0 ? h_workspace_.data() : nullptr, host_ws_bytes, scratch_info()));
EIGEN_CUDA_RUNTIME_CHECK(
cudaMemcpyAsync(&info_word_, scratch_info(), sizeof(int), cudaMemcpyDeviceToHost, stream_));
}
static cublasOperation_t to_cublas_op(TransposeMode mode) {
switch (mode) {
case Transpose:
return CUBLAS_OP_T;
case ConjugateTranspose:
return CUBLAS_OP_C;
default:
return CUBLAS_OP_N;
}
}
};
} // namespace Eigen
#endif // EIGEN_GPU_LU_H

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// This file is part of Eigen, a lightweight C++ template library
// for linear algebra.
//
// Copyright (C) 2026 Rasmus Munk Larsen <rmlarsen@gmail.com>
//
// This Source Code Form is subject to the terms of the Mozilla
// Public License v. 2.0. If a copy of the MPL was not distributed
// with this file, You can obtain one at http://mozilla.org/MPL/2.0/.
// GPU QR decomposition using cuSOLVER.
//
// Wraps cusolverDnXgeqrf (factorization), cusolverDnXormqr (apply Q),
// cusolverDnXorgqr (form Q), and cublasXtrsm (triangular solve on R).
//
// The factored matrix (reflectors + R) and tau stay in device memory.
// Solve uses ormqr + trsm without forming Q explicitly.
//
// Usage:
// GpuQR<double> qr(A); // upload A, geqrf
// if (qr.info() != Success) { ... }
// MatrixXd X = qr.solve(B); // Q^H * B via ormqr, then trsm on R
//
// Expression syntax:
// d_X = d_A.qr().solve(d_B); // temporary, no caching
#ifndef EIGEN_GPU_QR_H
#define EIGEN_GPU_QR_H
// IWYU pragma: private
#include "./InternalHeaderCheck.h"
#include "./CuSolverSupport.h"
#include "./CuBlasSupport.h"
#include <vector>
namespace Eigen {
template <typename Scalar_>
class GpuQR {
public:
using Scalar = Scalar_;
using RealScalar = typename NumTraits<Scalar>::Real;
using PlainMatrix = Matrix<Scalar, Dynamic, Dynamic, ColMajor>;
GpuQR() { init_context(); }
template <typename InputType>
explicit GpuQR(const EigenBase<InputType>& A) {
init_context();
compute(A);
}
~GpuQR() {
if (handle_) (void)cusolverDnDestroy(handle_);
if (cublas_) (void)cublasDestroy(cublas_);
if (stream_) (void)cudaStreamDestroy(stream_);
}
GpuQR(const GpuQR&) = delete;
GpuQR& operator=(const GpuQR&) = delete;
GpuQR(GpuQR&& o) noexcept
: stream_(o.stream_),
handle_(o.handle_),
cublas_(o.cublas_),
params_(std::move(o.params_)),
d_qr_(std::move(o.d_qr_)),
d_tau_(std::move(o.d_tau_)),
d_scratch_(std::move(o.d_scratch_)),
scratch_size_(o.scratch_size_),
h_workspace_(std::move(o.h_workspace_)),
m_(o.m_),
n_(o.n_),
lda_(o.lda_),
info_(o.info_),
info_word_(o.info_word_),
info_synced_(o.info_synced_) {
o.stream_ = nullptr;
o.handle_ = nullptr;
o.cublas_ = nullptr;
o.scratch_size_ = 0;
o.m_ = 0;
o.n_ = 0;
o.lda_ = 0;
o.info_ = InvalidInput;
o.info_word_ = 0;
o.info_synced_ = true;
}
GpuQR& operator=(GpuQR&& o) noexcept {
if (this != &o) {
if (handle_) (void)cusolverDnDestroy(handle_);
if (cublas_) (void)cublasDestroy(cublas_);
if (stream_) (void)cudaStreamDestroy(stream_);
stream_ = o.stream_;
handle_ = o.handle_;
cublas_ = o.cublas_;
params_ = std::move(o.params_);
d_qr_ = std::move(o.d_qr_);
d_tau_ = std::move(o.d_tau_);
d_scratch_ = std::move(o.d_scratch_);
scratch_size_ = o.scratch_size_;
h_workspace_ = std::move(o.h_workspace_);
m_ = o.m_;
n_ = o.n_;
lda_ = o.lda_;
info_ = o.info_;
info_word_ = o.info_word_;
info_synced_ = o.info_synced_;
o.stream_ = nullptr;
o.handle_ = nullptr;
o.cublas_ = nullptr;
o.scratch_size_ = 0;
o.m_ = 0;
o.n_ = 0;
o.lda_ = 0;
o.info_ = InvalidInput;
o.info_word_ = 0;
o.info_synced_ = true;
}
return *this;
}
// ---- Factorization -------------------------------------------------------
template <typename InputType>
GpuQR& compute(const EigenBase<InputType>& A) {
m_ = A.rows();
n_ = A.cols();
info_ = InvalidInput;
info_synced_ = false;
if (m_ == 0 || n_ == 0) {
info_ = Success;
info_synced_ = true;
return *this;
}
const PlainMatrix mat(A.derived());
lda_ = static_cast<int64_t>(mat.rows());
const size_t mat_bytes = static_cast<size_t>(lda_) * static_cast<size_t>(n_) * sizeof(Scalar);
const size_t tau_bytes = static_cast<size_t>((std::min)(m_, n_)) * sizeof(Scalar);
d_qr_ = internal::DeviceBuffer(mat_bytes);
d_tau_ = internal::DeviceBuffer(tau_bytes);
EIGEN_CUDA_RUNTIME_CHECK(cudaMemcpyAsync(d_qr_.ptr, mat.data(), mat_bytes, cudaMemcpyHostToDevice, stream_));
factorize();
return *this;
}
GpuQR& compute(const DeviceMatrix<Scalar>& d_A) {
m_ = d_A.rows();
n_ = d_A.cols();
info_ = InvalidInput;
info_synced_ = false;
if (m_ == 0 || n_ == 0) {
info_ = Success;
info_synced_ = true;
return *this;
}
lda_ = static_cast<int64_t>(d_A.rows());
const size_t mat_bytes = static_cast<size_t>(lda_) * static_cast<size_t>(n_) * sizeof(Scalar);
const size_t tau_bytes = static_cast<size_t>((std::min)(m_, n_)) * sizeof(Scalar);
d_A.waitReady(stream_);
d_qr_ = internal::DeviceBuffer(mat_bytes);
d_tau_ = internal::DeviceBuffer(tau_bytes);
EIGEN_CUDA_RUNTIME_CHECK(cudaMemcpyAsync(d_qr_.ptr, d_A.data(), mat_bytes, cudaMemcpyDeviceToDevice, stream_));
factorize();
return *this;
}
// ---- Solve ---------------------------------------------------------------
/** Solve A * X = B via QR: X = R^{-1} * Q^H * B (least-squares for m >= n).
* Uses ormqr (apply Q^H) + trsm (solve R), without forming Q explicitly.
* Requires m >= n (overdetermined or square). Underdetermined not supported.
*
* TODO: Add device-side accessor for the R factor (and Q application) as
* DeviceMatrix, so users can chain GPU operations without host round-trips. */
template <typename Rhs>
PlainMatrix solve(const MatrixBase<Rhs>& B) const {
sync_info();
eigen_assert(info_ == Success && "GpuQR::solve called on a failed or uninitialized factorization");
eigen_assert(B.rows() == m_);
eigen_assert(m_ >= n_ && "GpuQR::solve requires m >= n (use SVD for underdetermined systems)");
const PlainMatrix rhs(B);
const int64_t nrhs = static_cast<int64_t>(rhs.cols());
const int64_t ldb = static_cast<int64_t>(rhs.rows()); // = m_
const size_t b_bytes = static_cast<size_t>(ldb) * static_cast<size_t>(nrhs) * sizeof(Scalar);
// Upload B to device (m × nrhs buffer).
internal::DeviceBuffer d_B(b_bytes);
EIGEN_CUDA_RUNTIME_CHECK(cudaMemcpyAsync(d_B.ptr, rhs.data(), b_bytes, cudaMemcpyHostToDevice, stream_));
// Apply Q^H to B in-place: d_B becomes m × nrhs, first n rows hold Q^H * B relevant part.
apply_QH(d_B.ptr, ldb, nrhs);
// Solve R * X = (Q^H * B)[0:n,:] via trsm on the first n rows.
Scalar alpha(1);
EIGEN_CUBLAS_CHECK(internal::cublasXtrsm(cublas_, CUBLAS_SIDE_LEFT, CUBLAS_FILL_MODE_UPPER, CUBLAS_OP_N,
CUBLAS_DIAG_NON_UNIT, static_cast<int>(n_), static_cast<int>(nrhs), &alpha,
static_cast<const Scalar*>(d_qr_.ptr), static_cast<int>(lda_),
static_cast<Scalar*>(d_B.ptr), static_cast<int>(ldb)));
// Download the first n rows of each column (stride = ldb = m, width = n).
PlainMatrix X(n_, rhs.cols());
if (m_ == n_) {
// Square: dense copy, no stride mismatch.
EIGEN_CUDA_RUNTIME_CHECK(cudaMemcpyAsync(X.data(), d_B.ptr,
static_cast<size_t>(n_) * static_cast<size_t>(nrhs) * sizeof(Scalar),
cudaMemcpyDeviceToHost, stream_));
} else {
// Overdetermined: 2D copy to extract first n rows from each column.
EIGEN_CUDA_RUNTIME_CHECK(cudaMemcpy2DAsync(
X.data(), static_cast<size_t>(n_) * sizeof(Scalar), d_B.ptr, static_cast<size_t>(ldb) * sizeof(Scalar),
static_cast<size_t>(n_) * sizeof(Scalar), static_cast<size_t>(nrhs), cudaMemcpyDeviceToHost, stream_));
}
EIGEN_CUDA_RUNTIME_CHECK(cudaStreamSynchronize(stream_));
return X;
}
/** Solve with device-resident RHS. Returns n × nrhs DeviceMatrix. */
DeviceMatrix<Scalar> solve(const DeviceMatrix<Scalar>& d_B) const {
sync_info();
eigen_assert(info_ == Success && "GpuQR::solve called on a failed or uninitialized factorization");
eigen_assert(d_B.rows() == m_);
eigen_assert(m_ >= n_ && "GpuQR::solve requires m >= n (use SVD for underdetermined systems)");
d_B.waitReady(stream_);
const int64_t nrhs = static_cast<int64_t>(d_B.cols());
const int64_t ldb = static_cast<int64_t>(d_B.rows()); // = m_
const size_t b_bytes = static_cast<size_t>(ldb) * static_cast<size_t>(nrhs) * sizeof(Scalar);
// D2D copy B into working buffer (ormqr and trsm are in-place).
internal::DeviceBuffer d_work(b_bytes);
EIGEN_CUDA_RUNTIME_CHECK(cudaMemcpyAsync(d_work.ptr, d_B.data(), b_bytes, cudaMemcpyDeviceToDevice, stream_));
apply_QH(d_work.ptr, ldb, nrhs);
// trsm on the first n rows.
Scalar alpha(1);
EIGEN_CUBLAS_CHECK(internal::cublasXtrsm(cublas_, CUBLAS_SIDE_LEFT, CUBLAS_FILL_MODE_UPPER, CUBLAS_OP_N,
CUBLAS_DIAG_NON_UNIT, static_cast<int>(n_), static_cast<int>(nrhs), &alpha,
static_cast<const Scalar*>(d_qr_.ptr), static_cast<int>(lda_),
static_cast<Scalar*>(d_work.ptr), static_cast<int>(ldb)));
if (m_ == n_) {
// Square: result is the whole buffer, dense.
DeviceMatrix<Scalar> result(static_cast<Scalar*>(d_work.ptr), n_, static_cast<Index>(nrhs));
d_work.ptr = nullptr; // transfer ownership
result.recordReady(stream_);
return result;
} else {
// Overdetermined: copy first n rows of each column into a dense n × nrhs result.
DeviceMatrix<Scalar> result(n_, static_cast<Index>(nrhs));
EIGEN_CUDA_RUNTIME_CHECK(cudaMemcpy2DAsync(result.data(), static_cast<size_t>(n_) * sizeof(Scalar), d_work.ptr,
static_cast<size_t>(ldb) * sizeof(Scalar),
static_cast<size_t>(n_) * sizeof(Scalar), static_cast<size_t>(nrhs),
cudaMemcpyDeviceToDevice, stream_));
result.recordReady(stream_);
return result;
// d_work freed here via RAII — safe because stream is ordered.
}
}
// ---- Accessors -----------------------------------------------------------
ComputationInfo info() const {
sync_info();
return info_;
}
Index rows() const { return m_; }
Index cols() const { return n_; }
cudaStream_t stream() const { return stream_; }
private:
cudaStream_t stream_ = nullptr;
cusolverDnHandle_t handle_ = nullptr;
cublasHandle_t cublas_ = nullptr;
internal::CusolverParams params_;
internal::DeviceBuffer d_qr_; // QR factors (reflectors in lower, R in upper)
internal::DeviceBuffer d_tau_; // Householder scalars (min(m,n))
internal::DeviceBuffer d_scratch_; // workspace + info word
size_t scratch_size_ = 0;
std::vector<char> h_workspace_;
Index m_ = 0;
Index n_ = 0;
int64_t lda_ = 0;
ComputationInfo info_ = InvalidInput;
int info_word_ = 0;
bool info_synced_ = true;
void init_context() {
EIGEN_CUDA_RUNTIME_CHECK(cudaStreamCreate(&stream_));
EIGEN_CUSOLVER_CHECK(cusolverDnCreate(&handle_));
EIGEN_CUSOLVER_CHECK(cusolverDnSetStream(handle_, stream_));
EIGEN_CUBLAS_CHECK(cublasCreate(&cublas_));
EIGEN_CUBLAS_CHECK(cublasSetStream(cublas_, stream_));
ensure_scratch(0);
}
void ensure_scratch(size_t workspace_bytes) {
constexpr size_t kAlign = 16;
workspace_bytes = (workspace_bytes + kAlign - 1) & ~(kAlign - 1);
size_t needed = workspace_bytes + sizeof(int);
if (needed > scratch_size_) {
if (d_scratch_.ptr) EIGEN_CUDA_RUNTIME_CHECK(cudaStreamSynchronize(stream_));
d_scratch_ = internal::DeviceBuffer(needed);
scratch_size_ = needed;
}
}
void* scratch_workspace() const { return d_scratch_.ptr; }
int* scratch_info() const {
return reinterpret_cast<int*>(static_cast<char*>(d_scratch_.ptr) + scratch_size_ - sizeof(int));
}
void sync_info() const {
if (!info_synced_) {
EIGEN_CUDA_RUNTIME_CHECK(cudaStreamSynchronize(stream_));
const_cast<GpuQR*>(this)->info_ = (info_word_ == 0) ? Success : NumericalIssue;
const_cast<GpuQR*>(this)->info_synced_ = true;
}
}
void factorize() {
constexpr cudaDataType_t dtype = internal::cusolver_data_type<Scalar>::value;
info_synced_ = false;
info_ = InvalidInput;
size_t dev_ws = 0, host_ws = 0;
EIGEN_CUSOLVER_CHECK(cusolverDnXgeqrf_bufferSize(handle_, params_.p, static_cast<int64_t>(m_),
static_cast<int64_t>(n_), dtype, d_qr_.ptr, lda_, dtype,
d_tau_.ptr, dtype, &dev_ws, &host_ws));
ensure_scratch(dev_ws);
h_workspace_.resize(host_ws);
EIGEN_CUSOLVER_CHECK(cusolverDnXgeqrf(handle_, params_.p, static_cast<int64_t>(m_), static_cast<int64_t>(n_), dtype,
d_qr_.ptr, lda_, dtype, d_tau_.ptr, dtype, scratch_workspace(), dev_ws,
host_ws > 0 ? h_workspace_.data() : nullptr, host_ws, scratch_info()));
EIGEN_CUDA_RUNTIME_CHECK(
cudaMemcpyAsync(&info_word_, scratch_info(), sizeof(int), cudaMemcpyDeviceToHost, stream_));
}
// Apply Q^H to a device buffer in-place: d_B = Q^H * d_B.
// Uses type-specific ormqr (real) or unmqr (complex) wrappers from CuSolverSupport.h.
// For real types: Q^H = Q^T, use CUBLAS_OP_T. For complex: use CUBLAS_OP_C.
void apply_QH(void* d_B, int64_t ldb, int64_t nrhs) const {
const int im = static_cast<int>(m_);
const int in = static_cast<int>(nrhs);
const int ik = static_cast<int>((std::min)(m_, n_));
const int ilda = static_cast<int>(lda_);
const int ildb = static_cast<int>(ldb);
constexpr cublasOperation_t trans = NumTraits<Scalar>::IsComplex ? CUBLAS_OP_C : CUBLAS_OP_T;
int lwork = 0;
EIGEN_CUSOLVER_CHECK(internal::cusolverDnXormqr_bufferSize(
handle_, CUBLAS_SIDE_LEFT, trans, im, in, ik, static_cast<const Scalar*>(d_qr_.ptr), ilda,
static_cast<const Scalar*>(d_tau_.ptr), static_cast<const Scalar*>(d_B), ildb, &lwork));
internal::DeviceBuffer d_work(static_cast<size_t>(lwork) * sizeof(Scalar));
EIGEN_CUSOLVER_CHECK(internal::cusolverDnXormqr(handle_, CUBLAS_SIDE_LEFT, trans, im, in, ik,
static_cast<const Scalar*>(d_qr_.ptr), ilda,
static_cast<const Scalar*>(d_tau_.ptr), static_cast<Scalar*>(d_B),
ildb, static_cast<Scalar*>(d_work.ptr), lwork, scratch_info()));
// Sync to ensure workspace can be freed safely, and check ormqr info.
EIGEN_CUDA_RUNTIME_CHECK(cudaStreamSynchronize(stream_));
int ormqr_info = 0;
EIGEN_CUDA_RUNTIME_CHECK(cudaMemcpy(&ormqr_info, scratch_info(), sizeof(int), cudaMemcpyDeviceToHost));
eigen_assert(ormqr_info == 0 && "cusolverDnXormqr reported an error");
}
};
} // namespace Eigen
#endif // EIGEN_GPU_QR_H

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Eigen/src/GPU/GpuSVD.h Normal file
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// This file is part of Eigen, a lightweight C++ template library
// for linear algebra.
//
// Copyright (C) 2026 Rasmus Munk Larsen <rmlarsen@gmail.com>
//
// This Source Code Form is subject to the terms of the Mozilla
// Public License v. 2.0. If a copy of the MPL was not distributed
// with this file, You can obtain one at http://mozilla.org/MPL/2.0/.
// GPU SVD decomposition using cuSOLVER (divide-and-conquer).
//
// Wraps cusolverDnXgesvd. Stores U, S, VT on device. Solve uses
// cuBLAS GEMM: X = VT^H * diag(D) * U^H * B.
//
// cuSOLVER returns VT (not V). We store and expose VT directly.
//
// Usage:
// GpuSVD<double> svd(A, ComputeThinU | ComputeThinV);
// VectorXd S = svd.singularValues();
// MatrixXd U = svd.matrixU(); // m×k or m×m
// MatrixXd VT = svd.matrixVT(); // k×n or n×n (this is V^T)
// MatrixXd X = svd.solve(B); // pseudoinverse
// MatrixXd X = svd.solve(B, k); // truncated (top k triplets)
// MatrixXd X = svd.solve(B, 0.1); // Tikhonov regularized
#ifndef EIGEN_GPU_SVD_H
#define EIGEN_GPU_SVD_H
// IWYU pragma: private
#include "./InternalHeaderCheck.h"
#include "./CuSolverSupport.h"
#include "./CuBlasSupport.h"
#include <vector>
namespace Eigen {
template <typename Scalar_>
class GpuSVD {
public:
using Scalar = Scalar_;
using RealScalar = typename NumTraits<Scalar>::Real;
using PlainMatrix = Matrix<Scalar, Dynamic, Dynamic, ColMajor>;
using RealVector = Matrix<RealScalar, Dynamic, 1>;
GpuSVD() { init_context(); }
template <typename InputType>
explicit GpuSVD(const EigenBase<InputType>& A, unsigned int options = ComputeThinU | ComputeThinV) {
init_context();
compute(A, options);
}
~GpuSVD() {
if (handle_) (void)cusolverDnDestroy(handle_);
if (cublas_) (void)cublasDestroy(cublas_);
if (stream_) (void)cudaStreamDestroy(stream_);
}
GpuSVD(const GpuSVD&) = delete;
GpuSVD& operator=(const GpuSVD&) = delete;
// Move constructors omitted for brevity — follow GpuQR pattern.
// ---- Factorization -------------------------------------------------------
template <typename InputType>
GpuSVD& compute(const EigenBase<InputType>& A, unsigned int options = ComputeThinU | ComputeThinV) {
options_ = options;
m_ = A.rows();
n_ = A.cols();
info_ = InvalidInput;
info_synced_ = false;
if (m_ == 0 || n_ == 0) {
info_ = Success;
info_synced_ = true;
return *this;
}
// cuSOLVER gesvd requires m >= n. For wide matrices, transpose internally.
transposed_ = (m_ < n_);
const PlainMatrix mat = transposed_ ? PlainMatrix(A.derived().adjoint()) : PlainMatrix(A.derived());
if (transposed_) std::swap(m_, n_);
lda_ = static_cast<int64_t>(mat.rows());
const size_t mat_bytes = static_cast<size_t>(lda_) * static_cast<size_t>(n_) * sizeof(Scalar);
// Copy (possibly transposed) A to device (gesvd overwrites it).
d_A_ = internal::DeviceBuffer(mat_bytes);
EIGEN_CUDA_RUNTIME_CHECK(cudaMemcpyAsync(d_A_.ptr, mat.data(), mat_bytes, cudaMemcpyHostToDevice, stream_));
factorize();
return *this;
}
GpuSVD& compute(const DeviceMatrix<Scalar>& d_A, unsigned int options = ComputeThinU | ComputeThinV) {
options_ = options;
m_ = d_A.rows();
n_ = d_A.cols();
info_ = InvalidInput;
info_synced_ = false;
if (m_ == 0 || n_ == 0) {
info_ = Success;
info_synced_ = true;
return *this;
}
transposed_ = (m_ < n_);
d_A.waitReady(stream_);
if (transposed_) {
// Transpose on device via cuBLAS geam: d_A_ = A^H.
std::swap(m_, n_);
lda_ = m_;
const size_t mat_bytes = static_cast<size_t>(lda_) * static_cast<size_t>(n_) * sizeof(Scalar);
d_A_ = internal::DeviceBuffer(mat_bytes);
Scalar alpha_one(1), beta_zero(0);
// geam: C(m×n) = alpha * op(A) + beta * op(B). Use B = nullptr trick: beta=0.
// A is the original d_A (n_orig × m_orig = n × m after swap), transposed → m × n.
EIGEN_CUBLAS_CHECK(internal::cublasXgeam(
cublas_, CUBLAS_OP_C, CUBLAS_OP_N, static_cast<int>(m_), static_cast<int>(n_), &alpha_one, d_A.data(),
static_cast<int>(d_A.rows()), &beta_zero, static_cast<const Scalar*>(nullptr), static_cast<int>(m_),
static_cast<Scalar*>(d_A_.ptr), static_cast<int>(m_)));
} else {
lda_ = static_cast<int64_t>(d_A.rows());
const size_t mat_bytes = static_cast<size_t>(lda_) * static_cast<size_t>(n_) * sizeof(Scalar);
d_A_ = internal::DeviceBuffer(mat_bytes);
EIGEN_CUDA_RUNTIME_CHECK(cudaMemcpyAsync(d_A_.ptr, d_A.data(), mat_bytes, cudaMemcpyDeviceToDevice, stream_));
}
factorize();
return *this;
}
// ---- Accessors -----------------------------------------------------------
ComputationInfo info() const {
sync_info();
return info_;
}
Index rows() const { return transposed_ ? n_ : m_; }
Index cols() const { return transposed_ ? m_ : n_; }
// TODO: Add device-side accessors (deviceU(), deviceVT(), deviceSingularValues())
// returning DeviceMatrix views of the internal buffers, so users can chain
// GPU operations without round-tripping through host memory.
/** Singular values (always available). Downloads from device on each call. */
RealVector singularValues() const {
sync_info();
eigen_assert(info_ == Success);
const Index k = (std::min)(m_, n_);
RealVector S(k);
EIGEN_CUDA_RUNTIME_CHECK(
cudaMemcpy(S.data(), d_S_.ptr, static_cast<size_t>(k) * sizeof(RealScalar), cudaMemcpyDeviceToHost));
return S;
}
/** Left singular vectors U. Returns m_orig × k or m_orig × m_orig.
* For transposed case (m_orig < n_orig), U comes from cuSOLVER's VT. */
PlainMatrix matrixU() const {
sync_info();
eigen_assert(info_ == Success);
eigen_assert((options_ & (ComputeThinU | ComputeFullU)) && "matrixU() requires ComputeThinU or ComputeFullU");
const Index m_orig = transposed_ ? n_ : m_;
const Index n_orig = transposed_ ? m_ : n_;
const Index k = (std::min)(m_orig, n_orig);
if (!transposed_) {
const Index ucols = (options_ & ComputeFullU) ? m_ : k;
PlainMatrix U(m_, ucols);
EIGEN_CUDA_RUNTIME_CHECK(cudaMemcpy(U.data(), d_U_.ptr,
static_cast<size_t>(m_) * static_cast<size_t>(ucols) * sizeof(Scalar),
cudaMemcpyDeviceToHost));
return U;
} else {
// Transposed: U_orig = VT_stored^H. VT_stored is vtrows × n_ (= vtrows × m_orig).
const Index vtrows = (options_ & ComputeFullU) ? m_orig : k; // Note: FullU maps to FullV of A^H
PlainMatrix VT_stored(vtrows, n_);
EIGEN_CUDA_RUNTIME_CHECK(cudaMemcpy(VT_stored.data(), d_VT_.ptr,
static_cast<size_t>(vtrows) * static_cast<size_t>(n_) * sizeof(Scalar),
cudaMemcpyDeviceToHost));
return VT_stored.adjoint(); // m_orig × vtrows
}
}
/** Right singular vectors transposed V^T. Returns k × n_orig or n_orig × n_orig.
* For transposed case, VT comes from cuSOLVER's U. */
PlainMatrix matrixVT() const {
sync_info();
eigen_assert(info_ == Success);
eigen_assert((options_ & (ComputeThinV | ComputeFullV)) && "matrixVT() requires ComputeThinV or ComputeFullV");
const Index m_orig = transposed_ ? n_ : m_;
const Index n_orig = transposed_ ? m_ : n_;
const Index k = (std::min)(m_orig, n_orig);
if (!transposed_) {
const Index vtrows = (options_ & ComputeFullV) ? n_ : k;
PlainMatrix VT(vtrows, n_);
EIGEN_CUDA_RUNTIME_CHECK(cudaMemcpy(VT.data(), d_VT_.ptr,
static_cast<size_t>(vtrows) * static_cast<size_t>(n_) * sizeof(Scalar),
cudaMemcpyDeviceToHost));
return VT;
} else {
// Transposed: VT_orig = U_stored^H. U_stored is m_ × ucols (= n_orig × ucols).
const Index ucols = (options_ & ComputeFullV) ? n_orig : k; // FullV maps to FullU of A^H
PlainMatrix U_stored(m_, ucols);
EIGEN_CUDA_RUNTIME_CHECK(cudaMemcpy(U_stored.data(), d_U_.ptr,
static_cast<size_t>(m_) * static_cast<size_t>(ucols) * sizeof(Scalar),
cudaMemcpyDeviceToHost));
return U_stored.adjoint(); // ucols × n_orig
}
}
/** Number of singular values above threshold. */
Index rank(RealScalar threshold = RealScalar(-1)) const {
RealVector S = singularValues();
if (S.size() == 0) return 0;
if (threshold < 0) {
threshold = (std::max)(m_, n_) * S(0) * NumTraits<RealScalar>::epsilon();
}
Index r = 0;
for (Index i = 0; i < S.size(); ++i) {
if (S(i) > threshold) ++r;
}
return r;
}
// ---- Solve ---------------------------------------------------------------
/** Pseudoinverse solve: X = V * diag(1/S) * U^H * B. */
template <typename Rhs>
PlainMatrix solve(const MatrixBase<Rhs>& B) const {
return solve_impl(B, (std::min)(m_, n_), RealScalar(0));
}
/** Truncated solve: use only top trunc singular triplets. */
template <typename Rhs>
PlainMatrix solve(const MatrixBase<Rhs>& B, Index trunc) const {
eigen_assert(trunc > 0 && trunc <= (std::min)(m_, n_));
return solve_impl(B, trunc, RealScalar(0));
}
/** Tikhonov-regularized solve: D_ii = S_i / (S_i^2 + lambda^2). */
template <typename Rhs>
PlainMatrix solve(const MatrixBase<Rhs>& B, RealScalar lambda) const {
eigen_assert(lambda > 0);
return solve_impl(B, (std::min)(m_, n_), lambda);
}
cudaStream_t stream() const { return stream_; }
private:
cudaStream_t stream_ = nullptr;
cusolverDnHandle_t handle_ = nullptr;
cublasHandle_t cublas_ = nullptr;
internal::CusolverParams params_;
internal::DeviceBuffer d_A_; // working copy of A (overwritten by gesvd)
internal::DeviceBuffer d_U_; // left singular vectors
internal::DeviceBuffer d_S_; // singular values (RealScalar)
internal::DeviceBuffer d_VT_; // right singular vectors transposed
internal::DeviceBuffer d_scratch_; // workspace + info
size_t scratch_size_ = 0;
std::vector<char> h_workspace_;
unsigned int options_ = 0;
Index m_ = 0;
Index n_ = 0;
int64_t lda_ = 0;
bool transposed_ = false; // true if m < n (we compute SVD of A^T internally)
ComputationInfo info_ = InvalidInput;
int info_word_ = 0;
bool info_synced_ = true;
void init_context() {
EIGEN_CUDA_RUNTIME_CHECK(cudaStreamCreate(&stream_));
EIGEN_CUSOLVER_CHECK(cusolverDnCreate(&handle_));
EIGEN_CUSOLVER_CHECK(cusolverDnSetStream(handle_, stream_));
EIGEN_CUBLAS_CHECK(cublasCreate(&cublas_));
EIGEN_CUBLAS_CHECK(cublasSetStream(cublas_, stream_));
ensure_scratch(0);
}
void ensure_scratch(size_t workspace_bytes) {
constexpr size_t kAlign = 16;
workspace_bytes = (workspace_bytes + kAlign - 1) & ~(kAlign - 1);
size_t needed = workspace_bytes + sizeof(int);
if (needed > scratch_size_) {
if (d_scratch_.ptr) EIGEN_CUDA_RUNTIME_CHECK(cudaStreamSynchronize(stream_));
d_scratch_ = internal::DeviceBuffer(needed);
scratch_size_ = needed;
}
}
void* scratch_workspace() const { return d_scratch_.ptr; }
int* scratch_info() const {
return reinterpret_cast<int*>(static_cast<char*>(d_scratch_.ptr) + scratch_size_ - sizeof(int));
}
void sync_info() const {
if (!info_synced_) {
EIGEN_CUDA_RUNTIME_CHECK(cudaStreamSynchronize(stream_));
const_cast<GpuSVD*>(this)->info_ = (info_word_ == 0) ? Success : NumericalIssue;
const_cast<GpuSVD*>(this)->info_synced_ = true;
}
}
// Swap U↔V flags for the transposed case.
static unsigned int swap_uv_options(unsigned int opts) {
unsigned int result = 0;
if (opts & ComputeThinU) result |= ComputeThinV;
if (opts & ComputeFullU) result |= ComputeFullV;
if (opts & ComputeThinV) result |= ComputeThinU;
if (opts & ComputeFullV) result |= ComputeFullU;
return result;
}
static signed char jobu(unsigned int opts) {
if (opts & ComputeFullU) return 'A';
if (opts & ComputeThinU) return 'S';
return 'N';
}
static signed char jobvt(unsigned int opts) {
if (opts & ComputeFullV) return 'A';
if (opts & ComputeThinV) return 'S';
return 'N';
}
void factorize() {
constexpr cudaDataType_t dtype = internal::cusolver_data_type<Scalar>::value;
constexpr cudaDataType_t rtype = internal::cuda_data_type<RealScalar>::value;
const Index k = (std::min)(m_, n_);
info_synced_ = false;
info_ = InvalidInput;
// Allocate output buffers. When transposed, swap U/V roles for cuSOLVER.
d_S_ = internal::DeviceBuffer(static_cast<size_t>(k) * sizeof(RealScalar));
// Internal options: for transposed case, what user wants as U we compute as VT of A^H.
const unsigned int int_opts = transposed_ ? swap_uv_options(options_) : options_;
const Index ucols = (int_opts & ComputeFullU) ? m_ : ((int_opts & ComputeThinU) ? k : 0);
const Index vtrows = (int_opts & ComputeFullV) ? n_ : ((int_opts & ComputeThinV) ? k : 0);
const int64_t ldu = m_;
const int64_t ldvt = vtrows > 0 ? vtrows : 1;
if (ucols > 0) d_U_ = internal::DeviceBuffer(static_cast<size_t>(m_) * static_cast<size_t>(ucols) * sizeof(Scalar));
if (vtrows > 0)
d_VT_ = internal::DeviceBuffer(static_cast<size_t>(vtrows) * static_cast<size_t>(n_) * sizeof(Scalar));
// computeType must match the matrix data type (dtype), not the singular value type (rtype).
eigen_assert(m_ >= n_ && "Internal error: m_ < n_ should have been handled by transpose in compute()");
size_t dev_ws = 0, host_ws = 0;
EIGEN_CUSOLVER_CHECK(cusolverDnXgesvd_bufferSize(
handle_, params_.p, jobu(int_opts), jobvt(int_opts), static_cast<int64_t>(m_), static_cast<int64_t>(n_), dtype,
d_A_.ptr, lda_, rtype, d_S_.ptr, dtype, ucols > 0 ? d_U_.ptr : nullptr, ldu, dtype,
vtrows > 0 ? d_VT_.ptr : nullptr, ldvt, dtype, &dev_ws, &host_ws));
ensure_scratch(dev_ws);
h_workspace_.resize(host_ws);
// Compute SVD.
EIGEN_CUSOLVER_CHECK(cusolverDnXgesvd(handle_, params_.p, jobu(int_opts), jobvt(int_opts), static_cast<int64_t>(m_),
static_cast<int64_t>(n_), dtype, d_A_.ptr, lda_, rtype, d_S_.ptr, dtype,
ucols > 0 ? d_U_.ptr : nullptr, ldu, dtype, vtrows > 0 ? d_VT_.ptr : nullptr,
ldvt, dtype, scratch_workspace(), dev_ws,
host_ws > 0 ? h_workspace_.data() : nullptr, host_ws, scratch_info()));
EIGEN_CUDA_RUNTIME_CHECK(
cudaMemcpyAsync(&info_word_, scratch_info(), sizeof(int), cudaMemcpyDeviceToHost, stream_));
}
// Internal solve: X = V * diag(D) * U^H * B, using top `trunc` triplets.
// D_ii = 1/S_i (if lambda==0) or S_i/(S_i^2+lambda^2).
//
// For non-transposed: stored U, VT. X = VT^H * D * U^H * B.
// For transposed (SVD of A^H): stored U', VT'. X = U' * D * VT' * B.
template <typename Rhs>
PlainMatrix solve_impl(const MatrixBase<Rhs>& B, Index trunc, RealScalar lambda) const {
sync_info();
eigen_assert(info_ == Success && "GpuSVD::solve called on a failed or uninitialized decomposition");
eigen_assert((options_ & (ComputeThinU | ComputeFullU)) && "solve requires U");
eigen_assert((options_ & (ComputeThinV | ComputeFullV)) && "solve requires V");
const Index m_orig = transposed_ ? n_ : m_;
const Index n_orig = transposed_ ? m_ : n_;
eigen_assert(B.rows() == m_orig);
const Index k = (std::min)(m_, n_); // = min(m_orig, n_orig)
const Index kk = (std::min)(trunc, k);
const Index nrhs = B.cols();
// Download S to host to build the diagonal scaling.
RealVector S(k);
EIGEN_CUDA_RUNTIME_CHECK(
cudaMemcpy(S.data(), d_S_.ptr, static_cast<size_t>(k) * sizeof(RealScalar), cudaMemcpyDeviceToHost));
EIGEN_CUDA_RUNTIME_CHECK(cudaStreamSynchronize(stream_));
// Upload B (m_orig × nrhs).
const PlainMatrix rhs(B);
internal::DeviceBuffer d_B(static_cast<size_t>(m_orig) * static_cast<size_t>(nrhs) * sizeof(Scalar));
EIGEN_CUDA_RUNTIME_CHECK(cudaMemcpyAsync(d_B.ptr, rhs.data(),
static_cast<size_t>(m_orig) * static_cast<size_t>(nrhs) * sizeof(Scalar),
cudaMemcpyHostToDevice, stream_));
// Step 1: tmp = U_orig^H * B (kk × nrhs).
// Non-transposed: U_stored is m_×ucols, U_orig = U_stored. Use U_stored^H * B.
// Transposed: U_orig = VT_stored^H, so U_orig^H = VT_stored. Use VT_stored * B (no transpose!).
internal::DeviceBuffer d_tmp(static_cast<size_t>(kk) * static_cast<size_t>(nrhs) * sizeof(Scalar));
{
Scalar alpha_one(1), beta_zero(0);
constexpr cudaDataType_t dtype = internal::cuda_data_type<Scalar>::value;
constexpr cublasComputeType_t compute = internal::cuda_compute_type<Scalar>::value;
if (!transposed_) {
// U_stored^H * B: (m_×kk)^H × (m_×nrhs) → kk×nrhs.
EIGEN_CUBLAS_CHECK(cublasGemmEx(cublas_, CUBLAS_OP_C, CUBLAS_OP_N, static_cast<int>(kk), static_cast<int>(nrhs),
static_cast<int>(m_), &alpha_one, d_U_.ptr, dtype, static_cast<int>(m_),
d_B.ptr, dtype, static_cast<int>(m_orig), &beta_zero, d_tmp.ptr, dtype,
static_cast<int>(kk), compute, internal::cuda_gemm_algo()));
} else {
// VT_stored * B: VT_stored is vtrows×n_ = kk×m_orig (thin), NoTrans.
// vtrows×m_orig times m_orig×nrhs → vtrows×nrhs. Use first kk rows.
const Index vtrows_stored = (swap_uv_options(options_) & ComputeFullV) ? n_ : k;
EIGEN_CUBLAS_CHECK(cublasGemmEx(
cublas_, CUBLAS_OP_N, CUBLAS_OP_N, static_cast<int>(kk), static_cast<int>(nrhs), static_cast<int>(m_orig),
&alpha_one, d_VT_.ptr, dtype, static_cast<int>(vtrows_stored), d_B.ptr, dtype, static_cast<int>(m_orig),
&beta_zero, d_tmp.ptr, dtype, static_cast<int>(kk), compute, internal::cuda_gemm_algo()));
}
}
// Step 2: Scale row i of tmp by D_ii.
// Download tmp to host, scale, re-upload. (Simple and correct; a device kernel would be faster.)
{
PlainMatrix tmp(kk, nrhs);
EIGEN_CUDA_RUNTIME_CHECK(cudaMemcpyAsync(tmp.data(), d_tmp.ptr,
static_cast<size_t>(kk) * static_cast<size_t>(nrhs) * sizeof(Scalar),
cudaMemcpyDeviceToHost, stream_));
EIGEN_CUDA_RUNTIME_CHECK(cudaStreamSynchronize(stream_));
for (Index i = 0; i < kk; ++i) {
RealScalar si = S(i);
RealScalar di = (lambda == RealScalar(0)) ? (si > 0 ? RealScalar(1) / si : RealScalar(0))
: si / (si * si + lambda * lambda);
tmp.row(i) *= Scalar(di);
}
EIGEN_CUDA_RUNTIME_CHECK(cudaMemcpyAsync(d_tmp.ptr, tmp.data(),
static_cast<size_t>(kk) * static_cast<size_t>(nrhs) * sizeof(Scalar),
cudaMemcpyHostToDevice, stream_));
}
// Step 3: X = V_orig * tmp (n_orig × nrhs).
// Non-transposed: V_orig = VT_stored^H. VT_stored[:kk,:]^H * tmp → n_orig × nrhs.
// Transposed: V_orig = U_stored[:,:kk]. U_stored * tmp → n_orig × nrhs (NoTrans).
PlainMatrix X(n_orig, nrhs);
{
internal::DeviceBuffer d_X(static_cast<size_t>(n_orig) * static_cast<size_t>(nrhs) * sizeof(Scalar));
Scalar alpha_one(1), beta_zero(0);
constexpr cudaDataType_t dtype = internal::cuda_data_type<Scalar>::value;
constexpr cublasComputeType_t compute = internal::cuda_compute_type<Scalar>::value;
if (!transposed_) {
const Index vtrows = (options_ & ComputeFullV) ? n_ : k;
EIGEN_CUBLAS_CHECK(cublasGemmEx(cublas_, CUBLAS_OP_C, CUBLAS_OP_N, static_cast<int>(n_orig),
static_cast<int>(nrhs), static_cast<int>(kk), &alpha_one, d_VT_.ptr, dtype,
static_cast<int>(vtrows), d_tmp.ptr, dtype, static_cast<int>(kk), &beta_zero,
d_X.ptr, dtype, static_cast<int>(n_orig), compute, internal::cuda_gemm_algo()));
} else {
// U_stored is m_×ucols. V_orig = U_stored[:,:kk]. NoTrans × tmp.
EIGEN_CUBLAS_CHECK(cublasGemmEx(cublas_, CUBLAS_OP_N, CUBLAS_OP_N, static_cast<int>(n_orig),
static_cast<int>(nrhs), static_cast<int>(kk), &alpha_one, d_U_.ptr, dtype,
static_cast<int>(m_), d_tmp.ptr, dtype, static_cast<int>(kk), &beta_zero,
d_X.ptr, dtype, static_cast<int>(n_orig), compute, internal::cuda_gemm_algo()));
}
EIGEN_CUDA_RUNTIME_CHECK(cudaMemcpyAsync(X.data(), d_X.ptr,
static_cast<size_t>(n_orig) * static_cast<size_t>(nrhs) * sizeof(Scalar),
cudaMemcpyDeviceToHost, stream_));
EIGEN_CUDA_RUNTIME_CHECK(cudaStreamSynchronize(stream_));
}
return X;
}
};
} // namespace Eigen
#endif // EIGEN_GPU_SVD_H

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// This file is part of Eigen, a lightweight C++ template library
// for linear algebra.
//
// Copyright (C) 2026 Rasmus Munk Larsen <rmlarsen@gmail.com>
//
// This Source Code Form is subject to the terms of the Mozilla
// Public License v. 2.0. If a copy of the MPL was not distributed
// with this file, You can obtain one at http://mozilla.org/MPL/2.0/.
// GPU sparse matrix-vector multiply (SpMV) and sparse matrix-dense matrix
// multiply (SpMM) via cuSPARSE.
//
// GpuSparseContext manages a cuSPARSE handle and device buffers. It accepts
// Eigen SparseMatrix<Scalar, ColMajor> (CSC) and performs SpMV/SpMM on the
// GPU. RowMajor input is implicitly converted to ColMajor.
//
// Usage:
// GpuSparseContext<double> ctx;
// VectorXd y = ctx.multiply(A, x); // y = A * x
// ctx.multiply(A, x, y, 2.0, 1.0); // y = 2*A*x + y
// VectorXd z = ctx.multiplyT(A, x); // z = A^T * x
// MatrixXd Y = ctx.multiplyMat(A, X); // Y = A * X (multiple RHS)
#ifndef EIGEN_GPU_SPARSE_CONTEXT_H
#define EIGEN_GPU_SPARSE_CONTEXT_H
// IWYU pragma: private
#include "./InternalHeaderCheck.h"
#include "./CuSparseSupport.h"
namespace Eigen {
template <typename Scalar_>
class GpuSparseContext {
public:
using Scalar = Scalar_;
using RealScalar = typename NumTraits<Scalar>::Real;
using StorageIndex = int;
using SpMat = SparseMatrix<Scalar, ColMajor, StorageIndex>;
using DenseVector = Matrix<Scalar, Dynamic, 1>;
using DenseMatrix = Matrix<Scalar, Dynamic, Dynamic, ColMajor>;
GpuSparseContext() {
EIGEN_CUDA_RUNTIME_CHECK(cudaStreamCreate(&stream_));
EIGEN_CUSPARSE_CHECK(cusparseCreate(&handle_));
EIGEN_CUSPARSE_CHECK(cusparseSetStream(handle_, stream_));
}
~GpuSparseContext() {
destroy_descriptors();
if (handle_) (void)cusparseDestroy(handle_);
if (stream_) (void)cudaStreamDestroy(stream_);
}
GpuSparseContext(const GpuSparseContext&) = delete;
GpuSparseContext& operator=(const GpuSparseContext&) = delete;
// ---- SpMV: y = A * x -----------------------------------------------------
/** Compute y = A * x. Returns y as a new dense vector. */
template <typename InputType, typename Rhs>
DenseVector multiply(const SparseMatrixBase<InputType>& A, const MatrixBase<Rhs>& x) {
const SpMat mat(A.derived());
DenseVector y(mat.rows());
y.setZero();
multiply_impl(mat, x.derived(), y, Scalar(1), Scalar(0), CUSPARSE_OPERATION_NON_TRANSPOSE);
return y;
}
/** Compute y = alpha * op(A) * x + beta * y (in-place). */
template <typename InputType, typename Rhs, typename Dest>
void multiply(const SparseMatrixBase<InputType>& A, const MatrixBase<Rhs>& x, MatrixBase<Dest>& y,
Scalar alpha = Scalar(1), Scalar beta = Scalar(0),
cusparseOperation_t op = CUSPARSE_OPERATION_NON_TRANSPOSE) {
const SpMat mat(A.derived());
multiply_impl(mat, x.derived(), y.derived(), alpha, beta, op);
}
// ---- SpMV transpose: y = A^T * x -----------------------------------------
/** Compute y = A^T * x. Returns y as a new dense vector. */
template <typename InputType, typename Rhs>
DenseVector multiplyT(const SparseMatrixBase<InputType>& A, const MatrixBase<Rhs>& x) {
const SpMat mat(A.derived());
DenseVector y(mat.cols());
y.setZero();
multiply_impl(mat, x.derived(), y, Scalar(1), Scalar(0), CUSPARSE_OPERATION_TRANSPOSE);
return y;
}
// ---- SpMM: Y = A * X (multiple RHS) --------------------------------------
/** Compute Y = A * X where X is a dense matrix (multiple RHS). Returns Y. */
template <typename InputType, typename Rhs>
DenseMatrix multiplyMat(const SparseMatrixBase<InputType>& A, const MatrixBase<Rhs>& X) {
const SpMat mat(A.derived());
const DenseMatrix rhs(X.derived());
eigen_assert(mat.cols() == rhs.rows());
const Index m = mat.rows();
const Index n = rhs.cols();
if (m == 0 || n == 0 || mat.nonZeros() == 0) return DenseMatrix::Zero(m, n);
DenseMatrix Y = DenseMatrix::Zero(m, n);
spmm_impl(mat, rhs, Y, Scalar(1), Scalar(0), CUSPARSE_OPERATION_NON_TRANSPOSE);
return Y;
}
// ---- Accessors ------------------------------------------------------------
cudaStream_t stream() const { return stream_; }
private:
cudaStream_t stream_ = nullptr;
cusparseHandle_t handle_ = nullptr;
// Cached device buffers (grow-only).
internal::DeviceBuffer d_outerPtr_;
internal::DeviceBuffer d_innerIdx_;
internal::DeviceBuffer d_values_;
internal::DeviceBuffer d_x_;
internal::DeviceBuffer d_y_;
internal::DeviceBuffer d_workspace_;
size_t d_outerPtr_size_ = 0;
size_t d_innerIdx_size_ = 0;
size_t d_values_size_ = 0;
size_t d_x_size_ = 0;
size_t d_y_size_ = 0;
size_t d_workspace_size_ = 0;
// Cached cuSPARSE descriptors.
cusparseSpMatDescr_t spmat_desc_ = nullptr;
Index cached_rows_ = -1;
Index cached_cols_ = -1;
Index cached_nnz_ = -1;
// ---- SpMV implementation --------------------------------------------------
template <typename RhsDerived, typename DestDerived>
void multiply_impl(const SpMat& A, const RhsDerived& x, DestDerived& y, Scalar alpha, Scalar beta,
cusparseOperation_t op) {
eigen_assert(A.isCompressed());
const Index m = A.rows();
const Index n = A.cols();
const Index nnz = A.nonZeros();
const Index x_size = (op == CUSPARSE_OPERATION_NON_TRANSPOSE) ? n : m;
const Index y_size = (op == CUSPARSE_OPERATION_NON_TRANSPOSE) ? m : n;
eigen_assert(x.size() == x_size);
eigen_assert(y.size() == y_size);
if (m == 0 || n == 0 || nnz == 0) {
if (beta == Scalar(0))
y.setZero();
else
y *= beta;
return;
}
// Upload sparse matrix to device.
upload_sparse(A);
// Upload x to device.
ensure_buffer(d_x_, d_x_size_, static_cast<size_t>(x_size) * sizeof(Scalar));
const DenseVector x_tmp(x);
EIGEN_CUDA_RUNTIME_CHECK(
cudaMemcpyAsync(d_x_.ptr, x_tmp.data(), x_size * sizeof(Scalar), cudaMemcpyHostToDevice, stream_));
// Upload y to device (for beta != 0).
ensure_buffer(d_y_, d_y_size_, static_cast<size_t>(y_size) * sizeof(Scalar));
if (beta != Scalar(0)) {
const DenseVector y_tmp(y);
EIGEN_CUDA_RUNTIME_CHECK(
cudaMemcpyAsync(d_y_.ptr, y_tmp.data(), y_size * sizeof(Scalar), cudaMemcpyHostToDevice, stream_));
}
// Create dense vector descriptors.
constexpr cudaDataType_t dtype = internal::cuda_data_type<Scalar>::value;
cusparseDnVecDescr_t x_desc = nullptr, y_desc = nullptr;
EIGEN_CUSPARSE_CHECK(cusparseCreateDnVec(&x_desc, x_size, d_x_.ptr, dtype));
EIGEN_CUSPARSE_CHECK(cusparseCreateDnVec(&y_desc, y_size, d_y_.ptr, dtype));
// Query workspace size.
size_t ws_size = 0;
EIGEN_CUSPARSE_CHECK(cusparseSpMV_bufferSize(handle_, op, &alpha, spmat_desc_, x_desc, &beta, y_desc, dtype,
CUSPARSE_SPMV_ALG_DEFAULT, &ws_size));
ensure_buffer(d_workspace_, d_workspace_size_, ws_size);
// Execute SpMV.
EIGEN_CUSPARSE_CHECK(cusparseSpMV(handle_, op, &alpha, spmat_desc_, x_desc, &beta, y_desc, dtype,
CUSPARSE_SPMV_ALG_DEFAULT, d_workspace_.ptr));
// Download result.
EIGEN_CUDA_RUNTIME_CHECK(
cudaMemcpyAsync(y.data(), d_y_.ptr, y_size * sizeof(Scalar), cudaMemcpyDeviceToHost, stream_));
EIGEN_CUDA_RUNTIME_CHECK(cudaStreamSynchronize(stream_));
(void)cusparseDestroyDnVec(x_desc);
(void)cusparseDestroyDnVec(y_desc);
}
// ---- SpMM implementation --------------------------------------------------
void spmm_impl(const SpMat& A, const DenseMatrix& X, DenseMatrix& Y, Scalar alpha, Scalar beta,
cusparseOperation_t op) {
eigen_assert(A.isCompressed());
const Index m = A.rows();
const Index n = X.cols();
const Index k = A.cols();
const Index nnz = A.nonZeros();
if (m == 0 || n == 0 || k == 0 || nnz == 0) {
if (beta == Scalar(0))
Y.setZero();
else
Y *= beta;
return;
}
upload_sparse(A);
// Upload X to device.
const size_t x_bytes = static_cast<size_t>(k) * static_cast<size_t>(n) * sizeof(Scalar);
const size_t y_bytes = static_cast<size_t>(m) * static_cast<size_t>(n) * sizeof(Scalar);
ensure_buffer(d_x_, d_x_size_, x_bytes);
ensure_buffer(d_y_, d_y_size_, y_bytes);
EIGEN_CUDA_RUNTIME_CHECK(cudaMemcpyAsync(d_x_.ptr, X.data(), x_bytes, cudaMemcpyHostToDevice, stream_));
if (beta != Scalar(0)) {
EIGEN_CUDA_RUNTIME_CHECK(cudaMemcpyAsync(d_y_.ptr, Y.data(), y_bytes, cudaMemcpyHostToDevice, stream_));
}
// Create dense matrix descriptors.
constexpr cudaDataType_t dtype = internal::cuda_data_type<Scalar>::value;
cusparseDnMatDescr_t x_desc = nullptr, y_desc = nullptr;
// Eigen is column-major, so ld = rows.
EIGEN_CUSPARSE_CHECK(cusparseCreateDnMat(&x_desc, k, n, k, d_x_.ptr, dtype, CUSPARSE_ORDER_COL));
EIGEN_CUSPARSE_CHECK(cusparseCreateDnMat(&y_desc, m, n, m, d_y_.ptr, dtype, CUSPARSE_ORDER_COL));
// Query workspace.
size_t ws_size = 0;
EIGEN_CUSPARSE_CHECK(cusparseSpMM_bufferSize(handle_, op, CUSPARSE_OPERATION_NON_TRANSPOSE, &alpha, spmat_desc_,
x_desc, &beta, y_desc, dtype, CUSPARSE_SPMM_ALG_DEFAULT, &ws_size));
ensure_buffer(d_workspace_, d_workspace_size_, ws_size);
// Execute SpMM.
EIGEN_CUSPARSE_CHECK(cusparseSpMM(handle_, op, CUSPARSE_OPERATION_NON_TRANSPOSE, &alpha, spmat_desc_, x_desc, &beta,
y_desc, dtype, CUSPARSE_SPMM_ALG_DEFAULT, d_workspace_.ptr));
// Download result.
EIGEN_CUDA_RUNTIME_CHECK(cudaMemcpyAsync(Y.data(), d_y_.ptr, y_bytes, cudaMemcpyDeviceToHost, stream_));
EIGEN_CUDA_RUNTIME_CHECK(cudaStreamSynchronize(stream_));
(void)cusparseDestroyDnMat(x_desc);
(void)cusparseDestroyDnMat(y_desc);
}
// ---- Helpers --------------------------------------------------------------
void upload_sparse(const SpMat& A) {
const Index m = A.rows();
const Index n = A.cols();
const Index nnz = A.nonZeros();
const size_t outer_bytes = static_cast<size_t>(n + 1) * sizeof(StorageIndex);
const size_t inner_bytes = static_cast<size_t>(nnz) * sizeof(StorageIndex);
const size_t val_bytes = static_cast<size_t>(nnz) * sizeof(Scalar);
ensure_buffer(d_outerPtr_, d_outerPtr_size_, outer_bytes);
ensure_buffer(d_innerIdx_, d_innerIdx_size_, inner_bytes);
ensure_buffer(d_values_, d_values_size_, val_bytes);
EIGEN_CUDA_RUNTIME_CHECK(
cudaMemcpyAsync(d_outerPtr_.ptr, A.outerIndexPtr(), outer_bytes, cudaMemcpyHostToDevice, stream_));
EIGEN_CUDA_RUNTIME_CHECK(
cudaMemcpyAsync(d_innerIdx_.ptr, A.innerIndexPtr(), inner_bytes, cudaMemcpyHostToDevice, stream_));
EIGEN_CUDA_RUNTIME_CHECK(cudaMemcpyAsync(d_values_.ptr, A.valuePtr(), val_bytes, cudaMemcpyHostToDevice, stream_));
// Recreate descriptor if shape changed.
if (m != cached_rows_ || n != cached_cols_ || nnz != cached_nnz_) {
destroy_descriptors();
constexpr cusparseIndexType_t idx_type = (sizeof(StorageIndex) == 4) ? CUSPARSE_INDEX_32I : CUSPARSE_INDEX_64I;
constexpr cudaDataType_t val_type = internal::cuda_data_type<Scalar>::value;
// ColMajor → CSC. outerIndexPtr = col offsets, innerIndexPtr = row indices.
EIGEN_CUSPARSE_CHECK(cusparseCreateCsc(&spmat_desc_, m, n, nnz, d_outerPtr_.ptr, d_innerIdx_.ptr, d_values_.ptr,
idx_type, idx_type, CUSPARSE_INDEX_BASE_ZERO, val_type));
cached_rows_ = m;
cached_cols_ = n;
cached_nnz_ = nnz;
} else {
// Same shape — just update pointers.
EIGEN_CUSPARSE_CHECK(cusparseCscSetPointers(spmat_desc_, d_outerPtr_.ptr, d_innerIdx_.ptr, d_values_.ptr));
}
}
void destroy_descriptors() {
if (spmat_desc_) {
(void)cusparseDestroySpMat(spmat_desc_);
spmat_desc_ = nullptr;
}
cached_rows_ = -1;
cached_cols_ = -1;
cached_nnz_ = -1;
}
void ensure_buffer(internal::DeviceBuffer& buf, size_t& current_size, size_t needed) {
if (needed > current_size) {
if (buf.ptr) EIGEN_CUDA_RUNTIME_CHECK(cudaStreamSynchronize(stream_));
buf = internal::DeviceBuffer(needed);
current_size = needed;
}
}
};
} // namespace Eigen
#endif // EIGEN_GPU_SPARSE_CONTEXT_H

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// This file is part of Eigen, a lightweight C++ template library
// for linear algebra.
//
// Copyright (C) 2026 Rasmus Munk Larsen <rmlarsen@gmail.com>
//
// This Source Code Form is subject to the terms of the Mozilla
// Public License v. 2.0. If a copy of the MPL was not distributed
// with this file, You can obtain one at http://mozilla.org/MPL/2.0/.
// GPU sparse LDL^T / LDL^H factorization via cuDSS.
//
// For symmetric indefinite (or Hermitian indefinite) sparse matrices.
// Same three-phase workflow as GpuSparseLLT.
//
// Usage:
// GpuSparseLDLT<double> ldlt(A); // analyze + factorize
// VectorXd x = ldlt.solve(b); // solve
#ifndef EIGEN_GPU_SPARSE_LDLT_H
#define EIGEN_GPU_SPARSE_LDLT_H
// IWYU pragma: private
#include "./InternalHeaderCheck.h"
#include "./GpuSparseSolverBase.h"
namespace Eigen {
/** GPU sparse LDL^T factorization (symmetric indefinite / Hermitian indefinite).
*
* Wraps cuDSS with CUDSS_MTYPE_SYMMETRIC (real) or CUDSS_MTYPE_HERMITIAN (complex).
* Uses pivoting for numerical stability.
*
* \tparam Scalar_ float, double, complex<float>, or complex<double>
* \tparam UpLo_ Lower (default) or Upper — which triangle of A is stored
*/
template <typename Scalar_, int UpLo_ = Lower>
class GpuSparseLDLT : public internal::GpuSparseSolverBase<Scalar_, GpuSparseLDLT<Scalar_, UpLo_>> {
using Base = internal::GpuSparseSolverBase<Scalar_, GpuSparseLDLT>;
friend Base;
public:
using Scalar = Scalar_;
enum { UpLo = UpLo_ };
GpuSparseLDLT() = default;
template <typename InputType>
explicit GpuSparseLDLT(const SparseMatrixBase<InputType>& A) {
this->compute(A);
}
static constexpr bool needs_csr_conversion() { return false; }
static constexpr cudssMatrixType_t cudss_matrix_type() { return internal::cudss_symmetric_type<Scalar>::value; }
static constexpr cudssMatrixViewType_t cudss_matrix_view() {
return internal::cudss_view_type<UpLo, ColMajor>::value;
}
};
} // namespace Eigen
#endif // EIGEN_GPU_SPARSE_LDLT_H

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// This file is part of Eigen, a lightweight C++ template library
// for linear algebra.
//
// Copyright (C) 2026 Rasmus Munk Larsen <rmlarsen@gmail.com>
//
// This Source Code Form is subject to the terms of the Mozilla
// Public License v. 2.0. If a copy of the MPL was not distributed
// with this file, You can obtain one at http://mozilla.org/MPL/2.0/.
// GPU sparse Cholesky (LL^T / LL^H) via cuDSS.
//
// Usage:
// GpuSparseLLT<double> llt(A); // analyze + factorize
// VectorXd x = llt.solve(b); // solve
// llt.analyzePattern(A); // or separate phases
// llt.factorize(A_new); // reuse symbolic analysis
#ifndef EIGEN_GPU_SPARSE_LLT_H
#define EIGEN_GPU_SPARSE_LLT_H
// IWYU pragma: private
#include "./InternalHeaderCheck.h"
#include "./GpuSparseSolverBase.h"
namespace Eigen {
/** GPU sparse Cholesky factorization (LL^T for real, LL^H for complex).
*
* Wraps cuDSS with CUDSS_MTYPE_SPD (real) or CUDSS_MTYPE_HPD (complex).
* Accepts ColMajor SparseMatrix (CSC), reinterpreted as CSR with swapped
* triangle view for zero-copy upload.
*
* \tparam Scalar_ float, double, complex<float>, or complex<double>
* \tparam UpLo_ Lower (default) or Upper — which triangle of A is stored
*/
template <typename Scalar_, int UpLo_ = Lower>
class GpuSparseLLT : public internal::GpuSparseSolverBase<Scalar_, GpuSparseLLT<Scalar_, UpLo_>> {
using Base = internal::GpuSparseSolverBase<Scalar_, GpuSparseLLT>;
friend Base;
public:
using Scalar = Scalar_;
enum { UpLo = UpLo_ };
GpuSparseLLT() = default;
template <typename InputType>
explicit GpuSparseLLT(const SparseMatrixBase<InputType>& A) {
this->compute(A);
}
static constexpr bool needs_csr_conversion() { return false; }
static constexpr cudssMatrixType_t cudss_matrix_type() { return internal::cudss_spd_type<Scalar>::value; }
static constexpr cudssMatrixViewType_t cudss_matrix_view() {
return internal::cudss_view_type<UpLo, ColMajor>::value;
}
};
} // namespace Eigen
#endif // EIGEN_GPU_SPARSE_LLT_H

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// This file is part of Eigen, a lightweight C++ template library
// for linear algebra.
//
// Copyright (C) 2026 Rasmus Munk Larsen <rmlarsen@gmail.com>
//
// This Source Code Form is subject to the terms of the Mozilla
// Public License v. 2.0. If a copy of the MPL was not distributed
// with this file, You can obtain one at http://mozilla.org/MPL/2.0/.
// GPU sparse LU factorization via cuDSS.
//
// For general (non-symmetric) sparse matrices. Uses pivoting.
// Same three-phase workflow as GpuSparseLLT.
//
// Usage:
// GpuSparseLU<double> lu(A); // analyze + factorize
// VectorXd x = lu.solve(b); // solve
#ifndef EIGEN_GPU_SPARSE_LU_H
#define EIGEN_GPU_SPARSE_LU_H
// IWYU pragma: private
#include "./InternalHeaderCheck.h"
#include "./GpuSparseSolverBase.h"
namespace Eigen {
/** GPU sparse LU factorization (general matrices).
*
* Wraps cuDSS with CUDSS_MTYPE_GENERAL and CUDSS_MVIEW_FULL.
* Accepts ColMajor SparseMatrix (CSC); internally converts to RowMajor
* CSR since cuDSS requires CSR input.
*
* \tparam Scalar_ float, double, complex<float>, or complex<double>
*/
template <typename Scalar_>
class GpuSparseLU : public internal::GpuSparseSolverBase<Scalar_, GpuSparseLU<Scalar_>> {
using Base = internal::GpuSparseSolverBase<Scalar_, GpuSparseLU>;
friend Base;
public:
using Scalar = Scalar_;
GpuSparseLU() = default;
template <typename InputType>
explicit GpuSparseLU(const SparseMatrixBase<InputType>& A) {
this->compute(A);
}
static constexpr bool needs_csr_conversion() { return true; }
static constexpr cudssMatrixType_t cudss_matrix_type() { return CUDSS_MTYPE_GENERAL; }
static constexpr cudssMatrixViewType_t cudss_matrix_view() { return CUDSS_MVIEW_FULL; }
};
} // namespace Eigen
#endif // EIGEN_GPU_SPARSE_LU_H

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// This file is part of Eigen, a lightweight C++ template library
// for linear algebra.
//
// Copyright (C) 2026 Rasmus Munk Larsen <rmlarsen@gmail.com>
//
// This Source Code Form is subject to the terms of the Mozilla
// Public License v. 2.0. If a copy of the MPL was not distributed
// with this file, You can obtain one at http://mozilla.org/MPL/2.0/.
// Common base for GPU sparse direct solvers (LLT, LDLT, LU) via cuDSS.
//
// All three solver types share the same three-phase workflow
// (analyzePattern → factorize → solve) and differ only in the
// cudssMatrixType_t and cudssMatrixViewType_t passed to cuDSS.
// This CRTP base implements the entire workflow; derived classes
// provide the matrix type/view via static constexpr members.
#ifndef EIGEN_GPU_SPARSE_SOLVER_BASE_H
#define EIGEN_GPU_SPARSE_SOLVER_BASE_H
// IWYU pragma: private
#include "./InternalHeaderCheck.h"
#include "./CuDssSupport.h"
namespace Eigen {
namespace internal {
/** CRTP base for GPU sparse direct solvers.
*
* \tparam Scalar_ Element type (passed explicitly to avoid incomplete-type issues with CRTP).
* \tparam Derived The concrete solver class (GpuSparseLLT, GpuSparseLDLT, GpuSparseLU).
* Must provide:
* - `static constexpr cudssMatrixType_t cudss_matrix_type()`
* - `static constexpr cudssMatrixViewType_t cudss_matrix_view()`
*/
template <typename Scalar_, typename Derived>
class GpuSparseSolverBase {
public:
using Scalar = Scalar_;
using RealScalar = typename NumTraits<Scalar>::Real;
using StorageIndex = int;
using SpMat = SparseMatrix<Scalar, ColMajor, StorageIndex>;
using CsrMat = SparseMatrix<Scalar, RowMajor, StorageIndex>;
using DenseVector = Matrix<Scalar, Dynamic, 1>;
using DenseMatrix = Matrix<Scalar, Dynamic, Dynamic, ColMajor>;
GpuSparseSolverBase() { init_context(); }
~GpuSparseSolverBase() {
destroy_cudss_objects();
if (handle_) (void)cudssDestroy(handle_);
if (stream_) (void)cudaStreamDestroy(stream_);
}
GpuSparseSolverBase(const GpuSparseSolverBase&) = delete;
GpuSparseSolverBase& operator=(const GpuSparseSolverBase&) = delete;
// ---- Configuration --------------------------------------------------------
/** Set the fill-reducing ordering algorithm. Must be called before compute/analyzePattern. */
void setOrdering(GpuSparseOrdering ordering) { ordering_ = ordering; }
// ---- Factorization --------------------------------------------------------
/** Symbolic analysis + numeric factorization. */
template <typename InputType>
Derived& compute(const SparseMatrixBase<InputType>& A) {
analyzePattern(A);
if (info_ == Success) {
factorize(A);
}
return derived();
}
/** Symbolic analysis only. Uploads sparsity structure to device.
* This phase is synchronous (blocks until complete). */
template <typename InputType>
Derived& analyzePattern(const SparseMatrixBase<InputType>& A) {
const SpMat csc(A.derived());
eigen_assert(csc.rows() == csc.cols() && "GpuSparseSolver requires a square matrix");
eigen_assert(csc.isCompressed() && "GpuSparseSolver requires a compressed sparse matrix");
n_ = csc.rows();
info_ = InvalidInput;
analysis_done_ = false;
if (n_ == 0) {
nnz_ = 0;
info_ = Success;
analysis_done_ = true;
return derived();
}
// For symmetric solvers, ColMajor CSC can be reinterpreted as CSR with
// swapped triangle view (zero copy). For general solvers, we must convert
// to actual RowMajor CSR so cuDSS sees the correct matrix, not A^T.
if (Derived::needs_csr_conversion()) {
const CsrMat csr(csc);
nnz_ = csr.nonZeros();
upload_csr(csr);
} else {
nnz_ = csc.nonZeros();
upload_csr_from_csc(csc);
}
create_cudss_matrix();
apply_ordering_config();
if (data_) EIGEN_CUDSS_CHECK(cudssDataDestroy(handle_, data_));
EIGEN_CUDSS_CHECK(cudssDataCreate(handle_, &data_));
create_placeholder_dense();
EIGEN_CUDSS_CHECK(cudssExecute(handle_, CUDSS_PHASE_ANALYSIS, config_, data_, d_A_cudss_, d_x_cudss_, d_b_cudss_));
analysis_done_ = true;
info_ = Success;
return derived();
}
/** Numeric factorization using the symbolic analysis from analyzePattern.
*
* \warning The sparsity pattern (outerIndexPtr, innerIndexPtr) must be
* identical to the one passed to analyzePattern(). Only the numerical
* values may change. Passing a different pattern is undefined behavior.
* This matches the contract of CHOLMOD, UMFPACK, and cuDSS's own API.
*
* This phase is asynchronous — info() lazily synchronizes. */
template <typename InputType>
Derived& factorize(const SparseMatrixBase<InputType>& A) {
eigen_assert(analysis_done_ && "factorize() requires analyzePattern() first");
if (n_ == 0) {
info_ = Success;
return derived();
}
// Convert to the same format used in analyzePattern.
// Both temporaries must outlive the async memcpy (pageable H2D is actually
// synchronous w.r.t. the host, but keep them alive for clarity).
const SpMat csc(A.derived());
eigen_assert(csc.rows() == n_ && csc.cols() == n_);
const Scalar* value_ptr;
Index value_nnz;
CsrMat csr_tmp;
if (Derived::needs_csr_conversion()) {
csr_tmp = CsrMat(csc);
value_ptr = csr_tmp.valuePtr();
value_nnz = csr_tmp.nonZeros();
} else {
value_ptr = csc.valuePtr();
value_nnz = csc.nonZeros();
}
eigen_assert(value_nnz == nnz_);
EIGEN_CUDA_RUNTIME_CHECK(cudaMemcpyAsync(d_values_.ptr, value_ptr, static_cast<size_t>(nnz_) * sizeof(Scalar),
cudaMemcpyHostToDevice, stream_));
EIGEN_CUDSS_CHECK(cudssMatrixSetValues(d_A_cudss_, d_values_.ptr));
info_ = InvalidInput;
info_synced_ = false;
EIGEN_CUDSS_CHECK(
cudssExecute(handle_, CUDSS_PHASE_FACTORIZATION, config_, data_, d_A_cudss_, d_x_cudss_, d_b_cudss_));
return derived();
}
// ---- Solve ----------------------------------------------------------------
/** Solve A * X = B. Returns X as a dense matrix.
* Supports single or multiple right-hand sides. */
template <typename Rhs>
DenseMatrix solve(const MatrixBase<Rhs>& B) const {
sync_info();
eigen_assert(info_ == Success && "GpuSparseSolver::solve requires a successful factorization");
eigen_assert(B.rows() == n_);
const DenseMatrix rhs(B);
const int64_t nrhs = static_cast<int64_t>(rhs.cols());
if (n_ == 0) return DenseMatrix(0, rhs.cols());
const size_t rhs_bytes = static_cast<size_t>(n_) * static_cast<size_t>(nrhs) * sizeof(Scalar);
DeviceBuffer d_b(rhs_bytes);
DeviceBuffer d_x(rhs_bytes);
EIGEN_CUDA_RUNTIME_CHECK(cudaMemcpyAsync(d_b.ptr, rhs.data(), rhs_bytes, cudaMemcpyHostToDevice, stream_));
constexpr cudaDataType_t dtype = cuda_data_type<Scalar>::value;
cudssMatrix_t b_cudss = nullptr, x_cudss = nullptr;
EIGEN_CUDSS_CHECK(cudssMatrixCreateDn(&b_cudss, static_cast<int64_t>(n_), nrhs, static_cast<int64_t>(n_), d_b.ptr,
dtype, CUDSS_LAYOUT_COL_MAJOR));
EIGEN_CUDSS_CHECK(cudssMatrixCreateDn(&x_cudss, static_cast<int64_t>(n_), nrhs, static_cast<int64_t>(n_), d_x.ptr,
dtype, CUDSS_LAYOUT_COL_MAJOR));
EIGEN_CUDSS_CHECK(cudssExecute(handle_, CUDSS_PHASE_SOLVE, config_, data_, d_A_cudss_, x_cudss, b_cudss));
DenseMatrix X(n_, rhs.cols());
EIGEN_CUDA_RUNTIME_CHECK(cudaMemcpyAsync(X.data(), d_x.ptr, rhs_bytes, cudaMemcpyDeviceToHost, stream_));
EIGEN_CUDA_RUNTIME_CHECK(cudaStreamSynchronize(stream_));
(void)cudssMatrixDestroy(b_cudss);
(void)cudssMatrixDestroy(x_cudss);
return X;
}
// ---- Accessors ------------------------------------------------------------
ComputationInfo info() const {
sync_info();
return info_;
}
Index rows() const { return n_; }
Index cols() const { return n_; }
cudaStream_t stream() const { return stream_; }
protected:
// ---- CUDA / cuDSS handles -------------------------------------------------
cudaStream_t stream_ = nullptr;
cudssHandle_t handle_ = nullptr;
cudssConfig_t config_ = nullptr;
cudssData_t data_ = nullptr;
cudssMatrix_t d_A_cudss_ = nullptr;
cudssMatrix_t d_x_cudss_ = nullptr;
cudssMatrix_t d_b_cudss_ = nullptr;
// ---- Device buffers for CSR arrays ----------------------------------------
DeviceBuffer d_rowPtr_;
DeviceBuffer d_colIdx_;
DeviceBuffer d_values_;
// ---- State ----------------------------------------------------------------
Index n_ = 0;
Index nnz_ = 0;
ComputationInfo info_ = InvalidInput;
bool info_synced_ = true;
bool analysis_done_ = false;
GpuSparseOrdering ordering_ = GpuSparseOrdering::AMD;
private:
Derived& derived() { return static_cast<Derived&>(*this); }
const Derived& derived() const { return static_cast<const Derived&>(*this); }
void init_context() {
EIGEN_CUDA_RUNTIME_CHECK(cudaStreamCreate(&stream_));
EIGEN_CUDSS_CHECK(cudssCreate(&handle_));
EIGEN_CUDSS_CHECK(cudssSetStream(handle_, stream_));
EIGEN_CUDSS_CHECK(cudssConfigCreate(&config_));
}
void sync_info() const {
if (!info_synced_) {
EIGEN_CUDA_RUNTIME_CHECK(cudaStreamSynchronize(stream_));
int cudss_info = 0;
EIGEN_CUDSS_CHECK(cudssDataGet(handle_, data_, CUDSS_DATA_INFO, &cudss_info, sizeof(cudss_info), nullptr));
auto* self = const_cast<GpuSparseSolverBase*>(this);
self->info_ = (cudss_info == 0) ? Success : NumericalIssue;
self->info_synced_ = true;
}
}
void destroy_cudss_objects() {
if (d_A_cudss_) {
(void)cudssMatrixDestroy(d_A_cudss_);
d_A_cudss_ = nullptr;
}
if (d_x_cudss_) {
(void)cudssMatrixDestroy(d_x_cudss_);
d_x_cudss_ = nullptr;
}
if (d_b_cudss_) {
(void)cudssMatrixDestroy(d_b_cudss_);
d_b_cudss_ = nullptr;
}
if (data_) {
(void)cudssDataDestroy(handle_, data_);
data_ = nullptr;
}
if (config_) {
(void)cudssConfigDestroy(config_);
config_ = nullptr;
}
}
// Upload CSR from a RowMajor sparse matrix (native CSR).
void upload_csr(const CsrMat& csr) { upload_compressed(csr.outerIndexPtr(), csr.innerIndexPtr(), csr.valuePtr()); }
// Upload CSC arrays reinterpreted as CSR (for symmetric matrices: CSC(A) = CSR(A^T) = CSR(A)).
void upload_csr_from_csc(const SpMat& csc) {
upload_compressed(csc.outerIndexPtr(), csc.innerIndexPtr(), csc.valuePtr());
}
void upload_compressed(const StorageIndex* outer, const StorageIndex* inner, const Scalar* values) {
const size_t rowptr_bytes = static_cast<size_t>(n_ + 1) * sizeof(StorageIndex);
const size_t colidx_bytes = static_cast<size_t>(nnz_) * sizeof(StorageIndex);
const size_t values_bytes = static_cast<size_t>(nnz_) * sizeof(Scalar);
d_rowPtr_ = DeviceBuffer(rowptr_bytes);
d_colIdx_ = DeviceBuffer(colidx_bytes);
d_values_ = DeviceBuffer(values_bytes);
EIGEN_CUDA_RUNTIME_CHECK(cudaMemcpyAsync(d_rowPtr_.ptr, outer, rowptr_bytes, cudaMemcpyHostToDevice, stream_));
EIGEN_CUDA_RUNTIME_CHECK(cudaMemcpyAsync(d_colIdx_.ptr, inner, colidx_bytes, cudaMemcpyHostToDevice, stream_));
EIGEN_CUDA_RUNTIME_CHECK(cudaMemcpyAsync(d_values_.ptr, values, values_bytes, cudaMemcpyHostToDevice, stream_));
}
void create_cudss_matrix() {
if (d_A_cudss_) (void)cudssMatrixDestroy(d_A_cudss_);
constexpr cudaDataType_t idx_type = cudss_index_type<StorageIndex>::value;
constexpr cudaDataType_t val_type = cuda_data_type<Scalar>::value;
constexpr cudssMatrixType_t mtype = Derived::cudss_matrix_type();
constexpr cudssMatrixViewType_t mview = Derived::cudss_matrix_view();
EIGEN_CUDSS_CHECK(cudssMatrixCreateCsr(
&d_A_cudss_, static_cast<int64_t>(n_), static_cast<int64_t>(n_), static_cast<int64_t>(nnz_), d_rowPtr_.ptr,
/*rowEnd=*/nullptr, d_colIdx_.ptr, d_values_.ptr, idx_type, val_type, mtype, mview, CUDSS_BASE_ZERO));
}
void apply_ordering_config() {
cudssAlgType_t alg;
switch (ordering_) {
case GpuSparseOrdering::AMD:
alg = CUDSS_ALG_DEFAULT;
break;
case GpuSparseOrdering::METIS:
alg = CUDSS_ALG_2;
break;
case GpuSparseOrdering::RCM:
alg = CUDSS_ALG_3;
break;
default:
alg = CUDSS_ALG_DEFAULT;
break;
}
EIGEN_CUDSS_CHECK(cudssConfigSet(config_, CUDSS_CONFIG_REORDERING_ALG, &alg, sizeof(alg)));
}
void create_placeholder_dense() {
if (d_x_cudss_) (void)cudssMatrixDestroy(d_x_cudss_);
if (d_b_cudss_) (void)cudssMatrixDestroy(d_b_cudss_);
constexpr cudaDataType_t dtype = cuda_data_type<Scalar>::value;
EIGEN_CUDSS_CHECK(cudssMatrixCreateDn(&d_x_cudss_, static_cast<int64_t>(n_), 1, static_cast<int64_t>(n_), nullptr,
dtype, CUDSS_LAYOUT_COL_MAJOR));
EIGEN_CUDSS_CHECK(cudssMatrixCreateDn(&d_b_cudss_, static_cast<int64_t>(n_), 1, static_cast<int64_t>(n_), nullptr,
dtype, CUDSS_LAYOUT_COL_MAJOR));
}
};
} // namespace internal
} // namespace Eigen
#endif // EIGEN_GPU_SPARSE_SOLVER_BASE_H

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// This file is part of Eigen, a lightweight C++ template library
// for linear algebra.
//
// Copyright (C) 2026 Rasmus Munk Larsen <rmlarsen@gmail.com>
//
// This Source Code Form is subject to the terms of the Mozilla
// Public License v. 2.0. If a copy of the MPL was not distributed
// with this file, You can obtain one at http://mozilla.org/MPL/2.0/.
// Generic CUDA runtime support shared across all GPU library integrations
// (cuSOLVER, cuBLAS, cuDSS, etc.):
// - Error-checking macros
// - RAII device buffer
//
// Only depends on <cuda_runtime.h>. No NVIDIA library headers.
#ifndef EIGEN_GPU_SUPPORT_H
#define EIGEN_GPU_SUPPORT_H
// IWYU pragma: private
#include "./InternalHeaderCheck.h"
#include <cuda_runtime.h>
namespace Eigen {
namespace internal {
// ---- Error-checking macros --------------------------------------------------
// These abort (via eigen_assert) on failure. Not for use in destructors.
#define EIGEN_CUDA_RUNTIME_CHECK(expr) \
do { \
cudaError_t _e = (expr); \
eigen_assert(_e == cudaSuccess && "CUDA runtime call failed"); \
} while (0)
// ---- RAII: device buffer ----------------------------------------------------
struct DeviceBuffer {
void* ptr = nullptr;
DeviceBuffer() = default;
explicit DeviceBuffer(size_t bytes) {
if (bytes > 0) EIGEN_CUDA_RUNTIME_CHECK(cudaMalloc(&ptr, bytes));
}
~DeviceBuffer() {
if (ptr) (void)cudaFree(ptr); // destructor: ignore errors
}
// Move-only.
DeviceBuffer(DeviceBuffer&& o) noexcept : ptr(o.ptr) { o.ptr = nullptr; }
DeviceBuffer& operator=(DeviceBuffer&& o) noexcept {
if (this != &o) {
if (ptr) (void)cudaFree(ptr);
ptr = o.ptr;
o.ptr = nullptr;
}
return *this;
}
DeviceBuffer(const DeviceBuffer&) = delete;
DeviceBuffer& operator=(const DeviceBuffer&) = delete;
// Adopt an existing device pointer. Caller relinquishes ownership.
static DeviceBuffer adopt(void* p) {
DeviceBuffer b;
b.ptr = p;
return b;
}
};
// ---- Scalar → cudaDataType_t ------------------------------------------------
// Shared by cuBLAS and cuSOLVER. cudaDataType_t is defined in library_types.h
// which is included transitively by cuda_runtime.h.
template <typename Scalar>
struct cuda_data_type;
template <>
struct cuda_data_type<float> {
static constexpr cudaDataType_t value = CUDA_R_32F;
};
template <>
struct cuda_data_type<double> {
static constexpr cudaDataType_t value = CUDA_R_64F;
};
template <>
struct cuda_data_type<std::complex<float>> {
static constexpr cudaDataType_t value = CUDA_C_32F;
};
template <>
struct cuda_data_type<std::complex<double>> {
static constexpr cudaDataType_t value = CUDA_C_64F;
};
} // namespace internal
} // namespace Eigen
#endif // EIGEN_GPU_SUPPORT_H

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#ifndef EIGEN_GPU_MODULE_H
#error "Please include Eigen/GPU instead of including headers inside the src/GPU directory directly."
#endif

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# Eigen GPU Module (`Eigen/GPU`)
GPU-accelerated linear algebra for Eigen users, dispatching to NVIDIA CUDA
libraries (cuBLAS, cuSOLVER, cuFFT, cuSPARSE, cuDSS). Requires CUDA 11.4+;
cuDSS features require CUDA 12.0+ and a separate cuDSS install. Header-only.
## Why this module
Eigen is the linear algebra foundation for a large ecosystem of C++ projects
in robotics (ROS, Drake, MoveIt, Pinocchio), computer vision (OpenCV, COLMAP,
Open3D), scientific computing (Ceres, Stan), and beyond. Many of these
projects run on GPU-equipped hardware but cannot use GPUs for Eigen operations
without dropping down to raw CUDA library APIs.
GPU sparse solvers are a particularly acute gap. Sparse factorization is the
bottleneck in SLAM, bundle adjustment, FEM, and nonlinear optimization --
exactly the workloads where GPU acceleration matters most. Downstream projects
like [Ceres](https://github.com/ceres-solver/ceres-solver/issues/1151) and
[COLMAP](https://github.com/colmap/colmap/issues/4018) have open requests for
GPU-accelerated sparse solvers, and third-party projects like
[cholespy](https://github.com/rgl-epfl/cholespy) exist specifically because
Eigen lacks them. The `Eigen/GPU` module provides GPU sparse Cholesky, LDL^T,
and LU factorization via cuDSS, alongside dense solvers (cuSOLVER), matrix
products (cuBLAS), FFT (cuFFT), and sparse matrix-vector products (cuSPARSE).
Existing Eigen users should be able to move performance-critical dense or
sparse linear algebra to the GPU with minimal code changes and without
learning CUDA library APIs directly.
## Design philosophy
**CPU and GPU coexist.** There is no global compile-time switch that replaces
CPU implementations (unlike `EIGEN_USE_LAPACKE`). Users choose GPU solvers
explicitly -- `GpuLLT<double>` vs `LLT<MatrixXd>`, `GpuSparseLLT<double>` vs
`SimplicialLLT<SparseMatrix<double>>` -- and both coexist in the same binary.
This also lets users keep the factored matrix on device across multiple solves,
something impossible with compile-time replacement.
**Familiar syntax.** GPU operations use the same expression patterns as CPU
Eigen. Here is a side-by-side comparison:
```cpp
// ---- CPU (Eigen) ---- // ---- GPU (Eigen/GPU) ----
#include <Eigen/Dense> #define EIGEN_USE_GPU
#include <Eigen/GPU>
// Dense
MatrixXd A = ...; auto d_A = DeviceMatrix<double>::fromHost(A);
MatrixXd B = ...; auto d_B = DeviceMatrix<double>::fromHost(B);
MatrixXd C = A * B; DeviceMatrix<double> d_C = d_A * d_B;
MatrixXd X = A.llt().solve(B); DeviceMatrix<double> d_X = d_A.llt().solve(d_B);
MatrixXd X = d_X.toHost();
// Sparse (using SpMat = SparseMatrix<double>)
SimplicialLLT<SpMat> llt(A); GpuSparseLLT<double> llt(A);
VectorXd x = llt.solve(b); VectorXd x = llt.solve(b);
```
The GPU version reads like CPU Eigen with explicit upload/download for dense
operations, and an almost identical API for sparse solvers. Unsupported
expressions are compile errors.
**Explicit over implicit.** Host-device transfers, stream management, and
library handle lifetimes are visible in the API. There are no hidden
allocations or synchronizations except where documented (e.g., `toHost()` must
synchronize to deliver data to the host).
## Key concepts
### `DeviceMatrix<Scalar>`
A typed RAII wrapper for a dense column-major matrix in GPU device memory.
This is the GPU counterpart of Eigen's `MatrixX<Scalar>`. A vector is simply
a `DeviceMatrix` with one column.
```cpp
// Upload from host
auto d_A = DeviceMatrix<double>::fromHost(A);
// Allocate uninitialized
DeviceMatrix<double> d_C(m, n);
// Download to host
MatrixXd C = d_C.toHost();
// Async download (returns a future)
auto transfer = d_C.toHostAsync();
// ... do other work ...
MatrixXd C = transfer.get();
```
`DeviceMatrix` supports expression methods that mirror Eigen's API:
`adjoint()`, `transpose()`, `triangularView<UpLo>()`,
`selfadjointView<UpLo>()`, `llt()`, `lu()`. These return lightweight
expression objects that are evaluated when assigned.
### `GpuContext`
Every GPU operation needs a CUDA stream and library handles (cuBLAS,
cuSOLVER). `GpuContext` bundles these together.
For simple usage, you don't need to create one -- a per-thread default context
is created lazily on first use:
```cpp
// These use the thread-local default context automatically
d_C = d_A * d_B;
d_X = d_A.llt().solve(d_B);
```
For concurrent multi-stream execution, create explicit contexts:
```cpp
GpuContext ctx1, ctx2;
d_C1.device(ctx1) = d_A1 * d_B1; // runs on stream 1
d_C2.device(ctx2) = d_A2 * d_B2; // runs on stream 2 (concurrently)
```
## Usage
### Matrix operations (cuBLAS)
```cpp
auto d_A = DeviceMatrix<double>::fromHost(A);
auto d_B = DeviceMatrix<double>::fromHost(B);
// GEMM: C = A * B, C = A^H * B, C = A * B^T, ...
DeviceMatrix<double> d_C = d_A * d_B;
d_C = d_A.adjoint() * d_B;
d_C = d_A * d_B.transpose();
// Scaled and accumulated
d_C += 2.0 * d_A * d_B; // alpha=2, beta=1
d_C.device(ctx) -= d_A * d_B; // alpha=-1, beta=1 (requires explicit context)
// Triangular solve (TRSM)
d_X = d_A.triangularView<Lower>().solve(d_B);
// Symmetric/Hermitian multiply (SYMM/HEMM)
d_C = d_A.selfadjointView<Lower>() * d_B;
// Rank-k update (SYRK/HERK)
d_C.selfadjointView<Lower>().rankUpdate(d_A); // C += A * A^H
```
### Dense solvers (cuSOLVER)
**One-shot expression syntax** -- Convenient, re-factorizes each time:
```cpp
// Cholesky solve (potrf + potrs)
d_X = d_A.llt().solve(d_B);
// LU solve (getrf + getrs)
d_Y = d_A.lu().solve(d_B);
```
**Cached factorization** -- Factor once, solve many times:
```cpp
GpuLLT<double> llt;
llt.compute(d_A); // factorize (async)
if (llt.info() != Success) { ... } // lazy sync on first info() call
auto d_X1 = llt.solve(d_B1); // reuses factor (async)
auto d_X2 = llt.solve(d_B2); // reuses factor (async)
MatrixXd X2 = d_X2.toHost();
// LU with transpose solve
GpuLU<double> lu;
lu.compute(d_A);
auto d_Y = lu.solve(d_B, GpuLU<double>::Transpose); // A^T Y = B
// QR solve (overdetermined least squares)
GpuQR<double> qr;
qr.compute(d_A); // factorize on device (async)
auto d_X = qr.solve(d_B); // Q^H * B via ormqr, then trsm on R
MatrixXd X = d_X.toHost();
// SVD (results downloaded on access)
GpuSVD<double> svd;
svd.compute(d_A, ComputeThinU | ComputeThinV);
VectorXd S = svd.singularValues(); // downloads to host
MatrixXd U = svd.matrixU(); // downloads to host
MatrixXd VT = svd.matrixVT(); // V^T (matches cuSOLVER)
// Self-adjoint eigenvalue decomposition (results downloaded on access)
GpuSelfAdjointEigenSolver<double> es;
es.compute(d_A);
VectorXd eigenvals = es.eigenvalues(); // downloads to host
MatrixXd eigenvecs = es.eigenvectors(); // downloads to host
```
The cached API keeps the factored matrix on device, avoiding redundant
host-device transfers and re-factorizations. All solvers also accept host
matrices directly as a convenience (e.g., `GpuLLT<double> llt(A)` or
`qr.solve(B)`), which handles upload/download internally.
### Sparse direct solvers (cuDSS)
Requires cuDSS (separate install, CUDA 12.0+). Define `EIGEN_CUDSS` before
including `Eigen/GPU` and link with `-lcudss`.
```cpp
SparseMatrix<double> A = ...; // symmetric positive definite
VectorXd b = ...;
// Sparse Cholesky -- one-liner
GpuSparseLLT<double> llt(A);
VectorXd x = llt.solve(b);
// Three-phase workflow for repeated solves with the same sparsity pattern
GpuSparseLLT<double> llt;
llt.analyzePattern(A); // symbolic analysis (once)
llt.factorize(A); // numeric factorization
VectorXd x = llt.solve(b);
llt.factorize(A_new_values); // refactorize (reuses symbolic analysis)
VectorXd x2 = llt.solve(b);
// Sparse LDL^T (symmetric indefinite)
GpuSparseLDLT<double> ldlt(A);
VectorXd x = ldlt.solve(b);
// Sparse LU (general non-symmetric)
GpuSparseLU<double> lu(A);
VectorXd x = lu.solve(b);
```
### FFT (cuFFT)
```cpp
GpuFFT<float> fft;
// 1D complex-to-complex
VectorXcf X = fft.fwd(x); // forward
VectorXcf y = fft.inv(X); // inverse (scaled by 1/n)
// 1D real-to-complex / complex-to-real
VectorXcf R = fft.fwd(r); // returns n/2+1 complex (half-spectrum)
VectorXf s = fft.invReal(R, n); // C2R inverse, caller specifies n
// 2D complex-to-complex
MatrixXcf B = fft.fwd2d(A); // 2D forward
MatrixXcf C = fft.inv2d(B); // 2D inverse (scaled by 1/(rows*cols))
// Plans are cached and reused across calls with the same size/type.
```
### Sparse matrix-vector multiply (cuSPARSE)
```cpp
SparseMatrix<double> A = ...;
VectorXd x = ...;
GpuSparseContext<double> ctx;
VectorXd y = ctx.multiply(A, x); // y = A * x
VectorXd z = ctx.multiplyT(A, x); // z = A^T * x
ctx.multiply(A, x, y, 2.0, 1.0); // y = 2*A*x + y
// Multiple RHS (SpMM)
MatrixXd Y = ctx.multiplyMat(A, X); // Y = A * X
```
### Precision control
GEMM dispatch enables tensor core algorithms by default, allowing cuBLAS to
choose the fastest algorithm for the given precision and architecture. For
double precision on sm_80+ (Ampere), this allows Ozaki emulation -- full FP64
results computed faster via tensor cores.
| Macro | Effect |
|---|---|
| *(default)* | Tensor core algorithms enabled. Float uses full FP32. Double may use Ozaki on sm_80+. |
| `EIGEN_CUDA_TF32` | Opt-in: Float uses TF32 (~2x faster, 10-bit mantissa). Double unaffected. |
| `EIGEN_NO_CUDA_TENSOR_OPS` | Opt-out: Pedantic compute types, no tensor cores. For bit-exact reproducibility. |
### Stream control and async execution
Operations are asynchronous by default. The compute-solve chain runs without
host synchronization until you need a result on the host:
```
fromHost(A) --sync--> compute() --async--> solve() --async--> toHost()
H2D potrf potrs D2H
sync
```
Mandatory sync points:
- `fromHost()` -- Synchronizes to complete the upload before returning
- `toHost()` / `HostTransfer::get()` -- Must deliver data to host
- `info()` -- Must read the factorization status
**Cross-stream safety** is automatic. `DeviceMatrix` tracks write completion
via CUDA events. When a matrix written on stream A is read on stream B, the
module automatically inserts `cudaStreamWaitEvent`. Same-stream operations
skip the wait (CUDA guarantees in-order execution within a stream).
## Reference
### Supported scalar types
`float`, `double`, `std::complex<float>`, `std::complex<double>` (unless
noted otherwise).
### Expression -> library call mapping
| DeviceMatrix expression | Library call | Parameters |
|---|---|---|
| `C = A * B` | `cublasGemmEx` | transA=N, transB=N, alpha=1, beta=0 |
| `C = A.adjoint() * B` | `cublasGemmEx` | transA=C, transB=N |
| `C = A.transpose() * B` | `cublasGemmEx` | transA=T, transB=N |
| `C = A * B.adjoint()` | `cublasGemmEx` | transA=N, transB=C |
| `C = A * B.transpose()` | `cublasGemmEx` | transA=N, transB=T |
| `C = alpha * A * B` | `cublasGemmEx` | alpha from LHS |
| `C = A * (alpha * B)` | `cublasGemmEx` | alpha from RHS |
| `C += A * B` | `cublasGemmEx` | alpha=1, beta=1 |
| `C.device(ctx) -= A * B` | `cublasGemmEx` | alpha=-1, beta=1 |
| `X = A.llt().solve(B)` | `cusolverDnXpotrf` + `Xpotrs` | uplo, n, nrhs |
| `X = A.llt<Upper>().solve(B)` | same | uplo=Upper |
| `X = A.lu().solve(B)` | `cusolverDnXgetrf` + `Xgetrs` | n, nrhs |
| `X = A.triangularView<L>().solve(B)` | `cublasXtrsm` | side=L, uplo, diag=NonUnit |
| `C = A.selfadjointView<L>() * B` | `cublasXsymm` / `cublasXhemm` | side=L, uplo |
| `C.selfadjointView<L>().rankUpdate(A)` | `cublasXsyrk` / `cublasXherk` | uplo, trans=N |
### `DeviceMatrix<Scalar>`
Typed RAII wrapper for a dense column-major matrix in GPU device memory.
Always dense (leading dimension = rows). A vector is a `DeviceMatrix` with
one column.
```cpp
// Construction
DeviceMatrix<Scalar>() // Empty (0x0)
DeviceMatrix<Scalar>(rows, cols) // Allocate uninitialized
// Upload / download
static DeviceMatrix fromHost(matrix, stream=nullptr) // -> DeviceMatrix (syncs)
static DeviceMatrix fromHostAsync(ptr, rows, cols, outerStride, s) // -> DeviceMatrix (no sync, caller manages ptr lifetime)
PlainMatrix toHost(stream=nullptr) // -> host Matrix (syncs)
HostTransfer toHostAsync(stream=nullptr) // -> HostTransfer future (no sync)
DeviceMatrix clone(stream=nullptr) // -> DeviceMatrix (D2D copy, async)
// Dimensions and access
Index rows()
Index cols()
size_t sizeInBytes()
bool empty()
Scalar* data() // Raw device pointer
void resize(Index rows, Index cols) // Discard contents, reallocate
// Expression builders (return lightweight views, evaluated on assignment)
AdjointView adjoint() // GEMM with ConjTrans
TransposeView transpose() // GEMM with Trans
LltExpr llt() / llt<UpLo>() // -> .solve(d_B) -> DeviceMatrix
LuExpr lu() // -> .solve(d_B) -> DeviceMatrix
TriangularView triangularView<UpLo>() // -> .solve(d_B) -> DeviceMatrix (TRSM)
SelfAdjointView selfadjointView<UpLo>() // -> * d_B (SYMM), .rankUpdate(d_A) (SYRK)
DeviceAssignment device(GpuContext& ctx) // Bind assignment to explicit stream
```
### `GpuContext`
Unified GPU execution context owning a CUDA stream and library handles.
```cpp
GpuContext() // Creates dedicated stream + handles
static GpuContext& threadLocal() // Per-thread default (lazy-created)
cudaStream_t stream()
cublasHandle_t cublasHandle()
cusolverDnHandle_t cusolverHandle()
```
Non-copyable, non-movable (owns library handles).
### `GpuLLT<Scalar, UpLo>` -- Dense Cholesky (cuSOLVER)
Caches the Cholesky factor on device for repeated solves.
```cpp
GpuLLT() // Default construct, then call compute()
GpuLLT(const EigenBase<D>& A) // Convenience: upload + factorize
GpuLLT& compute(const EigenBase<D>& A) // Upload + factorize
GpuLLT& compute(const DeviceMatrix& d_A) // D2D copy + factorize
GpuLLT& compute(DeviceMatrix&& d_A) // Adopt + factorize (no copy)
PlainMatrix solve(const MatrixBase<D>& B) // -> host Matrix (syncs)
DeviceMatrix solve(const DeviceMatrix& d_B) // -> DeviceMatrix (async, stays on device)
ComputationInfo info() // Lazy sync on first call: Success or NumericalIssue
Index rows() / cols()
cudaStream_t stream()
```
### `GpuLU<Scalar>` -- Dense LU (cuSOLVER)
Same pattern as `GpuLLT`. Adds `TransposeMode` parameter on `solve()`.
```cpp
PlainMatrix solve(const MatrixBase<D>& B, TransposeMode m = NoTranspose) // -> host Matrix
DeviceMatrix solve(const DeviceMatrix& d_B, TransposeMode m = NoTranspose) // -> DeviceMatrix
```
`TransposeMode`: `NoTranspose`, `Transpose`, `ConjugateTranspose`.
### `GpuQR<Scalar>` -- Dense QR (cuSOLVER)
QR factorization via `cusolverDnXgeqrf`. Solve uses ORMQR (apply Q^H) + TRSM
(back-substitute on R) -- Q is never formed explicitly.
```cpp
GpuQR() // Default construct
GpuQR(const EigenBase<D>& A) // Convenience: upload + factorize
GpuQR& compute(const EigenBase<D>& A) // Upload + factorize
GpuQR& compute(const DeviceMatrix& d_A) // D2D copy + factorize
PlainMatrix solve(const MatrixBase<D>& B) // -> host Matrix (syncs)
DeviceMatrix solve(const DeviceMatrix& d_B) // -> DeviceMatrix (async)
ComputationInfo info() // Lazy sync
Index rows() / cols()
cudaStream_t stream()
```
### `GpuSVD<Scalar>` -- Dense SVD (cuSOLVER)
SVD via `cusolverDnXgesvd`. Supports `ComputeThinU | ComputeThinV`,
`ComputeFullU | ComputeFullV`, or `0` (values only). Wide matrices (m < n)
handled by internal transpose.
```cpp
GpuSVD() // Default construct, then call compute()
GpuSVD(const EigenBase<D>& A, unsigned options = ComputeThinU | ComputeThinV) // Convenience
GpuSVD& compute(const EigenBase<D>& A, unsigned options = ComputeThinU | ComputeThinV)
GpuSVD& compute(const DeviceMatrix& d_A, unsigned options = ComputeThinU | ComputeThinV)
RealVector singularValues() // -> host vector (syncs, downloads)
PlainMatrix matrixU() // -> host Matrix (syncs, downloads)
PlainMatrix matrixVT() // -> host Matrix (syncs, downloads V^T)
PlainMatrix solve(const MatrixBase<D>& B) // -> host Matrix (pseudoinverse)
PlainMatrix solve(const MatrixBase<D>& B, Index k) // Truncated (top k triplets)
PlainMatrix solve(const MatrixBase<D>& B, RealScalar l) // Tikhonov regularized
Index rank(RealScalar threshold = -1)
ComputationInfo info() // Lazy sync
Index rows() / cols()
cudaStream_t stream()
```
**Note:** `singularValues()`, `matrixU()`, and `matrixVT()` download to host
on each call. Device-side accessors returning `DeviceMatrix` are planned but
not yet implemented.
### `GpuSelfAdjointEigenSolver<Scalar>` -- Eigendecomposition (cuSOLVER)
Symmetric/Hermitian eigenvalue decomposition via `cusolverDnXsyevd`.
`ComputeMode` enum: `EigenvaluesOnly`, `ComputeEigenvectors`.
```cpp
GpuSelfAdjointEigenSolver() // Default construct, then call compute()
GpuSelfAdjointEigenSolver(const EigenBase<D>& A, ComputeMode mode = ComputeEigenvectors) // Convenience
GpuSelfAdjointEigenSolver& compute(const EigenBase<D>& A, ComputeMode mode = ComputeEigenvectors)
GpuSelfAdjointEigenSolver& compute(const DeviceMatrix& d_A, ComputeMode mode = ComputeEigenvectors)
RealVector eigenvalues() // -> host vector (syncs, downloads, ascending order)
PlainMatrix eigenvectors() // -> host Matrix (syncs, downloads, columns)
ComputationInfo info() // Lazy sync
Index rows() / cols()
cudaStream_t stream()
```
**Note:** `eigenvalues()` and `eigenvectors()` download to host on each call.
Device-side accessors returning `DeviceMatrix` are planned but not yet
implemented.
### `HostTransfer<Scalar>`
Future for async device-to-host transfer. Returned by
`DeviceMatrix::toHostAsync()`.
```cpp
PlainMatrix& get() // Block until complete, return host Matrix ref. Idempotent.
bool ready() // Non-blocking poll
```
### `GpuSparseLLT<Scalar, UpLo>` -- Sparse Cholesky (cuDSS)
Requires cuDSS (CUDA 12.0+, `#define EIGEN_CUDSS`). Three-phase workflow
with symbolic reuse. Accepts `SparseMatrix<Scalar, ColMajor, int>` (CSC).
```cpp
GpuSparseLLT() // Default construct
GpuSparseLLT(const SparseMatrixBase<D>& A) // Analyze + factorize
GpuSparseLLT& analyzePattern(const SparseMatrixBase<D>& A) // Symbolic analysis (reusable)
GpuSparseLLT& factorize(const SparseMatrixBase<D>& A) // Numeric factorization
GpuSparseLLT& compute(const SparseMatrixBase<D>& A) // analyzePattern + factorize
void setOrdering(GpuSparseOrdering ord) // AMD (default), METIS, or RCM
DenseMatrix solve(const MatrixBase<D>& B) // -> host Matrix (syncs)
ComputationInfo info() // Lazy sync
Index rows() / cols()
cudaStream_t stream()
```
### `GpuSparseLDLT<Scalar, UpLo>` -- Sparse LDL^T (cuDSS)
Symmetric indefinite. Same API as `GpuSparseLLT`.
### `GpuSparseLU<Scalar>` -- Sparse LU (cuDSS)
General non-symmetric. Same API as `GpuSparseLLT` (without `UpLo`).
### `GpuFFT<Scalar>` -- FFT (cuFFT)
Plans cached by (size, type) and reused. Inverse transforms scaled so
`inv(fwd(x)) == x`. Supported scalars: `float`, `double`.
```cpp
// 1D transforms (host vectors in and out)
ComplexVector fwd(const MatrixBase<D>& x) // C2C forward (complex input)
ComplexVector fwd(const MatrixBase<D>& x) // R2C forward (real input, returns n/2+1)
ComplexVector inv(const MatrixBase<D>& X) // C2C inverse, scaled by 1/n
RealVector invReal(const MatrixBase<D>& X, Index n) // C2R inverse, scaled by 1/n
// 2D transforms (host matrices in and out)
ComplexMatrix fwd2d(const MatrixBase<D>& A) // 2D C2C forward
ComplexMatrix inv2d(const MatrixBase<D>& A) // 2D C2C inverse, scaled by 1/(rows*cols)
cudaStream_t stream()
```
All FFT methods accept host data and return host data. Upload/download is
handled internally. The C2C and R2C overloads of `fwd()` are distinguished by
the input scalar type (complex vs real).
### `GpuSparseContext<Scalar>` -- SpMV/SpMM (cuSPARSE)
Accepts `SparseMatrix<Scalar, ColMajor>`. All methods accept host data and
return host data.
```cpp
GpuSparseContext() // Creates own stream + cuSPARSE handle
DenseVector multiply(A, x) // y = A * x
void multiply(A, x, y, alpha=1, beta=0, // y = alpha*op(A)*x + beta*y
op=CUSPARSE_OPERATION_NON_TRANSPOSE)
DenseVector multiplyT(A, x) // y = A^T * x
DenseMatrix multiplyMat(A, X) // Y = A * X (SpMM)
cudaStream_t stream()
```
### Aliasing
Unlike Eigen's `Matrix`, where omitting `.noalias()` triggers a copy to a
temporary, DeviceMatrix dispatches directly to NVIDIA library calls which have
no built-in aliasing protection. All operations are implicitly noalias.
The caller must ensure operands don't alias the destination for GEMM and TRSM
(debug asserts catch violations).
## File layout
| File | Depends on | Contents |
|------|-----------|----------|
| `GpuSupport.h` | `<cuda_runtime.h>` | Error macro, `DeviceBuffer`, `cuda_data_type<>` |
| `DeviceMatrix.h` | `GpuSupport.h` | `DeviceMatrix<>`, `HostTransfer<>` |
| `DeviceExpr.h` | `DeviceMatrix.h` | GEMM expression wrappers |
| `DeviceBlasExpr.h` | `DeviceMatrix.h` | TRSM, SYMM, SYRK expression wrappers |
| `DeviceSolverExpr.h` | `DeviceMatrix.h` | Solver expression wrappers (LLT, LU) |
| `DeviceDispatch.h` | all above | All dispatch functions + `DeviceAssignment` |
| `GpuContext.h` | `CuBlasSupport.h`, `CuSolverSupport.h` | `GpuContext` |
| `CuBlasSupport.h` | `GpuSupport.h`, `<cublas_v2.h>` | cuBLAS error macro, op/compute type maps |
| `CuSolverSupport.h` | `GpuSupport.h`, `<cusolverDn.h>` | cuSOLVER params, fill-mode mapping |
| `GpuLLT.h` | `CuSolverSupport.h` | Cached dense Cholesky factorization |
| `GpuLU.h` | `CuSolverSupport.h` | Cached dense LU factorization |
| `GpuQR.h` | `CuSolverSupport.h`, `CuBlasSupport.h` | Dense QR decomposition |
| `GpuSVD.h` | `CuSolverSupport.h`, `CuBlasSupport.h` | Dense SVD decomposition |
| `GpuEigenSolver.h` | `CuSolverSupport.h` | Self-adjoint eigenvalue decomposition |
| `CuFftSupport.h` | `GpuSupport.h`, `<cufft.h>` | cuFFT error macro, type-dispatch wrappers |
| `GpuFFT.h` | `CuFftSupport.h`, `CuBlasSupport.h` | 1D/2D FFT with plan caching |
| `CuSparseSupport.h` | `GpuSupport.h`, `<cusparse.h>` | cuSPARSE error macro |
| `GpuSparseContext.h` | `CuSparseSupport.h` | SpMV/SpMM via cuSPARSE |
| `CuDssSupport.h` | `GpuSupport.h`, `<cudss.h>` | cuDSS error macro, type traits (optional) |
| `GpuSparseSolverBase.h` | `CuDssSupport.h` | CRTP base for sparse solvers (optional) |
| `GpuSparseLLT.h` | `GpuSparseSolverBase.h` | Sparse Cholesky via cuDSS (optional) |
| `GpuSparseLDLT.h` | `GpuSparseSolverBase.h` | Sparse LDL^T via cuDSS (optional) |
| `GpuSparseLU.h` | `GpuSparseSolverBase.h` | Sparse LU via cuDSS (optional) |
## Building and testing
```bash
cmake -G Ninja -B build -S . \
-DEIGEN_TEST_CUDA=ON \
-DEIGEN_CUDA_COMPUTE_ARCH="70" \
-DEIGEN_TEST_CUBLAS=ON \
-DEIGEN_TEST_CUSOLVER=ON
cmake --build build --target gpu_cublas gpu_cusolver_llt gpu_cusolver_lu \
gpu_cusolver_qr gpu_cusolver_svd gpu_cusolver_eigen \
gpu_device_matrix gpu_cufft gpu_cusparse_spmv
ctest --test-dir build -R "gpu_" --output-on-failure
# Sparse solvers (cuDSS -- separate install required)
cmake -G Ninja -B build -S . \
-DEIGEN_TEST_CUDA=ON \
-DEIGEN_CUDA_COMPUTE_ARCH="70" \
-DEIGEN_TEST_CUDSS=ON
cmake --build build --target gpu_cudss_llt gpu_cudss_ldlt gpu_cudss_lu
ctest --test-dir build -R gpu_cudss --output-on-failure
```
## Future work
- **Device-side accessors for decomposition results.** `GpuSVD`,
`GpuSelfAdjointEigenSolver`, and `GpuQR` currently download decomposition
results to host on access (e.g., `svd.matrixU()` returns a host `MatrixXd`).
Device-side accessors returning `DeviceMatrix` views of the internal buffers
would allow chaining GPU operations (e.g., `svd.deviceU() * d_A`) without
round-tripping through host memory.
- **Device-resident sparse matrix-vector products.** `GpuSparseContext`
currently operates on host vectors and matrices, uploading and downloading
on each call. The key missing piece is a `DeviceSparseView` that holds a
sparse matrix on device and supports operator syntax (`d_y = d_A * d_x`)
with `DeviceMatrix` operands -- keeping the entire SpMV/SpMM pipeline on
device. This is essential for iterative solvers and any workflow that chains
sparse and dense operations without returning to the host.

View File

@@ -43,3 +43,10 @@ add_subdirectory(Householder)
add_subdirectory(Solvers)
add_subdirectory(Tuning)
add_subdirectory(BLAS)
# GPU benchmarks have their own CMake project (needs CUDAToolkit).
# They can also be built standalone: cmake -B build -S benchmarks/GPU
find_package(CUDAToolkit QUIET)
if(CUDAToolkit_FOUND)
add_subdirectory(GPU)
endif()

View File

@@ -0,0 +1,57 @@
# GPU benchmarks require CUDA runtime + cuSOLVER.
# Build separately from the main benchmark tree since they need CUDA toolchain.
#
# Usage:
# cmake -G Ninja -B build-bench-gpu -S benchmarks/GPU \
# -DCMAKE_CUDA_ARCHITECTURES=89
# cmake --build build-bench-gpu
#
# Profiling:
# nsys profile --trace=cuda ./build-bench-gpu/bench_gpu_solvers
# ncu --set full -o profile ./build-bench-gpu/bench_gpu_solvers --benchmark_filter=BM_GpuLLT_Compute/4096
cmake_minimum_required(VERSION 3.18)
project(EigenGpuBenchmarks CXX)
find_package(benchmark REQUIRED)
find_package(CUDAToolkit REQUIRED)
set(EIGEN_SOURCE_DIR "${CMAKE_CURRENT_SOURCE_DIR}/../..")
function(eigen_add_gpu_benchmark name source)
cmake_parse_arguments(BENCH "" "" "LIBRARIES;DEFINITIONS" ${ARGN})
if(NOT IS_ABSOLUTE "${source}")
set(source "${CMAKE_CURRENT_SOURCE_DIR}/${source}")
endif()
add_executable(${name} ${source})
target_include_directories(${name} PRIVATE
${EIGEN_SOURCE_DIR}
${CUDAToolkit_INCLUDE_DIRS})
target_link_libraries(${name} PRIVATE
benchmark::benchmark benchmark::benchmark_main
CUDA::cudart CUDA::cusolver CUDA::cublas)
if(BENCH_LIBRARIES)
target_link_libraries(${name} PRIVATE ${BENCH_LIBRARIES})
endif()
target_compile_options(${name} PRIVATE -O3 -DNDEBUG)
target_compile_definitions(${name} PRIVATE EIGEN_USE_GPU)
if(BENCH_DEFINITIONS)
target_compile_definitions(${name} PRIVATE ${BENCH_DEFINITIONS})
endif()
endfunction()
# Solver benchmarks: LLT/LU compute + solve, host vs device paths, CPU baselines.
eigen_add_gpu_benchmark(bench_gpu_solvers bench_gpu_solvers.cpp)
eigen_add_gpu_benchmark(bench_gpu_solvers_float bench_gpu_solvers.cpp DEFINITIONS SCALAR=float)
# Chaining benchmarks: async pipeline efficiency, host-roundtrip vs device chain.
eigen_add_gpu_benchmark(bench_gpu_chaining bench_gpu_chaining.cpp)
eigen_add_gpu_benchmark(bench_gpu_chaining_float bench_gpu_chaining.cpp DEFINITIONS SCALAR=float)
# Batching benchmarks: multi-stream concurrency for many small systems.
eigen_add_gpu_benchmark(bench_gpu_batching bench_gpu_batching.cpp)
eigen_add_gpu_benchmark(bench_gpu_batching_float bench_gpu_batching.cpp DEFINITIONS SCALAR=float)
# FFT benchmarks: 1D/2D C2C, R2C, C2R throughput and plan reuse.
eigen_add_gpu_benchmark(bench_gpu_fft bench_gpu_fft.cpp LIBRARIES CUDA::cufft)
eigen_add_gpu_benchmark(bench_gpu_fft_double bench_gpu_fft.cpp LIBRARIES CUDA::cufft DEFINITIONS SCALAR=double)

View File

@@ -0,0 +1,268 @@
// GPU batching benchmarks: multi-stream concurrency for many small solves.
//
// Each GpuLLT/GpuLU owns its own CUDA stream. This benchmark measures how
// well multiple solver instances overlap on the GPU, which is critical for
// workloads like robotics (many small systems) and SLAM (batched poses).
//
// Compares:
// 1. Sequential: one solver handles all systems one by one
// 2. Batched: N solvers on N streams, all launched before any sync
// 3. CPU baseline: Eigen LLT on host
//
// For Nsight Systems: batched mode should show overlapping kernels on
// different streams in the timeline view.
//
// nsys profile --trace=cuda ./bench_gpu_batching
#include <benchmark/benchmark.h>
#include <Eigen/Cholesky>
#include <Eigen/GPU>
#include <memory>
#include <vector>
using namespace Eigen;
#ifndef SCALAR
#define SCALAR double
#endif
using Scalar = SCALAR;
using Mat = Matrix<Scalar, Dynamic, Dynamic>;
static Mat make_spd(Index n) {
Mat M = Mat::Random(n, n);
return M.adjoint() * M + Mat::Identity(n, n) * static_cast<Scalar>(n);
}
static void cuda_warmup() {
static bool done = false;
if (!done) {
void* p;
cudaMalloc(&p, 1);
cudaFree(p);
done = true;
}
}
// --------------------------------------------------------------------------
// Sequential: one solver, N systems solved one after another
// --------------------------------------------------------------------------
static void BM_Batch_Sequential(benchmark::State& state) {
cuda_warmup();
const Index n = state.range(0);
const int batch_size = static_cast<int>(state.range(1));
// Pre-generate all SPD matrices and RHS vectors.
std::vector<Mat> As(batch_size);
std::vector<Mat> Bs(batch_size);
for (int i = 0; i < batch_size; ++i) {
As[i] = make_spd(n);
Bs[i] = Mat::Random(n, 1);
}
GpuLLT<Scalar> llt;
for (auto _ : state) {
std::vector<Mat> results(batch_size);
for (int i = 0; i < batch_size; ++i) {
llt.compute(As[i]);
results[i] = llt.solve(Bs[i]);
}
benchmark::DoNotOptimize(results.back().data());
}
state.counters["n"] = n;
state.counters["batch"] = batch_size;
state.counters["total_solves"] = batch_size;
}
// --------------------------------------------------------------------------
// Sequential with DeviceMatrix (avoid re-upload of A each iteration)
// --------------------------------------------------------------------------
static void BM_Batch_Sequential_Device(benchmark::State& state) {
cuda_warmup();
const Index n = state.range(0);
const int batch_size = static_cast<int>(state.range(1));
std::vector<Mat> As(batch_size);
std::vector<Mat> Bs(batch_size);
std::vector<DeviceMatrix<Scalar>> d_As(batch_size);
std::vector<DeviceMatrix<Scalar>> d_Bs(batch_size);
for (int i = 0; i < batch_size; ++i) {
As[i] = make_spd(n);
Bs[i] = Mat::Random(n, 1);
d_As[i] = DeviceMatrix<Scalar>::fromHost(As[i]);
d_Bs[i] = DeviceMatrix<Scalar>::fromHost(Bs[i]);
}
GpuLLT<Scalar> llt;
for (auto _ : state) {
std::vector<Mat> results(batch_size);
for (int i = 0; i < batch_size; ++i) {
llt.compute(d_As[i]);
DeviceMatrix<Scalar> d_X = llt.solve(d_Bs[i]);
results[i] = d_X.toHost();
}
benchmark::DoNotOptimize(results.back().data());
}
state.counters["n"] = n;
state.counters["batch"] = batch_size;
state.counters["total_solves"] = batch_size;
}
// --------------------------------------------------------------------------
// Batched: N solvers on N streams, overlapping execution
// --------------------------------------------------------------------------
static void BM_Batch_MultiStream(benchmark::State& state) {
cuda_warmup();
const Index n = state.range(0);
const int batch_size = static_cast<int>(state.range(1));
std::vector<Mat> As(batch_size);
std::vector<Mat> Bs(batch_size);
std::vector<DeviceMatrix<Scalar>> d_As(batch_size);
std::vector<DeviceMatrix<Scalar>> d_Bs(batch_size);
for (int i = 0; i < batch_size; ++i) {
As[i] = make_spd(n);
Bs[i] = Mat::Random(n, 1);
d_As[i] = DeviceMatrix<Scalar>::fromHost(As[i]);
d_Bs[i] = DeviceMatrix<Scalar>::fromHost(Bs[i]);
}
// N solvers = N independent CUDA streams.
std::vector<std::unique_ptr<GpuLLT<Scalar>>> solvers(batch_size);
for (int i = 0; i < batch_size; ++i) {
solvers[i] = std::make_unique<GpuLLT<Scalar>>();
}
for (auto _ : state) {
// Phase 1: launch all factorizations (async, different streams).
for (int i = 0; i < batch_size; ++i) {
solvers[i]->compute(d_As[i]);
}
// Phase 2: launch all solves (async, different streams).
std::vector<DeviceMatrix<Scalar>> d_Xs(batch_size);
for (int i = 0; i < batch_size; ++i) {
d_Xs[i] = solvers[i]->solve(d_Bs[i]);
}
// Phase 3: download all results.
std::vector<Mat> results(batch_size);
for (int i = 0; i < batch_size; ++i) {
results[i] = d_Xs[i].toHost();
}
benchmark::DoNotOptimize(results.back().data());
}
state.counters["n"] = n;
state.counters["batch"] = batch_size;
state.counters["streams"] = batch_size;
state.counters["total_solves"] = batch_size;
}
// --------------------------------------------------------------------------
// Batched with async download (overlap D2H with computation)
// --------------------------------------------------------------------------
static void BM_Batch_MultiStream_AsyncDownload(benchmark::State& state) {
cuda_warmup();
const Index n = state.range(0);
const int batch_size = static_cast<int>(state.range(1));
std::vector<Mat> As(batch_size);
std::vector<Mat> Bs(batch_size);
std::vector<DeviceMatrix<Scalar>> d_As(batch_size);
std::vector<DeviceMatrix<Scalar>> d_Bs(batch_size);
for (int i = 0; i < batch_size; ++i) {
As[i] = make_spd(n);
Bs[i] = Mat::Random(n, 1);
d_As[i] = DeviceMatrix<Scalar>::fromHost(As[i]);
d_Bs[i] = DeviceMatrix<Scalar>::fromHost(Bs[i]);
}
std::vector<std::unique_ptr<GpuLLT<Scalar>>> solvers(batch_size);
for (int i = 0; i < batch_size; ++i) {
solvers[i] = std::make_unique<GpuLLT<Scalar>>();
}
for (auto _ : state) {
// Launch all compute + solve.
std::vector<DeviceMatrix<Scalar>> d_Xs(batch_size);
for (int i = 0; i < batch_size; ++i) {
solvers[i]->compute(d_As[i]);
d_Xs[i] = solvers[i]->solve(d_Bs[i]);
}
// Enqueue all async downloads.
std::vector<HostTransfer<Scalar>> transfers;
transfers.reserve(batch_size);
for (int i = 0; i < batch_size; ++i) {
transfers.push_back(d_Xs[i].toHostAsync());
}
// Collect all results.
for (int i = 0; i < batch_size; ++i) {
benchmark::DoNotOptimize(transfers[i].get().data());
}
}
state.counters["n"] = n;
state.counters["batch"] = batch_size;
state.counters["streams"] = batch_size;
state.counters["total_solves"] = batch_size;
}
// --------------------------------------------------------------------------
// CPU baseline: Eigen LLT on host, sequential
// --------------------------------------------------------------------------
static void BM_Batch_CPU(benchmark::State& state) {
const Index n = state.range(0);
const int batch_size = static_cast<int>(state.range(1));
std::vector<Mat> As(batch_size);
std::vector<Mat> Bs(batch_size);
for (int i = 0; i < batch_size; ++i) {
As[i] = make_spd(n);
Bs[i] = Mat::Random(n, 1);
}
for (auto _ : state) {
std::vector<Mat> results(batch_size);
for (int i = 0; i < batch_size; ++i) {
LLT<Mat> llt(As[i]);
results[i] = llt.solve(Bs[i]);
}
benchmark::DoNotOptimize(results.back().data());
}
state.counters["n"] = n;
state.counters["batch"] = batch_size;
state.counters["total_solves"] = batch_size;
}
// --------------------------------------------------------------------------
// Registration
// --------------------------------------------------------------------------
// clang-format off
// Args: {matrix_size, batch_size}
// Small matrices with large batches are the interesting case for multi-stream.
BENCHMARK(BM_Batch_Sequential)->ArgsProduct({{16, 32, 64, 128, 256, 512}, {1, 4, 16, 64}})->Unit(benchmark::kMicrosecond);
BENCHMARK(BM_Batch_Sequential_Device)->ArgsProduct({{16, 32, 64, 128, 256, 512}, {1, 4, 16, 64}})->Unit(benchmark::kMicrosecond);
BENCHMARK(BM_Batch_MultiStream)->ArgsProduct({{16, 32, 64, 128, 256, 512}, {1, 4, 16, 64}})->Unit(benchmark::kMicrosecond);
BENCHMARK(BM_Batch_MultiStream_AsyncDownload)->ArgsProduct({{16, 32, 64, 128, 256, 512}, {1, 4, 16, 64}})->Unit(benchmark::kMicrosecond);
BENCHMARK(BM_Batch_CPU)->ArgsProduct({{16, 32, 64, 128, 256, 512}, {1, 4, 16, 64}})->Unit(benchmark::kMicrosecond);
// Also run larger sizes with moderate batching.
BENCHMARK(BM_Batch_MultiStream)->ArgsProduct({{512, 1024, 2048}, {1, 4, 8}})->Unit(benchmark::kMicrosecond);
BENCHMARK(BM_Batch_MultiStream_AsyncDownload)->ArgsProduct({{512, 1024, 2048}, {1, 4, 8}})->Unit(benchmark::kMicrosecond);
// clang-format on

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// GPU chaining benchmarks: measure async pipeline efficiency.
//
// Compares:
// 1. Host round-trip per solve (baseline)
// 2. DeviceMatrix chaining (no host round-trip between solves)
// 3. Varying chain lengths (1, 2, 4, 8 consecutive solves)
//
// For Nsight Systems: look for gaps between kernel launches in the timeline.
// Host round-trip creates visible idle gaps; chaining should show back-to-back kernels.
//
// nsys profile --trace=cuda,nvtx ./bench_gpu_chaining
#include <benchmark/benchmark.h>
#include <Eigen/Cholesky>
#include <Eigen/GPU>
using namespace Eigen;
#ifndef SCALAR
#define SCALAR double
#endif
using Scalar = SCALAR;
using Mat = Matrix<Scalar, Dynamic, Dynamic>;
static Mat make_spd(Index n) {
Mat M = Mat::Random(n, n);
return M.adjoint() * M + Mat::Identity(n, n) * static_cast<Scalar>(n);
}
static void cuda_warmup() {
static bool done = false;
if (!done) {
void* p;
cudaMalloc(&p, 1);
cudaFree(p);
done = true;
}
}
// --------------------------------------------------------------------------
// Baseline: host round-trip between every solve
// --------------------------------------------------------------------------
static void BM_Chain_HostRoundtrip(benchmark::State& state) {
cuda_warmup();
const Index n = state.range(0);
const int chain_len = static_cast<int>(state.range(1));
Mat A = make_spd(n);
Mat B = Mat::Random(n, 1);
GpuLLT<Scalar> llt(A);
for (auto _ : state) {
Mat X = B;
for (int i = 0; i < chain_len; ++i) {
X = llt.solve(X); // host → device → host each time
}
benchmark::DoNotOptimize(X.data());
}
state.counters["n"] = n;
state.counters["chain"] = chain_len;
state.counters["solves/iter"] = chain_len;
}
// --------------------------------------------------------------------------
// DeviceMatrix chaining: no host round-trip between solves
// --------------------------------------------------------------------------
static void BM_Chain_Device(benchmark::State& state) {
cuda_warmup();
const Index n = state.range(0);
const int chain_len = static_cast<int>(state.range(1));
Mat A = make_spd(n);
Mat B = Mat::Random(n, 1);
GpuLLT<Scalar> llt(A);
auto d_B = DeviceMatrix<Scalar>::fromHost(B);
for (auto _ : state) {
DeviceMatrix<Scalar> d_X = llt.solve(d_B);
for (int i = 1; i < chain_len; ++i) {
d_X = llt.solve(d_X); // device → device, fully async
}
Mat X = d_X.toHost(); // single sync at end
benchmark::DoNotOptimize(X.data());
}
state.counters["n"] = n;
state.counters["chain"] = chain_len;
state.counters["solves/iter"] = chain_len;
}
// --------------------------------------------------------------------------
// DeviceMatrix chaining with async download (overlap D2H with next iteration)
// --------------------------------------------------------------------------
static void BM_Chain_DeviceAsync(benchmark::State& state) {
cuda_warmup();
const Index n = state.range(0);
const int chain_len = static_cast<int>(state.range(1));
Mat A = make_spd(n);
Mat B = Mat::Random(n, 1);
GpuLLT<Scalar> llt(A);
auto d_B = DeviceMatrix<Scalar>::fromHost(B);
for (auto _ : state) {
DeviceMatrix<Scalar> d_X = llt.solve(d_B);
for (int i = 1; i < chain_len; ++i) {
d_X = llt.solve(d_X);
}
auto transfer = d_X.toHostAsync();
Mat X = transfer.get();
benchmark::DoNotOptimize(X.data());
}
state.counters["n"] = n;
state.counters["chain"] = chain_len;
state.counters["solves/iter"] = chain_len;
}
// --------------------------------------------------------------------------
// Pure GPU chain (no download — measures kernel-only throughput)
// --------------------------------------------------------------------------
static void BM_Chain_DeviceNoDownload(benchmark::State& state) {
cuda_warmup();
const Index n = state.range(0);
const int chain_len = static_cast<int>(state.range(1));
Mat A = make_spd(n);
Mat B = Mat::Random(n, 1);
GpuLLT<Scalar> llt(A);
auto d_B = DeviceMatrix<Scalar>::fromHost(B);
for (auto _ : state) {
DeviceMatrix<Scalar> d_X = llt.solve(d_B);
for (int i = 1; i < chain_len; ++i) {
d_X = llt.solve(d_X);
}
cudaStreamSynchronize(llt.stream());
benchmark::DoNotOptimize(d_X.data());
}
state.counters["n"] = n;
state.counters["chain"] = chain_len;
state.counters["solves/iter"] = chain_len;
}
// --------------------------------------------------------------------------
// Compute + solve chain (full pipeline: factorize, then chain solves)
// --------------------------------------------------------------------------
static void BM_FullPipeline_Host(benchmark::State& state) {
cuda_warmup();
const Index n = state.range(0);
const int chain_len = static_cast<int>(state.range(1));
Mat A = make_spd(n);
Mat B = Mat::Random(n, 1);
for (auto _ : state) {
GpuLLT<Scalar> llt(A);
Mat X = B;
for (int i = 0; i < chain_len; ++i) {
X = llt.solve(X);
}
benchmark::DoNotOptimize(X.data());
}
state.counters["n"] = n;
state.counters["chain"] = chain_len;
}
static void BM_FullPipeline_Device(benchmark::State& state) {
cuda_warmup();
const Index n = state.range(0);
const int chain_len = static_cast<int>(state.range(1));
Mat A = make_spd(n);
Mat B = Mat::Random(n, 1);
for (auto _ : state) {
auto d_A = DeviceMatrix<Scalar>::fromHost(A);
auto d_B = DeviceMatrix<Scalar>::fromHost(B);
GpuLLT<Scalar> llt;
llt.compute(d_A);
DeviceMatrix<Scalar> d_X = llt.solve(d_B);
for (int i = 1; i < chain_len; ++i) {
d_X = llt.solve(d_X);
}
Mat X = d_X.toHost();
benchmark::DoNotOptimize(X.data());
}
state.counters["n"] = n;
state.counters["chain"] = chain_len;
}
// --------------------------------------------------------------------------
// Registration
// --------------------------------------------------------------------------
// clang-format off
// Args: {matrix_size, chain_length}
BENCHMARK(BM_Chain_HostRoundtrip)->ArgsProduct({{64, 256, 1024, 4096}, {1, 2, 4, 8}})->Unit(benchmark::kMicrosecond);
BENCHMARK(BM_Chain_Device)->ArgsProduct({{64, 256, 1024, 4096}, {1, 2, 4, 8}})->Unit(benchmark::kMicrosecond);
BENCHMARK(BM_Chain_DeviceAsync)->ArgsProduct({{64, 256, 1024, 4096}, {1, 2, 4, 8}})->Unit(benchmark::kMicrosecond);
BENCHMARK(BM_Chain_DeviceNoDownload)->ArgsProduct({{64, 256, 1024, 4096}, {1, 2, 4, 8}})->Unit(benchmark::kMicrosecond);
BENCHMARK(BM_FullPipeline_Host)->ArgsProduct({{256, 1024, 4096}, {1, 4}})->Unit(benchmark::kMicrosecond);
BENCHMARK(BM_FullPipeline_Device)->ArgsProduct({{256, 1024, 4096}, {1, 4}})->Unit(benchmark::kMicrosecond);
// clang-format on

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// GPU FFT benchmarks: GpuFFT 1D and 2D throughput.
//
// Measures forward and inverse FFT performance across a range of sizes,
// including plan-amortized (reuse) and cold-start (new plan) scenarios.
//
// Usage:
// cmake --build build-bench-gpu --target bench_gpu_fft
// ./build-bench-gpu/bench_gpu_fft
//
// Profiling:
// nsys profile --trace=cuda ./build-bench-gpu/bench_gpu_fft
#include <benchmark/benchmark.h>
#include <Eigen/GPU>
using namespace Eigen;
#ifndef SCALAR
#define SCALAR float
#endif
using Scalar = SCALAR;
using Complex = std::complex<Scalar>;
using CVec = Matrix<Complex, Dynamic, 1>;
using RVec = Matrix<Scalar, Dynamic, 1>;
using CMat = Matrix<Complex, Dynamic, Dynamic>;
// CUDA warm-up: ensure the GPU is initialized before timing.
static void cuda_warmup() {
static bool done = false;
if (!done) {
void* p;
cudaMalloc(&p, 1);
cudaFree(p);
done = true;
}
}
// --------------------------------------------------------------------------
// 1D C2C Forward
// --------------------------------------------------------------------------
static void BM_GpuFFT_1D_C2C_Fwd(benchmark::State& state) {
cuda_warmup();
const Index n = state.range(0);
CVec x = CVec::Random(n);
GpuFFT<Scalar> fft;
// Warm up plan.
CVec tmp = fft.fwd(x);
for (auto _ : state) {
benchmark::DoNotOptimize(fft.fwd(x));
}
state.SetItemsProcessed(state.iterations() * n);
state.SetBytesProcessed(state.iterations() * n * sizeof(Complex) * 2); // read + write
}
BENCHMARK(BM_GpuFFT_1D_C2C_Fwd)->RangeMultiplier(4)->Range(1 << 10, 1 << 22);
// --------------------------------------------------------------------------
// 1D C2C Inverse
// --------------------------------------------------------------------------
static void BM_GpuFFT_1D_C2C_Inv(benchmark::State& state) {
cuda_warmup();
const Index n = state.range(0);
CVec x = CVec::Random(n);
GpuFFT<Scalar> fft;
CVec X = fft.fwd(x);
for (auto _ : state) {
benchmark::DoNotOptimize(fft.inv(X));
}
state.SetItemsProcessed(state.iterations() * n);
state.SetBytesProcessed(state.iterations() * n * sizeof(Complex) * 2);
}
BENCHMARK(BM_GpuFFT_1D_C2C_Inv)->RangeMultiplier(4)->Range(1 << 10, 1 << 22);
// --------------------------------------------------------------------------
// 1D R2C Forward
// --------------------------------------------------------------------------
static void BM_GpuFFT_1D_R2C_Fwd(benchmark::State& state) {
cuda_warmup();
const Index n = state.range(0);
RVec r = RVec::Random(n);
GpuFFT<Scalar> fft;
// Warm up plan.
CVec tmp = fft.fwd(r);
for (auto _ : state) {
benchmark::DoNotOptimize(fft.fwd(r));
}
state.SetItemsProcessed(state.iterations() * n);
state.SetBytesProcessed(state.iterations() * (n * sizeof(Scalar) + (n / 2 + 1) * sizeof(Complex)));
}
BENCHMARK(BM_GpuFFT_1D_R2C_Fwd)->RangeMultiplier(4)->Range(1 << 10, 1 << 22);
// --------------------------------------------------------------------------
// 1D C2R Inverse
// --------------------------------------------------------------------------
static void BM_GpuFFT_1D_C2R_Inv(benchmark::State& state) {
cuda_warmup();
const Index n = state.range(0);
RVec r = RVec::Random(n);
GpuFFT<Scalar> fft;
CVec R = fft.fwd(r);
for (auto _ : state) {
benchmark::DoNotOptimize(fft.invReal(R, n));
}
state.SetItemsProcessed(state.iterations() * n);
state.SetBytesProcessed(state.iterations() * ((n / 2 + 1) * sizeof(Complex) + n * sizeof(Scalar)));
}
BENCHMARK(BM_GpuFFT_1D_C2R_Inv)->RangeMultiplier(4)->Range(1 << 10, 1 << 22);
// --------------------------------------------------------------------------
// 2D C2C Forward
// --------------------------------------------------------------------------
static void BM_GpuFFT_2D_C2C_Fwd(benchmark::State& state) {
cuda_warmup();
const Index n = state.range(0); // square n x n
CMat A = CMat::Random(n, n);
GpuFFT<Scalar> fft;
// Warm up plan.
CMat tmp = fft.fwd2d(A);
for (auto _ : state) {
benchmark::DoNotOptimize(fft.fwd2d(A));
}
state.SetItemsProcessed(state.iterations() * n * n);
state.SetBytesProcessed(state.iterations() * n * n * sizeof(Complex) * 2);
}
BENCHMARK(BM_GpuFFT_2D_C2C_Fwd)->RangeMultiplier(2)->Range(64, 4096);
// --------------------------------------------------------------------------
// 2D C2C Roundtrip (fwd + inv)
// --------------------------------------------------------------------------
static void BM_GpuFFT_2D_C2C_Roundtrip(benchmark::State& state) {
cuda_warmup();
const Index n = state.range(0);
CMat A = CMat::Random(n, n);
GpuFFT<Scalar> fft;
// Warm up plans.
CMat tmp = fft.inv2d(fft.fwd2d(A));
for (auto _ : state) {
CMat B = fft.fwd2d(A);
benchmark::DoNotOptimize(fft.inv2d(B));
}
state.SetItemsProcessed(state.iterations() * n * n * 2); // fwd + inv
state.SetBytesProcessed(state.iterations() * n * n * sizeof(Complex) * 4);
}
BENCHMARK(BM_GpuFFT_2D_C2C_Roundtrip)->RangeMultiplier(2)->Range(64, 4096);
// --------------------------------------------------------------------------
// 1D Cold start (includes plan creation)
// --------------------------------------------------------------------------
static void BM_GpuFFT_1D_ColdStart(benchmark::State& state) {
cuda_warmup();
const Index n = state.range(0);
CVec x = CVec::Random(n);
for (auto _ : state) {
GpuFFT<Scalar> fft; // new object = new plans
benchmark::DoNotOptimize(fft.fwd(x));
}
state.SetItemsProcessed(state.iterations() * n);
}
BENCHMARK(BM_GpuFFT_1D_ColdStart)->RangeMultiplier(4)->Range(1 << 10, 1 << 20);

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// GPU solver benchmarks: GpuLLT and GpuLU compute + solve throughput.
//
// Measures factorization and solve performance for the host-matrix and
// DeviceMatrix code paths across a range of matrix sizes.
//
// For Nsight Systems profiling:
// nsys profile --trace=cuda,nvtx ./bench_gpu_solvers
//
// For Nsight Compute kernel analysis:
// ncu --set full -o profile ./bench_gpu_solvers --benchmark_filter=BM_GpuLLT_Compute/4096
#include <benchmark/benchmark.h>
#include <Eigen/Cholesky>
#include <Eigen/GPU>
#include <Eigen/LU>
using namespace Eigen;
#ifndef SCALAR
#define SCALAR double
#endif
using Scalar = SCALAR;
using Mat = Matrix<Scalar, Dynamic, Dynamic>;
// --------------------------------------------------------------------------
// Helpers
// --------------------------------------------------------------------------
static Mat make_spd(Index n) {
Mat M = Mat::Random(n, n);
return M.adjoint() * M + Mat::Identity(n, n) * static_cast<Scalar>(n);
}
// CUDA warm-up: ensure the GPU is initialized before timing.
static void cuda_warmup() {
static bool done = false;
if (!done) {
void* p;
cudaMalloc(&p, 1);
cudaFree(p);
done = true;
}
}
// --------------------------------------------------------------------------
// GpuLLT benchmarks
// --------------------------------------------------------------------------
// Factorize from host matrix (includes H2D upload).
static void BM_GpuLLT_Compute_Host(benchmark::State& state) {
cuda_warmup();
const Index n = state.range(0);
Mat A = make_spd(n);
GpuLLT<Scalar> llt;
for (auto _ : state) {
llt.compute(A);
if (llt.info() != Success) state.SkipWithError("factorization failed");
}
double flops = static_cast<double>(n) * static_cast<double>(n) * static_cast<double>(n) / 3.0;
state.counters["GFLOPS"] =
benchmark::Counter(flops, benchmark::Counter::kIsIterationInvariantRate, benchmark::Counter::kIs1000);
state.counters["n"] = n;
}
// Factorize from DeviceMatrix (D2D copy path).
static void BM_GpuLLT_Compute_Device(benchmark::State& state) {
cuda_warmup();
const Index n = state.range(0);
Mat A = make_spd(n);
auto d_A = DeviceMatrix<Scalar>::fromHost(A);
GpuLLT<Scalar> llt;
for (auto _ : state) {
llt.compute(d_A);
if (llt.info() != Success) state.SkipWithError("factorization failed");
}
double flops = static_cast<double>(n) * static_cast<double>(n) * static_cast<double>(n) / 3.0;
state.counters["GFLOPS"] =
benchmark::Counter(flops, benchmark::Counter::kIsIterationInvariantRate, benchmark::Counter::kIs1000);
state.counters["n"] = n;
}
// Factorize from DeviceMatrix (move path, no copy).
static void BM_GpuLLT_Compute_DeviceMove(benchmark::State& state) {
cuda_warmup();
const Index n = state.range(0);
Mat A = make_spd(n);
GpuLLT<Scalar> llt;
for (auto _ : state) {
auto d_A = DeviceMatrix<Scalar>::fromHost(A);
llt.compute(std::move(d_A));
if (llt.info() != Success) state.SkipWithError("factorization failed");
}
double flops = static_cast<double>(n) * static_cast<double>(n) * static_cast<double>(n) / 3.0;
state.counters["GFLOPS"] =
benchmark::Counter(flops, benchmark::Counter::kIsIterationInvariantRate, benchmark::Counter::kIs1000);
state.counters["n"] = n;
}
// Solve from host matrix (H2D + potrs + D2H).
static void BM_GpuLLT_Solve_Host(benchmark::State& state) {
cuda_warmup();
const Index n = state.range(0);
const Index nrhs = state.range(1);
Mat A = make_spd(n);
Mat B = Mat::Random(n, nrhs);
GpuLLT<Scalar> llt(A);
for (auto _ : state) {
Mat X = llt.solve(B);
benchmark::DoNotOptimize(X.data());
}
state.counters["n"] = n;
state.counters["nrhs"] = nrhs;
}
// Solve from DeviceMatrix (D2D + potrs, async, toHost at end).
static void BM_GpuLLT_Solve_Device(benchmark::State& state) {
cuda_warmup();
const Index n = state.range(0);
const Index nrhs = state.range(1);
Mat A = make_spd(n);
Mat B = Mat::Random(n, nrhs);
GpuLLT<Scalar> llt(A);
auto d_B = DeviceMatrix<Scalar>::fromHost(B);
for (auto _ : state) {
DeviceMatrix<Scalar> d_X = llt.solve(d_B);
Mat X = d_X.toHost();
benchmark::DoNotOptimize(X.data());
}
state.counters["n"] = n;
state.counters["nrhs"] = nrhs;
}
// Solve staying entirely on device (no toHost — measures pure GPU time).
static void BM_GpuLLT_Solve_DeviceOnly(benchmark::State& state) {
cuda_warmup();
const Index n = state.range(0);
const Index nrhs = state.range(1);
Mat A = make_spd(n);
Mat B = Mat::Random(n, nrhs);
GpuLLT<Scalar> llt(A);
auto d_B = DeviceMatrix<Scalar>::fromHost(B);
for (auto _ : state) {
DeviceMatrix<Scalar> d_X = llt.solve(d_B);
// Force completion without D2H transfer.
cudaStreamSynchronize(llt.stream());
benchmark::DoNotOptimize(d_X.data());
}
state.counters["n"] = n;
state.counters["nrhs"] = nrhs;
}
// --------------------------------------------------------------------------
// GpuLU benchmarks
// --------------------------------------------------------------------------
static void BM_GpuLU_Compute_Host(benchmark::State& state) {
cuda_warmup();
const Index n = state.range(0);
Mat A = Mat::Random(n, n);
GpuLU<Scalar> lu;
for (auto _ : state) {
lu.compute(A);
if (lu.info() != Success) state.SkipWithError("factorization failed");
}
double flops = 2.0 / 3.0 * static_cast<double>(n) * static_cast<double>(n) * static_cast<double>(n);
state.counters["GFLOPS"] =
benchmark::Counter(flops, benchmark::Counter::kIsIterationInvariantRate, benchmark::Counter::kIs1000);
state.counters["n"] = n;
}
static void BM_GpuLU_Compute_Device(benchmark::State& state) {
cuda_warmup();
const Index n = state.range(0);
Mat A = Mat::Random(n, n);
auto d_A = DeviceMatrix<Scalar>::fromHost(A);
GpuLU<Scalar> lu;
for (auto _ : state) {
lu.compute(d_A);
if (lu.info() != Success) state.SkipWithError("factorization failed");
}
double flops = 2.0 / 3.0 * static_cast<double>(n) * static_cast<double>(n) * static_cast<double>(n);
state.counters["GFLOPS"] =
benchmark::Counter(flops, benchmark::Counter::kIsIterationInvariantRate, benchmark::Counter::kIs1000);
state.counters["n"] = n;
}
static void BM_GpuLU_Solve_Host(benchmark::State& state) {
cuda_warmup();
const Index n = state.range(0);
const Index nrhs = state.range(1);
Mat A = Mat::Random(n, n);
Mat B = Mat::Random(n, nrhs);
GpuLU<Scalar> lu(A);
for (auto _ : state) {
Mat X = lu.solve(B);
benchmark::DoNotOptimize(X.data());
}
state.counters["n"] = n;
state.counters["nrhs"] = nrhs;
}
static void BM_GpuLU_Solve_Device(benchmark::State& state) {
cuda_warmup();
const Index n = state.range(0);
const Index nrhs = state.range(1);
Mat A = Mat::Random(n, n);
Mat B = Mat::Random(n, nrhs);
GpuLU<Scalar> lu(A);
auto d_B = DeviceMatrix<Scalar>::fromHost(B);
for (auto _ : state) {
DeviceMatrix<Scalar> d_X = lu.solve(d_B);
Mat X = d_X.toHost();
benchmark::DoNotOptimize(X.data());
}
state.counters["n"] = n;
state.counters["nrhs"] = nrhs;
}
// --------------------------------------------------------------------------
// CPU baselines for comparison
// --------------------------------------------------------------------------
static void BM_CpuLLT_Compute(benchmark::State& state) {
const Index n = state.range(0);
Mat A = make_spd(n);
LLT<Mat> llt;
for (auto _ : state) {
llt.compute(A);
benchmark::DoNotOptimize(llt.matrixLLT().data());
}
double flops = static_cast<double>(n) * static_cast<double>(n) * static_cast<double>(n) / 3.0;
state.counters["GFLOPS"] =
benchmark::Counter(flops, benchmark::Counter::kIsIterationInvariantRate, benchmark::Counter::kIs1000);
state.counters["n"] = n;
}
static void BM_CpuLU_Compute(benchmark::State& state) {
const Index n = state.range(0);
Mat A = Mat::Random(n, n);
PartialPivLU<Mat> lu;
for (auto _ : state) {
lu.compute(A);
benchmark::DoNotOptimize(lu.matrixLU().data());
}
double flops = 2.0 / 3.0 * static_cast<double>(n) * static_cast<double>(n) * static_cast<double>(n);
state.counters["GFLOPS"] =
benchmark::Counter(flops, benchmark::Counter::kIsIterationInvariantRate, benchmark::Counter::kIs1000);
state.counters["n"] = n;
}
// --------------------------------------------------------------------------
// Registration
// --------------------------------------------------------------------------
// clang-format off
BENCHMARK(BM_GpuLLT_Compute_Host)->ArgsProduct({{64, 128, 256, 512, 1024, 2048, 4096}})->Unit(benchmark::kMicrosecond);
BENCHMARK(BM_GpuLLT_Compute_Device)->ArgsProduct({{64, 128, 256, 512, 1024, 2048, 4096}})->Unit(benchmark::kMicrosecond);
BENCHMARK(BM_GpuLLT_Compute_DeviceMove)->ArgsProduct({{64, 128, 256, 512, 1024, 2048, 4096}})->Unit(benchmark::kMicrosecond);
BENCHMARK(BM_GpuLLT_Solve_Host)->ArgsProduct({{64, 256, 1024, 4096}, {1, 16}})->Unit(benchmark::kMicrosecond);
BENCHMARK(BM_GpuLLT_Solve_Device)->ArgsProduct({{64, 256, 1024, 4096}, {1, 16}})->Unit(benchmark::kMicrosecond);
BENCHMARK(BM_GpuLLT_Solve_DeviceOnly)->ArgsProduct({{64, 256, 1024, 4096}, {1, 16}})->Unit(benchmark::kMicrosecond);
BENCHMARK(BM_GpuLU_Compute_Host)->ArgsProduct({{64, 128, 256, 512, 1024, 2048, 4096}})->Unit(benchmark::kMicrosecond);
BENCHMARK(BM_GpuLU_Compute_Device)->ArgsProduct({{64, 128, 256, 512, 1024, 2048, 4096}})->Unit(benchmark::kMicrosecond);
BENCHMARK(BM_GpuLU_Solve_Host)->ArgsProduct({{64, 256, 1024, 4096}, {1, 16}})->Unit(benchmark::kMicrosecond);
BENCHMARK(BM_GpuLU_Solve_Device)->ArgsProduct({{64, 256, 1024, 4096}, {1, 16}})->Unit(benchmark::kMicrosecond);
BENCHMARK(BM_CpuLLT_Compute)->ArgsProduct({{64, 128, 256, 512, 1024, 2048, 4096}})->Unit(benchmark::kMicrosecond);
BENCHMARK(BM_CpuLU_Compute)->ArgsProduct({{64, 128, 256, 512, 1024, 2048, 4096}})->Unit(benchmark::kMicrosecond);
// clang-format on

View File

@@ -197,7 +197,7 @@ build:linux:x86-64:nvhpc-26.1:default:unsupported:
# Additional flags passed to the cuda compiler.
EIGEN_CI_CUDA_CXX_FLAGS: ""
# Compute architectures present in the GitLab CI runners.
EIGEN_CI_CUDA_COMPUTE_ARCH: "50;75"
EIGEN_CI_CUDA_COMPUTE_ARCH: "70;75"
EIGEN_CI_BUILD_TARGET: buildtests_gpu
EIGEN_CI_TEST_CUDA_CLANG: "off"
EIGEN_CI_TEST_CUDA_NVC: "off"
@@ -211,20 +211,20 @@ build:linux:x86-64:nvhpc-26.1:default:unsupported:
# Build on regular linux to limit GPU cost.
- saas-linux-2xlarge-amd64
# GCC-10, CUDA-12.2
build:linux:cuda-12.2:gcc-10:
# GCC-11, CUDA-12.2
build:linux:cuda-12.2:gcc-11:
extends: .build:linux:cuda
image: nvidia/cuda:12.2.0-devel-ubuntu20.04
image: nvidia/cuda:12.2.0-devel-ubuntu22.04
variables:
EIGEN_CI_C_COMPILER: gcc-10
EIGEN_CI_CXX_COMPILER: g++-10
EIGEN_CI_C_COMPILER: gcc-11
EIGEN_CI_CXX_COMPILER: g++-11
# Clang-12, CUDA-12.2
build:linux:cuda-12.2:clang-12:
extends: build:linux:cuda-12.2:gcc-10
# Clang-14, CUDA-12.2
build:linux:cuda-12.2:clang-14:
extends: build:linux:cuda-12.2:gcc-11
variables:
EIGEN_CI_C_COMPILER: clang-12
EIGEN_CI_CXX_COMPILER: clang++-12
EIGEN_CI_C_COMPILER: clang-14
EIGEN_CI_CXX_COMPILER: clang++-14
EIGEN_CI_TEST_CUDA_CLANG: "on"
@@ -234,7 +234,7 @@ build:linux:cuda-12.2:clang-12:
# ROCm HIP
build:linux:rocm-latest:gcc-10:
extends: .build:linux:cross
image: rocm/dev-ubuntu-24.04:latest
image: rocm/dev-ubuntu-24.04:6.3.1
variables:
EIGEN_CI_C_COMPILER: gcc-10
EIGEN_CI_CXX_COMPILER: g++-10

View File

@@ -55,7 +55,7 @@ build:windows:x86-64:msvc-14.29:avx512dq:
extends: .build:windows
variables:
# Compute architectures present in the GitLab CI runners.
EIGEN_CI_CUDA_COMPUTE_ARCH: "50;75"
EIGEN_CI_CUDA_COMPUTE_ARCH: "70;75"
EIGEN_CI_BUILD_TARGET: buildtests_gpu
EIGEN_CI_ADDITIONAL_ARGS:
-DEIGEN_TEST_CUDA=on
@@ -66,8 +66,8 @@ build:windows:x86-64:msvc-14.29:avx512dq:
- x86-64
- cuda
# MSVC 14.29 + CUDA 11.4
build:windows:x86-64:cuda-11.4:msvc-14.29:
# MSVC 14.29 + CUDA 12.2
build:windows:x86-64:cuda-12.2:msvc-14.29:
extends: .build:windows:cuda
variables:
EIGEN_CI_BEFORE_SCRIPT: $$env:CUDA_PATH=$$env:CUDA_PATH_V11_4
EIGEN_CI_BEFORE_SCRIPT: $$env:CUDA_PATH=$$env:CUDA_PATH_V12_2

View File

@@ -265,23 +265,23 @@ test:linux:x86-64:nvhpc-26.1:default:unsupported:
tags:
- saas-linux-medium-amd64-gpu-standard
# GCC-10, CUDA-12.2
test:linux:cuda-12.2:gcc-10:
# GCC-11, CUDA-12.2
test:linux:cuda-12.2:gcc-11:
extends: .test:linux:cuda
image: nvidia/cuda:12.2.0-devel-ubuntu20.04
needs: [ build:linux:cuda-12.2:gcc-10 ]
image: nvidia/cuda:12.2.0-devel-ubuntu22.04
needs: [ build:linux:cuda-12.2:gcc-11 ]
variables:
EIGEN_CI_CXX_COMPILER: g++-10
EIGEN_CI_CC_COMPILER: gcc-10
EIGEN_CI_CXX_COMPILER: g++-11
EIGEN_CI_CC_COMPILER: gcc-11
# Clang-12, CUDA-12.2
test:linux:cuda-12.2:clang-12:
# Clang-14, CUDA-12.2
test:linux:cuda-12.2:clang-14:
extends: .test:linux:cuda
image: nvidia/cuda:12.2.0-devel-ubuntu20.04
needs: [ build:linux:cuda-12.2:clang-12 ]
image: nvidia/cuda:12.2.0-devel-ubuntu22.04
needs: [ build:linux:cuda-12.2:clang-14 ]
variables:
EIGEN_CI_CXX_COMPILER: clang++-12
EIGEN_CI_CC_COMPILER: clang-12
EIGEN_CI_CXX_COMPILER: clang++-14
EIGEN_CI_CC_COMPILER: clang-14
##### arm ######################################################################

View File

@@ -71,7 +71,7 @@ test:windows:x86-64:msvc-14.29:avx512dq:unsupported:
- x86-64
- cuda
# MSVC 14.29 + CUDA 11.4
test:windows:x86-64:cuda-11.4:msvc-14.29:
# MSVC 14.29 + CUDA 12.2
test:windows:x86-64:cuda-12.2:msvc-14.29:
extends: .test:windows:cuda
needs: [ build:windows:x86-64:cuda-11.4:msvc-14.29 ]
needs: [ build:windows:x86-64:cuda-12.2:msvc-14.29 ]

View File

@@ -20,7 +20,8 @@ add_dependencies(check buildtests)
# Convenience target for only building GPU tests.
add_custom_target(buildtests_gpu)
add_custom_target(check_gpu COMMAND "ctest" "--output-on-failure"
add_custom_target(check_gpu COMMAND "ctest" ${EIGEN_CTEST_ARGS}
"--output-on-failure"
"--no-compress-output"
"--build-no-clean"
"-T" "test"
@@ -71,4 +72,3 @@ elseif(MSVC)
set(CMAKE_CXX_FLAGS "${CMAKE_CXX_FLAGS} /D_CRT_SECURE_NO_WARNINGS /D_SCL_SECURE_NO_WARNINGS")
endif()

View File

@@ -8,6 +8,12 @@ macro(ei_add_property prop value)
endif()
endmacro()
if(EIGEN_TEST_HIP AND NOT DEFINED EIGEN_HIP_ARCHITECTURES)
set(EIGEN_HIP_ARCHITECTURES
gfx900;gfx906;gfx908;gfx90a;gfx940;gfx941;gfx942;gfx1030;gfx1100;gfx1101;gfx1102;gfx1150;gfx1151
CACHE STRING "HIP GPU architectures to build Eigen's HIP tests for.")
endif()
#internal. See documentation of ei_add_test for details.
macro(ei_add_test_internal testname testname_with_suffix)
set(targetname ${testname_with_suffix})
@@ -30,7 +36,7 @@ macro(ei_add_test_internal testname testname_with_suffix)
hip_reset_flags()
hip_add_executable(${targetname} ${filename} HIPCC_OPTIONS -std=c++14)
target_compile_definitions(${targetname} PRIVATE -DEIGEN_USE_HIP)
set_property(TARGET ${targetname} PROPERTY HIP_ARCHITECTURES gfx900 gfx906 gfx908 gfx90a gfx940 gfx941 gfx942 gfx1030)
set_property(TARGET ${targetname} PROPERTY HIP_ARCHITECTURES "${EIGEN_HIP_ARCHITECTURES}")
elseif(EIGEN_TEST_CUDA_CLANG)
set_source_files_properties(${filename} PROPERTIES LANGUAGE CXX)
@@ -134,6 +140,7 @@ macro(ei_add_test_internal testname testname_with_suffix)
if (is_gpu_test)
# Add gpu tag for testing only GPU tests.
set_property(TEST ${testname_with_suffix} APPEND PROPERTY LABELS "gpu")
set_property(TEST ${testname_with_suffix} PROPERTY SKIP_RETURN_CODE 77)
endif()
if(EIGEN_SYCL)

View File

@@ -433,7 +433,7 @@ if(EIGEN_TEST_CUDA_NVC AND NOT CMAKE_CXX_COMPILER_ID MATCHES "NVHPC")
message(WARNING "EIGEN_TEST_CUDA_NVC is set, but CMAKE_CXX_COMPILER does not appear to be nvc++.")
endif()
find_package(CUDA 9.0)
find_package(CUDA 11.4)
if(CUDA_FOUND AND EIGEN_TEST_CUDA)
# Make sure to compile without the -pedantic, -Wundef, -Wnon-virtual-dtor
# and -fno-check-new flags since they trigger thousands of compilation warnings
@@ -479,6 +479,153 @@ if(CUDA_FOUND AND EIGEN_TEST_CUDA)
ei_add_test(gpu_example)
ei_add_test(gpu_basic)
ei_add_test(gpu_library_example "" "CUDA::cusolver")
# DeviceMatrix tests: only CUDA runtime, no NVIDIA libraries.
unset(EIGEN_ADD_TEST_FILENAME_EXTENSION)
add_executable(gpu_device_matrix gpu_device_matrix.cpp)
target_include_directories(gpu_device_matrix PRIVATE
"${CUDA_TOOLKIT_ROOT_DIR}/include"
"${CMAKE_CURRENT_BINARY_DIR}")
target_link_libraries(gpu_device_matrix Eigen3::Eigen CUDA::cudart)
target_compile_definitions(gpu_device_matrix PRIVATE
EIGEN_TEST_MAX_SIZE=${EIGEN_TEST_MAX_SIZE}
EIGEN_TEST_PART_ALL=1)
add_test(NAME gpu_device_matrix COMMAND gpu_device_matrix)
add_dependencies(buildtests gpu_device_matrix)
add_dependencies(buildtests_gpu gpu_device_matrix)
set_property(TEST gpu_device_matrix APPEND PROPERTY LABELS "Official;gpu")
set_property(TEST gpu_device_matrix PROPERTY SKIP_RETURN_CODE 77)
set(EIGEN_ADD_TEST_FILENAME_EXTENSION "cu")
# Library-specific GPU tests (activated by later phases, OFF by default).
# CUDAToolkit imported targets (CUDA::cublas, etc.) are available from
# find_package(CUDAToolkit) above.
option(EIGEN_TEST_CUBLAS "Test cuBLAS integration" OFF)
if(EIGEN_TEST_CUBLAS AND TARGET CUDA::cublas)
# cuBLAS tests are plain .cpp files (no device code), like cuSOLVER tests.
unset(EIGEN_ADD_TEST_FILENAME_EXTENSION)
add_executable(gpu_cublas gpu_cublas.cpp)
target_include_directories(gpu_cublas PRIVATE
"${CUDA_TOOLKIT_ROOT_DIR}/include"
"${CMAKE_CURRENT_BINARY_DIR}")
target_link_libraries(gpu_cublas
Eigen3::Eigen CUDA::cudart CUDA::cublas CUDA::cusolver)
target_compile_definitions(gpu_cublas PRIVATE
EIGEN_TEST_MAX_SIZE=${EIGEN_TEST_MAX_SIZE}
EIGEN_TEST_PART_ALL=1)
add_test(NAME gpu_cublas COMMAND gpu_cublas)
add_dependencies(buildtests gpu_cublas)
add_dependencies(buildtests_gpu gpu_cublas)
set_property(TEST gpu_cublas APPEND PROPERTY LABELS "Official;gpu")
set_property(TEST gpu_cublas PROPERTY SKIP_RETURN_CODE 77)
set(EIGEN_ADD_TEST_FILENAME_EXTENSION "cu")
endif()
option(EIGEN_TEST_CUSOLVER "Test cuSOLVER integration" OFF)
if(EIGEN_TEST_CUSOLVER AND TARGET CUDA::cusolver)
# cuSOLVER tests are plain .cpp files: no device code, compiled by the host
# compiler and linked against CUDA runtime + cuSOLVER. This avoids NVCC
# instantiating Eigen's CPU packet operations for CUDA vector types.
unset(EIGEN_ADD_TEST_FILENAME_EXTENSION)
foreach(_cusolver_test IN ITEMS gpu_cusolver_llt gpu_cusolver_lu gpu_cusolver_qr gpu_cusolver_svd gpu_cusolver_eigen)
add_executable(${_cusolver_test} ${_cusolver_test}.cpp)
target_include_directories(${_cusolver_test} PRIVATE
"${CUDA_TOOLKIT_ROOT_DIR}/include"
"${CMAKE_CURRENT_BINARY_DIR}")
target_link_libraries(${_cusolver_test}
Eigen3::Eigen CUDA::cudart CUDA::cusolver CUDA::cublas)
target_compile_definitions(${_cusolver_test} PRIVATE
EIGEN_TEST_MAX_SIZE=${EIGEN_TEST_MAX_SIZE}
EIGEN_TEST_PART_ALL=1)
add_test(NAME ${_cusolver_test} COMMAND "${_cusolver_test}")
add_dependencies(buildtests ${_cusolver_test})
add_dependencies(buildtests_gpu ${_cusolver_test})
set_property(TEST ${_cusolver_test} APPEND PROPERTY LABELS "Official;gpu")
set_property(TEST ${_cusolver_test} PROPERTY SKIP_RETURN_CODE 77)
endforeach()
set(EIGEN_ADD_TEST_FILENAME_EXTENSION "cu")
endif()
# cuFFT test (cuFFT is part of the CUDA toolkit — no separate option needed).
if(TARGET CUDA::cufft)
unset(EIGEN_ADD_TEST_FILENAME_EXTENSION)
add_executable(gpu_cufft gpu_cufft.cpp)
target_include_directories(gpu_cufft PRIVATE
"${CUDA_TOOLKIT_ROOT_DIR}/include"
"${CMAKE_CURRENT_BINARY_DIR}")
target_link_libraries(gpu_cufft
Eigen3::Eigen CUDA::cudart CUDA::cufft CUDA::cublas)
target_compile_definitions(gpu_cufft PRIVATE
EIGEN_TEST_MAX_SIZE=${EIGEN_TEST_MAX_SIZE}
EIGEN_TEST_PART_ALL=1)
add_test(NAME gpu_cufft COMMAND gpu_cufft)
add_dependencies(buildtests gpu_cufft)
add_dependencies(buildtests_gpu gpu_cufft)
set_property(TEST gpu_cufft APPEND PROPERTY LABELS "Official;gpu")
set_property(TEST gpu_cufft PROPERTY SKIP_RETURN_CODE 77)
set(EIGEN_ADD_TEST_FILENAME_EXTENSION "cu")
endif()
# cuSPARSE SpMV test (cuSPARSE is part of the CUDA toolkit).
if(TARGET CUDA::cusparse)
unset(EIGEN_ADD_TEST_FILENAME_EXTENSION)
add_executable(gpu_cusparse_spmv gpu_cusparse_spmv.cpp)
target_include_directories(gpu_cusparse_spmv PRIVATE
"${CUDA_TOOLKIT_ROOT_DIR}/include"
"${CMAKE_CURRENT_BINARY_DIR}")
target_link_libraries(gpu_cusparse_spmv
Eigen3::Eigen CUDA::cudart CUDA::cusparse)
target_compile_definitions(gpu_cusparse_spmv PRIVATE
EIGEN_TEST_MAX_SIZE=${EIGEN_TEST_MAX_SIZE}
EIGEN_TEST_PART_ALL=1)
add_test(NAME gpu_cusparse_spmv COMMAND gpu_cusparse_spmv)
add_dependencies(buildtests gpu_cusparse_spmv)
add_dependencies(buildtests_gpu gpu_cusparse_spmv)
set_property(TEST gpu_cusparse_spmv APPEND PROPERTY LABELS "Official;gpu")
set_property(TEST gpu_cusparse_spmv PROPERTY SKIP_RETURN_CODE 77)
set(EIGEN_ADD_TEST_FILENAME_EXTENSION "cu")
endif()
option(EIGEN_TEST_CUSPARSE "Test cuSPARSE integration" OFF)
if(EIGEN_TEST_CUSPARSE AND TARGET CUDA::cusparse)
ei_add_test(gpu_cusparse "" "CUDA::cusparse")
endif()
# cuDSS sparse direct solver tests.
# cuDSS is distributed separately from the CUDA Toolkit.
option(EIGEN_TEST_CUDSS "Test cuDSS sparse solver integration" OFF)
if(EIGEN_TEST_CUDSS)
find_path(CUDSS_INCLUDE_DIR cudss.h
HINTS ${CUDSS_DIR}/include ${CUDA_TOOLKIT_ROOT_DIR}/include /usr/include)
find_library(CUDSS_LIBRARY cudss
HINTS ${CUDSS_DIR}/lib ${CUDSS_DIR}/lib64 ${CUDA_TOOLKIT_ROOT_DIR}/lib64 /usr/lib/x86_64-linux-gnu)
if(CUDSS_INCLUDE_DIR AND CUDSS_LIBRARY)
message(STATUS "cuDSS found: ${CUDSS_LIBRARY}")
unset(EIGEN_ADD_TEST_FILENAME_EXTENSION)
foreach(_cudss_test IN ITEMS gpu_cudss_llt gpu_cudss_ldlt gpu_cudss_lu)
add_executable(${_cudss_test} ${_cudss_test}.cpp)
target_include_directories(${_cudss_test} PRIVATE
"${CUDA_TOOLKIT_ROOT_DIR}/include"
"${CUDSS_INCLUDE_DIR}"
"${CMAKE_CURRENT_BINARY_DIR}")
target_link_libraries(${_cudss_test}
Eigen3::Eigen CUDA::cudart CUDA::cusolver CUDA::cublas ${CUDSS_LIBRARY})
target_compile_definitions(${_cudss_test} PRIVATE
EIGEN_TEST_MAX_SIZE=${EIGEN_TEST_MAX_SIZE}
EIGEN_TEST_PART_ALL=1
EIGEN_CUDSS=1)
add_test(NAME ${_cudss_test} COMMAND "${_cudss_test}")
add_dependencies(buildtests ${_cudss_test})
add_dependencies(buildtests_gpu ${_cudss_test})
set_property(TEST ${_cudss_test} APPEND PROPERTY LABELS "Official;gpu")
set_property(TEST ${_cudss_test} PROPERTY SKIP_RETURN_CODE 77)
endforeach()
set(EIGEN_ADD_TEST_FILENAME_EXTENSION "cu")
else()
message(WARNING "EIGEN_TEST_CUDSS=ON but cuDSS not found. Set CUDSS_DIR.")
endif()
endif()
unset(EIGEN_ADD_TEST_FILENAME_EXTENSION)
@@ -502,6 +649,9 @@ if (EIGEN_TEST_HIP)
endif()
find_package(HIP REQUIRED)
if (HIP_FOUND AND HIP_VERSION VERSION_LESS "5.6")
message(FATAL_ERROR "Eigen requires ROCm/HIP >= 5.6, found ${HIP_VERSION}")
endif()
if (HIP_FOUND)
execute_process(COMMAND ${HIP_PATH}/bin/hipconfig --platform OUTPUT_VARIABLE HIP_PLATFORM)

View File

@@ -7,12 +7,6 @@
// Public License v. 2.0. If a copy of the MPL was not distributed
// with this file, You can obtain one at http://mozilla.org/MPL/2.0/.
// workaround issue between gcc >= 4.7 and cuda 5.5
#if (defined __GNUC__) && (__GNUC__ > 4 || __GNUC_MINOR__ >= 7)
#undef _GLIBCXX_ATOMIC_BUILTINS
#undef _GLIBCXX_USE_INT128
#endif
#define EIGEN_TEST_NO_LONGDOUBLE
#define EIGEN_DEFAULT_DENSE_INDEX_TYPE int

72
test/gpu_context.h Normal file
View File

@@ -0,0 +1,72 @@
// This file is part of Eigen, a lightweight C++ template library
// for linear algebra.
//
// Copyright (C) 2026 Rasmus Munk Larsen <rmlarsen@gmail.com>
//
// This Source Code Form is subject to the terms of the Mozilla
// Public License v. 2.0. If a copy of the MPL was not distributed
// with this file, You can obtain one at http://mozilla.org/MPL/2.0/.
#ifndef EIGEN_TEST_GPU_CONTEXT_H
#define EIGEN_TEST_GPU_CONTEXT_H
// RAII context for GPU tests that use NVIDIA library APIs (cuBLAS, cuSOLVER, etc.).
// Owns a non-default CUDA stream. Library handles (cuBLAS, cuSOLVER, etc.) are added
// here by each integration phase as needed; each handle is bound to the owned stream.
//
// Usage:
// GpuContext ctx;
// auto buf = gpu_copy_to_device(ctx.stream, A);
// // ... call NVIDIA library APIs using ctx.stream / ctx.cusolver ...
// ctx.synchronize();
#include "gpu_test_helper.h"
#ifdef EIGEN_USE_GPU
#include <cusolverDn.h>
// Checks cuSOLVER return codes, aborts on failure.
#define CUSOLVER_CHECK(expr) \
do { \
cusolverStatus_t _status = (expr); \
if (_status != CUSOLVER_STATUS_SUCCESS) { \
printf("cuSOLVER error %d at %s:%d\n", static_cast<int>(_status), __FILE__, __LINE__); \
gpu_assert(false); \
} \
} while (0)
struct GpuContext {
cudaStream_t stream = nullptr;
cusolverDnHandle_t cusolver = nullptr;
GpuContext() {
GPU_CHECK(gpuGetDevice(&device_));
GPU_CHECK(gpuGetDeviceProperties(&device_props_, device_));
GPU_CHECK(cudaStreamCreate(&stream));
CUSOLVER_CHECK(cusolverDnCreate(&cusolver));
CUSOLVER_CHECK(cusolverDnSetStream(cusolver, stream));
}
~GpuContext() {
if (cusolver) CUSOLVER_CHECK(cusolverDnDestroy(cusolver));
if (stream) GPU_CHECK(cudaStreamDestroy(stream));
}
int device() const { return device_; }
const gpuDeviceProp_t& deviceProperties() const { return device_props_; }
// Wait for all work submitted on this context's stream to complete.
void synchronize() { GPU_CHECK(cudaStreamSynchronize(stream)); }
// Non-copyable, non-movable.
GpuContext(const GpuContext&) = delete;
GpuContext& operator=(const GpuContext&) = delete;
private:
int device_ = 0;
gpuDeviceProp_t device_props_;
};
#endif // EIGEN_USE_GPU
#endif // EIGEN_TEST_GPU_CONTEXT_H

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// This file is part of Eigen, a lightweight C++ template library
// for linear algebra.
//
// Copyright (C) 2026 Rasmus Munk Larsen <rmlarsen@gmail.com>
//
// This Source Code Form is subject to the terms of the Mozilla
// Public License v. 2.0. If a copy of the MPL was not distributed
// with this file, You can obtain one at http://mozilla.org/MPL/2.0/.
// Tests for cuBLAS GEMM dispatch via DeviceMatrix expression syntax.
// Covers: d_C = d_A * d_B, adjoint, transpose, scaled, +=, .device(ctx).
#define EIGEN_USE_GPU
#include "main.h"
#include <Eigen/GPU>
using namespace Eigen;
// Unit roundoff for GPU GEMM compute precision.
// TF32 (opt-in via EIGEN_CUDA_TF32) has eps ~ 2^{-10}.
template <typename Scalar>
typename NumTraits<Scalar>::Real gpu_unit_roundoff() {
#if defined(EIGEN_CUDA_TF32) && !defined(EIGEN_NO_CUDA_TENSOR_OPS)
using RealScalar = typename NumTraits<Scalar>::Real;
if (std::is_same<RealScalar, float>::value) return RealScalar(9.8e-4);
#endif
return NumTraits<Scalar>::epsilon();
}
// Higham-Mary probabilistic error bound for GEMM:
// ||C - fl(C)||_F <= lambda * sqrt(k) * u * ||A||_F * ||B||_F
// where k is the inner dimension, u is the unit roundoff, and
// lambda = sqrt(2 * ln(2/delta)) with delta = failure probability.
// lambda = 5 corresponds to delta ~ 10^{-6}.
// Reference: Higham & Mary, "Probabilistic Error Analysis for Inner Products",
// SIAM J. Matrix Anal. Appl., 2019.
template <typename Scalar>
typename NumTraits<Scalar>::Real gemm_error_bound(Index k, typename NumTraits<Scalar>::Real normA,
typename NumTraits<Scalar>::Real normB) {
using RealScalar = typename NumTraits<Scalar>::Real;
constexpr RealScalar lambda = 5;
return lambda * std::sqrt(static_cast<RealScalar>(k)) * gpu_unit_roundoff<Scalar>() * normA * normB;
}
// ---- Basic GEMM: C = A * B -------------------------------------------------
template <typename Scalar>
void test_gemm_basic(Index m, Index n, Index k) {
using Mat = Matrix<Scalar, Dynamic, Dynamic>;
using RealScalar = typename NumTraits<Scalar>::Real;
Mat A = Mat::Random(m, k);
Mat B = Mat::Random(k, n);
auto d_A = DeviceMatrix<Scalar>::fromHost(A);
auto d_B = DeviceMatrix<Scalar>::fromHost(B);
// Expression: d_C = d_A * d_B
DeviceMatrix<Scalar> d_C;
d_C = d_A * d_B;
Mat C = d_C.toHost();
Mat C_ref = A * B;
RealScalar tol = gemm_error_bound<Scalar>(k, A.norm(), B.norm());
VERIFY((C - C_ref).norm() < tol);
}
// ---- GEMM with adjoint: C = A^H * B ----------------------------------------
template <typename Scalar>
void test_gemm_adjoint_lhs(Index m, Index n, Index k) {
using Mat = Matrix<Scalar, Dynamic, Dynamic>;
using RealScalar = typename NumTraits<Scalar>::Real;
Mat A = Mat::Random(k, m); // A is k×m, A^H is m×k
Mat B = Mat::Random(k, n);
auto d_A = DeviceMatrix<Scalar>::fromHost(A);
auto d_B = DeviceMatrix<Scalar>::fromHost(B);
DeviceMatrix<Scalar> d_C;
d_C = d_A.adjoint() * d_B;
Mat C = d_C.toHost();
Mat C_ref = A.adjoint() * B;
RealScalar tol = gemm_error_bound<Scalar>(k, A.norm(), B.norm());
VERIFY((C - C_ref).norm() < tol);
}
// ---- GEMM with transpose: C = A * B^T --------------------------------------
template <typename Scalar>
void test_gemm_transpose_rhs(Index m, Index n, Index k) {
using Mat = Matrix<Scalar, Dynamic, Dynamic>;
using RealScalar = typename NumTraits<Scalar>::Real;
Mat A = Mat::Random(m, k);
Mat B = Mat::Random(n, k); // B is n×k, B^T is k×n
auto d_A = DeviceMatrix<Scalar>::fromHost(A);
auto d_B = DeviceMatrix<Scalar>::fromHost(B);
DeviceMatrix<Scalar> d_C;
d_C = d_A * d_B.transpose();
Mat C = d_C.toHost();
Mat C_ref = A * B.transpose();
RealScalar tol = gemm_error_bound<Scalar>(k, A.norm(), B.norm());
VERIFY((C - C_ref).norm() < tol);
}
// ---- GEMM with scaled: C = alpha * A * B ------------------------------------
template <typename Scalar>
void test_gemm_scaled(Index m, Index n, Index k) {
using Mat = Matrix<Scalar, Dynamic, Dynamic>;
using RealScalar = typename NumTraits<Scalar>::Real;
Mat A = Mat::Random(m, k);
Mat B = Mat::Random(k, n);
Scalar alpha = Scalar(2.5);
auto d_A = DeviceMatrix<Scalar>::fromHost(A);
auto d_B = DeviceMatrix<Scalar>::fromHost(B);
DeviceMatrix<Scalar> d_C;
d_C = alpha * d_A * d_B;
Mat C = d_C.toHost();
Mat C_ref = alpha * A * B;
RealScalar tol = gemm_error_bound<Scalar>(k, A.norm(), B.norm());
VERIFY((C - C_ref).norm() < tol);
}
// ---- GEMM accumulate: C += A * B (beta=1) -----------------------------------
template <typename Scalar>
void test_gemm_accumulate(Index m, Index n, Index k) {
using Mat = Matrix<Scalar, Dynamic, Dynamic>;
using RealScalar = typename NumTraits<Scalar>::Real;
Mat A = Mat::Random(m, k);
Mat B = Mat::Random(k, n);
Mat C_init = Mat::Random(m, n);
auto d_A = DeviceMatrix<Scalar>::fromHost(A);
auto d_B = DeviceMatrix<Scalar>::fromHost(B);
auto d_C = DeviceMatrix<Scalar>::fromHost(C_init);
d_C += d_A * d_B;
Mat C = d_C.toHost();
Mat C_ref = C_init + A * B;
RealScalar tol = gemm_error_bound<Scalar>(k, A.norm(), B.norm());
VERIFY((C - C_ref).norm() < tol);
}
// ---- GEMM accumulate into empty destination ---------------------------------
template <typename Scalar>
void test_gemm_accumulate_empty(Index m, Index n, Index k) {
using Mat = Matrix<Scalar, Dynamic, Dynamic>;
using RealScalar = typename NumTraits<Scalar>::Real;
Mat A = Mat::Random(m, k);
Mat B = Mat::Random(k, n);
auto d_A = DeviceMatrix<Scalar>::fromHost(A);
auto d_B = DeviceMatrix<Scalar>::fromHost(B);
DeviceMatrix<Scalar> d_C;
d_C += d_A * d_B;
Mat C = d_C.toHost();
Mat C_ref = A * B;
RealScalar tol = gemm_error_bound<Scalar>(k, A.norm(), B.norm());
VERIFY((C - C_ref).norm() < tol);
}
// ---- GEMM subtract: C -= A * B (beta=1, alpha=-1) --------------------------
template <typename Scalar>
void test_gemm_subtract(Index m, Index n, Index k) {
using Mat = Matrix<Scalar, Dynamic, Dynamic>;
using RealScalar = typename NumTraits<Scalar>::Real;
Mat A = Mat::Random(m, k);
Mat B = Mat::Random(k, n);
Mat C_init = Mat::Random(m, n);
auto d_A = DeviceMatrix<Scalar>::fromHost(A);
auto d_B = DeviceMatrix<Scalar>::fromHost(B);
auto d_C = DeviceMatrix<Scalar>::fromHost(C_init);
GpuContext ctx;
d_C.device(ctx) -= d_A * d_B;
Mat C = d_C.toHost();
Mat C_ref = C_init - A * B;
RealScalar tol = gemm_error_bound<Scalar>(k, A.norm(), B.norm());
VERIFY((C - C_ref).norm() < tol);
}
// ---- GEMM subtract from empty destination -----------------------------------
template <typename Scalar>
void test_gemm_subtract_empty(Index m, Index n, Index k) {
using Mat = Matrix<Scalar, Dynamic, Dynamic>;
using RealScalar = typename NumTraits<Scalar>::Real;
Mat A = Mat::Random(m, k);
Mat B = Mat::Random(k, n);
auto d_A = DeviceMatrix<Scalar>::fromHost(A);
auto d_B = DeviceMatrix<Scalar>::fromHost(B);
GpuContext ctx;
DeviceMatrix<Scalar> d_C;
d_C.device(ctx) -= d_A * d_B;
Mat C = d_C.toHost();
Mat C_ref = -(A * B);
RealScalar tol = gemm_error_bound<Scalar>(k, A.norm(), B.norm());
VERIFY((C - C_ref).norm() < tol);
}
// ---- GEMM with scaled RHS: C = A * (alpha * B) -----------------------------
template <typename Scalar>
void test_gemm_scaled_rhs(Index m, Index n, Index k) {
using Mat = Matrix<Scalar, Dynamic, Dynamic>;
using RealScalar = typename NumTraits<Scalar>::Real;
Mat A = Mat::Random(m, k);
Mat B = Mat::Random(k, n);
Scalar alpha = Scalar(3.0);
auto d_A = DeviceMatrix<Scalar>::fromHost(A);
auto d_B = DeviceMatrix<Scalar>::fromHost(B);
DeviceMatrix<Scalar> d_C;
d_C = d_A * (alpha * d_B);
Mat C = d_C.toHost();
Mat C_ref = A * (alpha * B);
RealScalar tol = gemm_error_bound<Scalar>(k, A.norm(), B.norm());
VERIFY((C - C_ref).norm() < tol);
}
// ---- GEMM dimension mismatch must assert ------------------------------------
template <typename Scalar>
void test_gemm_dimension_mismatch() {
using Mat = Matrix<Scalar, Dynamic, Dynamic>;
Mat A = Mat::Random(8, 5);
Mat B = Mat::Random(6, 7); // inner dimension mismatch
auto d_A = DeviceMatrix<Scalar>::fromHost(A);
auto d_B = DeviceMatrix<Scalar>::fromHost(B);
DeviceMatrix<Scalar> d_C;
VERIFY_RAISES_ASSERT(d_C = d_A * d_B);
}
// ---- GEMM with explicit GpuContext ------------------------------------------
template <typename Scalar>
void test_gemm_explicit_context(Index m, Index n, Index k) {
using Mat = Matrix<Scalar, Dynamic, Dynamic>;
using RealScalar = typename NumTraits<Scalar>::Real;
Mat A = Mat::Random(m, k);
Mat B = Mat::Random(k, n);
auto d_A = DeviceMatrix<Scalar>::fromHost(A);
auto d_B = DeviceMatrix<Scalar>::fromHost(B);
GpuContext ctx;
DeviceMatrix<Scalar> d_C;
d_C.device(ctx) = d_A * d_B;
Mat C = d_C.toHost();
Mat C_ref = A * B;
RealScalar tol = gemm_error_bound<Scalar>(k, A.norm(), B.norm());
VERIFY((C - C_ref).norm() < tol);
}
// ---- GEMM cross-context reuse of the same destination -----------------------
template <typename Scalar>
void test_gemm_cross_context_reuse(Index n) {
using Mat = Matrix<Scalar, Dynamic, Dynamic>;
using RealScalar = typename NumTraits<Scalar>::Real;
Mat A = Mat::Random(n, n);
Mat B = Mat::Random(n, n);
Mat D = Mat::Random(n, n);
Mat E = Mat::Random(n, n);
auto d_A = DeviceMatrix<Scalar>::fromHost(A);
auto d_B = DeviceMatrix<Scalar>::fromHost(B);
auto d_D = DeviceMatrix<Scalar>::fromHost(D);
auto d_E = DeviceMatrix<Scalar>::fromHost(E);
GpuContext ctx1;
GpuContext ctx2;
DeviceMatrix<Scalar> d_C;
d_C.device(ctx1) = d_A * d_B;
d_C.device(ctx2) += d_D * d_E;
Mat C = d_C.toHost();
Mat C_ref = A * B + D * E;
RealScalar tol = gemm_error_bound<Scalar>(n, A.norm(), B.norm()) + gemm_error_bound<Scalar>(n, D.norm(), E.norm());
VERIFY((C - C_ref).norm() < tol);
}
// ---- GEMM cross-context resize of the destination ---------------------------
template <typename Scalar>
void test_gemm_cross_context_resize() {
using Mat = Matrix<Scalar, Dynamic, Dynamic>;
using RealScalar = typename NumTraits<Scalar>::Real;
Mat A = Mat::Random(64, 64);
Mat B = Mat::Random(64, 64);
Mat D = Mat::Random(32, 16);
Mat E = Mat::Random(16, 8);
auto d_A = DeviceMatrix<Scalar>::fromHost(A);
auto d_B = DeviceMatrix<Scalar>::fromHost(B);
auto d_D = DeviceMatrix<Scalar>::fromHost(D);
auto d_E = DeviceMatrix<Scalar>::fromHost(E);
GpuContext ctx1;
GpuContext ctx2;
DeviceMatrix<Scalar> d_C;
d_C.device(ctx1) = d_A * d_B;
d_C.device(ctx2) = d_D * d_E;
Mat C = d_C.toHost();
Mat C_ref = D * E;
RealScalar tol = gemm_error_bound<Scalar>(16, D.norm(), E.norm());
VERIFY((C - C_ref).norm() < tol);
}
// ---- GEMM chaining: C = (A * B) then D = C * E -----------------------------
template <typename Scalar>
void test_gemm_chain(Index n) {
using Mat = Matrix<Scalar, Dynamic, Dynamic>;
using RealScalar = typename NumTraits<Scalar>::Real;
Mat A = Mat::Random(n, n);
Mat B = Mat::Random(n, n);
Mat E = Mat::Random(n, n);
auto d_A = DeviceMatrix<Scalar>::fromHost(A);
auto d_B = DeviceMatrix<Scalar>::fromHost(B);
auto d_E = DeviceMatrix<Scalar>::fromHost(E);
DeviceMatrix<Scalar> d_C;
d_C = d_A * d_B;
DeviceMatrix<Scalar> d_D;
d_D = d_C * d_E;
Mat D = d_D.toHost();
Mat D_ref = (A * B) * E;
Mat C_ref = A * B;
RealScalar tol =
gemm_error_bound<Scalar>(n, A.norm(), B.norm()) * E.norm() + gemm_error_bound<Scalar>(n, C_ref.norm(), E.norm());
VERIFY((D - D_ref).norm() < tol);
}
// ---- Square identity check: A * I = A ---------------------------------------
template <typename Scalar>
void test_gemm_identity(Index n) {
using Mat = Matrix<Scalar, Dynamic, Dynamic>;
Mat A = Mat::Random(n, n);
Mat eye = Mat::Identity(n, n);
auto d_A = DeviceMatrix<Scalar>::fromHost(A);
auto d_I = DeviceMatrix<Scalar>::fromHost(eye);
DeviceMatrix<Scalar> d_C;
d_C = d_A * d_I;
Mat C = d_C.toHost();
VERIFY_IS_APPROX(C, A);
}
// ---- LLT solve expression: d_X = d_A.llt().solve(d_B) ----------------------
template <typename MatrixType>
MatrixType make_spd(Index n) {
using Scalar = typename MatrixType::Scalar;
MatrixType M = MatrixType::Random(n, n);
return M.adjoint() * M + MatrixType::Identity(n, n) * static_cast<Scalar>(n);
}
template <typename Scalar>
void test_llt_solve_expr(Index n, Index nrhs) {
using Mat = Matrix<Scalar, Dynamic, Dynamic>;
using RealScalar = typename NumTraits<Scalar>::Real;
Mat A = make_spd<Mat>(n);
Mat B = Mat::Random(n, nrhs);
auto d_A = DeviceMatrix<Scalar>::fromHost(A);
auto d_B = DeviceMatrix<Scalar>::fromHost(B);
DeviceMatrix<Scalar> d_X;
d_X = d_A.llt().solve(d_B);
Mat X = d_X.toHost();
RealScalar residual = (A * X - B).norm() / B.norm();
VERIFY(residual < RealScalar(n) * gpu_unit_roundoff<Scalar>());
}
// ---- LLT solve with explicit context ----------------------------------------
template <typename Scalar>
void test_llt_solve_expr_context(Index n, Index nrhs) {
using Mat = Matrix<Scalar, Dynamic, Dynamic>;
using RealScalar = typename NumTraits<Scalar>::Real;
Mat A = make_spd<Mat>(n);
Mat B = Mat::Random(n, nrhs);
auto d_A = DeviceMatrix<Scalar>::fromHost(A);
auto d_B = DeviceMatrix<Scalar>::fromHost(B);
GpuContext ctx;
DeviceMatrix<Scalar> d_X;
d_X.device(ctx) = d_A.llt().solve(d_B);
Mat X = d_X.toHost();
RealScalar residual = (A * X - B).norm() / B.norm();
VERIFY(residual < RealScalar(n) * gpu_unit_roundoff<Scalar>());
}
// ---- LU solve expression: d_X = d_A.lu().solve(d_B) ------------------------
template <typename Scalar>
void test_lu_solve_expr(Index n, Index nrhs) {
using Mat = Matrix<Scalar, Dynamic, Dynamic>;
using RealScalar = typename NumTraits<Scalar>::Real;
Mat A = Mat::Random(n, n);
Mat B = Mat::Random(n, nrhs);
auto d_A = DeviceMatrix<Scalar>::fromHost(A);
auto d_B = DeviceMatrix<Scalar>::fromHost(B);
DeviceMatrix<Scalar> d_X;
d_X = d_A.lu().solve(d_B);
Mat X = d_X.toHost();
RealScalar residual = (A * X - B).norm() / (A.norm() * X.norm());
VERIFY(residual < RealScalar(10) * RealScalar(n) * gpu_unit_roundoff<Scalar>());
}
// ---- GEMM + solver chain: C = A * B, X = C.llt().solve(D) ------------------
template <typename Scalar>
void test_gemm_then_solve(Index n) {
using Mat = Matrix<Scalar, Dynamic, Dynamic>;
using RealScalar = typename NumTraits<Scalar>::Real;
Mat A = Mat::Random(n, n);
Mat D = Mat::Random(n, 1);
// Make SPD: C = A^H * A + n*I
auto d_A = DeviceMatrix<Scalar>::fromHost(A);
DeviceMatrix<Scalar> d_C;
d_C = d_A.adjoint() * d_A;
// Add n*I on host (no element-wise ops on DeviceMatrix yet).
Mat C = d_C.toHost();
C += Mat::Identity(n, n) * static_cast<Scalar>(n);
d_C = DeviceMatrix<Scalar>::fromHost(C);
auto d_D = DeviceMatrix<Scalar>::fromHost(D);
DeviceMatrix<Scalar> d_X;
d_X = d_C.llt().solve(d_D);
Mat X = d_X.toHost();
RealScalar residual = (C * X - D).norm() / D.norm();
VERIFY(residual < RealScalar(n) * gpu_unit_roundoff<Scalar>());
}
// ---- LLT solve with Upper triangle -----------------------------------------
template <typename Scalar>
void test_llt_solve_upper(Index n, Index nrhs) {
using Mat = Matrix<Scalar, Dynamic, Dynamic>;
using RealScalar = typename NumTraits<Scalar>::Real;
Mat A = make_spd<Mat>(n);
Mat B = Mat::Random(n, nrhs);
auto d_A = DeviceMatrix<Scalar>::fromHost(A);
auto d_B = DeviceMatrix<Scalar>::fromHost(B);
DeviceMatrix<Scalar> d_X;
d_X = d_A.template llt<Upper>().solve(d_B);
Mat X = d_X.toHost();
RealScalar residual = (A * X - B).norm() / B.norm();
VERIFY(residual < RealScalar(n) * gpu_unit_roundoff<Scalar>());
}
// ---- LU solve with explicit context -----------------------------------------
template <typename Scalar>
void test_lu_solve_expr_context(Index n, Index nrhs) {
using Mat = Matrix<Scalar, Dynamic, Dynamic>;
using RealScalar = typename NumTraits<Scalar>::Real;
Mat A = Mat::Random(n, n);
Mat B = Mat::Random(n, nrhs);
auto d_A = DeviceMatrix<Scalar>::fromHost(A);
auto d_B = DeviceMatrix<Scalar>::fromHost(B);
GpuContext ctx;
DeviceMatrix<Scalar> d_X;
d_X.device(ctx) = d_A.lu().solve(d_B);
Mat X = d_X.toHost();
RealScalar residual = (A * X - B).norm() / (A.norm() * X.norm());
VERIFY(residual < RealScalar(10) * RealScalar(n) * gpu_unit_roundoff<Scalar>());
}
// ---- Zero-nrhs solver expressions ------------------------------------------
template <typename Scalar>
void test_llt_solve_zero_nrhs(Index n) {
using Mat = Matrix<Scalar, Dynamic, Dynamic>;
Mat A = make_spd<Mat>(n);
Mat B = Mat::Random(n, 0);
auto d_A = DeviceMatrix<Scalar>::fromHost(A);
auto d_B = DeviceMatrix<Scalar>::fromHost(B);
DeviceMatrix<Scalar> d_X;
d_X = d_A.llt().solve(d_B);
VERIFY_IS_EQUAL(d_X.rows(), n);
VERIFY_IS_EQUAL(d_X.cols(), 0);
}
template <typename Scalar>
void test_lu_solve_zero_nrhs(Index n) {
using Mat = Matrix<Scalar, Dynamic, Dynamic>;
Mat A = Mat::Random(n, n);
Mat B = Mat::Random(n, 0);
auto d_A = DeviceMatrix<Scalar>::fromHost(A);
auto d_B = DeviceMatrix<Scalar>::fromHost(B);
DeviceMatrix<Scalar> d_X;
d_X = d_A.lu().solve(d_B);
VERIFY_IS_EQUAL(d_X.rows(), n);
VERIFY_IS_EQUAL(d_X.cols(), 0);
}
// ---- TRSM: triangularView<UpLo>().solve(B) ----------------------------------
template <typename Scalar, int UpLo>
void test_trsm(Index n, Index nrhs) {
using Mat = Matrix<Scalar, Dynamic, Dynamic>;
using RealScalar = typename NumTraits<Scalar>::Real;
// Build a well-conditioned triangular matrix.
Mat A = Mat::Random(n, n);
A.diagonal().array() += static_cast<Scalar>(n); // ensure non-singular
if (UpLo == Lower)
A = A.template triangularView<Lower>();
else
A = A.template triangularView<Upper>();
Mat B = Mat::Random(n, nrhs);
auto d_A = DeviceMatrix<Scalar>::fromHost(A);
auto d_B = DeviceMatrix<Scalar>::fromHost(B);
DeviceMatrix<Scalar> d_X;
d_X = d_A.template triangularView<UpLo>().solve(d_B);
Mat X = d_X.toHost();
RealScalar residual = (A * X - B).norm() / B.norm();
VERIFY(residual < RealScalar(n) * gpu_unit_roundoff<Scalar>());
}
// ---- SYMM/HEMM: selfadjointView<UpLo>() * B --------------------------------
template <typename Scalar, int UpLo>
void test_symm(Index n, Index nrhs) {
using Mat = Matrix<Scalar, Dynamic, Dynamic>;
using RealScalar = typename NumTraits<Scalar>::Real;
Mat A = make_spd<Mat>(n); // SPD is also self-adjoint
Mat B = Mat::Random(n, nrhs);
auto d_A = DeviceMatrix<Scalar>::fromHost(A);
auto d_B = DeviceMatrix<Scalar>::fromHost(B);
DeviceMatrix<Scalar> d_C;
d_C = d_A.template selfadjointView<UpLo>() * d_B;
Mat C = d_C.toHost();
Mat C_ref = A * B; // A is symmetric, so full multiply == symm
RealScalar tol = gemm_error_bound<Scalar>(n, A.norm(), B.norm());
VERIFY((C - C_ref).norm() < tol);
}
// ---- SYRK/HERK: rankUpdate(A) → C = A * A^H --------------------------------
template <typename Scalar>
void test_syrk(Index n, Index k) {
using Mat = Matrix<Scalar, Dynamic, Dynamic>;
using RealScalar = typename NumTraits<Scalar>::Real;
Mat A = Mat::Random(n, k);
auto d_A = DeviceMatrix<Scalar>::fromHost(A);
DeviceMatrix<Scalar> d_C;
d_C.template selfadjointView<Lower>().rankUpdate(d_A);
Mat C = d_C.toHost();
// Only lower triangle is meaningful for SYRK. Compare lower triangle.
Mat C_ref = A * A.adjoint();
// Extract lower triangle for comparison.
Mat C_lower = C.template triangularView<Lower>();
Mat C_ref_lower = C_ref.template triangularView<Lower>();
RealScalar tol = gemm_error_bound<Scalar>(k, A.norm(), A.norm());
VERIFY((C_lower - C_ref_lower).norm() < tol);
}
// ---- Per-scalar driver ------------------------------------------------------
template <typename Scalar>
void test_scalar() {
CALL_SUBTEST(test_gemm_basic<Scalar>(64, 64, 64));
CALL_SUBTEST(test_gemm_basic<Scalar>(128, 64, 32));
CALL_SUBTEST(test_gemm_basic<Scalar>(1, 1, 1));
CALL_SUBTEST(test_gemm_basic<Scalar>(256, 256, 256));
CALL_SUBTEST(test_gemm_adjoint_lhs<Scalar>(64, 64, 64));
CALL_SUBTEST(test_gemm_adjoint_lhs<Scalar>(128, 32, 64));
CALL_SUBTEST(test_gemm_transpose_rhs<Scalar>(64, 64, 64));
CALL_SUBTEST(test_gemm_transpose_rhs<Scalar>(128, 32, 64));
CALL_SUBTEST(test_gemm_scaled<Scalar>(64, 64, 64));
CALL_SUBTEST(test_gemm_scaled_rhs<Scalar>(64, 64, 64));
CALL_SUBTEST(test_gemm_accumulate<Scalar>(64, 64, 64));
CALL_SUBTEST(test_gemm_accumulate_empty<Scalar>(64, 64, 64));
CALL_SUBTEST(test_gemm_subtract<Scalar>(64, 64, 64));
CALL_SUBTEST(test_gemm_subtract_empty<Scalar>(64, 64, 64));
CALL_SUBTEST(test_gemm_dimension_mismatch<Scalar>());
CALL_SUBTEST(test_gemm_explicit_context<Scalar>(64, 64, 64));
CALL_SUBTEST(test_gemm_cross_context_reuse<Scalar>(64));
CALL_SUBTEST(test_gemm_cross_context_resize<Scalar>());
CALL_SUBTEST(test_gemm_chain<Scalar>(64));
CALL_SUBTEST(test_gemm_identity<Scalar>(64));
// Solver expressions — zero-size edge cases (use dedicated tests, not residual-based)
// Solver expressions
CALL_SUBTEST(test_llt_solve_expr<Scalar>(64, 1));
CALL_SUBTEST(test_llt_solve_expr<Scalar>(64, 4));
CALL_SUBTEST(test_llt_solve_expr<Scalar>(256, 8));
CALL_SUBTEST(test_llt_solve_expr_context<Scalar>(64, 4));
CALL_SUBTEST(test_llt_solve_upper<Scalar>(64, 4));
CALL_SUBTEST(test_lu_solve_expr<Scalar>(64, 1));
CALL_SUBTEST(test_lu_solve_expr<Scalar>(64, 4));
CALL_SUBTEST(test_lu_solve_expr<Scalar>(256, 8));
CALL_SUBTEST(test_lu_solve_expr_context<Scalar>(64, 4));
CALL_SUBTEST(test_llt_solve_zero_nrhs<Scalar>(64));
CALL_SUBTEST(test_llt_solve_zero_nrhs<Scalar>(0));
CALL_SUBTEST(test_lu_solve_zero_nrhs<Scalar>(64));
CALL_SUBTEST(test_lu_solve_zero_nrhs<Scalar>(0));
CALL_SUBTEST(test_gemm_then_solve<Scalar>(64));
// TRSM
CALL_SUBTEST((test_trsm<Scalar, Lower>(64, 1)));
CALL_SUBTEST((test_trsm<Scalar, Lower>(64, 4)));
CALL_SUBTEST((test_trsm<Scalar, Upper>(64, 4)));
CALL_SUBTEST((test_trsm<Scalar, Lower>(256, 8)));
// SYMM/HEMM
CALL_SUBTEST((test_symm<Scalar, Lower>(64, 4)));
CALL_SUBTEST((test_symm<Scalar, Upper>(64, 4)));
CALL_SUBTEST((test_symm<Scalar, Lower>(128, 8)));
// SYRK/HERK
CALL_SUBTEST(test_syrk<Scalar>(64, 64));
CALL_SUBTEST(test_syrk<Scalar>(64, 32));
CALL_SUBTEST(test_syrk<Scalar>(128, 64));
}
// ---- Solver failure mode tests (not templated on Scalar) --------------------
void test_llt_not_spd() {
// Negative definite matrix — LLT factorization must fail.
MatrixXd A = -MatrixXd::Identity(8, 8);
MatrixXd B = MatrixXd::Random(8, 1);
auto d_A = DeviceMatrix<double>::fromHost(A);
auto d_B = DeviceMatrix<double>::fromHost(B);
DeviceMatrix<double> d_X;
VERIFY_RAISES_ASSERT(d_X = d_A.llt().solve(d_B));
}
void test_lu_singular() {
// Zero matrix — LU factorization must detect singularity.
MatrixXd A = MatrixXd::Zero(8, 8);
MatrixXd B = MatrixXd::Random(8, 1);
auto d_A = DeviceMatrix<double>::fromHost(A);
auto d_B = DeviceMatrix<double>::fromHost(B);
DeviceMatrix<double> d_X;
VERIFY_RAISES_ASSERT(d_X = d_A.lu().solve(d_B));
}
EIGEN_DECLARE_TEST(gpu_cublas) {
CALL_SUBTEST(test_scalar<float>());
CALL_SUBTEST(test_scalar<double>());
CALL_SUBTEST(test_scalar<std::complex<float>>());
CALL_SUBTEST(test_scalar<std::complex<double>>());
CALL_SUBTEST(test_llt_not_spd());
CALL_SUBTEST(test_lu_singular());
}

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// This file is part of Eigen, a lightweight C++ template library
// for linear algebra.
//
// Copyright (C) 2026 Rasmus Munk Larsen <rmlarsen@gmail.com>
//
// This Source Code Form is subject to the terms of the Mozilla
// Public License v. 2.0. If a copy of the MPL was not distributed
// with this file, You can obtain one at http://mozilla.org/MPL/2.0/.
// Tests for GpuSparseLDLT: GPU sparse LDL^T via cuDSS.
#define EIGEN_USE_GPU
#include "main.h"
#include <Eigen/Sparse>
#include <Eigen/GPU>
using namespace Eigen;
// ---- Helper: build a random sparse symmetric indefinite matrix ---------------
template <typename Scalar>
SparseMatrix<Scalar, ColMajor, int> make_symmetric_indefinite(Index n, double density = 0.1) {
using SpMat = SparseMatrix<Scalar, ColMajor, int>;
// Build a random sparse matrix and symmetrize it.
// The diagonal has mixed signs to ensure indefiniteness.
SpMat R(n, n);
R.reserve(VectorXi::Constant(n, static_cast<int>(n * density) + 1));
for (Index j = 0; j < n; ++j) {
for (Index i = 0; i < n; ++i) {
if (i == j || (std::rand() / double(RAND_MAX)) < density) {
R.insert(i, j) = Scalar(std::rand() / double(RAND_MAX) - 0.5);
}
}
}
R.makeCompressed();
// A = R + R^H (symmetric), then add diagonal with alternating signs for indefiniteness.
SpMat A = R + SparseMatrix<Scalar, ColMajor, int>(R.adjoint());
for (Index i = 0; i < n; ++i) {
Scalar diag_val = Scalar((i % 2 == 0) ? n : -n);
A.coeffRef(i, i) += diag_val;
}
A.makeCompressed();
return A;
}
// ---- Solve and check residual -----------------------------------------------
template <typename Scalar>
void test_solve(Index n) {
using SpMat = SparseMatrix<Scalar, ColMajor, int>;
using Vec = Matrix<Scalar, Dynamic, 1>;
using RealScalar = typename NumTraits<Scalar>::Real;
SpMat A = make_symmetric_indefinite<Scalar>(n);
Vec b = Vec::Random(n);
GpuSparseLDLT<Scalar> ldlt(A);
VERIFY_IS_EQUAL(ldlt.info(), Success);
Vec x = ldlt.solve(b);
VERIFY_IS_EQUAL(x.rows(), n);
Vec r = A * x - b;
RealScalar tol = RealScalar(100) * RealScalar(n) * NumTraits<Scalar>::epsilon();
VERIFY(r.norm() / b.norm() < tol);
}
// ---- Multiple RHS -----------------------------------------------------------
template <typename Scalar>
void test_multiple_rhs(Index n, Index nrhs) {
using SpMat = SparseMatrix<Scalar, ColMajor, int>;
using Mat = Matrix<Scalar, Dynamic, Dynamic>;
using RealScalar = typename NumTraits<Scalar>::Real;
SpMat A = make_symmetric_indefinite<Scalar>(n);
Mat B = Mat::Random(n, nrhs);
GpuSparseLDLT<Scalar> ldlt(A);
VERIFY_IS_EQUAL(ldlt.info(), Success);
Mat X = ldlt.solve(B);
VERIFY_IS_EQUAL(X.rows(), n);
VERIFY_IS_EQUAL(X.cols(), nrhs);
Mat R = A * X - B;
RealScalar tol = RealScalar(100) * RealScalar(n) * NumTraits<Scalar>::epsilon();
VERIFY(R.norm() / B.norm() < tol);
}
// ---- Refactorize ------------------------------------------------------------
template <typename Scalar>
void test_refactorize(Index n) {
using SpMat = SparseMatrix<Scalar, ColMajor, int>;
using Vec = Matrix<Scalar, Dynamic, 1>;
using RealScalar = typename NumTraits<Scalar>::Real;
SpMat A = make_symmetric_indefinite<Scalar>(n);
Vec b = Vec::Random(n);
GpuSparseLDLT<Scalar> ldlt;
ldlt.analyzePattern(A);
VERIFY_IS_EQUAL(ldlt.info(), Success);
ldlt.factorize(A);
VERIFY_IS_EQUAL(ldlt.info(), Success);
Vec x1 = ldlt.solve(b);
// Modify values, keep pattern.
SpMat A2 = A;
for (Index i = 0; i < n; ++i) A2.coeffRef(i, i) *= Scalar(RealScalar(2));
ldlt.factorize(A2);
VERIFY_IS_EQUAL(ldlt.info(), Success);
Vec x2 = ldlt.solve(b);
RealScalar tol = RealScalar(100) * RealScalar(n) * NumTraits<Scalar>::epsilon();
VERIFY((A * x1 - b).norm() / b.norm() < tol);
VERIFY((A2 * x2 - b).norm() / b.norm() < tol);
VERIFY((x1 - x2).norm() > NumTraits<Scalar>::epsilon());
}
// ---- Empty ------------------------------------------------------------------
void test_empty() {
using SpMat = SparseMatrix<double, ColMajor, int>;
SpMat A(0, 0);
A.makeCompressed();
GpuSparseLDLT<double> ldlt(A);
VERIFY_IS_EQUAL(ldlt.info(), Success);
VERIFY_IS_EQUAL(ldlt.rows(), 0);
VERIFY_IS_EQUAL(ldlt.cols(), 0);
}
// ---- Per-scalar driver ------------------------------------------------------
template <typename Scalar>
void test_scalar() {
CALL_SUBTEST(test_solve<Scalar>(64));
CALL_SUBTEST(test_solve<Scalar>(256));
CALL_SUBTEST(test_multiple_rhs<Scalar>(64, 4));
CALL_SUBTEST(test_refactorize<Scalar>(64));
}
EIGEN_DECLARE_TEST(gpu_cudss_ldlt) {
CALL_SUBTEST(test_scalar<float>());
CALL_SUBTEST(test_scalar<double>());
CALL_SUBTEST(test_scalar<std::complex<float>>());
CALL_SUBTEST(test_scalar<std::complex<double>>());
CALL_SUBTEST(test_empty());
}

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// This file is part of Eigen, a lightweight C++ template library
// for linear algebra.
//
// Copyright (C) 2026 Rasmus Munk Larsen <rmlarsen@gmail.com>
//
// This Source Code Form is subject to the terms of the Mozilla
// Public License v. 2.0. If a copy of the MPL was not distributed
// with this file, You can obtain one at http://mozilla.org/MPL/2.0/.
// Tests for GpuSparseLLT: GPU sparse Cholesky via cuDSS.
#define EIGEN_USE_GPU
#include "main.h"
#include <Eigen/Sparse>
#include <Eigen/GPU>
using namespace Eigen;
// ---- Helper: build a random sparse SPD matrix -------------------------------
template <typename Scalar>
SparseMatrix<Scalar, ColMajor, int> make_spd(Index n, double density = 0.1) {
using SpMat = SparseMatrix<Scalar, ColMajor, int>;
using RealScalar = typename NumTraits<Scalar>::Real;
// Uses the global std::rand state seeded by the test framework (g_seed).
SpMat R(n, n);
R.reserve(VectorXi::Constant(n, static_cast<int>(n * density) + 1));
for (Index j = 0; j < n; ++j) {
for (Index i = 0; i < n; ++i) {
if (i == j || (std::rand() / double(RAND_MAX)) < density) {
R.insert(i, j) = Scalar(std::rand() / double(RAND_MAX) - 0.5);
}
}
}
R.makeCompressed();
// A = R^H * R + n * I (guaranteed SPD).
SpMat A = R.adjoint() * R;
for (Index i = 0; i < n; ++i) A.coeffRef(i, i) += Scalar(RealScalar(n));
A.makeCompressed();
return A;
}
// ---- Solve and check residual -----------------------------------------------
template <typename Scalar>
void test_solve(Index n) {
using SpMat = SparseMatrix<Scalar, ColMajor, int>;
using Vec = Matrix<Scalar, Dynamic, 1>;
using RealScalar = typename NumTraits<Scalar>::Real;
SpMat A = make_spd<Scalar>(n);
Vec b = Vec::Random(n);
GpuSparseLLT<Scalar> llt(A);
VERIFY_IS_EQUAL(llt.info(), Success);
Vec x = llt.solve(b);
VERIFY_IS_EQUAL(x.rows(), n);
// Check residual: ||Ax - b|| / ||b||.
Vec r = A * x - b;
RealScalar tol = RealScalar(100) * RealScalar(n) * NumTraits<Scalar>::epsilon();
VERIFY(r.norm() / b.norm() < tol);
}
// ---- Compare with CPU SimplicialLLT -----------------------------------------
template <typename Scalar>
void test_vs_cpu(Index n) {
using SpMat = SparseMatrix<Scalar, ColMajor, int>;
using Vec = Matrix<Scalar, Dynamic, 1>;
using RealScalar = typename NumTraits<Scalar>::Real;
SpMat A = make_spd<Scalar>(n);
Vec b = Vec::Random(n);
GpuSparseLLT<Scalar> gpu_llt(A);
VERIFY_IS_EQUAL(gpu_llt.info(), Success);
Vec x_gpu = gpu_llt.solve(b);
SimplicialLLT<SpMat> cpu_llt(A);
VERIFY_IS_EQUAL(cpu_llt.info(), Success);
Vec x_cpu = cpu_llt.solve(b);
RealScalar tol = RealScalar(100) * RealScalar(n) * NumTraits<Scalar>::epsilon();
VERIFY((x_gpu - x_cpu).norm() / x_cpu.norm() < tol);
}
// ---- Multiple RHS -----------------------------------------------------------
template <typename Scalar>
void test_multiple_rhs(Index n, Index nrhs) {
using SpMat = SparseMatrix<Scalar, ColMajor, int>;
using Mat = Matrix<Scalar, Dynamic, Dynamic>;
using RealScalar = typename NumTraits<Scalar>::Real;
SpMat A = make_spd<Scalar>(n);
Mat B = Mat::Random(n, nrhs);
GpuSparseLLT<Scalar> llt(A);
VERIFY_IS_EQUAL(llt.info(), Success);
Mat X = llt.solve(B);
VERIFY_IS_EQUAL(X.rows(), n);
VERIFY_IS_EQUAL(X.cols(), nrhs);
Mat R = A * X - B;
RealScalar tol = RealScalar(100) * RealScalar(n) * NumTraits<Scalar>::epsilon();
VERIFY(R.norm() / B.norm() < tol);
}
// ---- Separate analyze + factorize (refactorization) -------------------------
template <typename Scalar>
void test_refactorize(Index n) {
using SpMat = SparseMatrix<Scalar, ColMajor, int>;
using Vec = Matrix<Scalar, Dynamic, 1>;
using RealScalar = typename NumTraits<Scalar>::Real;
SpMat A = make_spd<Scalar>(n);
Vec b = Vec::Random(n);
GpuSparseLLT<Scalar> llt;
llt.analyzePattern(A);
VERIFY_IS_EQUAL(llt.info(), Success);
// First factorize + solve.
llt.factorize(A);
VERIFY_IS_EQUAL(llt.info(), Success);
Vec x1 = llt.solve(b);
// Modify values (keep same pattern): scale diagonal.
SpMat A2 = A;
for (Index i = 0; i < n; ++i) A2.coeffRef(i, i) *= Scalar(RealScalar(2));
// Refactorize with same pattern.
llt.factorize(A2);
VERIFY_IS_EQUAL(llt.info(), Success);
Vec x2 = llt.solve(b);
// Both solutions should satisfy their respective systems.
RealScalar tol = RealScalar(100) * RealScalar(n) * NumTraits<Scalar>::epsilon();
VERIFY((A * x1 - b).norm() / b.norm() < tol);
VERIFY((A2 * x2 - b).norm() / b.norm() < tol);
// Solutions should differ (A2 != A).
VERIFY((x1 - x2).norm() > NumTraits<Scalar>::epsilon());
}
// ---- Empty matrix -----------------------------------------------------------
void test_empty() {
using SpMat = SparseMatrix<double, ColMajor, int>;
SpMat A(0, 0);
A.makeCompressed();
GpuSparseLLT<double> llt(A);
VERIFY_IS_EQUAL(llt.info(), Success);
VERIFY_IS_EQUAL(llt.rows(), 0);
VERIFY_IS_EQUAL(llt.cols(), 0);
}
// ---- Upper triangle ---------------------------------------------------------
template <typename Scalar>
void test_upper(Index n) {
using SpMat = SparseMatrix<Scalar, ColMajor, int>;
using Vec = Matrix<Scalar, Dynamic, 1>;
using RealScalar = typename NumTraits<Scalar>::Real;
SpMat A = make_spd<Scalar>(n);
Vec b = Vec::Random(n);
GpuSparseLLT<Scalar, Upper> llt(A);
VERIFY_IS_EQUAL(llt.info(), Success);
Vec x = llt.solve(b);
Vec r = A * x - b;
RealScalar tol = RealScalar(100) * RealScalar(n) * NumTraits<Scalar>::epsilon();
VERIFY(r.norm() / b.norm() < tol);
}
// ---- Per-scalar driver ------------------------------------------------------
template <typename Scalar>
void test_scalar() {
CALL_SUBTEST(test_solve<Scalar>(64));
CALL_SUBTEST(test_solve<Scalar>(256));
CALL_SUBTEST(test_vs_cpu<Scalar>(64));
CALL_SUBTEST(test_multiple_rhs<Scalar>(64, 4));
CALL_SUBTEST(test_refactorize<Scalar>(64));
CALL_SUBTEST(test_upper<Scalar>(64));
}
EIGEN_DECLARE_TEST(gpu_cudss_llt) {
CALL_SUBTEST(test_scalar<float>());
CALL_SUBTEST(test_scalar<double>());
CALL_SUBTEST(test_scalar<std::complex<float>>());
CALL_SUBTEST(test_scalar<std::complex<double>>());
CALL_SUBTEST(test_empty());
}

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// This file is part of Eigen, a lightweight C++ template library
// for linear algebra.
//
// Copyright (C) 2026 Rasmus Munk Larsen <rmlarsen@gmail.com>
//
// This Source Code Form is subject to the terms of the Mozilla
// Public License v. 2.0. If a copy of the MPL was not distributed
// with this file, You can obtain one at http://mozilla.org/MPL/2.0/.
// Tests for GpuSparseLU: GPU sparse LU via cuDSS.
#define EIGEN_USE_GPU
#include "main.h"
#include <Eigen/Sparse>
#include <Eigen/GPU>
using namespace Eigen;
// ---- Helper: build a random sparse non-singular general matrix ---------------
template <typename Scalar>
SparseMatrix<Scalar, ColMajor, int> make_general(Index n, double density = 0.1) {
using SpMat = SparseMatrix<Scalar, ColMajor, int>;
using RealScalar = typename NumTraits<Scalar>::Real;
SpMat R(n, n);
R.reserve(VectorXi::Constant(n, static_cast<int>(n * density) + 1));
for (Index j = 0; j < n; ++j) {
for (Index i = 0; i < n; ++i) {
if (i == j || (std::rand() / double(RAND_MAX)) < density) {
R.insert(i, j) = Scalar(std::rand() / double(RAND_MAX) - 0.5);
}
}
}
// Add strong diagonal for non-singularity.
for (Index i = 0; i < n; ++i) R.coeffRef(i, i) += Scalar(RealScalar(n));
R.makeCompressed();
return R;
}
// ---- Solve and check residual -----------------------------------------------
template <typename Scalar>
void test_solve(Index n) {
using SpMat = SparseMatrix<Scalar, ColMajor, int>;
using Vec = Matrix<Scalar, Dynamic, 1>;
using RealScalar = typename NumTraits<Scalar>::Real;
SpMat A = make_general<Scalar>(n);
Vec b = Vec::Random(n);
GpuSparseLU<Scalar> lu(A);
VERIFY_IS_EQUAL(lu.info(), Success);
Vec x = lu.solve(b);
VERIFY_IS_EQUAL(x.rows(), n);
Vec r = A * x - b;
RealScalar tol = RealScalar(100) * RealScalar(n) * NumTraits<Scalar>::epsilon();
VERIFY(r.norm() / b.norm() < tol);
}
// ---- Multiple RHS -----------------------------------------------------------
template <typename Scalar>
void test_multiple_rhs(Index n, Index nrhs) {
using SpMat = SparseMatrix<Scalar, ColMajor, int>;
using Mat = Matrix<Scalar, Dynamic, Dynamic>;
using RealScalar = typename NumTraits<Scalar>::Real;
SpMat A = make_general<Scalar>(n);
Mat B = Mat::Random(n, nrhs);
GpuSparseLU<Scalar> lu(A);
VERIFY_IS_EQUAL(lu.info(), Success);
Mat X = lu.solve(B);
VERIFY_IS_EQUAL(X.rows(), n);
VERIFY_IS_EQUAL(X.cols(), nrhs);
Mat R = A * X - B;
RealScalar tol = RealScalar(100) * RealScalar(n) * NumTraits<Scalar>::epsilon();
VERIFY(R.norm() / B.norm() < tol);
}
// ---- Refactorize ------------------------------------------------------------
template <typename Scalar>
void test_refactorize(Index n) {
using SpMat = SparseMatrix<Scalar, ColMajor, int>;
using Vec = Matrix<Scalar, Dynamic, 1>;
using RealScalar = typename NumTraits<Scalar>::Real;
SpMat A = make_general<Scalar>(n);
Vec b = Vec::Random(n);
GpuSparseLU<Scalar> lu;
lu.analyzePattern(A);
VERIFY_IS_EQUAL(lu.info(), Success);
lu.factorize(A);
VERIFY_IS_EQUAL(lu.info(), Success);
Vec x1 = lu.solve(b);
// Modify values, keep pattern.
SpMat A2 = A;
for (Index i = 0; i < n; ++i) A2.coeffRef(i, i) *= Scalar(RealScalar(2));
lu.factorize(A2);
VERIFY_IS_EQUAL(lu.info(), Success);
Vec x2 = lu.solve(b);
RealScalar tol = RealScalar(100) * RealScalar(n) * NumTraits<Scalar>::epsilon();
VERIFY((A * x1 - b).norm() / b.norm() < tol);
VERIFY((A2 * x2 - b).norm() / b.norm() < tol);
VERIFY((x1 - x2).norm() > NumTraits<Scalar>::epsilon());
}
// ---- Empty ------------------------------------------------------------------
void test_empty() {
using SpMat = SparseMatrix<double, ColMajor, int>;
SpMat A(0, 0);
A.makeCompressed();
GpuSparseLU<double> lu(A);
VERIFY_IS_EQUAL(lu.info(), Success);
VERIFY_IS_EQUAL(lu.rows(), 0);
VERIFY_IS_EQUAL(lu.cols(), 0);
}
// ---- Per-scalar driver ------------------------------------------------------
template <typename Scalar>
void test_scalar() {
CALL_SUBTEST(test_solve<Scalar>(64));
CALL_SUBTEST(test_solve<Scalar>(256));
CALL_SUBTEST(test_multiple_rhs<Scalar>(64, 4));
CALL_SUBTEST(test_refactorize<Scalar>(64));
}
EIGEN_DECLARE_TEST(gpu_cudss_lu) {
CALL_SUBTEST(test_scalar<float>());
CALL_SUBTEST(test_scalar<double>());
CALL_SUBTEST(test_scalar<std::complex<float>>());
CALL_SUBTEST(test_scalar<std::complex<double>>());
CALL_SUBTEST(test_empty());
}

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// This file is part of Eigen, a lightweight C++ template library
// for linear algebra.
//
// Copyright (C) 2026 Rasmus Munk Larsen <rmlarsen@gmail.com>
//
// This Source Code Form is subject to the terms of the Mozilla
// Public License v. 2.0. If a copy of the MPL was not distributed
// with this file, You can obtain one at http://mozilla.org/MPL/2.0/.
// Tests for GpuFFT: GPU FFT via cuFFT.
#define EIGEN_USE_GPU
#include "main.h"
#include <Eigen/GPU>
using namespace Eigen;
// ---- 1D C2C roundtrip: inv(fwd(x)) ≈ x -------------------------------------
template <typename Scalar>
void test_c2c_roundtrip(Index n) {
using Complex = std::complex<Scalar>;
using Vec = Matrix<Complex, Dynamic, 1>;
using RealScalar = Scalar;
Vec x = Vec::Random(n);
GpuFFT<Scalar> fft;
Vec X = fft.fwd(x);
VERIFY_IS_EQUAL(X.size(), n);
Vec y = fft.inv(X);
VERIFY_IS_EQUAL(y.size(), n);
RealScalar tol = RealScalar(10) * RealScalar(n) * NumTraits<Scalar>::epsilon();
VERIFY((y - x).norm() / x.norm() < tol);
}
// ---- 1D C2C known signal: FFT of constant = delta --------------------------
template <typename Scalar>
void test_c2c_constant() {
using Complex = std::complex<Scalar>;
using Vec = Matrix<Complex, Dynamic, 1>;
using RealScalar = Scalar;
const int n = 64;
Vec x = Vec::Constant(n, Complex(3.0, 0.0));
GpuFFT<Scalar> fft;
Vec X = fft.fwd(x);
// FFT of constant c: X[0] = c*n, X[k] = 0 for k > 0.
RealScalar tol = RealScalar(10) * NumTraits<Scalar>::epsilon() * RealScalar(n);
VERIFY(std::abs(X(0) - Complex(3.0 * n, 0.0)) < tol);
for (int k = 1; k < n; ++k) {
VERIFY(std::abs(X(k)) < tol);
}
}
// ---- 1D R2C/C2R roundtrip: invReal(fwd(r), n) ≈ r --------------------------
template <typename Scalar>
void test_r2c_roundtrip(Index n) {
using Complex = std::complex<Scalar>;
using CVec = Matrix<Complex, Dynamic, 1>;
using RVec = Matrix<Scalar, Dynamic, 1>;
using RealScalar = Scalar;
RVec r = RVec::Random(n);
GpuFFT<Scalar> fft;
CVec R = fft.fwd(r);
// R2C returns n/2+1 complex values.
VERIFY_IS_EQUAL(R.size(), n / 2 + 1);
RVec s = fft.invReal(R, n);
VERIFY_IS_EQUAL(s.size(), n);
RealScalar tol = RealScalar(10) * RealScalar(n) * NumTraits<Scalar>::epsilon();
VERIFY((s - r).norm() / r.norm() < tol);
}
// ---- 2D C2C roundtrip: inv2d(fwd2d(A)) ≈ A ---------------------------------
template <typename Scalar>
void test_2d_roundtrip(Index rows, Index cols) {
using Complex = std::complex<Scalar>;
using Mat = Matrix<Complex, Dynamic, Dynamic>;
using RealScalar = Scalar;
Mat A = Mat::Random(rows, cols);
GpuFFT<Scalar> fft;
Mat B = fft.fwd2d(A);
VERIFY_IS_EQUAL(B.rows(), rows);
VERIFY_IS_EQUAL(B.cols(), cols);
Mat C = fft.inv2d(B);
VERIFY_IS_EQUAL(C.rows(), rows);
VERIFY_IS_EQUAL(C.cols(), cols);
RealScalar tol = RealScalar(10) * RealScalar(rows * cols) * NumTraits<Scalar>::epsilon();
VERIFY((C - A).norm() / A.norm() < tol);
}
// ---- 2D C2C known signal: constant matrix -----------------------------------
template <typename Scalar>
void test_2d_constant() {
using Complex = std::complex<Scalar>;
using Mat = Matrix<Complex, Dynamic, Dynamic>;
using RealScalar = Scalar;
const int rows = 16, cols = 32;
Mat A = Mat::Constant(rows, cols, Complex(2.0, 0.0));
GpuFFT<Scalar> fft;
Mat B = fft.fwd2d(A);
// 2D FFT of constant c: B(0,0) = c*rows*cols, all others = 0.
RealScalar tol = RealScalar(10) * NumTraits<Scalar>::epsilon() * RealScalar(rows * cols);
VERIFY(std::abs(B(0, 0) - Complex(2.0 * rows * cols, 0.0)) < tol);
for (int j = 0; j < cols; ++j) {
for (int i = 0; i < rows; ++i) {
if (i == 0 && j == 0) continue;
VERIFY(std::abs(B(i, j)) < tol);
}
}
}
// ---- Plan reuse: repeated calls should work ---------------------------------
template <typename Scalar>
void test_plan_reuse() {
using Complex = std::complex<Scalar>;
using Vec = Matrix<Complex, Dynamic, 1>;
using RealScalar = Scalar;
GpuFFT<Scalar> fft;
for (int trial = 0; trial < 5; ++trial) {
Vec x = Vec::Random(128);
Vec X = fft.fwd(x);
Vec y = fft.inv(X);
RealScalar tol = RealScalar(10) * RealScalar(128) * NumTraits<Scalar>::epsilon();
VERIFY((y - x).norm() / x.norm() < tol);
}
}
// ---- Empty ------------------------------------------------------------------
template <typename Scalar>
void test_empty() {
using Complex = std::complex<Scalar>;
using Vec = Matrix<Complex, Dynamic, 1>;
GpuFFT<Scalar> fft;
Vec x(0);
Vec X = fft.fwd(x);
VERIFY_IS_EQUAL(X.size(), 0);
Vec y = fft.inv(X);
VERIFY_IS_EQUAL(y.size(), 0);
}
// ---- Per-scalar driver ------------------------------------------------------
template <typename Scalar>
void test_scalar() {
CALL_SUBTEST(test_c2c_roundtrip<Scalar>(64));
CALL_SUBTEST(test_c2c_roundtrip<Scalar>(256));
CALL_SUBTEST(test_c2c_roundtrip<Scalar>(1000)); // non-power-of-2
CALL_SUBTEST(test_c2c_constant<Scalar>());
CALL_SUBTEST(test_r2c_roundtrip<Scalar>(64));
CALL_SUBTEST(test_r2c_roundtrip<Scalar>(256));
CALL_SUBTEST(test_2d_roundtrip<Scalar>(32, 32));
CALL_SUBTEST(test_2d_roundtrip<Scalar>(16, 64)); // non-square
CALL_SUBTEST(test_2d_constant<Scalar>());
CALL_SUBTEST(test_plan_reuse<Scalar>());
CALL_SUBTEST(test_empty<Scalar>());
}
EIGEN_DECLARE_TEST(gpu_cufft) {
CALL_SUBTEST(test_scalar<float>());
CALL_SUBTEST(test_scalar<double>());
}

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// This file is part of Eigen, a lightweight C++ template library
// for linear algebra.
//
// Copyright (C) 2026 Rasmus Munk Larsen <rmlarsen@gmail.com>
//
// This Source Code Form is subject to the terms of the Mozilla
// Public License v. 2.0. If a copy of the MPL was not distributed
// with this file, You can obtain one at http://mozilla.org/MPL/2.0/.
// Tests for GpuSelfAdjointEigenSolver: GPU symmetric/Hermitian eigenvalue
// decomposition via cuSOLVER.
#define EIGEN_USE_GPU
#include "main.h"
#include <Eigen/Eigenvalues>
#include <Eigen/GPU>
using namespace Eigen;
// ---- Reconstruction: V * diag(W) * V^H ≈ A ---------------------------------
template <typename Scalar>
void test_eigen_reconstruction(Index n) {
using Mat = Matrix<Scalar, Dynamic, Dynamic>;
using RealScalar = typename NumTraits<Scalar>::Real;
// Build a symmetric/Hermitian matrix.
Mat R = Mat::Random(n, n);
Mat A = R + R.adjoint();
GpuSelfAdjointEigenSolver<Scalar> es(A);
VERIFY_IS_EQUAL(es.info(), Success);
auto W = es.eigenvalues();
Mat V = es.eigenvectors();
VERIFY_IS_EQUAL(W.size(), n);
VERIFY_IS_EQUAL(V.rows(), n);
VERIFY_IS_EQUAL(V.cols(), n);
// Reconstruct: A_hat = V * diag(W) * V^H.
Mat A_hat = V * W.asDiagonal() * V.adjoint();
RealScalar tol = RealScalar(5) * std::sqrt(static_cast<RealScalar>(n)) * NumTraits<Scalar>::epsilon() * A.norm();
VERIFY((A_hat - A).norm() < tol);
// Orthogonality: V^H * V ≈ I.
Mat VhV = V.adjoint() * V;
Mat eye = Mat::Identity(n, n);
VERIFY((VhV - eye).norm() < tol);
}
// ---- Eigenvalues match CPU SelfAdjointEigenSolver ---------------------------
template <typename Scalar>
void test_eigen_values(Index n) {
using Mat = Matrix<Scalar, Dynamic, Dynamic>;
using RealScalar = typename NumTraits<Scalar>::Real;
Mat R = Mat::Random(n, n);
Mat A = R + R.adjoint();
GpuSelfAdjointEigenSolver<Scalar> gpu_es(A);
VERIFY_IS_EQUAL(gpu_es.info(), Success);
auto W_gpu = gpu_es.eigenvalues();
SelfAdjointEigenSolver<Mat> cpu_es(A);
auto W_cpu = cpu_es.eigenvalues();
RealScalar tol = RealScalar(5) * std::sqrt(static_cast<RealScalar>(n)) * NumTraits<Scalar>::epsilon() *
W_cpu.cwiseAbs().maxCoeff();
VERIFY((W_gpu - W_cpu).norm() < tol);
}
// ---- Eigenvalues-only mode --------------------------------------------------
template <typename Scalar>
void test_eigen_values_only(Index n) {
using Mat = Matrix<Scalar, Dynamic, Dynamic>;
using RealScalar = typename NumTraits<Scalar>::Real;
Mat R = Mat::Random(n, n);
Mat A = R + R.adjoint();
GpuSelfAdjointEigenSolver<Scalar> gpu_es(A, GpuSelfAdjointEigenSolver<Scalar>::EigenvaluesOnly);
VERIFY_IS_EQUAL(gpu_es.info(), Success);
auto W_gpu = gpu_es.eigenvalues();
SelfAdjointEigenSolver<Mat> cpu_es(A, EigenvaluesOnly);
auto W_cpu = cpu_es.eigenvalues();
RealScalar tol = RealScalar(5) * std::sqrt(static_cast<RealScalar>(n)) * NumTraits<Scalar>::epsilon() *
W_cpu.cwiseAbs().maxCoeff();
VERIFY((W_gpu - W_cpu).norm() < tol);
}
// ---- DeviceMatrix input path ------------------------------------------------
template <typename Scalar>
void test_eigen_device_matrix(Index n) {
using Mat = Matrix<Scalar, Dynamic, Dynamic>;
using RealScalar = typename NumTraits<Scalar>::Real;
Mat R = Mat::Random(n, n);
Mat A = R + R.adjoint();
auto d_A = DeviceMatrix<Scalar>::fromHost(A);
GpuSelfAdjointEigenSolver<Scalar> es;
es.compute(d_A);
VERIFY_IS_EQUAL(es.info(), Success);
auto W_gpu = es.eigenvalues();
Mat V = es.eigenvectors();
// Verify reconstruction.
Mat A_hat = V * W_gpu.asDiagonal() * V.adjoint();
RealScalar tol = RealScalar(5) * std::sqrt(static_cast<RealScalar>(n)) * NumTraits<Scalar>::epsilon() * A.norm();
VERIFY((A_hat - A).norm() < tol);
}
// ---- Recompute (reuse solver object) ----------------------------------------
template <typename Scalar>
void test_eigen_recompute(Index n) {
using Mat = Matrix<Scalar, Dynamic, Dynamic>;
using RealScalar = typename NumTraits<Scalar>::Real;
GpuSelfAdjointEigenSolver<Scalar> es;
for (int trial = 0; trial < 3; ++trial) {
Mat R = Mat::Random(n, n);
Mat A = R + R.adjoint();
es.compute(A);
VERIFY_IS_EQUAL(es.info(), Success);
auto W = es.eigenvalues();
Mat V = es.eigenvectors();
Mat A_hat = V * W.asDiagonal() * V.adjoint();
RealScalar tol = RealScalar(5) * std::sqrt(static_cast<RealScalar>(n)) * NumTraits<Scalar>::epsilon() * A.norm();
VERIFY((A_hat - A).norm() < tol);
}
}
// ---- Empty matrix -----------------------------------------------------------
void test_eigen_empty() {
GpuSelfAdjointEigenSolver<double> es(MatrixXd(0, 0));
VERIFY_IS_EQUAL(es.info(), Success);
VERIFY_IS_EQUAL(es.rows(), 0);
VERIFY_IS_EQUAL(es.cols(), 0);
}
// ---- Per-scalar driver ------------------------------------------------------
template <typename Scalar>
void test_scalar() {
// Reconstruction + orthogonality.
CALL_SUBTEST(test_eigen_reconstruction<Scalar>(64));
CALL_SUBTEST(test_eigen_reconstruction<Scalar>(128));
// Eigenvalues match CPU.
CALL_SUBTEST(test_eigen_values<Scalar>(64));
CALL_SUBTEST(test_eigen_values<Scalar>(128));
// Values-only mode.
CALL_SUBTEST(test_eigen_values_only<Scalar>(64));
// DeviceMatrix input.
CALL_SUBTEST(test_eigen_device_matrix<Scalar>(64));
// Recompute.
CALL_SUBTEST(test_eigen_recompute<Scalar>(32));
}
EIGEN_DECLARE_TEST(gpu_cusolver_eigen) {
CALL_SUBTEST(test_scalar<float>());
CALL_SUBTEST(test_scalar<double>());
CALL_SUBTEST(test_scalar<std::complex<float>>());
CALL_SUBTEST(test_scalar<std::complex<double>>());
CALL_SUBTEST(test_eigen_empty());
}

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// This file is part of Eigen, a lightweight C++ template library
// for linear algebra.
//
// Copyright (C) 2026 Eigen Authors
//
// This Source Code Form is subject to the terms of the Mozilla
// Public License v. 2.0. If a copy of the MPL was not distributed
// with this file, You can obtain one at http://mozilla.org/MPL/2.0/.
// Tests for GpuLLT: GPU Cholesky (LL^T) using cuSOLVER.
// Covers cusolverDnXpotrf (factorization) and cusolverDnXpotrs (solve)
// for float, double, complex<float>, complex<double>, Lower and Upper.
#define EIGEN_USE_GPU
#include "main.h"
#include <Eigen/Cholesky>
#include <Eigen/GPU>
using namespace Eigen;
// Build a random symmetric positive-definite matrix: A = M^H*M + n*I.
template <typename MatrixType>
MatrixType make_spd(Index n) {
using Scalar = typename MatrixType::Scalar;
MatrixType M = MatrixType::Random(n, n);
return M.adjoint() * M + MatrixType::Identity(n, n) * static_cast<Scalar>(n);
}
// Test factorization: L*L^H must reconstruct A to within floating-point tolerance.
template <typename Scalar, int UpLo>
void test_potrf(Index n) {
using MatrixType = Matrix<Scalar, Dynamic, Dynamic>;
using RealScalar = typename NumTraits<Scalar>::Real;
MatrixType A = make_spd<MatrixType>(n);
GpuLLT<Scalar, UpLo> llt(A);
VERIFY_IS_EQUAL(llt.info(), Success);
// Reconstruct L*L^H and compare to original A.
// GpuLLT stores the factor on device; use CPU LLT to get the triangular factor
// for reconstruction since GpuLLT does not expose the device-resident factor directly.
LLT<MatrixType, UpLo> ref(A);
VERIFY_IS_EQUAL(ref.info(), Success);
MatrixType A_reconstructed = ref.reconstructedMatrix();
// Both should equal A to within n*eps*||A||.
RealScalar tol = RealScalar(4) * RealScalar(n) * NumTraits<Scalar>::epsilon() * A.norm();
VERIFY((A_reconstructed - A).norm() < tol);
// Smoke-test: llt.solve(b) should return the same result as ref.solve(b).
MatrixType b = MatrixType::Random(n, 1);
MatrixType x_gpu = llt.solve(b);
MatrixType x_cpu = ref.solve(b);
VERIFY((x_gpu - x_cpu).norm() < tol);
}
// Test solve: residual ||A*X - B|| / ||B|| must be small.
template <typename Scalar, int UpLo>
void test_potrs(Index n, Index nrhs) {
using MatrixType = Matrix<Scalar, Dynamic, Dynamic>;
using RealScalar = typename NumTraits<Scalar>::Real;
MatrixType A = make_spd<MatrixType>(n);
MatrixType B = MatrixType::Random(n, nrhs);
GpuLLT<Scalar, UpLo> llt(A);
VERIFY_IS_EQUAL(llt.info(), Success);
MatrixType X = llt.solve(B);
RealScalar residual = (A * X - B).norm() / B.norm();
RealScalar tol = RealScalar(n) * NumTraits<Scalar>::epsilon();
VERIFY(residual < tol);
}
// Test that multiple solves against the same factor all produce correct results.
// This exercises the key design property: L stays on device across calls.
template <typename Scalar>
void test_multiple_solves(Index n) {
using MatrixType = Matrix<Scalar, Dynamic, Dynamic>;
using RealScalar = typename NumTraits<Scalar>::Real;
MatrixType A = make_spd<MatrixType>(n);
GpuLLT<Scalar, Lower> llt(A);
VERIFY_IS_EQUAL(llt.info(), Success);
RealScalar tol = RealScalar(n) * NumTraits<Scalar>::epsilon();
for (int k = 0; k < 5; ++k) {
MatrixType B = MatrixType::Random(n, 3);
MatrixType X = llt.solve(B);
RealScalar residual = (A * X - B).norm() / B.norm();
VERIFY(residual < tol);
}
}
// Test that GpuLLT correctly detects a non-SPD matrix.
void test_not_spd() {
MatrixXd A = -MatrixXd::Identity(8, 8); // negative definite
GpuLLT<double> llt(A);
VERIFY_IS_EQUAL(llt.info(), NumericalIssue);
}
// ---- DeviceMatrix integration tests -----------------------------------------
// compute(DeviceMatrix) + solve(DeviceMatrix) → toHost
template <typename Scalar, int UpLo>
void test_device_matrix_solve(Index n, Index nrhs) {
using MatrixType = Matrix<Scalar, Dynamic, Dynamic>;
using RealScalar = typename NumTraits<Scalar>::Real;
MatrixType A = make_spd<MatrixType>(n);
MatrixType B = MatrixType::Random(n, nrhs);
auto d_A = DeviceMatrix<Scalar>::fromHost(A);
auto d_B = DeviceMatrix<Scalar>::fromHost(B);
GpuLLT<Scalar, UpLo> llt;
llt.compute(d_A);
VERIFY_IS_EQUAL(llt.info(), Success);
DeviceMatrix<Scalar> d_X = llt.solve(d_B);
MatrixType X = d_X.toHost();
RealScalar residual = (A * X - B).norm() / B.norm();
VERIFY(residual < RealScalar(n) * NumTraits<Scalar>::epsilon());
}
// compute(DeviceMatrix&&) — move path
template <typename Scalar>
void test_device_matrix_move_compute(Index n) {
using MatrixType = Matrix<Scalar, Dynamic, Dynamic>;
using RealScalar = typename NumTraits<Scalar>::Real;
MatrixType A = make_spd<MatrixType>(n);
MatrixType B = MatrixType::Random(n, 1);
auto d_A = DeviceMatrix<Scalar>::fromHost(A);
GpuLLT<Scalar, Lower> llt;
llt.compute(std::move(d_A));
VERIFY_IS_EQUAL(llt.info(), Success);
// d_A should be empty after move.
VERIFY(d_A.empty());
MatrixType X = llt.solve(B);
RealScalar residual = (A * X - B).norm() / B.norm();
VERIFY(residual < RealScalar(n) * NumTraits<Scalar>::epsilon());
}
// Full async chain: compute → solve → solve again with result as RHS → toHost
template <typename Scalar>
void test_chaining(Index n) {
using MatrixType = Matrix<Scalar, Dynamic, Dynamic>;
using RealScalar = typename NumTraits<Scalar>::Real;
MatrixType A = make_spd<MatrixType>(n);
MatrixType B = MatrixType::Random(n, 3);
auto d_A = DeviceMatrix<Scalar>::fromHost(A);
auto d_B = DeviceMatrix<Scalar>::fromHost(B);
GpuLLT<Scalar, Lower> llt;
llt.compute(d_A);
VERIFY_IS_EQUAL(llt.info(), Success);
// Chain: solve → use result as RHS for another solve
DeviceMatrix<Scalar> d_X = llt.solve(d_B);
DeviceMatrix<Scalar> d_Y = llt.solve(d_X);
// Only sync at the very end.
MatrixType Y = d_Y.toHost();
// Verify: Y = A^{-2} * B
MatrixType X_ref = LLT<MatrixType, Lower>(A).solve(B);
MatrixType Y_ref = LLT<MatrixType, Lower>(A).solve(X_ref);
RealScalar tol = RealScalar(4) * RealScalar(n) * NumTraits<Scalar>::epsilon() * Y_ref.norm();
VERIFY((Y - Y_ref).norm() < tol);
}
template <typename Scalar>
void test_scalar() {
CALL_SUBTEST((test_potrf<Scalar, Lower>(1)));
CALL_SUBTEST((test_potrf<Scalar, Lower>(64)));
CALL_SUBTEST((test_potrf<Scalar, Lower>(256)));
CALL_SUBTEST((test_potrf<Scalar, Upper>(64)));
CALL_SUBTEST((test_potrf<Scalar, Upper>(256)));
CALL_SUBTEST((test_potrs<Scalar, Lower>(64, 1)));
CALL_SUBTEST((test_potrs<Scalar, Lower>(64, 4)));
CALL_SUBTEST((test_potrs<Scalar, Lower>(256, 8)));
CALL_SUBTEST((test_potrs<Scalar, Upper>(64, 1)));
CALL_SUBTEST((test_potrs<Scalar, Upper>(256, 4)));
CALL_SUBTEST(test_multiple_solves<Scalar>(128));
CALL_SUBTEST((test_device_matrix_solve<Scalar, Lower>(64, 4)));
CALL_SUBTEST((test_device_matrix_solve<Scalar, Upper>(128, 1)));
CALL_SUBTEST(test_device_matrix_move_compute<Scalar>(64));
CALL_SUBTEST(test_chaining<Scalar>(64));
}
EIGEN_DECLARE_TEST(gpu_cusolver_llt) {
CALL_SUBTEST(test_scalar<float>());
CALL_SUBTEST(test_scalar<double>());
CALL_SUBTEST(test_scalar<std::complex<float>>());
CALL_SUBTEST(test_scalar<std::complex<double>>());
CALL_SUBTEST(test_not_spd());
}

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// This file is part of Eigen, a lightweight C++ template library
// for linear algebra.
//
// Copyright (C) 2026 Eigen Authors
//
// This Source Code Form is subject to the terms of the Mozilla
// Public License v. 2.0. If a copy of the MPL was not distributed
// with this file, You can obtain one at http://mozilla.org/MPL/2.0/.
// Tests for GpuLU: GPU partial-pivoting LU decomposition via cuSOLVER.
// Covers cusolverDnXgetrf (factorization) and cusolverDnXgetrs (solve)
// for float, double, complex<float>, complex<double>.
//
#define EIGEN_USE_GPU
#include "main.h"
#include <Eigen/LU>
#include <Eigen/GPU>
using namespace Eigen;
// ---- Test factorization + NoTrans solve: residual ||A*X - B|| / ||B|| -------
template <typename Scalar>
void test_getrf(Index n) {
using MatrixType = Matrix<Scalar, Dynamic, Dynamic>;
using RealScalar = typename NumTraits<Scalar>::Real;
MatrixType A = MatrixType::Random(n, n);
MatrixType B = MatrixType::Random(n, 4);
GpuLU<Scalar> lu(A);
VERIFY_IS_EQUAL(lu.info(), Success);
MatrixType X = lu.solve(B);
// Backward error bound for LU: ||A*X - B|| <= O(n*u) * ||A|| * ||X||.
// Normalize by ||A||*||X|| rather than ||B|| to be condition-number agnostic.
RealScalar residual = (A * X - B).norm() / (A.norm() * X.norm());
VERIFY(residual < RealScalar(10) * RealScalar(n) * NumTraits<Scalar>::epsilon());
}
// ---- Test solve: A^T*X = B and A^H*X = B ------------------------------------
template <typename Scalar>
void test_getrs_trans(Index n) {
using MatrixType = Matrix<Scalar, Dynamic, Dynamic>;
using RealScalar = typename NumTraits<Scalar>::Real;
MatrixType A = MatrixType::Random(n, n);
MatrixType B = MatrixType::Random(n, 3);
RealScalar tol = RealScalar(10) * RealScalar(n) * NumTraits<Scalar>::epsilon();
GpuLU<Scalar> lu(A);
VERIFY_IS_EQUAL(lu.info(), Success);
MatrixType Xt = lu.solve(B, GpuLU<Scalar>::Transpose);
VERIFY((A.transpose() * Xt - B).norm() / (A.norm() * Xt.norm()) < tol);
MatrixType Xc = lu.solve(B, GpuLU<Scalar>::ConjugateTranspose);
VERIFY((A.adjoint() * Xc - B).norm() / (A.norm() * Xc.norm()) < tol);
}
// ---- Test multiple solves reuse the device-resident LU ----------------------
template <typename Scalar>
void test_multiple_solves(Index n) {
using MatrixType = Matrix<Scalar, Dynamic, Dynamic>;
using RealScalar = typename NumTraits<Scalar>::Real;
MatrixType A = MatrixType::Random(n, n);
GpuLU<Scalar> lu(A);
VERIFY_IS_EQUAL(lu.info(), Success);
RealScalar tol = RealScalar(10) * RealScalar(n) * NumTraits<Scalar>::epsilon();
for (int k = 0; k < 5; ++k) {
MatrixType B = MatrixType::Random(n, 3);
MatrixType X = lu.solve(B);
VERIFY((A * X - B).norm() / (A.norm() * X.norm()) < tol);
}
}
// ---- Agreement with CPU PartialPivLU ----------------------------------------
template <typename Scalar>
void test_vs_cpu(Index n) {
using MatrixType = Matrix<Scalar, Dynamic, Dynamic>;
using RealScalar = typename NumTraits<Scalar>::Real;
MatrixType A = MatrixType::Random(n, n);
MatrixType B = MatrixType::Random(n, 5);
GpuLU<Scalar> gpu_lu(A);
VERIFY_IS_EQUAL(gpu_lu.info(), Success);
MatrixType X_gpu = gpu_lu.solve(B);
MatrixType X_cpu = PartialPivLU<MatrixType>(A).solve(B);
RealScalar tol = RealScalar(100) * RealScalar(n) * NumTraits<Scalar>::epsilon();
VERIFY((X_gpu - X_cpu).norm() / X_cpu.norm() < tol);
}
// ---- Singular matrix detection ----------------------------------------------
void test_singular() {
MatrixXd A = MatrixXd::Zero(8, 8);
GpuLU<double> lu(A);
VERIFY_IS_EQUAL(lu.info(), NumericalIssue);
}
// ---- DeviceMatrix integration tests -----------------------------------------
template <typename Scalar>
void test_device_matrix_solve(Index n) {
using MatrixType = Matrix<Scalar, Dynamic, Dynamic>;
using RealScalar = typename NumTraits<Scalar>::Real;
MatrixType A = MatrixType::Random(n, n);
MatrixType B = MatrixType::Random(n, 4);
auto d_A = DeviceMatrix<Scalar>::fromHost(A);
auto d_B = DeviceMatrix<Scalar>::fromHost(B);
GpuLU<Scalar> lu;
lu.compute(d_A);
VERIFY_IS_EQUAL(lu.info(), Success);
DeviceMatrix<Scalar> d_X = lu.solve(d_B);
MatrixType X = d_X.toHost();
RealScalar residual = (A * X - B).norm() / (A.norm() * X.norm());
VERIFY(residual < RealScalar(10) * RealScalar(n) * NumTraits<Scalar>::epsilon());
}
template <typename Scalar>
void test_device_matrix_move_compute(Index n) {
using MatrixType = Matrix<Scalar, Dynamic, Dynamic>;
using RealScalar = typename NumTraits<Scalar>::Real;
MatrixType A = MatrixType::Random(n, n);
MatrixType B = MatrixType::Random(n, 1);
auto d_A = DeviceMatrix<Scalar>::fromHost(A);
GpuLU<Scalar> lu;
lu.compute(std::move(d_A));
VERIFY_IS_EQUAL(lu.info(), Success);
VERIFY(d_A.empty());
MatrixType X = lu.solve(B);
RealScalar residual = (A * X - B).norm() / (A.norm() * X.norm());
VERIFY(residual < RealScalar(10) * RealScalar(n) * NumTraits<Scalar>::epsilon());
}
template <typename Scalar>
void test_chaining(Index n) {
using MatrixType = Matrix<Scalar, Dynamic, Dynamic>;
using RealScalar = typename NumTraits<Scalar>::Real;
MatrixType A = MatrixType::Random(n, n);
MatrixType B = MatrixType::Random(n, 3);
auto d_A = DeviceMatrix<Scalar>::fromHost(A);
auto d_B = DeviceMatrix<Scalar>::fromHost(B);
GpuLU<Scalar> lu;
lu.compute(d_A);
VERIFY_IS_EQUAL(lu.info(), Success);
// Chain: solve → use result as RHS
DeviceMatrix<Scalar> d_X = lu.solve(d_B);
DeviceMatrix<Scalar> d_Y = lu.solve(d_X);
MatrixType Y = d_Y.toHost();
MatrixType X_ref = PartialPivLU<MatrixType>(A).solve(B);
MatrixType Y_ref = PartialPivLU<MatrixType>(A).solve(X_ref);
RealScalar tol = RealScalar(100) * RealScalar(n) * NumTraits<Scalar>::epsilon() * Y_ref.norm();
VERIFY((Y - Y_ref).norm() < tol);
}
// ---- Per-scalar driver -------------------------------------------------------
template <typename Scalar>
void test_scalar() {
CALL_SUBTEST(test_getrf<Scalar>(1));
CALL_SUBTEST(test_getrf<Scalar>(64));
CALL_SUBTEST(test_getrf<Scalar>(256));
CALL_SUBTEST(test_getrs_trans<Scalar>(64));
CALL_SUBTEST(test_getrs_trans<Scalar>(128));
CALL_SUBTEST(test_multiple_solves<Scalar>(128));
CALL_SUBTEST(test_vs_cpu<Scalar>(64));
CALL_SUBTEST(test_vs_cpu<Scalar>(256));
CALL_SUBTEST(test_device_matrix_solve<Scalar>(64));
CALL_SUBTEST(test_device_matrix_move_compute<Scalar>(64));
CALL_SUBTEST(test_chaining<Scalar>(64));
}
EIGEN_DECLARE_TEST(gpu_cusolver_lu) {
CALL_SUBTEST(test_scalar<float>());
CALL_SUBTEST(test_scalar<double>());
CALL_SUBTEST(test_scalar<std::complex<float>>());
CALL_SUBTEST(test_scalar<std::complex<double>>());
CALL_SUBTEST(test_singular());
}

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// This file is part of Eigen, a lightweight C++ template library
// for linear algebra.
//
// Copyright (C) 2026 Rasmus Munk Larsen <rmlarsen@gmail.com>
//
// This Source Code Form is subject to the terms of the Mozilla
// Public License v. 2.0. If a copy of the MPL was not distributed
// with this file, You can obtain one at http://mozilla.org/MPL/2.0/.
// Tests for GpuQR: GPU QR decomposition via cuSOLVER.
#define EIGEN_USE_GPU
#include "main.h"
#include <Eigen/QR>
#include <Eigen/GPU>
using namespace Eigen;
// ---- Solve square system: A * X = B -----------------------------------------
template <typename Scalar>
void test_qr_solve_square(Index n, Index nrhs) {
using Mat = Matrix<Scalar, Dynamic, Dynamic>;
using RealScalar = typename NumTraits<Scalar>::Real;
Mat A = Mat::Random(n, n);
Mat B = Mat::Random(n, nrhs);
GpuQR<Scalar> qr(A);
VERIFY_IS_EQUAL(qr.info(), Success);
Mat X = qr.solve(B);
RealScalar residual = (A * X - B).norm() / (A.norm() * X.norm());
VERIFY(residual < RealScalar(10) * RealScalar(n) * NumTraits<Scalar>::epsilon());
}
// ---- Solve overdetermined system: m > n (least-squares) ---------------------
template <typename Scalar>
void test_qr_solve_overdetermined(Index m, Index n, Index nrhs) {
using Mat = Matrix<Scalar, Dynamic, Dynamic>;
using RealScalar = typename NumTraits<Scalar>::Real;
eigen_assert(m >= n);
Mat A = Mat::Random(m, n);
Mat B = Mat::Random(m, nrhs);
GpuQR<Scalar> qr(A);
VERIFY_IS_EQUAL(qr.info(), Success);
Mat X = qr.solve(B);
VERIFY_IS_EQUAL(X.rows(), n);
VERIFY_IS_EQUAL(X.cols(), nrhs);
// Compare with CPU QR.
Mat X_cpu = HouseholderQR<Mat>(A).solve(B);
RealScalar tol = RealScalar(100) * RealScalar(m) * NumTraits<Scalar>::epsilon();
VERIFY((X - X_cpu).norm() / X_cpu.norm() < tol);
}
// ---- Solve with DeviceMatrix input ------------------------------------------
template <typename Scalar>
void test_qr_solve_device(Index n, Index nrhs) {
using Mat = Matrix<Scalar, Dynamic, Dynamic>;
using RealScalar = typename NumTraits<Scalar>::Real;
Mat A = Mat::Random(n, n);
Mat B = Mat::Random(n, nrhs);
auto d_A = DeviceMatrix<Scalar>::fromHost(A);
auto d_B = DeviceMatrix<Scalar>::fromHost(B);
GpuQR<Scalar> qr;
qr.compute(d_A);
VERIFY_IS_EQUAL(qr.info(), Success);
DeviceMatrix<Scalar> d_X = qr.solve(d_B);
Mat X = d_X.toHost();
RealScalar residual = (A * X - B).norm() / (A.norm() * X.norm());
VERIFY(residual < RealScalar(10) * RealScalar(n) * NumTraits<Scalar>::epsilon());
}
// ---- Solve overdetermined via device path -----------------------------------
template <typename Scalar>
void test_qr_solve_overdetermined_device(Index m, Index n, Index nrhs) {
using Mat = Matrix<Scalar, Dynamic, Dynamic>;
using RealScalar = typename NumTraits<Scalar>::Real;
eigen_assert(m >= n);
Mat A = Mat::Random(m, n);
Mat B = Mat::Random(m, nrhs);
auto d_A = DeviceMatrix<Scalar>::fromHost(A);
auto d_B = DeviceMatrix<Scalar>::fromHost(B);
GpuQR<Scalar> qr;
qr.compute(d_A);
VERIFY_IS_EQUAL(qr.info(), Success);
DeviceMatrix<Scalar> d_X = qr.solve(d_B);
VERIFY_IS_EQUAL(d_X.rows(), n);
VERIFY_IS_EQUAL(d_X.cols(), nrhs);
Mat X = d_X.toHost();
Mat X_cpu = HouseholderQR<Mat>(A).solve(B);
RealScalar tol = RealScalar(100) * RealScalar(m) * NumTraits<Scalar>::epsilon();
VERIFY((X - X_cpu).norm() / X_cpu.norm() < tol);
}
// ---- Multiple solves reuse the factorization --------------------------------
template <typename Scalar>
void test_qr_multiple_solves(Index n) {
using Mat = Matrix<Scalar, Dynamic, Dynamic>;
using RealScalar = typename NumTraits<Scalar>::Real;
Mat A = Mat::Random(n, n);
GpuQR<Scalar> qr(A);
VERIFY_IS_EQUAL(qr.info(), Success);
RealScalar tol = RealScalar(10) * RealScalar(n) * NumTraits<Scalar>::epsilon();
for (int k = 0; k < 5; ++k) {
Mat B = Mat::Random(n, 3);
Mat X = qr.solve(B);
RealScalar residual = (A * X - B).norm() / (A.norm() * X.norm());
VERIFY(residual < tol);
}
}
// ---- Agreement with CPU HouseholderQR ---------------------------------------
template <typename Scalar>
void test_qr_vs_cpu(Index n, Index nrhs) {
using Mat = Matrix<Scalar, Dynamic, Dynamic>;
using RealScalar = typename NumTraits<Scalar>::Real;
Mat A = Mat::Random(n, n);
Mat B = Mat::Random(n, nrhs);
GpuQR<Scalar> gpu_qr(A);
VERIFY_IS_EQUAL(gpu_qr.info(), Success);
Mat X_gpu = gpu_qr.solve(B);
Mat X_cpu = HouseholderQR<Mat>(A).solve(B);
RealScalar tol = RealScalar(100) * RealScalar(n) * NumTraits<Scalar>::epsilon();
VERIFY((X_gpu - X_cpu).norm() / X_cpu.norm() < tol);
}
// ---- Per-scalar driver ------------------------------------------------------
template <typename Scalar>
void test_scalar() {
CALL_SUBTEST(test_qr_solve_square<Scalar>(1, 1));
CALL_SUBTEST(test_qr_solve_square<Scalar>(64, 1));
CALL_SUBTEST(test_qr_solve_square<Scalar>(64, 4));
CALL_SUBTEST(test_qr_solve_square<Scalar>(256, 8));
CALL_SUBTEST(test_qr_solve_overdetermined<Scalar>(128, 64, 4));
CALL_SUBTEST(test_qr_solve_overdetermined<Scalar>(256, 128, 1));
CALL_SUBTEST(test_qr_solve_device<Scalar>(64, 4));
CALL_SUBTEST(test_qr_solve_overdetermined_device<Scalar>(128, 64, 4));
CALL_SUBTEST(test_qr_multiple_solves<Scalar>(64));
CALL_SUBTEST(test_qr_vs_cpu<Scalar>(64, 4));
CALL_SUBTEST(test_qr_vs_cpu<Scalar>(256, 8));
}
void test_qr_empty() {
GpuQR<double> qr(MatrixXd(0, 0));
VERIFY_IS_EQUAL(qr.info(), Success);
VERIFY_IS_EQUAL(qr.rows(), 0);
VERIFY_IS_EQUAL(qr.cols(), 0);
}
EIGEN_DECLARE_TEST(gpu_cusolver_qr) {
CALL_SUBTEST(test_scalar<float>());
CALL_SUBTEST(test_scalar<double>());
CALL_SUBTEST(test_scalar<std::complex<float>>());
CALL_SUBTEST(test_scalar<std::complex<double>>());
CALL_SUBTEST(test_qr_empty());
}

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// This file is part of Eigen, a lightweight C++ template library
// for linear algebra.
//
// Copyright (C) 2026 Rasmus Munk Larsen <rmlarsen@gmail.com>
//
// This Source Code Form is subject to the terms of the Mozilla
// Public License v. 2.0. If a copy of the MPL was not distributed
// with this file, You can obtain one at http://mozilla.org/MPL/2.0/.
// Tests for GpuSVD: GPU SVD via cuSOLVER.
#define EIGEN_USE_GPU
#include "main.h"
#include <Eigen/SVD>
#include <Eigen/GPU>
using namespace Eigen;
// ---- SVD reconstruction: U * diag(S) * VT ≈ A ------------------------------
template <typename Scalar, unsigned int Options>
void test_svd_reconstruction(Index m, Index n) {
using Mat = Matrix<Scalar, Dynamic, Dynamic>;
using RealScalar = typename NumTraits<Scalar>::Real;
Mat A = Mat::Random(m, n);
GpuSVD<Scalar> svd(A, Options);
VERIFY_IS_EQUAL(svd.info(), Success);
auto S = svd.singularValues();
Mat U = svd.matrixU();
Mat VT = svd.matrixVT();
const Index k = (std::min)(m, n);
// Reconstruct: A_hat = U[:,:k] * diag(S) * VT[:k,:].
Mat A_hat = U.leftCols(k) * S.asDiagonal() * VT.topRows(k);
RealScalar tol = RealScalar(5) * std::sqrt(static_cast<RealScalar>(k)) * NumTraits<Scalar>::epsilon() * A.norm();
VERIFY((A_hat - A).norm() < tol);
// Orthogonality: U^H * U ≈ I.
Mat UtU = U.adjoint() * U;
Mat I_u = Mat::Identity(U.cols(), U.cols());
VERIFY((UtU - I_u).norm() < tol);
// Orthogonality: VT * VT^H ≈ I.
Mat VtVh = VT * VT.adjoint();
Mat I_v = Mat::Identity(VT.rows(), VT.rows());
VERIFY((VtVh - I_v).norm() < tol);
}
// ---- Singular values match CPU BDCSVD ---------------------------------------
template <typename Scalar>
void test_svd_singular_values(Index m, Index n) {
using Mat = Matrix<Scalar, Dynamic, Dynamic>;
using RealScalar = typename NumTraits<Scalar>::Real;
Mat A = Mat::Random(m, n);
GpuSVD<Scalar> svd(A, 0); // values only
VERIFY_IS_EQUAL(svd.info(), Success);
auto S_gpu = svd.singularValues();
auto S_cpu = BDCSVD<Mat>(A, 0).singularValues();
RealScalar tol =
RealScalar(5) * std::sqrt(static_cast<RealScalar>((std::min)(m, n))) * NumTraits<Scalar>::epsilon() * S_cpu(0);
VERIFY((S_gpu - S_cpu).norm() < tol);
}
// ---- Solve: pseudoinverse ---------------------------------------------------
template <typename Scalar>
void test_svd_solve(Index m, Index n, Index nrhs) {
using Mat = Matrix<Scalar, Dynamic, Dynamic>;
using RealScalar = typename NumTraits<Scalar>::Real;
Mat A = Mat::Random(m, n);
Mat B = Mat::Random(m, nrhs);
GpuSVD<Scalar> svd(A, ComputeThinU | ComputeThinV);
VERIFY_IS_EQUAL(svd.info(), Success);
Mat X = svd.solve(B);
VERIFY_IS_EQUAL(X.rows(), n);
VERIFY_IS_EQUAL(X.cols(), nrhs);
// Compare with CPU BDCSVD solve.
Mat X_cpu = BDCSVD<Mat>(A, ComputeThinU | ComputeThinV).solve(B);
RealScalar tol = RealScalar(100) * RealScalar((std::max)(m, n)) * NumTraits<Scalar>::epsilon();
VERIFY((X - X_cpu).norm() / X_cpu.norm() < tol);
}
// ---- Solve: truncated -------------------------------------------------------
template <typename Scalar>
void test_svd_solve_truncated(Index m, Index n) {
using Mat = Matrix<Scalar, Dynamic, Dynamic>;
using RealScalar = typename NumTraits<Scalar>::Real;
Mat A = Mat::Random(m, n);
Mat B = Mat::Random(m, 1);
const Index k = (std::min)(m, n);
const Index trunc = k / 2;
eigen_assert(trunc > 0);
GpuSVD<Scalar> svd(A, ComputeThinU | ComputeThinV);
Mat X_trunc = svd.solve(B, trunc);
// Build CPU reference: truncated pseudoinverse.
auto cpu_svd = BDCSVD<Mat>(A, ComputeThinU | ComputeThinV);
auto S = cpu_svd.singularValues();
Mat U = cpu_svd.matrixU();
Mat V = cpu_svd.matrixV();
// D_ii = 1/S_i for i < trunc, 0 otherwise.
Matrix<RealScalar, Dynamic, 1> D = Matrix<RealScalar, Dynamic, 1>::Zero(k);
for (Index i = 0; i < trunc; ++i) D(i) = RealScalar(1) / S(i);
Mat X_ref = V * D.asDiagonal() * U.adjoint() * B;
RealScalar tol = RealScalar(100) * RealScalar(k) * NumTraits<Scalar>::epsilon();
VERIFY((X_trunc - X_ref).norm() / X_ref.norm() < tol);
}
// ---- Solve: Tikhonov regularized --------------------------------------------
template <typename Scalar>
void test_svd_solve_regularized(Index m, Index n) {
using Mat = Matrix<Scalar, Dynamic, Dynamic>;
using RealScalar = typename NumTraits<Scalar>::Real;
Mat A = Mat::Random(m, n);
Mat B = Mat::Random(m, 1);
RealScalar lambda = RealScalar(0.1);
const Index k = (std::min)(m, n);
GpuSVD<Scalar> svd(A, ComputeThinU | ComputeThinV);
Mat X_reg = svd.solve(B, lambda);
// CPU reference: D_ii = S_i / (S_i^2 + lambda^2).
auto cpu_svd = BDCSVD<Mat>(A, ComputeThinU | ComputeThinV);
auto S = cpu_svd.singularValues();
Mat U = cpu_svd.matrixU();
Mat V = cpu_svd.matrixV();
Matrix<RealScalar, Dynamic, 1> D(k);
for (Index i = 0; i < k; ++i) D(i) = S(i) / (S(i) * S(i) + lambda * lambda);
Mat X_ref = V * D.asDiagonal() * U.adjoint() * B;
RealScalar tol = RealScalar(100) * RealScalar(k) * NumTraits<Scalar>::epsilon();
VERIFY((X_reg - X_ref).norm() / X_ref.norm() < tol);
}
// ---- Empty matrix -----------------------------------------------------------
void test_svd_empty() {
GpuSVD<double> svd(MatrixXd(0, 0), 0);
VERIFY_IS_EQUAL(svd.info(), Success);
VERIFY_IS_EQUAL(svd.rows(), 0);
VERIFY_IS_EQUAL(svd.cols(), 0);
}
// ---- Per-scalar driver ------------------------------------------------------
template <typename Scalar>
void test_scalar() {
// Reconstruction + orthogonality (thin and full, identical test logic).
CALL_SUBTEST((test_svd_reconstruction<Scalar, ComputeThinU | ComputeThinV>(64, 64)));
CALL_SUBTEST((test_svd_reconstruction<Scalar, ComputeThinU | ComputeThinV>(128, 64)));
CALL_SUBTEST((test_svd_reconstruction<Scalar, ComputeThinU | ComputeThinV>(64, 128))); // wide (m < n)
CALL_SUBTEST((test_svd_reconstruction<Scalar, ComputeFullU | ComputeFullV>(64, 64)));
CALL_SUBTEST((test_svd_reconstruction<Scalar, ComputeFullU | ComputeFullV>(128, 64)));
// Singular values.
CALL_SUBTEST(test_svd_singular_values<Scalar>(64, 64));
CALL_SUBTEST(test_svd_singular_values<Scalar>(128, 64));
// Solve.
CALL_SUBTEST(test_svd_solve<Scalar>(64, 64, 4));
CALL_SUBTEST(test_svd_solve<Scalar>(128, 64, 4));
CALL_SUBTEST(test_svd_solve<Scalar>(64, 128, 4)); // wide (m < n)
// Truncated and regularized solve.
CALL_SUBTEST(test_svd_solve_truncated<Scalar>(64, 64));
CALL_SUBTEST(test_svd_solve_regularized<Scalar>(64, 64));
}
EIGEN_DECLARE_TEST(gpu_cusolver_svd) {
CALL_SUBTEST(test_scalar<float>());
CALL_SUBTEST(test_scalar<double>());
CALL_SUBTEST(test_scalar<std::complex<float>>());
CALL_SUBTEST(test_scalar<std::complex<double>>());
CALL_SUBTEST(test_svd_empty());
}

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// This file is part of Eigen, a lightweight C++ template library
// for linear algebra.
//
// Copyright (C) 2026 Rasmus Munk Larsen <rmlarsen@gmail.com>
//
// This Source Code Form is subject to the terms of the Mozilla
// Public License v. 2.0. If a copy of the MPL was not distributed
// with this file, You can obtain one at http://mozilla.org/MPL/2.0/.
// Tests for GpuSparseContext: GPU SpMV/SpMM via cuSPARSE.
#define EIGEN_USE_GPU
#include "main.h"
#include <Eigen/Sparse>
#include <Eigen/GPU>
using namespace Eigen;
// ---- Helper: build a random sparse matrix -----------------------------------
template <typename Scalar>
SparseMatrix<Scalar, ColMajor, int> make_sparse(Index rows, Index cols, double density = 0.1) {
using SpMat = SparseMatrix<Scalar, ColMajor, int>;
using RealScalar = typename NumTraits<Scalar>::Real;
SpMat R(rows, cols);
R.reserve(VectorXi::Constant(cols, static_cast<int>(rows * density) + 1));
for (Index j = 0; j < cols; ++j) {
for (Index i = 0; i < rows; ++i) {
if ((std::rand() / double(RAND_MAX)) < density) {
R.insert(i, j) = Scalar(RealScalar(std::rand() / double(RAND_MAX) - 0.5));
}
}
}
R.makeCompressed();
return R;
}
// ---- SpMV: y = A * x -------------------------------------------------------
template <typename Scalar>
void test_spmv(Index rows, Index cols) {
using SpMat = SparseMatrix<Scalar, ColMajor, int>;
using Vec = Matrix<Scalar, Dynamic, 1>;
using RealScalar = typename NumTraits<Scalar>::Real;
SpMat A = make_sparse<Scalar>(rows, cols);
Vec x = Vec::Random(cols);
GpuSparseContext<Scalar> ctx;
Vec y_gpu = ctx.multiply(A, x);
Vec y_cpu = A * x;
RealScalar tol = RealScalar(10) * RealScalar((std::max)(rows, cols)) * NumTraits<Scalar>::epsilon();
VERIFY_IS_EQUAL(y_gpu.size(), rows);
VERIFY((y_gpu - y_cpu).norm() / (y_cpu.norm() + RealScalar(1)) < tol);
}
// ---- SpMV with alpha/beta: y = alpha*A*x + beta*y ---------------------------
template <typename Scalar>
void test_spmv_alpha_beta(Index n) {
using SpMat = SparseMatrix<Scalar, ColMajor, int>;
using Vec = Matrix<Scalar, Dynamic, 1>;
using RealScalar = typename NumTraits<Scalar>::Real;
SpMat A = make_sparse<Scalar>(n, n);
Vec x = Vec::Random(n);
Vec y_init = Vec::Random(n);
Scalar alpha(2);
Scalar beta(3);
Vec y_cpu = alpha * (A * x) + beta * y_init;
GpuSparseContext<Scalar> ctx;
Vec y_gpu = y_init;
ctx.multiply(A, x, y_gpu, alpha, beta);
RealScalar tol = RealScalar(10) * RealScalar(n) * NumTraits<Scalar>::epsilon();
VERIFY((y_gpu - y_cpu).norm() / (y_cpu.norm() + RealScalar(1)) < tol);
}
// ---- Transpose: y = A^T * x ------------------------------------------------
template <typename Scalar>
void test_spmv_transpose(Index rows, Index cols) {
using SpMat = SparseMatrix<Scalar, ColMajor, int>;
using Vec = Matrix<Scalar, Dynamic, 1>;
using RealScalar = typename NumTraits<Scalar>::Real;
SpMat A = make_sparse<Scalar>(rows, cols);
Vec x = Vec::Random(rows);
GpuSparseContext<Scalar> ctx;
Vec y_gpu = ctx.multiplyT(A, x);
Vec y_cpu = A.transpose() * x;
RealScalar tol = RealScalar(10) * RealScalar((std::max)(rows, cols)) * NumTraits<Scalar>::epsilon();
VERIFY_IS_EQUAL(y_gpu.size(), cols);
VERIFY((y_gpu - y_cpu).norm() / (y_cpu.norm() + RealScalar(1)) < tol);
}
// ---- SpMM: Y = A * X (multiple RHS) ----------------------------------------
template <typename Scalar>
void test_spmm(Index rows, Index cols, Index nrhs) {
using SpMat = SparseMatrix<Scalar, ColMajor, int>;
using Mat = Matrix<Scalar, Dynamic, Dynamic>;
using RealScalar = typename NumTraits<Scalar>::Real;
SpMat A = make_sparse<Scalar>(rows, cols);
Mat X = Mat::Random(cols, nrhs);
GpuSparseContext<Scalar> ctx;
Mat Y_gpu = ctx.multiplyMat(A, X);
Mat Y_cpu = A * X;
RealScalar tol = RealScalar(10) * RealScalar((std::max)(rows, cols)) * NumTraits<Scalar>::epsilon();
VERIFY_IS_EQUAL(Y_gpu.rows(), rows);
VERIFY_IS_EQUAL(Y_gpu.cols(), nrhs);
VERIFY((Y_gpu - Y_cpu).norm() / (Y_cpu.norm() + RealScalar(1)) < tol);
}
// ---- Identity matrix: I * x = x --------------------------------------------
template <typename Scalar>
void test_identity(Index n) {
using SpMat = SparseMatrix<Scalar, ColMajor, int>;
using Vec = Matrix<Scalar, Dynamic, 1>;
using RealScalar = typename NumTraits<Scalar>::Real;
// Build sparse identity.
SpMat eye(n, n);
eye.setIdentity();
eye.makeCompressed();
Vec x = Vec::Random(n);
GpuSparseContext<Scalar> ctx;
Vec y = ctx.multiply(eye, x);
RealScalar tol = NumTraits<Scalar>::epsilon();
VERIFY((y - x).norm() < tol);
}
// ---- Context reuse ----------------------------------------------------------
template <typename Scalar>
void test_reuse(Index n) {
using SpMat = SparseMatrix<Scalar, ColMajor, int>;
using Vec = Matrix<Scalar, Dynamic, 1>;
using RealScalar = typename NumTraits<Scalar>::Real;
GpuSparseContext<Scalar> ctx;
RealScalar tol = RealScalar(10) * RealScalar(n) * NumTraits<Scalar>::epsilon();
for (int trial = 0; trial < 3; ++trial) {
SpMat A = make_sparse<Scalar>(n, n);
Vec x = Vec::Random(n);
Vec y_gpu = ctx.multiply(A, x);
Vec y_cpu = A * x;
VERIFY((y_gpu - y_cpu).norm() / (y_cpu.norm() + RealScalar(1)) < tol);
}
}
// ---- Empty ------------------------------------------------------------------
template <typename Scalar>
void test_empty() {
using SpMat = SparseMatrix<Scalar, ColMajor, int>;
using Vec = Matrix<Scalar, Dynamic, 1>;
SpMat A(0, 0);
A.makeCompressed();
Vec x(0);
GpuSparseContext<Scalar> ctx;
Vec y = ctx.multiply(A, x);
VERIFY_IS_EQUAL(y.size(), 0);
}
// ---- Per-scalar driver ------------------------------------------------------
template <typename Scalar>
void test_scalar() {
CALL_SUBTEST(test_spmv<Scalar>(64, 64));
CALL_SUBTEST(test_spmv<Scalar>(128, 64)); // non-square
CALL_SUBTEST(test_spmv<Scalar>(64, 128)); // wide
CALL_SUBTEST(test_spmv_alpha_beta<Scalar>(64));
CALL_SUBTEST(test_spmv_transpose<Scalar>(128, 64));
CALL_SUBTEST(test_spmm<Scalar>(64, 64, 4));
CALL_SUBTEST(test_identity<Scalar>(64));
CALL_SUBTEST(test_reuse<Scalar>(64));
CALL_SUBTEST(test_empty<Scalar>());
}
EIGEN_DECLARE_TEST(gpu_cusparse_spmv) {
CALL_SUBTEST(test_scalar<float>());
CALL_SUBTEST(test_scalar<double>());
CALL_SUBTEST(test_scalar<std::complex<float>>());
CALL_SUBTEST(test_scalar<std::complex<double>>());
}

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// This file is part of Eigen, a lightweight C++ template library
// for linear algebra.
//
// Copyright (C) 2026 Rasmus Munk Larsen <rmlarsen@gmail.com>
//
// This Source Code Form is subject to the terms of the Mozilla
// Public License v. 2.0. If a copy of the MPL was not distributed
// with this file, You can obtain one at http://mozilla.org/MPL/2.0/.
// Tests for DeviceMatrix and HostTransfer: typed RAII GPU memory wrapper.
// No cuSOLVER dependency — only CUDA runtime.
#define EIGEN_USE_GPU
#include "main.h"
#include <Eigen/GPU>
using namespace Eigen;
// ---- Default construction ---------------------------------------------------
void test_default_construct() {
DeviceMatrix<double> dm;
VERIFY(dm.empty());
VERIFY_IS_EQUAL(dm.rows(), 0);
VERIFY_IS_EQUAL(dm.cols(), 0);
VERIFY(dm.data() == nullptr);
VERIFY_IS_EQUAL(dm.sizeInBytes(), size_t(0));
}
// ---- Allocate uninitialized -------------------------------------------------
template <typename Scalar>
void test_allocate(Index rows, Index cols) {
DeviceMatrix<Scalar> dm(rows, cols);
VERIFY(!dm.empty());
VERIFY_IS_EQUAL(dm.rows(), rows);
VERIFY_IS_EQUAL(dm.cols(), cols);
VERIFY(dm.data() != nullptr);
VERIFY_IS_EQUAL(dm.sizeInBytes(), size_t(rows) * size_t(cols) * sizeof(Scalar));
}
// ---- fromHost / toHost roundtrip (synchronous) ------------------------------
template <typename Scalar>
void test_roundtrip(Index rows, Index cols) {
using MatrixType = Matrix<Scalar, Dynamic, Dynamic>;
MatrixType host = MatrixType::Random(rows, cols);
auto dm = DeviceMatrix<Scalar>::fromHost(host);
VERIFY_IS_EQUAL(dm.rows(), rows);
VERIFY_IS_EQUAL(dm.cols(), cols);
VERIFY(!dm.empty());
MatrixType result = dm.toHost();
VERIFY_IS_EQUAL(result.rows(), rows);
VERIFY_IS_EQUAL(result.cols(), cols);
VERIFY_IS_APPROX(result, host);
}
// ---- fromHostAsync / toHostAsync roundtrip -----------------------------------
template <typename Scalar>
void test_roundtrip_async(Index rows, Index cols) {
using MatrixType = Matrix<Scalar, Dynamic, Dynamic>;
MatrixType host = MatrixType::Random(rows, cols);
cudaStream_t stream;
EIGEN_CUDA_RUNTIME_CHECK(cudaStreamCreate(&stream));
// Async upload from raw pointer.
auto dm = DeviceMatrix<Scalar>::fromHostAsync(host.data(), rows, cols, stream);
VERIFY_IS_EQUAL(dm.rows(), rows);
VERIFY_IS_EQUAL(dm.cols(), cols);
// Async download via HostTransfer future.
auto transfer = dm.toHostAsync(stream);
// get() blocks and returns the matrix.
MatrixType result = transfer.get();
VERIFY_IS_APPROX(result, host);
EIGEN_CUDA_RUNTIME_CHECK(cudaStreamDestroy(stream));
}
// ---- HostTransfer::ready() and idempotent get() -----------------------------
void test_host_transfer_ready() {
using MatrixType = Matrix<double, Dynamic, Dynamic>;
MatrixType host = MatrixType::Random(100, 100);
auto dm = DeviceMatrix<double>::fromHost(host);
auto transfer = dm.toHostAsync();
// After get(), ready() must return true.
MatrixType result = transfer.get();
VERIFY(transfer.ready());
VERIFY_IS_APPROX(result, host);
// get() is idempotent.
MatrixType& result2 = transfer.get();
VERIFY_IS_APPROX(result2, host);
}
// ---- HostTransfer move ------------------------------------------------------
void test_host_transfer_move() {
using MatrixType = Matrix<double, Dynamic, Dynamic>;
MatrixType host = MatrixType::Random(50, 50);
auto dm = DeviceMatrix<double>::fromHost(host);
auto transfer = dm.toHostAsync();
HostTransfer<double> moved(std::move(transfer));
MatrixType result = moved.get();
VERIFY_IS_APPROX(result, host);
}
// ---- clone() produces independent copy --------------------------------------
template <typename Scalar>
void test_clone(Index rows, Index cols) {
using MatrixType = Matrix<Scalar, Dynamic, Dynamic>;
MatrixType host = MatrixType::Random(rows, cols);
auto dm = DeviceMatrix<Scalar>::fromHost(host);
auto cloned = dm.clone();
// Overwrite original with different data.
MatrixType other = MatrixType::Random(rows, cols);
dm = DeviceMatrix<Scalar>::fromHost(other);
// Clone still holds the original data.
MatrixType clone_result = cloned.toHost();
VERIFY_IS_APPROX(clone_result, host);
// Original holds the new data.
MatrixType dm_result = dm.toHost();
VERIFY_IS_APPROX(dm_result, other);
}
// ---- Move construct ---------------------------------------------------------
template <typename Scalar>
void test_move_construct(Index rows, Index cols) {
using MatrixType = Matrix<Scalar, Dynamic, Dynamic>;
MatrixType host = MatrixType::Random(rows, cols);
auto dm = DeviceMatrix<Scalar>::fromHost(host);
DeviceMatrix<Scalar> moved(std::move(dm));
VERIFY(dm.empty());
VERIFY(dm.data() == nullptr);
VERIFY_IS_EQUAL(moved.rows(), rows);
VERIFY_IS_EQUAL(moved.cols(), cols);
MatrixType result = moved.toHost();
VERIFY_IS_APPROX(result, host);
}
// ---- Move assign ------------------------------------------------------------
template <typename Scalar>
void test_move_assign(Index rows, Index cols) {
using MatrixType = Matrix<Scalar, Dynamic, Dynamic>;
MatrixType host = MatrixType::Random(rows, cols);
auto dm = DeviceMatrix<Scalar>::fromHost(host);
DeviceMatrix<Scalar> dest;
dest = std::move(dm);
VERIFY(dm.empty());
VERIFY_IS_EQUAL(dest.rows(), rows);
MatrixType result = dest.toHost();
VERIFY_IS_APPROX(result, host);
}
// ---- resize() ---------------------------------------------------------------
void test_resize() {
DeviceMatrix<double> dm(10, 20);
VERIFY_IS_EQUAL(dm.rows(), 10);
VERIFY_IS_EQUAL(dm.cols(), 20);
dm.resize(50, 30);
VERIFY_IS_EQUAL(dm.rows(), 50);
VERIFY_IS_EQUAL(dm.cols(), 30);
VERIFY(dm.data() != nullptr);
// Resize to same dimensions is a no-op.
double* ptr_before = dm.data();
dm.resize(50, 30);
VERIFY(dm.data() == ptr_before);
}
// ---- Empty / 0x0 matrix -----------------------------------------------------
void test_empty() {
using MatrixType = Matrix<double, Dynamic, Dynamic>;
MatrixType empty_mat(0, 0);
auto dm = DeviceMatrix<double>::fromHost(empty_mat);
VERIFY(dm.empty());
VERIFY_IS_EQUAL(dm.rows(), 0);
VERIFY_IS_EQUAL(dm.cols(), 0);
MatrixType result = dm.toHost();
VERIFY_IS_EQUAL(result.rows(), 0);
VERIFY_IS_EQUAL(result.cols(), 0);
}
// ---- Per-scalar driver ------------------------------------------------------
template <typename Scalar>
void test_scalar() {
// Square.
CALL_SUBTEST(test_roundtrip<Scalar>(1, 1));
CALL_SUBTEST(test_roundtrip<Scalar>(64, 64));
CALL_SUBTEST(test_roundtrip<Scalar>(256, 256));
// Rectangular.
CALL_SUBTEST(test_roundtrip<Scalar>(100, 7));
CALL_SUBTEST(test_roundtrip<Scalar>(7, 100));
// Async roundtrip.
CALL_SUBTEST(test_roundtrip_async<Scalar>(64, 64));
CALL_SUBTEST(test_roundtrip_async<Scalar>(100, 7));
CALL_SUBTEST(test_clone<Scalar>(64, 64));
CALL_SUBTEST(test_move_construct<Scalar>(64, 64));
CALL_SUBTEST(test_move_assign<Scalar>(64, 64));
}
EIGEN_DECLARE_TEST(gpu_device_matrix) {
CALL_SUBTEST(test_default_construct());
CALL_SUBTEST(test_empty());
CALL_SUBTEST(test_resize());
CALL_SUBTEST(test_host_transfer_ready());
CALL_SUBTEST(test_host_transfer_move());
CALL_SUBTEST((test_allocate<float>(100, 50)));
CALL_SUBTEST((test_allocate<double>(100, 50)));
CALL_SUBTEST(test_scalar<float>());
CALL_SUBTEST(test_scalar<double>());
CALL_SUBTEST(test_scalar<std::complex<float>>());
CALL_SUBTEST(test_scalar<std::complex<double>>());
}

110
test/gpu_library_example.cu Normal file
View File

@@ -0,0 +1,110 @@
// This file is part of Eigen, a lightweight C++ template library
// for linear algebra.
//
// Copyright (C) 2026 Rasmus Munk Larsen <rmlarsen@gmail.com>
//
// This Source Code Form is subject to the terms of the Mozilla
// Public License v. 2.0. If a copy of the MPL was not distributed
// with this file, You can obtain one at http://mozilla.org/MPL/2.0/.
// Smoke test for GPU library test infrastructure.
// Verifies GpuContext, GpuBuffer, and host<->device matrix transfers
// without requiring any NVIDIA library (cuBLAS, cuSOLVER, etc.).
#define EIGEN_USE_GPU
#include "main.h"
#include "gpu_context.h"
#include "gpu_library_test_helper.h"
using namespace Eigen;
using namespace Eigen::test;
// Test that GpuContext initializes, reports valid device info, and owns a cuSOLVER handle.
void test_gpu_context() {
GpuContext ctx;
VERIFY(ctx.device() >= 0);
VERIFY(ctx.deviceProperties().major >= 7); // sm_70 minimum
VERIFY(ctx.stream != nullptr);
VERIFY(ctx.cusolver != nullptr);
std::cout << " GPU: " << ctx.deviceProperties().name << " (sm_" << ctx.deviceProperties().major
<< ctx.deviceProperties().minor << ")\n";
}
// Test dense matrix roundtrip: host -> device -> host.
template <typename MatrixType>
void test_dense_roundtrip() {
GpuContext ctx;
const Index rows = 64;
const Index cols = 32;
MatrixType A = MatrixType::Random(rows, cols);
auto buf = gpu_copy_to_device(ctx.stream, A);
VERIFY(buf.data != nullptr);
VERIFY(buf.size == rows * cols);
MatrixType B(rows, cols);
B.setZero();
gpu_copy_to_host(ctx.stream, buf, B);
ctx.synchronize();
VERIFY_IS_EQUAL(A, B);
}
// Test GpuBuffer RAII: move semantics, async zero-init.
void test_gpu_buffer() {
GpuContext ctx;
GpuBuffer<float> a(128);
VERIFY(a.data != nullptr);
VERIFY(a.size == 128);
// Move construction.
GpuBuffer<float> b(std::move(a));
VERIFY(a.data == nullptr);
VERIFY(b.data != nullptr);
VERIFY(b.size == 128);
// Move assignment.
GpuBuffer<float> c;
c = std::move(b);
VERIFY(b.data == nullptr);
VERIFY(c.data != nullptr);
// setZeroAsync.
c.setZeroAsync(ctx.stream);
ctx.synchronize();
std::vector<float> host(128);
GPU_CHECK(cudaMemcpy(host.data(), c.data, 128 * sizeof(float), cudaMemcpyDeviceToHost));
for (int i = 0; i < 128; ++i) {
VERIFY_IS_EQUAL(host[i], 0.0f);
}
}
// Test with vectors (1D).
template <typename Scalar>
void test_vector_roundtrip() {
GpuContext ctx;
const Index n = 256;
Matrix<Scalar, Dynamic, 1> v = Matrix<Scalar, Dynamic, 1>::Random(n);
auto buf = gpu_copy_to_device(ctx.stream, v);
Matrix<Scalar, Dynamic, 1> w(n);
w.setZero();
gpu_copy_to_host(ctx.stream, buf, w);
ctx.synchronize();
VERIFY_IS_EQUAL(v, w);
}
EIGEN_DECLARE_TEST(gpu_library_example) {
CALL_SUBTEST(test_gpu_context());
CALL_SUBTEST(test_gpu_buffer());
CALL_SUBTEST(test_dense_roundtrip<MatrixXf>());
CALL_SUBTEST(test_dense_roundtrip<MatrixXd>());
CALL_SUBTEST((test_dense_roundtrip<Matrix<float, Dynamic, Dynamic, RowMajor>>()));
CALL_SUBTEST((test_dense_roundtrip<Matrix<double, Dynamic, Dynamic, RowMajor>>()));
CALL_SUBTEST(test_vector_roundtrip<float>());
CALL_SUBTEST(test_vector_roundtrip<double>());
CALL_SUBTEST(test_vector_roundtrip<std::complex<float>>());
}

View File

@@ -0,0 +1,90 @@
// This file is part of Eigen, a lightweight C++ template library
// for linear algebra.
//
// Copyright (C) 2026 Rasmus Munk Larsen <rmlarsen@gmail.com>
//
// This Source Code Form is subject to the terms of the Mozilla
// Public License v. 2.0. If a copy of the MPL was not distributed
// with this file, You can obtain one at http://mozilla.org/MPL/2.0/.
#ifndef EIGEN_TEST_GPU_LIBRARY_TEST_HELPER_H
#define EIGEN_TEST_GPU_LIBRARY_TEST_HELPER_H
// Helpers for GPU tests that call NVIDIA library APIs (cuBLAS, cuSOLVER, etc.)
// from the host side. Provides RAII GPU memory management and async matrix transfer.
//
// This is separate from gpu_common.h (element-parallel device kernels) and
// gpu_test_helper.h (serialization-based device kernels). Those patterns run
// user functors inside GPU kernels. This helper is for host-orchestrated tests
// that call library APIs which launch their own kernels internally.
//
// All transfers use an explicit stream and cudaMemcpyAsync. Callers must
// synchronize (ctx.synchronize() or cudaStreamSynchronize) before reading
// results back on the host.
#include "gpu_test_helper.h"
namespace Eigen {
namespace test {
// RAII wrapper for GPU device memory. Prevents leaks when VERIFY macros abort.
template <typename Scalar>
struct GpuBuffer {
Scalar* data = nullptr;
Index size = 0;
GpuBuffer() = default;
explicit GpuBuffer(Index n) : size(n) { GPU_CHECK(gpuMalloc(reinterpret_cast<void**>(&data), n * sizeof(Scalar))); }
~GpuBuffer() {
if (data) GPU_CHECK(gpuFree(data));
}
// Move-only.
GpuBuffer(GpuBuffer&& other) noexcept : data(other.data), size(other.size) {
other.data = nullptr;
other.size = 0;
}
GpuBuffer& operator=(GpuBuffer&& other) noexcept {
if (this != &other) {
if (data) GPU_CHECK(gpuFree(data));
data = other.data;
size = other.size;
other.data = nullptr;
other.size = 0;
}
return *this;
}
GpuBuffer(const GpuBuffer&) = delete;
GpuBuffer& operator=(const GpuBuffer&) = delete;
// Async zero the buffer on the given stream.
void setZeroAsync(cudaStream_t stream) { GPU_CHECK(cudaMemsetAsync(data, 0, size * sizeof(Scalar), stream)); }
};
// Copy a dense Eigen matrix to a new GPU buffer, async on the given stream.
// Caller must synchronize before the host matrix is freed or modified.
template <typename Derived>
GpuBuffer<typename Derived::Scalar> gpu_copy_to_device(cudaStream_t stream, const MatrixBase<Derived>& host_mat) {
using Scalar = typename Derived::Scalar;
const auto& mat = host_mat.derived();
GpuBuffer<Scalar> buf(mat.size());
GPU_CHECK(cudaMemcpyAsync(buf.data, mat.data(), mat.size() * sizeof(Scalar), cudaMemcpyHostToDevice, stream));
return buf;
}
// Copy GPU buffer contents back to a dense Eigen matrix, async on the given stream.
// Caller must synchronize before reading from host_mat.
template <typename Scalar, typename Derived>
void gpu_copy_to_host(cudaStream_t stream, const GpuBuffer<Scalar>& buf, MatrixBase<Derived>& host_mat) {
auto& mat = host_mat.derived();
eigen_assert(buf.size == mat.size());
GPU_CHECK(cudaMemcpyAsync(mat.data(), buf.data, mat.size() * sizeof(Scalar), cudaMemcpyDeviceToHost, stream));
}
} // namespace test
} // namespace Eigen
#endif // EIGEN_TEST_GPU_LIBRARY_TEST_HELPER_H

View File

@@ -6,10 +6,8 @@
// Allow gpu** macros for generic tests.
#include <Eigen/src/Core/util/GpuHipCudaDefines.inc>
// std::tuple cannot be used on device, and there is a bug in cuda < 9.2 that
// doesn't allow std::tuple to compile for host code either. In these cases,
// use our custom implementation.
#if defined(EIGEN_GPU_COMPILE_PHASE) || (defined(EIGEN_CUDACC) && EIGEN_CUDA_SDK_VER < 92000)
// std::tuple cannot be used on device, so use our custom implementation there.
#if defined(EIGEN_GPU_COMPILE_PHASE)
#define EIGEN_USE_CUSTOM_TUPLE 1
#else
#define EIGEN_USE_CUSTOM_TUPLE 0
@@ -42,6 +40,12 @@ using tuple_impl::tuple;
#undef EIGEN_USE_CUSTOM_TUPLE
} // namespace test_detail
template <typename T>
using decay_t = typename std::decay<T>::type;
template <typename Func, typename... Args>
using kernel_result_t = decltype(std::declval<Func>()(std::declval<Args>()...));
template <size_t N, size_t Idx, typename OutputIndexSequence, typename... Ts>
struct extract_output_indices_helper;
@@ -90,14 +94,15 @@ struct void_helper {
// Non-void return value.
template <typename Func, typename... Args>
static EIGEN_ALWAYS_INLINE EIGEN_DEVICE_FUNC auto call(Func&& func, Args&&... args)
-> std::enable_if_t<!std::is_same<decltype(func(args...)), void>::value, decltype(func(args...))> {
-> std::enable_if_t<!std::is_same<kernel_result_t<Func&&, Args&&...>, void>::value,
kernel_result_t<Func&&, Args&&...>> {
return func(std::forward<Args>(args)...);
}
// Void return value.
template <typename Func, typename... Args>
static EIGEN_ALWAYS_INLINE EIGEN_DEVICE_FUNC auto call(Func&& func, Args&&... args)
-> std::enable_if_t<std::is_same<decltype(func(args...)), void>::value, Void> {
-> std::enable_if_t<std::is_same<kernel_result_t<Func&&, Args&&...>, void>::value, Void> {
func(std::forward<Args>(args)...);
return Void{};
}
@@ -135,18 +140,18 @@ EIGEN_DEVICE_FUNC void run_serialized(std::index_sequence<Indices...>, std::inde
const uint8_t* read_end = buffer + capacity;
read_ptr = Eigen::deserialize(read_ptr, read_end, input_size);
// Create value-type instances to populate.
auto args = make_tuple(typename std::decay<Args>::type{}...);
auto args = make_tuple(decay_t<Args>{}...);
EIGEN_UNUSED_VARIABLE(args); // Avoid NVCC compile warning.
// NVCC 9.1 requires us to spell out the template parameters explicitly.
read_ptr = Eigen::deserialize(read_ptr, read_end, get<Indices, typename std::decay<Args>::type...>(args)...);
read_ptr = Eigen::deserialize(read_ptr, read_end, get<Indices, decay_t<Args>...>(args)...);
// Call function, with void->Void conversion so we are guaranteed a complete
// output type.
auto result = void_helper::call(kernel, get<Indices, typename std::decay<Args>::type...>(args)...);
auto result = void_helper::call(kernel, get<Indices, decay_t<Args>...>(args)...);
// Determine required output size.
size_t output_size = Eigen::serialize_size(capacity);
output_size += Eigen::serialize_size(get<OutputIndices, typename std::decay<Args>::type...>(args)...);
output_size += Eigen::serialize_size(get<OutputIndices, decay_t<Args>...>(args)...);
output_size += Eigen::serialize_size(result);
// Always serialize required buffer size.
@@ -157,7 +162,7 @@ EIGEN_DEVICE_FUNC void run_serialized(std::index_sequence<Indices...>, std::inde
// Serialize outputs if they fit in the buffer.
if (output_size <= capacity) {
// Collect outputs and result.
write_ptr = Eigen::serialize(write_ptr, write_end, get<OutputIndices, typename std::decay<Args>::type...>(args)...);
write_ptr = Eigen::serialize(write_ptr, write_end, get<OutputIndices, decay_t<Args>...>(args)...);
write_ptr = Eigen::serialize(write_ptr, write_end, result);
}
}
@@ -282,7 +287,7 @@ auto run_serialized_on_gpu(size_t buffer_capacity_hint, std::index_sequence<Indi
* \return kernel(args...).
*/
template <typename Kernel, typename... Args>
auto run_on_cpu(Kernel kernel, Args&&... args) -> decltype(kernel(args...)) {
auto run_on_cpu(Kernel kernel, Args&&... args) -> internal::kernel_result_t<Kernel, Args&&...> {
return kernel(std::forward<Args>(args)...);
}
@@ -301,7 +306,7 @@ auto run_on_cpu(Kernel kernel, Args&&... args) -> decltype(kernel(args...)) {
* \return kernel(args...).
*/
template <typename Kernel, typename... Args>
auto run_on_gpu(Kernel kernel, Args&&... args) -> decltype(kernel(args...)) {
auto run_on_gpu(Kernel kernel, Args&&... args) -> internal::kernel_result_t<Kernel, Args&&...> {
return internal::run_serialized_on_gpu<Kernel, Args...>(
/*buffer_capacity_hint=*/0, std::make_index_sequence<sizeof...(Args)>{},
internal::extract_output_indices<Args...>{}, kernel, std::forward<Args>(args)...);
@@ -322,7 +327,8 @@ auto run_on_gpu(Kernel kernel, Args&&... args) -> decltype(kernel(args...)) {
* \sa run_on_gpu
*/
template <typename Kernel, typename... Args>
auto run_on_gpu_with_hint(size_t buffer_capacity_hint, Kernel kernel, Args&&... args) -> decltype(kernel(args...)) {
auto run_on_gpu_with_hint(size_t buffer_capacity_hint, Kernel kernel, Args&&... args)
-> internal::kernel_result_t<Kernel, Args&&...> {
return internal::run_serialized_on_gpu<Kernel, Args...>(
buffer_capacity_hint, std::make_index_sequence<sizeof...(Args)>{}, internal::extract_output_indices<Args...>{},
kernel, std::forward<Args>(args)...);
@@ -409,7 +415,7 @@ void print_gpu_device_info() {
* \return kernel(args...).
*/
template <typename Kernel, typename... Args>
auto run(Kernel kernel, Args&&... args) -> decltype(kernel(args...)) {
auto run(Kernel kernel, Args&&... args) -> internal::kernel_result_t<Kernel, Args&&...> {
#ifdef EIGEN_GPUCC
return run_on_gpu(kernel, std::forward<Args>(args)...);
#else
@@ -432,7 +438,8 @@ auto run(Kernel kernel, Args&&... args) -> decltype(kernel(args...)) {
* \sa run
*/
template <typename Kernel, typename... Args>
auto run_with_hint(size_t buffer_capacity_hint, Kernel kernel, Args&&... args) -> decltype(kernel(args...)) {
auto run_with_hint(size_t buffer_capacity_hint, Kernel kernel, Args&&... args)
-> internal::kernel_result_t<Kernel, Args&&...> {
#ifdef EIGEN_GPUCC
return run_on_gpu_with_hint(buffer_capacity_hint, kernel, std::forward<Args>(args)...);
#else

View File

@@ -76,10 +76,8 @@
#include <cuda.h>
#include <cuda_runtime.h>
#include <cuda_runtime_api.h>
#if CUDA_VERSION >= 7050
#include <cuda_fp16.h>
#endif
#endif
#if defined(EIGEN_CUDACC) || defined(EIGEN_HIPCC)
#define EIGEN_TEST_NO_LONGDOUBLE
@@ -949,6 +947,37 @@ inline void set_seed_from_time() {
g_seed = static_cast<decltype(g_seed)>(ns);
}
#if defined(EIGEN_USE_GPU)
inline int maybe_skip_gpu_tests() {
#if defined(EIGEN_USE_HIP)
int device_count = 0;
hipError_t status = hipGetDeviceCount(&device_count);
if (status != hipSuccess) {
std::cout << "SKIP: HIP GPU tests require a visible ROCm device. hipGetDeviceCount failed with: "
<< hipGetErrorString(status) << std::endl;
return 77;
}
if (device_count <= 0) {
std::cout << "SKIP: HIP GPU tests require a visible ROCm device." << std::endl;
return 77;
}
#elif defined(EIGEN_CUDACC)
int device_count = 0;
cudaError_t status = cudaGetDeviceCount(&device_count);
if (status != cudaSuccess) {
std::cout << "SKIP: CUDA GPU tests require a visible CUDA device. cudaGetDeviceCount failed with: "
<< cudaGetErrorString(status) << std::endl;
return 77;
}
if (device_count <= 0) {
std::cout << "SKIP: CUDA GPU tests require a visible CUDA device." << std::endl;
return 77;
}
#endif
return 0;
}
#endif
int main(int argc, char* argv[]) {
g_has_set_repeat = false;
g_has_set_seed = false;
@@ -997,6 +1026,13 @@ int main(int argc, char* argv[]) {
srand(g_seed);
std::cout << "Repeating each test " << g_repeat << " times" << std::endl;
#if defined(EIGEN_USE_GPU)
{
const int skip_code = maybe_skip_gpu_tests();
if (skip_code != 0) return skip_code;
}
#endif
VERIFY(EigenTest::all().size() > 0);
for (std::size_t i = 0; i < EigenTest::all().size(); ++i) {

View File

@@ -393,7 +393,8 @@ __device__ EIGEN_STRONG_INLINE void EigenContractionKernelInternal(const LhsMapp
// the sum across all big k blocks of the product of little k block of index (x, y)
// with block of index (y, z). To compute the final output, we need to reduce
// the 8 threads over y by summation.
#if defined(EIGEN_HIPCC) || (defined(EIGEN_CUDA_SDK_VER) && EIGEN_CUDA_SDK_VER < 90000)
// HIP uses non-sync warp shuffles; CUDA requires the _sync variants.
#if defined(EIGEN_HIPCC)
#define shuffleInc(i, j, mask) res(i, j) += __shfl_xor(res(i, j), mask)
#else
#define shuffleInc(i, j, mask) res(i, j) += __shfl_xor_sync(0xFFFFFFFF, res(i, j), mask)
@@ -622,7 +623,7 @@ __device__ __forceinline__ void EigenFloatContractionKernelInternal16x16(const L
x1 = rhs_pf0.x;
x2 = rhs_pf0.z;
}
#if defined(EIGEN_HIPCC) || (defined(EIGEN_CUDA_SDK_VER) && EIGEN_CUDA_SDK_VER < 90000)
#if defined(EIGEN_HIPCC)
x1 = __shfl_xor(x1, 4);
x2 = __shfl_xor(x2, 4);
#else
@@ -1377,13 +1378,6 @@ struct TensorEvaluator<const TensorContractionOp<Indices, LeftArgType, RightArgT
this->m_right_contracting_strides, this->m_k_strides);
OutputMapper output(buffer, m);
#if defined(EIGEN_USE_HIP)
setGpuSharedMemConfig(hipSharedMemBankSizeEightByte);
#else
setGpuSharedMemConfig(cudaSharedMemBankSizeEightByte);
#endif
LaunchKernels<LhsScalar, RhsScalar, Index, LhsMapper, RhsMapper, OutputMapper>::Run(lhs, rhs, output, m, n, k,
this->m_device);
}

View File

@@ -89,7 +89,7 @@ class IndexMapper {
}
} else {
for (int i = NumDims - 1; i >= 0; --i) {
if (static_cast<size_t>(i + 1) < offset) {
if (i + 1 < static_cast<int>(offset)) {
m_gpuInputStrides[i] = m_gpuInputStrides[i + 1] * gpuInputDimensions[i + 1];
m_gpuOutputStrides[i] = m_gpuOutputStrides[i + 1] * gpuOutputDimensions[i + 1];
} else {

View File

@@ -342,19 +342,6 @@ struct GpuDevice {
#endif
// FIXME: Should be device and kernel specific.
#ifdef EIGEN_GPUCC
static EIGEN_DEVICE_FUNC inline void setGpuSharedMemConfig(gpuSharedMemConfig config) {
#ifndef EIGEN_GPU_COMPILE_PHASE
gpuError_t status = gpuDeviceSetSharedMemConfig(config);
EIGEN_UNUSED_VARIABLE(status);
gpu_assert(status == gpuSuccess);
#else
EIGEN_UNUSED_VARIABLE(config);
#endif
}
#endif
} // end namespace Eigen
// undefine all the gpu* macros we defined at the beginning of the file

View File

@@ -175,7 +175,7 @@ EIGEN_DEVICE_FUNC EIGEN_ALWAYS_INLINE T loadConstant(const T* address) {
return *address;
}
// Use the texture cache on CUDA devices whenever possible
#if defined(EIGEN_CUDA_ARCH) && EIGEN_CUDA_ARCH >= 350
#if defined(EIGEN_CUDA_ARCH)
template <>
EIGEN_DEVICE_FUNC EIGEN_ALWAYS_INLINE float loadConstant(const float* address) {
return __ldg(address);

View File

@@ -49,7 +49,7 @@ struct PacketType : internal::packet_traits<Scalar> {
};
// For CUDA packet types when using a GpuDevice
#if defined(EIGEN_USE_GPU) && defined(EIGEN_HAS_GPU_FP16) && defined(EIGEN_GPU_COMPILE_PHASE)
#if defined(EIGEN_USE_GPU) && defined(EIGEN_GPU_COMPILE_PHASE)
typedef ulonglong2 Packet4h2;
template <>

View File

@@ -453,7 +453,7 @@ template <int B, int N, typename S, typename R, typename I_>
__global__ EIGEN_HIP_LAUNCH_BOUNDS_1024 void FullReductionKernel(R, const S, I_, typename S::CoeffReturnType*,
unsigned int*);
#if defined(EIGEN_HAS_GPU_FP16)
#if defined(EIGEN_GPUCC)
template <typename S, typename R, typename I_>
__global__ EIGEN_HIP_LAUNCH_BOUNDS_1024 void ReductionInitFullReduxKernelHalfFloat(
R, const S, I_, internal::packet_traits<half>::type*);
@@ -883,7 +883,7 @@ struct TensorReductionEvaluatorBase<const TensorReductionOp<Op, Dims, ArgType, M
#if defined(EIGEN_USE_GPU) && (defined(EIGEN_GPUCC))
template <int B, int N, typename S, typename R, typename I_>
KERNEL_FRIEND void internal::FullReductionKernel(R, const S, I_, typename S::CoeffReturnType*, unsigned int*);
#if defined(EIGEN_HAS_GPU_FP16)
#if defined(EIGEN_GPUCC)
template <typename S, typename R, typename I_>
KERNEL_FRIEND void internal::ReductionInitFullReduxKernelHalfFloat(R, const S, I_,
internal::packet_traits<Eigen::half>::type*);

View File

@@ -25,7 +25,6 @@ namespace internal {
// updated the content of the output address it will try again.
template <typename T, typename R>
__device__ EIGEN_ALWAYS_INLINE void atomicReduce(T* output, T accum, R& reducer) {
#if (defined(EIGEN_HIP_DEVICE_COMPILE) && defined(__HIP_ARCH_HAS_WARP_SHUFFLE__)) || (EIGEN_CUDA_ARCH >= 300)
if (sizeof(T) == 4) {
unsigned int oldval = *reinterpret_cast<unsigned int*>(output);
unsigned int newval = oldval;
@@ -61,12 +60,6 @@ __device__ EIGEN_ALWAYS_INLINE void atomicReduce(T* output, T accum, R& reducer)
} else {
gpu_assert(0 && "Wordsize not supported");
}
#else // EIGEN_CUDA_ARCH >= 300
EIGEN_UNUSED_VARIABLE(output);
EIGEN_UNUSED_VARIABLE(accum);
EIGEN_UNUSED_VARIABLE(reducer);
gpu_assert(0 && "Shouldn't be called on unsupported device");
#endif // EIGEN_CUDA_ARCH >= 300
}
// We extend atomicExch to support extra data types
@@ -75,13 +68,42 @@ __device__ inline Type atomicExchCustom(Type* address, Type val) {
return atomicExch(address, val);
}
template <typename T>
EIGEN_DEVICE_FUNC EIGEN_CONSTEXPR auto reduction_shuffle_mask() {
#if defined(EIGEN_HIP_DEVICE_COMPILE)
return 0xFFFFFFFFFFFFFFFFull;
#else
return 0xFFFFFFFFu;
#endif
}
template <typename T>
__device__ EIGEN_ALWAYS_INLINE T reduction_shuffle_down(T value, int offset) {
return __shfl_down_sync(reduction_shuffle_mask<T>(), value, offset, warpSize);
}
template <>
__device__ EIGEN_ALWAYS_INLINE int reduction_shuffle_down<int>(int value, int offset) {
return __shfl_down_sync(reduction_shuffle_mask<int>(), value, offset, warpSize);
}
template <>
__device__ EIGEN_ALWAYS_INLINE float reduction_shuffle_down<float>(float value, int offset) {
return __shfl_down_sync(reduction_shuffle_mask<float>(), value, offset, warpSize);
}
template <>
__device__ EIGEN_ALWAYS_INLINE double reduction_shuffle_down<double>(double value, int offset) {
return __shfl_down_sync(reduction_shuffle_mask<double>(), value, offset, warpSize);
}
template <>
__device__ inline double atomicExchCustom(double* address, double val) {
unsigned long long int* address_as_ull = reinterpret_cast<unsigned long long int*>(address);
return __longlong_as_double(atomicExch(address_as_ull, __double_as_longlong(val)));
}
#ifdef EIGEN_HAS_GPU_FP16
// Half-float reduction specializations.
template <typename R>
__device__ inline void atomicReduce(half2* output, half2 accum, R& reducer) {
unsigned int oldval = *reinterpret_cast<unsigned int*>(output);
@@ -111,17 +133,10 @@ __device__ inline void atomicReduce(Packet4h2* output, Packet4h2 accum, R& reduc
}
}
#endif // EIGEN_GPU_COMPILE_PHASE
#endif // EIGEN_HAS_GPU_FP16
template <>
__device__ inline void atomicReduce(float* output, float accum, SumReducer<float>&) {
#if (defined(EIGEN_HIP_DEVICE_COMPILE) && defined(__HIP_ARCH_HAS_WARP_SHUFFLE__)) || (EIGEN_CUDA_ARCH >= 300)
atomicAdd(output, accum);
#else // EIGEN_CUDA_ARCH >= 300
EIGEN_UNUSED_VARIABLE(output);
EIGEN_UNUSED_VARIABLE(accum);
gpu_assert(0 && "Shouldn't be called on unsupported device");
#endif // EIGEN_CUDA_ARCH >= 300
}
template <typename CoeffType, typename Index>
@@ -138,7 +153,6 @@ template <int BlockSize, int NumPerThread, typename Self, typename Reducer, type
__global__ EIGEN_HIP_LAUNCH_BOUNDS_1024 void FullReductionKernel(Reducer reducer, const Self input, Index num_coeffs,
typename Self::CoeffReturnType* output,
unsigned int* semaphore) {
#if (defined(EIGEN_HIP_DEVICE_COMPILE) && defined(__HIP_ARCH_HAS_WARP_SHUFFLE__)) || (EIGEN_CUDA_ARCH >= 300)
// Initialize the output value
const Index first_index = blockIdx.x * BlockSize * NumPerThread + threadIdx.x;
if (gridDim.x == 1) {
@@ -179,20 +193,7 @@ __global__ EIGEN_HIP_LAUNCH_BOUNDS_1024 void FullReductionKernel(Reducer reducer
#pragma unroll
for (int offset = warpSize / 2; offset > 0; offset /= 2) {
#if defined(EIGEN_HIPCC)
// use std::is_floating_point to determine the type of reduced_val
// This is needed because when Type == double, hipcc will give a "call to __shfl_down is ambiguous" error
// and list the float and int versions of __shfl_down as the candidate functions.
if (std::is_floating_point<typename Self::CoeffReturnType>::value) {
reducer.reduce(__shfl_down(static_cast<float>(accum), offset, warpSize), &accum);
} else {
reducer.reduce(__shfl_down(static_cast<int>(accum), offset, warpSize), &accum);
}
#elif defined(EIGEN_CUDA_SDK_VER) && EIGEN_CUDA_SDK_VER < 90000
reducer.reduce(__shfl_down(accum, offset, warpSize), &accum);
#else
reducer.reduce(__shfl_down_sync(0xFFFFFFFF, accum, offset, warpSize), &accum);
#endif
reducer.reduce(reduction_shuffle_down(accum, offset), &accum);
}
if ((threadIdx.x & (warpSize - 1)) == 0) {
@@ -206,17 +207,9 @@ __global__ EIGEN_HIP_LAUNCH_BOUNDS_1024 void FullReductionKernel(Reducer reducer
__threadfence_system();
#endif
}
#else // EIGEN_CUDA_ARCH >= 300
EIGEN_UNUSED_VARIABLE(reducer);
EIGEN_UNUSED_VARIABLE(input);
EIGEN_UNUSED_VARIABLE(num_coeffs);
EIGEN_UNUSED_VARIABLE(output);
EIGEN_UNUSED_VARIABLE(semaphore);
gpu_assert(0 && "Shouldn't be called on unsupported device");
#endif // EIGEN_CUDA_ARCH >= 300
}
#ifdef EIGEN_HAS_GPU_FP16
// Half-float reduction specializations.
template <typename Self, typename Reducer, typename Index>
__global__ EIGEN_HIP_LAUNCH_BOUNDS_1024 void ReductionInitFullReduxKernelHalfFloat(Reducer reducer, const Self input,
Index num_coeffs, half* scratch) {
@@ -319,14 +312,6 @@ __global__ EIGEN_HIP_LAUNCH_BOUNDS_1024 void FullReductionKernelHalfFloat(Reduce
hr[i] = wka_out.h;
}
reducer.reducePacket(r1, &accum);
#elif defined(EIGEN_CUDA_SDK_VER) && EIGEN_CUDA_SDK_VER < 90000
PacketType r1;
half2* hr = reinterpret_cast<half2*>(&r1);
half2* hacc = reinterpret_cast<half2*>(&accum);
for (int i = 0; i < packet_width / 2; i++) {
hr[i] = __shfl_down(hacc[i], offset, warpSize);
}
reducer.reducePacket(r1, &accum);
#else
PacketType r1;
half2* hr = reinterpret_cast<half2*>(&r1);
@@ -377,8 +362,6 @@ __global__ EIGEN_HIP_LAUNCH_BOUNDS_1024 void ReductionCleanupKernelHalfFloat(Op
}
}
#endif // EIGEN_HAS_GPU_FP16
template <typename Self, typename Op, typename OutputType, bool PacketAccess, typename Enabled = void>
struct FullReductionLauncher {
static void run(const Self&, Op&, const GpuDevice&, OutputType*, typename Self::Index) {
@@ -409,7 +392,7 @@ struct FullReductionLauncher<
}
};
#ifdef EIGEN_HAS_GPU_FP16
// Half-float reduction specializations.
template <typename Self, typename Op>
struct FullReductionLauncher<Self, Op, Eigen::half, false> {
static void run(const Self&, Op&, const GpuDevice&, half*, typename Self::Index) {
@@ -443,24 +426,18 @@ struct FullReductionLauncher<Self, Op, Eigen::half, true> {
}
}
};
#endif // EIGEN_HAS_GPU_FP16
template <typename Self, typename Op, bool Vectorizable>
struct FullReducer<Self, Op, GpuDevice, Vectorizable> {
// Unfortunately nvidia doesn't support well exotic types such as complex,
// so reduce the scope of the optimized version of the code to the simple cases
// of doubles, floats and half floats
#ifdef EIGEN_HAS_GPU_FP16
// Half-float reduction specializations.
static constexpr bool HasOptimizedImplementation =
!Self::ReducerTraits::IsStateful && (internal::is_same<typename Self::CoeffReturnType, float>::value ||
internal::is_same<typename Self::CoeffReturnType, double>::value ||
(internal::is_same<typename Self::CoeffReturnType, Eigen::half>::value &&
reducer_traits<Op, GpuDevice>::PacketAccess));
#else // EIGEN_HAS_GPU_FP16
static constexpr bool HasOptimizedImplementation =
!Self::ReducerTraits::IsStateful && (internal::is_same<typename Self::CoeffReturnType, float>::value ||
internal::is_same<typename Self::CoeffReturnType, double>::value);
#endif // EIGEN_HAS_GPU_FP16
template <typename OutputType>
static void run(const Self& self, Op& reducer, const GpuDevice& device, OutputType* output) {
@@ -481,7 +458,6 @@ __global__ EIGEN_HIP_LAUNCH_BOUNDS_1024 void InnerReductionKernel(Reducer reduce
Index num_coeffs_to_reduce,
Index num_preserved_coeffs,
typename Self::CoeffReturnType* output) {
#if (defined(EIGEN_HIP_DEVICE_COMPILE) && defined(__HIP_ARCH_HAS_WARP_SHUFFLE__)) || (EIGEN_CUDA_ARCH >= 300)
typedef typename Self::CoeffReturnType Type;
eigen_assert(blockDim.y == 1);
eigen_assert(blockDim.z == 1);
@@ -534,20 +510,7 @@ __global__ EIGEN_HIP_LAUNCH_BOUNDS_1024 void InnerReductionKernel(Reducer reduce
#pragma unroll
for (int offset = warpSize / 2; offset > 0; offset /= 2) {
#if defined(EIGEN_HIPCC)
// use std::is_floating_point to determine the type of reduced_val
// This is needed because when Type == double, hipcc will give a "call to __shfl_down is ambiguous" error
// and list the float and int versions of __shfl_down as the candidate functions.
if (std::is_floating_point<Type>::value) {
reducer.reduce(__shfl_down(static_cast<float>(reduced_val), offset), &reduced_val);
} else {
reducer.reduce(__shfl_down(static_cast<int>(reduced_val), offset), &reduced_val);
}
#elif defined(EIGEN_CUDA_SDK_VER) && EIGEN_CUDA_SDK_VER < 90000
reducer.reduce(__shfl_down(reduced_val, offset), &reduced_val);
#else
reducer.reduce(__shfl_down_sync(0xFFFFFFFF, reduced_val, offset), &reduced_val);
#endif
reducer.reduce(reduction_shuffle_down(reduced_val, offset), &reduced_val);
}
if ((threadIdx.x & (warpSize - 1)) == 0) {
@@ -555,17 +518,9 @@ __global__ EIGEN_HIP_LAUNCH_BOUNDS_1024 void InnerReductionKernel(Reducer reduce
}
}
}
#else // EIGEN_CUDA_ARCH >= 300
EIGEN_UNUSED_VARIABLE(reducer);
EIGEN_UNUSED_VARIABLE(input);
EIGEN_UNUSED_VARIABLE(num_coeffs_to_reduce);
EIGEN_UNUSED_VARIABLE(num_preserved_coeffs);
EIGEN_UNUSED_VARIABLE(output);
gpu_assert(0 && "Shouldn't be called on unsupported device");
#endif // EIGEN_CUDA_ARCH >= 300
}
#ifdef EIGEN_HAS_GPU_FP16
// Half-float reduction specializations.
template <int NumPerThread, typename Self, typename Reducer, typename Index>
__global__ EIGEN_HIP_LAUNCH_BOUNDS_1024 void InnerReductionKernelHalfFloat(Reducer reducer, const Self input,
@@ -688,19 +643,6 @@ __global__ EIGEN_HIP_LAUNCH_BOUNDS_1024 void InnerReductionKernelHalfFloat(Reduc
}
reducer.reducePacket(r1, &reduced_val1);
reducer.reducePacket(r2, &reduced_val2);
#elif defined(EIGEN_CUDA_SDK_VER) && EIGEN_CUDA_SDK_VER < 90000
PacketType r1;
PacketType r2;
half2* hr1 = reinterpret_cast<half2*>(&r1);
half2* hr2 = reinterpret_cast<half2*>(&r2);
half2* rv1 = reinterpret_cast<half2*>(&reduced_val1);
half2* rv2 = reinterpret_cast<half2*>(&reduced_val2);
for (int i = 0; i < packet_width / 2; i++) {
hr1[i] = __shfl_down(rv1[i], offset, warpSize);
hr2[i] = __shfl_down(rv2[i], offset, warpSize);
}
reducer.reducePacket(r1, &reduced_val1);
reducer.reducePacket(r2, &reduced_val2);
#else
PacketType r1;
PacketType r2;
@@ -741,8 +683,6 @@ __global__ EIGEN_HIP_LAUNCH_BOUNDS_1024 void InnerReductionKernelHalfFloat(Reduc
}
}
#endif // EIGEN_HAS_GPU_FP16
template <typename Self, typename Op, typename OutputType, bool PacketAccess, typename Enabled = void>
struct InnerReductionLauncher {
static EIGEN_DEVICE_FUNC bool run(const Self&, Op&, const GpuDevice&, OutputType*, typename Self::Index,
@@ -786,7 +726,7 @@ struct InnerReductionLauncher<
}
};
#ifdef EIGEN_HAS_GPU_FP16
// Half-float reduction specializations.
template <typename Self, typename Op>
struct InnerReductionLauncher<Self, Op, Eigen::half, false> {
static bool run(const Self&, Op&, const GpuDevice&, half*, typename Self::Index, typename Self::Index) {
@@ -826,24 +766,18 @@ struct InnerReductionLauncher<Self, Op, Eigen::half, true> {
return false;
}
};
#endif // EIGEN_HAS_GPU_FP16
template <typename Self, typename Op>
struct InnerReducer<Self, Op, GpuDevice> {
// Unfortunately nvidia doesn't support well exotic types such as complex,
// so reduce the scope of the optimized version of the code to the simple case
// of floats and half floats.
#ifdef EIGEN_HAS_GPU_FP16
// Half-float reduction specializations.
static constexpr bool HasOptimizedImplementation =
!Self::ReducerTraits::IsStateful && (internal::is_same<typename Self::CoeffReturnType, float>::value ||
internal::is_same<typename Self::CoeffReturnType, double>::value ||
(internal::is_same<typename Self::CoeffReturnType, Eigen::half>::value &&
reducer_traits<Op, GpuDevice>::PacketAccess));
#else // EIGEN_HAS_GPU_FP16
static constexpr bool HasOptimizedImplementation =
!Self::ReducerTraits::IsStateful && (internal::is_same<typename Self::CoeffReturnType, float>::value ||
internal::is_same<typename Self::CoeffReturnType, double>::value);
#endif // EIGEN_HAS_GPU_FP16
template <typename OutputType>
static bool run(const Self& self, Op& reducer, const GpuDevice& device, OutputType* output,

View File

@@ -237,7 +237,7 @@ if("${CMAKE_SIZEOF_VOID_P}" EQUAL "8" AND NOT CMAKE_CXX_COMPILER_ID STREQUAL "MS
ei_add_test(cxx11_tensor_uint128)
endif()
find_package(CUDA 9.0)
find_package(CUDA 11.4)
if(CUDA_FOUND AND EIGEN_TEST_CUDA)
# Make sure to compile without the -pedantic, -Wundef, -Wnon-virtual-dtor
# and -fno-check-new flags since they trigger thousands of compilation warnings
@@ -281,26 +281,11 @@ if(CUDA_FOUND AND EIGEN_TEST_CUDA)
ei_add_test(cxx11_tensor_argmax_gpu)
ei_add_test(cxx11_tensor_cast_float16_gpu)
ei_add_test(cxx11_tensor_scan_gpu)
set(EIGEN_CUDA_OLDEST_COMPUTE_ARCH 9999)
foreach(ARCH IN LISTS EIGEN_CUDA_COMPUTE_ARCH)
if(${ARCH} LESS ${EIGEN_CUDA_OLDEST_COMPUTE_ARCH})
set(EIGEN_CUDA_OLDEST_COMPUTE_ARCH ${ARCH})
endif()
endforeach()
# Contractions require arch 3.0 or higher
if (${EIGEN_CUDA_OLDEST_COMPUTE_ARCH} GREATER 29)
ei_add_test(cxx11_tensor_device)
ei_add_test(cxx11_tensor_gpu)
ei_add_test(cxx11_tensor_contract_gpu)
ei_add_test(cxx11_tensor_of_float16_gpu)
endif()
# The random number generation code requires arch 3.5 or greater.
if (${EIGEN_CUDA_OLDEST_COMPUTE_ARCH} GREATER 34)
ei_add_test(cxx11_tensor_random_gpu)
endif()
ei_add_test(cxx11_tensor_device)
ei_add_test(cxx11_tensor_gpu)
ei_add_test(cxx11_tensor_contract_gpu)
ei_add_test(cxx11_tensor_of_float16_gpu)
ei_add_test(cxx11_tensor_random_gpu)
unset(EIGEN_ADD_TEST_FILENAME_EXTENSION)
endif()
@@ -341,7 +326,6 @@ if (EIGEN_TEST_HIP)
ei_add_test(cxx11_tensor_cast_float16_gpu)
ei_add_test(cxx11_tensor_scan_gpu)
ei_add_test(cxx11_tensor_device)
ei_add_test(cxx11_tensor_gpu)
ei_add_test(cxx11_tensor_contract_gpu)
ei_add_test(cxx11_tensor_of_float16_gpu)

View File

@@ -850,6 +850,7 @@ void test_gpu_igamma() {
Tensor<Scalar, 2> a(6, 6);
Tensor<Scalar, 2> x(6, 6);
Tensor<Scalar, 2> out(6, 6);
Tensor<Scalar, 2> expected_out(6, 6);
out.setZero();
Scalar a_s[] = {Scalar(0), Scalar(1), Scalar(1.5), Scalar(4), Scalar(0.0001), Scalar(1000.5)};
@@ -862,14 +863,11 @@ void test_gpu_igamma() {
}
}
Scalar nan = std::numeric_limits<Scalar>::quiet_NaN();
Scalar igamma_s[][6] = {
{0.0, nan, nan, nan, nan, nan},
{0.0, 0.6321205588285578, 0.7768698398515702, 0.9816843611112658, 9.999500016666262e-05, 1.0},
{0.0, 0.4275932955291202, 0.608374823728911, 0.9539882943107686, 7.522076445089201e-07, 1.0},
{0.0, 0.01898815687615381, 0.06564245437845008, 0.5665298796332909, 4.166333347221828e-18, 1.0},
{0.0, 0.9999780593618628, 0.9999899967080838, 0.9999996219837988, 0.9991370418689945, 1.0},
{0.0, 0.0, 0.0, 0.0, 0.0, 0.5042041932513908}};
for (int i = 0; i < 6; ++i) {
for (int j = 0; j < 6; ++j) {
expected_out(i, j) = numext::igamma(a(i, j), x(i, j));
}
}
std::size_t bytes = a.size() * sizeof(Scalar);
@@ -897,10 +895,10 @@ void test_gpu_igamma() {
for (int i = 0; i < 6; ++i) {
for (int j = 0; j < 6; ++j) {
if ((std::isnan)(igamma_s[i][j])) {
if ((std::isnan)(expected_out(i, j))) {
VERIFY((std::isnan)(out(i, j)));
} else {
VERIFY_IS_APPROX(out(i, j), igamma_s[i][j]);
VERIFY_IS_APPROX(out(i, j), expected_out(i, j));
}
}
}
@@ -915,6 +913,7 @@ void test_gpu_igammac() {
Tensor<Scalar, 2> a(6, 6);
Tensor<Scalar, 2> x(6, 6);
Tensor<Scalar, 2> out(6, 6);
Tensor<Scalar, 2> expected_out(6, 6);
out.setZero();
Scalar a_s[] = {Scalar(0), Scalar(1), Scalar(1.5), Scalar(4), Scalar(0.0001), Scalar(1000.5)};
@@ -927,14 +926,11 @@ void test_gpu_igammac() {
}
}
Scalar nan = std::numeric_limits<Scalar>::quiet_NaN();
Scalar igammac_s[][6] = {
{nan, nan, nan, nan, nan, nan},
{1.0, 0.36787944117144233, 0.22313016014842982, 0.018315638888734182, 0.9999000049998333, 0.0},
{1.0, 0.5724067044708798, 0.3916251762710878, 0.04601170568923136, 0.9999992477923555, 0.0},
{1.0, 0.9810118431238462, 0.9343575456215499, 0.4334701203667089, 1.0, 0.0},
{1.0, 2.1940638138146658e-05, 1.0003291916285e-05, 3.7801620118431334e-07, 0.0008629581310054535, 0.0},
{1.0, 1.0, 1.0, 1.0, 1.0, 0.49579580674813944}};
for (int i = 0; i < 6; ++i) {
for (int j = 0; j < 6; ++j) {
expected_out(i, j) = numext::igammac(a(i, j), x(i, j));
}
}
std::size_t bytes = a.size() * sizeof(Scalar);
@@ -962,10 +958,10 @@ void test_gpu_igammac() {
for (int i = 0; i < 6; ++i) {
for (int j = 0; j < 6; ++j) {
if ((std::isnan)(igammac_s[i][j])) {
if ((std::isnan)(expected_out(i, j))) {
VERIFY((std::isnan)(out(i, j)));
} else {
VERIFY_IS_APPROX(out(i, j), igammac_s[i][j]);
VERIFY_IS_APPROX(out(i, j), expected_out(i, j));
}
}
}
@@ -1068,15 +1064,9 @@ void test_gpu_ndtri() {
in_x(7) = Scalar(0.99);
in_x(8) = Scalar(0.01);
expected_out(0) = std::numeric_limits<Scalar>::infinity();
expected_out(1) = -std::numeric_limits<Scalar>::infinity();
expected_out(2) = Scalar(0.0);
expected_out(3) = Scalar(-0.8416212335729142);
expected_out(4) = Scalar(0.8416212335729142);
expected_out(5) = Scalar(1.2815515655446004);
expected_out(6) = Scalar(-1.2815515655446004);
expected_out(7) = Scalar(2.3263478740408408);
expected_out(8) = Scalar(-2.3263478740408408);
for (int i = 0; i < 9; ++i) {
expected_out(i) = numext::ndtri(in_x(i));
}
std::size_t bytes = in_x.size() * sizeof(Scalar);
@@ -1090,15 +1080,15 @@ void test_gpu_ndtri() {
Eigen::GpuStreamDevice stream;
Eigen::GpuDevice gpu_device(&stream);
Eigen::TensorMap<Eigen::Tensor<Scalar, 1> > gpu_in_x(d_in_x, 6);
Eigen::TensorMap<Eigen::Tensor<Scalar, 1> > gpu_out(d_out, 6);
Eigen::TensorMap<Eigen::Tensor<Scalar, 1> > gpu_in_x(d_in_x, 9);
Eigen::TensorMap<Eigen::Tensor<Scalar, 1> > gpu_out(d_out, 9);
gpu_out.device(gpu_device) = gpu_in_x.ndtri();
assert(gpuMemcpyAsync(out.data(), d_out, bytes, gpuMemcpyDeviceToHost, gpu_device.stream()) == gpuSuccess);
assert(gpuStreamSynchronize(gpu_device.stream()) == gpuSuccess);
for (int i = 0; i < 6; ++i) {
for (int i = 0; i < 9; ++i) {
VERIFY_IS_CWISE_APPROX(out(i), expected_out(i));
}
@@ -1115,12 +1105,9 @@ void test_gpu_betainc() {
Tensor<Scalar, 1> expected_out(125);
out.setZero();
Scalar nan = std::numeric_limits<Scalar>::quiet_NaN();
Array<Scalar, 1, Dynamic> x(125);
Array<Scalar, 1, Dynamic> a(125);
Array<Scalar, 1, Dynamic> b(125);
Array<Scalar, 1, Dynamic> v(125);
a << 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0,
0.0, 0.0, 0.0, 0.03062277660168379, 0.03062277660168379, 0.03062277660168379, 0.03062277660168379,
@@ -1160,25 +1147,11 @@ void test_gpu_betainc() {
0.5, 0.8, 1.1, -0.1, 0.2, 0.5, 0.8, 1.1, -0.1, 0.2, 0.5, 0.8, 1.1, -0.1, 0.2, 0.5, 0.8, 1.1, -0.1, 0.2, 0.5, 0.8,
1.1, -0.1, 0.2, 0.5, 0.8, 1.1, -0.1, 0.2, 0.5, 0.8, 1.1, -0.1, 0.2, 0.5, 0.8, 1.1;
v << nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan,
nan, nan, nan, nan, nan, nan, nan, nan, nan, 0.47972119876364683, 0.5, 0.5202788012363533, nan, nan,
0.9518683957740043, 0.9789663010413743, 0.9931729188073435, nan, nan, 0.999995949033062, 0.9999999999993698,
0.9999999999999999, nan, nan, 0.9999999999999999, 0.9999999999999999, 0.9999999999999999, nan, nan, nan, nan, nan,
nan, nan, 0.006827081192655869, 0.0210336989586256, 0.04813160422599567, nan, nan, 0.20014344256217678,
0.5000000000000001, 0.7998565574378232, nan, nan, 0.9991401428435834, 0.999999999698403, 0.9999999999999999, nan,
nan, 0.9999999999999999, 0.9999999999999999, 0.9999999999999999, nan, nan, nan, nan, nan, nan, nan,
1.0646600232370887e-25, 6.301722877826246e-13, 4.050966937974938e-06, nan, nan, 7.864342668429763e-23,
3.015969667594166e-10, 0.0008598571564165444, nan, nan, 6.031987710123844e-08, 0.5000000000000007,
0.9999999396801229, nan, nan, 0.9999999999999999, 0.9999999999999999, 0.9999999999999999, nan, nan, nan, nan, nan,
nan, nan, 0.0, 7.029920380986636e-306, 2.2450728208591345e-101, nan, nan, 0.0, 9.275871147869727e-302,
1.2232913026152827e-97, nan, nan, 0.0, 3.0891393081932924e-252, 2.9303043666183996e-60, nan, nan,
2.248913486879199e-196, 0.5000000000004947, 0.9999999999999999, nan;
for (int i = 0; i < 125; ++i) {
in_x(i) = x(i);
in_a(i) = a(i);
in_b(i) = b(i);
expected_out(i) = v(i);
expected_out(i) = numext::betainc(a(i), b(i), x(i));
}
std::size_t bytes = in_x.size() * sizeof(Scalar);

View File

@@ -53,8 +53,6 @@ void test_gpu_numext() {
gpu_device.deallocate(d_res_float);
}
#ifdef EIGEN_HAS_GPU_FP16
template <typename>
void test_gpu_conversion() {
Eigen::GpuStreamDevice stream;
@@ -442,12 +440,10 @@ void test_gpu_forced_evals() {
gpu_device.deallocate(d_res_half2);
gpu_device.deallocate(d_res_float);
}
#endif
EIGEN_DECLARE_TEST(cxx11_tensor_of_float16_gpu) {
CALL_SUBTEST_1(test_gpu_numext<void>());
#ifdef EIGEN_HAS_GPU_FP16
CALL_SUBTEST_1(test_gpu_conversion<void>());
CALL_SUBTEST_1(test_gpu_unary<void>());
CALL_SUBTEST_1(test_gpu_elementwise<void>());
@@ -456,7 +452,4 @@ EIGEN_DECLARE_TEST(cxx11_tensor_of_float16_gpu) {
CALL_SUBTEST_3(test_gpu_reductions<void>());
CALL_SUBTEST_4(test_gpu_full_reductions<void>());
CALL_SUBTEST_5(test_gpu_forced_evals<void>());
#else
std::cout << "Half floats are not supported by this version of gpu: skipping the test" << std::endl;
#endif
}