Files
eigen/test/gpu_cusparse_spmv.cpp
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

204 lines
6.3 KiB
C++

// 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>>());
}