hzfan commented on a change in pull request #15795: [Numpy] Differentiable svd
URL: https://github.com/apache/incubator-mxnet/pull/15795#discussion_r313779074
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File path: src/operator/linalg_impl.h
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@@ -1234,6 +1234,137 @@ LINALG_GPU_SYEVD_WORKSPACE_QUERY(DnDsyevd, double)
#endif // __CUDACC__
+//////////////////////////////// GESVD
////////////////////////////////////////////
+
+// CPU/GPU-versions of LAPACK function "gesvd"
+
+template<typename xpu, typename DType> inline
+void check_gesvd(const Tensor<xpu, 2, DType>& UT,
+ const Tensor<xpu, 1, DType>& L,
+ const Tensor<xpu, 2, DType>& V) {
+ // Any checking that helps user debug potential problems.
+ CHECK_LE(V.size(0), V.size(1))
+ << "The second to last dimension of A must be less or equal to the "
+ << "last dimension";
+ CHECK_EQ(UT.size(0), UT.size(1))
+ << "UT must be square matrix";
+ CHECK_EQ(V.size(0), L.size(0))
+ << "V, L have incompatible sizes";
+ CHECK_EQ(V.size(0), UT.size(0))
+ << "V, UT must have compatible sizes";
+}
+
+#define LINALG_CPU_GESVD(fname, DType) \
+template<> inline \
+void linalg_gesvd<cpu, DType>(const Tensor<cpu, 2, DType>& UT, \
+ const Tensor<cpu, 1, DType>& L, \
+ const Tensor<cpu, 2, DType>& V, \
+ const Tensor<cpu, 1, DType>& work, \
+ Stream<cpu> *s) { \
+ check_gesvd(UT, L, V); \
+ DType lwork(0); \
+ MXNET_LAPACK_##fname(MXNET_LAPACK_ROW_MAJOR, V.size(0), V.size(1), \
+ UT.dptr_, UT.stride_, L.dptr_, V.dptr_, V.stride_, \
+ &lwork, -1); \
+ int ret(MXNET_LAPACK_##fname(MXNET_LAPACK_ROW_MAJOR, V.size(0), V.size(1), \
+ UT.dptr_, UT.stride_, L.dptr_, V.dptr_,
V.stride_, \
+ work.dptr_, static_cast<int>(lwork))); \
+ CHECK_EQ(ret, 0) << #fname << " failed in lapack on cpu."; \
+}
+
+LINALG_CPU_GESVD(sgesvd, float)
+LINALG_CPU_GESVD(dgesvd, double)
+
+// Mangle temp storage requirements for DType and int into a single
Review comment:
Removed
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