如何以与 numpy linalg "inv" 或 "pinv" 函数相同的精度执行 PyCUDA 4x4 矩阵求逆

How to perform PyCUDA 4x4 matrix inversion with same accuracy than numpy linalg "inv" or "pinv" function

我的代码执行 4x4 矩阵求逆(128、256、512 次)时遇到了准确性问题。当我使用原始版本时,即 numpy 函数 np.linalg.invnp.linalg.pinv,一切正常。

不幸的是,使用下面的 CUDA 代码,我将 naninf 值转换为倒矩阵。

更明确地说,我将这个矩阵求逆:

2.120771107884677649e+09 0.000000000000000000e+00 0.000000000000000000e+00 0.000000000000000000e+00
0.000000000000000000e+00 3.557266600921528288e+27 3.557266600921528041e+07 3.557266600921528320e+17
0.000000000000000000e+00 3.557266600921528041e+07 3.557266600921528288e+27 3.557266600921528041e+07
0.000000000000000000e+00 3.557266600921528320e+17 3.557266600921528041e+07 1.778633300460764144e+27

如果我使用经典的 numpy“inv”,我会得到以下倒置的 3x3 矩阵:

4.715266047722758306e-10 0.000000000000000000e+00 0.000000000000000000e+00 0.000000000000000000e+00
0.000000000000000000e+00 2.811147187396482366e-28 -2.811147186834252285e-48 -5.622294374792964645e-38
0.000000000000000000e+00 -2.811147186834252285e-48 2.811147187396482366e-28 -5.622294374230735768e-48
0.000000000000000000e+00 -5.622294374792964645e-38 -5.622294374230735768e-48 5.622294374792964732e-28

为了检查这个逆矩阵的有效性,我将它乘以原始矩阵,结果就是单位矩阵。

但是使用 CUDA GPU 求逆,我在求逆之后得到这个矩阵:

0.000000000000000000e+00 0.000000000000000000e+00 0.000000000000000000e+00 0.000000000000000000e+00
0.000000000000000000e+00 0.000000000000000000e+00 0.000000000000000000e+00 0.000000000000000000e+00
-inf -inf -9.373764907941219970e-01 -inf
inf nan -inf nan

所以,我想提高我的 CUDA 内核或 python 代码的精度以避免这些 naninf 值。

这里是CUDA内核代码和我主要代码的调用部分(我已经用numpy inv函数评论了经典方法:

    # Create arrayFullCross_vec array
    arrayFullCross_vec = np.zeros((dimBlocks,dimBlocks,integ_prec,integ_prec))

    # Create arrayFullCross_vec array
    invCrossMatrix_gpu = np.zeros((dimBlocks*dimBlocks*integ_prec**2))
 
    # Create arrayFullCross_vec array
    invCrossMatrix = np.zeros((dimBlocks,dimBlocks,integ_prec,integ_prec))

    # Build observables covariance matrix
    arrayFullCross_vec = buildObsCovarianceMatrix4_vec(k_ref, mu_ref, ir)
    """        
    # Compute integrand from covariance matrix
    for r_p in range(integ_prec):
      for s_p in range(integ_prec):
        # original version (without GPU)
        invCrossMatrix[:,:,r_p,s_p] = np.linalg.inv(arrayFullCross_vec[:,:,r_p,s_p])
    """
    # GPU version
    invCrossMatrix_gpu = gpuinv4x4(arrayFullCross_vec.flatten(),integ_prec**2)
    invCrossMatrix = invCrossMatrix_gpu.reshape(dimBlocks,dimBlocks,integ_prec,integ_prec)
    """  

这里是 CUDA 内核代码和 gpuinv4x4 函数:

kernel = SourceModule("""

__device__ unsigned getoff(unsigned &off){
  unsigned ret = off & 0x0F;
  off = off >> 4;
  return ret;
}

const int block_size = 256;
const unsigned tmsk = 0xFFFFFFFF;
// in-place is acceptable i.e. out == in)
// T = double or double only
typedef double T;
__global__ void inv4x4(const T * __restrict__ in, T * __restrict__ out, const size_t n, const unsigned * __restrict__ pat){

  __shared__ T si[block_size];
  size_t idx = threadIdx.x+blockDim.x*blockIdx.x;
  if (idx < n*16){
    si[threadIdx.x] = in[idx];
    unsigned lane = threadIdx.x & 15;
    unsigned sibase = threadIdx.x & 0x03F0;
    __syncwarp();
    unsigned off = pat[lane];
    T a,b;
    a  = si[sibase + getoff(off)];
    a *= si[sibase + getoff(off)];
    a *= si[sibase + getoff(off)];
    if (!getoff(off)) a = -a;
    b  = si[sibase + getoff(off)];
    b *= si[sibase + getoff(off)];
    b *= si[sibase + getoff(off)];
    if (getoff(off)) a += b;
    else a -=b;
    off = pat[lane+16];
    b  = si[sibase + getoff(off)];
    b *= si[sibase + getoff(off)];
    b *= si[sibase + getoff(off)];
    if (getoff(off)) a += b;
    else a -=b;
    b  = si[sibase + getoff(off)];
    b *= si[sibase + getoff(off)];
    b *= si[sibase + getoff(off)];
    if (getoff(off)) a += b;
    else a -=b;
    off = pat[lane+32];
    b  = si[sibase + getoff(off)];
    b *= si[sibase + getoff(off)];
    b *= si[sibase + getoff(off)];
    if (getoff(off)) a += b;
    else a -=b;
    b  = si[sibase + getoff(off)];
    b *= si[sibase + getoff(off)];
    b *= si[sibase + getoff(off)];
    if (getoff(off)) a += b;
    else a -=b;
    T det = si[sibase + (lane>>2)]*a;
    det += __shfl_down_sync(tmsk, det, 4, 16); // first add
    det += __shfl_down_sync(tmsk, det, 8, 16); // second add
    det =  __shfl_sync(tmsk, det, 0, 16); // broadcast
    out[idx] = a / det;
  }
}
""")

# python function for inverting 4x4 matrices
# n should be an even number
def gpuinv4x4(inp, n):
    # internal constants not to be modified
    hpat = ( 0x0EB51FA5, 0x1EB10FA1, 0x0E711F61, 0x1A710B61, 0x1EB40FA4, 0x0EB01FA0, 0x1E700F60, 0x0A701B60, 0x0DB41F94, 0x1DB00F90, 0x0D701F50, 0x19700B50, 0x1DA40E94, 0x0DA01E90, 0x1D600E50, 0x09601A50, 0x1E790F69, 0x0E391F29, 0x1E350F25, 0x0A351B25, 0x0E781F68, 0x1E380F28, 0x0E341F24, 0x1A340B24, 0x1D780F58, 0x0D381F18, 0x1D340F14, 0x09341B14, 0x0D681E58, 0x1D280E18, 0x0D241E14, 0x19240A14, 0x0A7D1B6D, 0x1A3D0B2D, 0x063D172D, 0x16390729, 0x1A7C0B6C, 0x0A3C1B2C, 0x163C072C, 0x06381728, 0x097C1B5C, 0x193C0B1C, 0x053C171C, 0x15380718, 0x196C0A5C, 0x092C1A1C, 0x152C061C, 0x05281618)
    # Convert parameters into numpy array
    # float32 
    """
    inpd = np.array(inp, dtype=np.float32)
    hpatd = np.array(hpat, dtype=np.uint32)
    output = np.empty((n*16), dtype= np.float32)
    """
    # float64
    """
    inpd = np.array(inp, dtype=np.float64)
    hpatd = np.array(hpat, dtype=np.uint32)
    output = np.empty((n*16), dtype= np.float64)
    """
    # float128
    inpd = np.array(inp, dtype=np.float128)
    hpatd = np.array(hpat, dtype=np.uint32)
    output = np.empty((n*16), dtype= np.float128)
    # Get kernel function
    matinv4x4 = kernel.get_function("inv4x4")
    # Define block, grid and compute
    blockDim = (256,1,1) # do not change
    gridDim = ((n/16)+1,1,1)
    # Kernel function
    matinv4x4 (
        cuda.In(inpd), cuda.Out(output), np.uint64(n), cuda.In(hpatd),
        block=blockDim, grid=gridDim)
    return output

如您所见,我试图通过将 np.float32 替换为 np.float64np.float128 来提高反转操作的准确性,但问题仍然存在。

我也用typedef double T;替换了typedef float T;,但没有成功。

我怎样才能对这些矩阵执行正确的求逆并且主要避免“nan”和“inf”值?我认为这是一个真正的精度问题,但我找不到如何规避这个问题。

这个问题有之前的相关问题here and (to a lesser extent) here。我不清楚为什么问题的标题指的是 3x3,问题中的粗体文本指的是 3x3,但提出的问题是 4x4 矩阵求逆(正如之前对 OP 所述,此代码可以 用于反转 4x4 矩阵)。我将假设示例案例是所需的案例。

根据我的测试,唯一需要做的就是获取 previous answer code 并将其转换为使用 double(或者在 pycuda 中,float64)而不是 float(或在 pycuda 中,float32)。我认为这应该是显而易见的,因为示例矩阵值超出了 float32 类型的范围。这是一个有效的例子:

$ cat t10.py
import numpy as np
# import matplotlib.pyplot as plt
import pycuda.driver as cuda
from pycuda.compiler import SourceModule
import pycuda.autoinit
# kernel
kernel = SourceModule("""

__device__ unsigned getoff(unsigned &off){
  unsigned ret = off & 0x0F;
  off = off >> 4;
  return ret;
}

const int block_size = 256;
const unsigned tmsk = 0xFFFFFFFF;
// in-place is acceptable i.e. out == in)
// T = float or double only
typedef double T;  // *** change this typedef to convert between float and double
__global__ void inv4x4(const T * __restrict__ in, T * __restrict__ out, const size_t n, const unsigned * __restrict__ pat){

  __shared__ T si[block_size];
  size_t idx = threadIdx.x+blockDim.x*blockIdx.x;
  if (idx < n*16){
    si[threadIdx.x] = in[idx];
    unsigned lane = threadIdx.x & 15;
    unsigned sibase = threadIdx.x & 0x03F0;
    __syncwarp();
    unsigned off = pat[lane];
    T a,b;
    a  = si[sibase + getoff(off)];
    a *= si[sibase + getoff(off)];
    a *= si[sibase + getoff(off)];
    if (!getoff(off)) a = -a;
    b  = si[sibase + getoff(off)];
    b *= si[sibase + getoff(off)];
    b *= si[sibase + getoff(off)];
    if (getoff(off)) a += b;
    else a -=b;
    off = pat[lane+16];
    b  = si[sibase + getoff(off)];
    b *= si[sibase + getoff(off)];
    b *= si[sibase + getoff(off)];
    if (getoff(off)) a += b;
    else a -=b;
    b  = si[sibase + getoff(off)];
    b *= si[sibase + getoff(off)];
    b *= si[sibase + getoff(off)];
    if (getoff(off)) a += b;
    else a -=b;
    off = pat[lane+32];
    b  = si[sibase + getoff(off)];
    b *= si[sibase + getoff(off)];
    b *= si[sibase + getoff(off)];
    if (getoff(off)) a += b;
    else a -=b;
    b  = si[sibase + getoff(off)];
    b *= si[sibase + getoff(off)];
    b *= si[sibase + getoff(off)];
    if (getoff(off)) a += b;
    else a -=b;
    T det = si[sibase + (lane>>2)]*a;
    det += __shfl_down_sync(tmsk, det, 4, 16); // first add
    det += __shfl_down_sync(tmsk, det, 8, 16); // second add
    det =  __shfl_sync(tmsk, det, 0, 16); // broadcast
    out[idx] = a / det;
  }
}

""")
# host code
def gpuinv4x4(inp, n):
    # internal constants not to be modified
    hpat = ( 0x0EB51FA5, 0x1EB10FA1, 0x0E711F61, 0x1A710B61, 0x1EB40FA4, 0x0EB01FA0, 0x1E700F60, 0x0A701B60, 0x0DB41F94, 0x1DB00F90, 0x0D701F50, 0x19700B50, 0x1DA40E94, 0x0DA01E90, 0x1D600E50, 0x09601A50, 0x1E790F69, 0x0E391F29, 0x1E350F25, 0x0A351B25, 0x0E781F68, 0x1E380F28, 0x0E341F24, 0x1A340B24, 0x1D780F58, 0x0D381F18, 0x1D340F14, 0x09341B14, 0x0D681E58, 0x1D280E18, 0x0D241E14, 0x19240A14, 0x0A7D1B6D, 0x1A3D0B2D, 0x063D172D, 0x16390729, 0x1A7C0B6C, 0x0A3C1B2C, 0x163C072C, 0x06381728, 0x097C1B5C, 0x193C0B1C, 0x053C171C, 0x15380718, 0x196C0A5C, 0x092C1A1C, 0x152C061C, 0x05281618)
    # Convert parameters into numpy array
    # *** change next line between float32 and float64 to match float or double
    inpd = np.array(inp, dtype=np.float64)
    hpatd = np.array(hpat, dtype=np.uint32)
    # *** change next line between float32 and float64 to match float or double
    output = np.empty((n*16), dtype= np.float64)
    # Get kernel function
    matinv4x4 = kernel.get_function("inv4x4")
    # Define block, grid and compute
    blockDim = (256,1,1) # do not change
    gridDim = ((n/16)+1,1,1)
    # Kernel function
    matinv4x4 (
        cuda.In(inpd), cuda.Out(output), np.uint64(n), cuda.In(hpatd),
        block=blockDim, grid=gridDim)
    return output

inp = (1.0, 1.0, 1.0, 0.0, 0.0, 3.0, 1.0, 2.0, 2.0, 3.0, 1.0, 0.0, 1.0, 0.0, 2.0, 1.0, 2.120771107884677649e+09, 0.0, 0.0, 0.0, 0.0, 3.557266600921528288e+27, 3.557266600921528041e+07, 3.557266600921528320e+17, 0.0, 3.557266600921528041e+07, 3.557266600921528288e+27, 3.557266600921528041e+07, 0.0, 3.557266600921528320e+17, 3.557266600921528041e+07, 1.778633300460764144e+27)
n = 2
result = gpuinv4x4(inp, n)
print(result)
$ python t10.py
[ -3.00000000e+00  -5.00000000e-01   1.50000000e+00   1.00000000e+00
   1.00000000e+00   2.50000000e-01  -2.50000000e-01  -5.00000000e-01
   3.00000000e+00   2.50000000e-01  -1.25000000e+00  -5.00000000e-01
  -3.00000000e+00  -0.00000000e+00   1.00000000e+00   1.00000000e+00
   4.71526605e-10   0.00000000e+00   0.00000000e+00   0.00000000e+00
   0.00000000e+00   2.81114719e-28  -2.81114719e-48  -5.62229437e-38
   0.00000000e+00  -2.81114719e-48   2.81114719e-28  -5.62229437e-48
   0.00000000e+00  -5.62229437e-38  -5.62229437e-48   5.62229437e-28]
$

除了更新输入矩阵以使用此问题中提供的矩阵之外,请注意,与之前的答案相比,仅更改了 3 行代码以将 32 位浮点数转换为 64 位浮点数。这 3 行中的每一行都由包含 triple-asterisk (***) 的注释标记。

此外,如果您担心此处显示的前 9 位左右数字以外的准确性,我还没有对此进行调查。可能此代码在数值上并不适合所有情况或需要。

顺便说一句,问题中的代码还在 python 部分显示了 float128 类型。没有与之对应的原生 CUDA 类型。