Python torch.symeig方法代码示例

# 需要导入模块: import torch [as 别名]
# 或者: from torch import symeig [as 别名]
def __expm__(self, matrix, symmetric):
        r"""Calculates matrix exponential.

        Args:
            matrix (Tensor): Matrix to take exponential of.
            symmetric (bool): Specifies whether the matrix is symmetric.

        :rtype: (:class:`Tensor`)
        """
        if symmetric:
            e, V = torch.symeig(matrix, eigenvectors=True)
            diff_mat = V @ torch.diag(e.exp()) @ V.t()
        else:
            diff_mat_np = expm(matrix.cpu().numpy())
            diff_mat = torch.Tensor(diff_mat_np).to(matrix.device)
        return diff_mat 

# 需要导入模块: import torch [as 别名]
# 或者: from torch import symeig [as 别名]
def symsqrt(a, cond=None, return_rank=False, dtype=torch.float32):
    """Symmetric square root of a positive semi-definite matrix.
    See https://github.com/pytorch/pytorch/issues/25481"""

    s, u = torch.symeig(a, eigenvectors=True)
    cond_dict = {torch.float32: 1e3 * 1.1920929e-07, torch.float64: 1E6 * 2.220446049250313e-16}

    if cond in [None, -1]:
        cond = cond_dict[dtype]

    above_cutoff = (abs(s) > cond * torch.max(abs(s)))

    psigma_diag = torch.sqrt(s[above_cutoff])
    u = u[:, above_cutoff]

    B = u @ torch.diag(psigma_diag) @ u.t()
    if return_rank:
        return B, len(psigma_diag)
    else:
        return B 

# 需要导入模块: import torch [as 别名]
# 或者: from torch import symeig [as 别名]
def lanczos_tridiag_to_diag(t_mat):
    """
    Given a num_init_vecs x num_batch x k x k tridiagonal matrix t_mat,
    returns a num_init_vecs x num_batch x k set of eigenvalues
    and a num_init_vecs x num_batch x k x k set of eigenvectors.

    TODO: make the eigenvalue computations done in batch mode.
    """
    orig_device = t_mat.device
    if t_mat.size(-1) < 32:
        retr = torch.symeig(t_mat.cpu(), eigenvectors=True)
    else:
        retr = torch.symeig(t_mat, eigenvectors=True)

    evals, evecs = retr
    mask = evals.ge(0)
    evecs = evecs * mask.type_as(evecs).unsqueeze(-2)
    evals = evals.masked_fill_(~mask, 1)

    return evals.to(orig_device), evecs.to(orig_device) 

# 需要导入模块: import torch [as 别名]
# 或者: from torch import symeig [as 别名]
def test_forward():
    torch.manual_seed(42)
    N = 100
    tol = 1E-8
    dtype = torch.float64
    A = torch.randn(N, N, dtype=dtype)
    A = A+A.t()

    w, v = torch.symeig(A, eigenvectors=True)
    idx = torch.argmax(w.abs())

    v_exact = v[:, idx] 
    v_exact = v_exact[0].sign() * v_exact
    
    x0 = torch.rand(N, dtype=dtype)
    x0 = x0/x0.norm()
    x = FixedPoint.apply(A, x0, tol)

    assert(torch.allclose(v_exact, x, rtol=tol, atol=tol)) 

# 需要导入模块: import torch [as 别名]
# 或者: from torch import symeig [as 别名]
def active_subspace(t):
    """
    Compute the main variational directions of a tensor.

    Reference: P. Constantine et al. `"Discovering an Active Subspace in a Single-Diode Solar Cell Model" (2017) <https://arxiv.org/pdf/1406.7607.pdf>`_

    See also P. Constantine's `data set repository <https://github.com/paulcon/as-data-sets/blob/master/README.md>`_.

    :param t: input tensor
    :return: (eigvals, eigvecs): an array and a matrix, encoding the eigenpairs in descending order
    """

    grad = tn.gradient(t, dim='all')

    M = torch.zeros(t.dim(), t.dim())
    for i in range(t.dim()):
        for j in range(i, t.dim()):
            M[i, j] = tn.dot(grad[i], grad[j]) / t.size
            M[j, i] = M[i, j]

    w, v = torch.symeig(M, eigenvectors=True)
    idx = range(t.dim()-1, -1, -1)
    w = w[idx]
    v = v[:, idx]
    return w, v 

# 需要导入模块: import torch [as 别名]
# 或者: from torch import symeig [as 别名]
def pca(data, components):
    """
    Finds the `components` top principal components of the data.
    """
    assert components > 0 and components < data.size(1), "incorrect # of PCA dimensions"
    # We switch to numpy here as torch.symeig gave strange results.
    dtype = data.dtype
    data = data.numpy()
    data -= np.mean(data, axis=0, keepdims=True)
    cov = np.cov(data.T)
    L, V = nla.eigh(cov)
    return torch.tensor(V[:, -components:], dtype=dtype) 

# 需要导入模块: import torch [as 别名]
# 或者: from torch import symeig [as 别名]
def _update_inv(self):
            assert self.steps > 0, 'At least one step before update inverse!'
            eps = 1e-15
            for idx, m in enumerate(self.modules):
                # m_aa, m_gg = normalize_factors(self.m_aa[m], self.m_gg[m])
                m_aa, m_gg = self.m_aa[m], self.m_gg[m]
                self.d_a[m], self.Q_a[m] = torch.symeig(m_aa / self.steps, eigenvectors=True)
                self.d_g[m], self.Q_g[m] = torch.symeig(m_gg / self.steps, eigenvectors=True)
                self.d_a[m].mul_((self.d_a[m] > eps).float())
                self.d_g[m].mul_((self.d_g[m] > eps).float())

            self._inversed = True
            self.iter += 1 

# 需要导入模块: import torch [as 别名]
# 或者: from torch import symeig [as 别名]
def _update_inv(self):
        assert self.steps > 0, 'At least one step before update inverse!'
        eps = 1e-10
        for idx, m in enumerate(self.modules):
            m_aa, m_gg = self.m_aa[m], self.m_gg[m]
            self.d_a[m], Q_a = torch.symeig(m_aa, eigenvectors=True)
            self.d_g[m], Q_g = torch.symeig(m_gg, eigenvectors=True)

            self.d_a[m].mul_((self.d_a[m] > eps).float())
            self.d_g[m].mul_((self.d_g[m] > eps).float())

            # == write summary ==
            name = m.__class__.__name__
            eigs = (self.d_g[m].view(-1, 1) @ self.d_a[m].view(1, -1)).view(-1).cpu().data.numpy()
            self.writer.add_histogram('eigen/%s_%d' % (name, idx), eigs, self.iter)

            if self.Q_a.get(m, None) is None:
                # print('(%d)Q_a %s is None.' % (idx, m))
                self.Q_a[m] = [Q_a]  # absorb the eigen basis
            else:
                # self.Q_a[m] = [Q_a, self.Q_a[m]]
                prev_Q_a, prev_Q_g = get_rotation_layer_weights(self.model, m)
                prev_Q_a = prev_Q_a.view(prev_Q_a.size(0), prev_Q_a.size(1)).transpose(1, 0)
                prev_Q_g = prev_Q_g.view(prev_Q_g.size(0), prev_Q_g.size(1))
                self.Q_a[m] = [Q_a, prev_Q_a]

            if self.Q_g.get(m, None) is None:
                self.Q_g[m] = [Q_g]
            else:
                self.Q_g[m] = [Q_g, prev_Q_g]
        self._inversed = True
        self.iter += 1 

# 需要导入模块: import torch [as 别名]
# 或者: from torch import symeig [as 别名]
def test_precond_solve(self):
        seed = 4
        torch.random.manual_seed(seed)

        tensor = torch.randn(1000, 800)
        diag = torch.abs(torch.randn(1000))

        standard_lt = AddedDiagLazyTensor(RootLazyTensor(tensor), DiagLazyTensor(diag))
        evals, evecs = torch.symeig(standard_lt.evaluate(), eigenvectors=True)

        # this preconditioner is a simple example of near deflation
        def nonstandard_preconditioner(self):
            top_100_evecs = evecs[:, :100]
            top_100_evals = evals[:100] + 0.2 * torch.randn(100)

            precond_lt = RootLazyTensor(top_100_evecs @ torch.diag(top_100_evals ** 0.5))
            logdet = top_100_evals.log().sum()

            def precond_closure(rhs):
                rhs2 = top_100_evecs.t() @ rhs
                return top_100_evecs @ torch.diag(1.0 / top_100_evals) @ rhs2

            return precond_closure, precond_lt, logdet

        overrode_lt = AddedDiagLazyTensor(
            RootLazyTensor(tensor), DiagLazyTensor(diag), preconditioner_override=nonstandard_preconditioner
        )

        # compute a solve - mostly to make sure that we can actually perform the solve
        rhs = torch.randn(1000, 1)
        standard_solve = standard_lt.inv_matmul(rhs)
        overrode_solve = overrode_lt.inv_matmul(rhs)

        # gut checking that our preconditioner is not breaking anything
        self.assertEqual(standard_solve.shape, overrode_solve.shape)
        self.assertLess(torch.norm(standard_solve - overrode_solve) / standard_solve.norm(), 1.0) 

# 需要导入模块: import torch [as 别名]
# 或者: from torch import symeig [as 别名]
def forward(self, A):
        w, v = torch.symeig(A, eigenvectors=True)

        self.save_for_backward(w, v)
        return w, v 

# 需要导入模块: import torch [as 别名]
# 或者: from torch import symeig [as 别名]
def compute_tests(genotypes_t, var_thresh=0.99, variant_window=200):
    """determine effective number of independent variants (M_eff)"""
    device = torch.device("cuda" if torch.cuda.is_available() else "cpu")

    # break into windows
    windows = torch.split(genotypes_t, variant_window)

    if len(windows)>1:
        shrunk_cov_t, shrinkage_t = lw_shrink(torch.transpose(torch.stack(windows[:-1]), 1, 2))

        n_samples, n_features = windows[0].T.shape
        # indices of diagonals
        ix = torch.LongTensor(np.array([np.arange(0, n_features**2, n_features+1)+i*n_features**2 for i in range(shrunk_cov_t.shape[0])])).to(device)
        shrunk_precision_t = torch.zeros(shrunk_cov_t.shape).to(device)
        shrunk_precision_t.view(-1)[ix] = shrunk_cov_t.view(-1)[ix].pow(-0.5)
        shrunk_cor_t = torch.matmul(torch.matmul(shrunk_precision_t, shrunk_cov_t), shrunk_precision_t)
        eigenvalues_t,_ = torch.symeig(shrunk_cor_t, eigenvectors=False)

    # last window
    shrunk_cov0_t, shrinkage0_t = lw_shrink(windows[-1].t())
    shrunk_precision0_t = torch.diag(torch.diag(shrunk_cov0_t).pow(-0.5))
    shrunk_cor0_t = torch.mm(torch.mm(shrunk_precision0_t, shrunk_cov0_t), shrunk_precision0_t)
    eigenvalues0_t,_ = torch.symeig(shrunk_cor0_t, eigenvectors=False)

    if len(windows)>1:
        eigenvalues = list(eigenvalues_t.cpu().numpy())
        eigenvalues.append(eigenvalues0_t.cpu().numpy())
    else:
        eigenvalues = [eigenvalues0_t.cpu().numpy()]

    m_eff = 0
    for ev,m in zip(eigenvalues, [i.shape[0] for i in windows]):
        ev[ev < 0] = 0
        m_eff += find_num_eigs(ev, m, var_thresh=var_thresh)

    return m_eff 

# 需要导入模块: import torch [as 别名]
# 或者: from torch import symeig [as 别名]
def _compute_kfe(self, group, state):
        """Computes the covariances."""
        mod = group['mod']
        x = self.state[group['mod']]['x']
        gy = self.state[group['mod']]['gy']
        # Computation of xxt
        if group['layer_type'] == 'Conv2d':
            if not self.sua:
                x = F.conv2d(x, group['gathering_filter'],
                             stride=mod.stride, padding=mod.padding,
                             groups=mod.in_channels)
            x = x.data.permute(1, 0, 2, 3).contiguous().view(x.shape[1], -1)
        else:
            x = x.data.t()
        if mod.bias is not None:
            ones = torch.ones_like(x[:1])
            x = torch.cat([x, ones], dim=0)
        xxt = torch.mm(x, x.t()) / float(x.shape[1])
        Ex, state['kfe_x'] = torch.symeig(xxt, eigenvectors=True)
        # Computation of ggt
        if group['layer_type'] == 'Conv2d':
            gy = gy.data.permute(1, 0, 2, 3)
            state['num_locations'] = gy.shape[2] * gy.shape[3]
            gy = gy.contiguous().view(gy.shape[0], -1)
        else:
            gy = gy.data.t()
            state['num_locations'] = 1
        ggt = torch.mm(gy, gy.t()) / float(gy.shape[1])
        Eg, state['kfe_gy'] = torch.symeig(ggt, eigenvectors=True)
        state['m2'] = Eg.unsqueeze(1) * Ex.unsqueeze(0) * state['num_locations']
        if group['layer_type'] == 'Conv2d' and self.sua:
            ws = group['params'][0].grad.data.size()
            state['m2'] = state['m2'].view(Eg.size(0), Ex.size(0), 1, 1).expand(-1, -1, ws[2], ws[3]) 

# 需要导入模块: import torch [as 别名]
# 或者: from torch import symeig [as 别名]
def __init__(
        self,
        mean: Tensor,
        cov: Tensor,
        seed: Optional[int] = None,
        inv_transform: bool = False,
    ) -> None:
        r"""Engine for qMC sampling from a multivariate Normal `N(\mu, \Sigma)`.

        Args:
            mean: The mean vector.
            cov: The covariance matrix.
            seed: The seed with which to seed the random number generator of the
                underlying SobolEngine.
            inv_transform: If True, use inverse transform instead of Box-Muller.
        """
        # validate inputs
        if not cov.shape[0] == cov.shape[1]:
            raise ValueError("Covariance matrix is not square.")
        if not mean.shape[0] == cov.shape[0]:
            raise ValueError("Dimension mismatch between mean and covariance.")
        if not torch.allclose(cov, cov.transpose(-1, -2)):
            raise ValueError("Covariance matrix is not symmetric.")
        self._mean = mean
        self._normal_engine = NormalQMCEngine(
            d=mean.shape[0], seed=seed, inv_transform=inv_transform
        )
        # compute Cholesky decomp; if it fails, do the eigendecomposition
        try:
            self._corr_matrix = torch.cholesky(cov).transpose(-1, -2)
        except RuntimeError:
            eigval, eigvec = torch.symeig(cov, eigenvectors=True)
            if not torch.all(eigval >= -1e-8):
                raise ValueError("Covariance matrix not PSD.")
            eigval_root = eigval.clamp_min(0.0).sqrt()
            self._corr_matrix = (eigvec * eigval_root).transpose(-1, -2) 

# 需要导入模块: import torch [as 别名]
# 或者: from torch import symeig [as 别名]
def step(self):
        # Add weight decay
        if self.weight_decay > 0:
            for p in self.model.parameters():
                p.grad.data.add_(self.weight_decay, p.data)

        updates = {}
        for i, m in enumerate(self.modules):
            assert len(list(m.parameters())
                       ) == 1, "Can handle only one parameter at the moment"
            classname = m.__class__.__name__
            p = next(m.parameters())

            la = self.damping + self.weight_decay

            if self.steps % self.Tf == 0:
                # My asynchronous implementation exists, I will add it later.
                # Experimenting with different ways to this in PyTorch.
                self.d_a[m], self.Q_a[m] = torch.symeig(
                    self.m_aa[m], eigenvectors=True)
                self.d_g[m], self.Q_g[m] = torch.symeig(
                    self.m_gg[m], eigenvectors=True)

                self.d_a[m].mul_((self.d_a[m] > 1e-6).float())
                self.d_g[m].mul_((self.d_g[m] > 1e-6).float())

            if classname == 'Conv2d':
                p_grad_mat = p.grad.data.view(p.grad.data.size(0), -1)
            else:
                p_grad_mat = p.grad.data

            v1 = self.Q_g[m].t() @ p_grad_mat @ self.Q_a[m]
            v2 = v1 / (
                self.d_g[m].unsqueeze(1) * self.d_a[m].unsqueeze(0) + la)
            v = self.Q_g[m] @ v2 @ self.Q_a[m].t()

            v = v.view(p.grad.data.size())
            updates[p] = v

        vg_sum = 0
        for p in self.model.parameters():
            v = updates[p]
            vg_sum += (v * p.grad.data * self.lr * self.lr).sum()

        nu = min(1, math.sqrt(self.kl_clip / vg_sum))

        for p in self.model.parameters():
            v = updates[p]
            p.grad.data.copy_(v)
            p.grad.data.mul_(nu)

        self.optim.step()
        self.steps += 1 

# 需要导入模块: import torch [as 别名]
# 或者: from torch import symeig [as 别名]
def GDPPLoss(phiFake, phiReal, backward=True):
    r"""
    Implementation of the GDPP loss. Can be used with any kind of GAN
    architecture.

    Args:

        phiFake (tensor) : last feature layer of the discriminator on real data
        phiReal (tensor) : last feature layer of the discriminator on fake data
        backward (bool)  : should we perform the backward operation ?

    Returns:

        Loss's value. The backward operation in performed within this operator
    """
    def compute_diversity(phi):
        phi = F.normalize(phi, p=2, dim=1)
        SB = torch.mm(phi, phi.t())
        eigVals, eigVecs = torch.symeig(SB, eigenvectors=True)
        return eigVals, eigVecs

    def normalize_min_max(eigVals):
        minV, maxV = torch.min(eigVals), torch.max(eigVals)
        if abs(minV - maxV) < 1e-10:
            return eigVals
        return (eigVals - minV) / (maxV - minV)

    fakeEigVals, fakeEigVecs = compute_diversity(phiFake)
    realEigVals, realEigVecs = compute_diversity(phiReal)

    # Scaling factor to make the two losses operating in comparable ranges.
    magnitudeLoss = 0.0001 * F.mse_loss(target=realEigVals, input=fakeEigVals)
    structureLoss = -torch.sum(torch.mul(fakeEigVecs, realEigVecs), 0)
    normalizedRealEigVals = normalize_min_max(realEigVals)
    weightedStructureLoss = torch.sum(
        torch.mul(normalizedRealEigVals, structureLoss))
    gdppLoss = magnitudeLoss + weightedStructureLoss

    if backward:
        gdppLoss.backward(retain_graph=True)

    return gdppLoss.item()