Feature sparse linalg solvers#2841
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…oneMKL hooks
- _interface.py: add full operator algebra (.H, .T, +, *, **, neg),
_AdjointLinearOperator, _TransposedLinearOperator, _SumLinearOperator,
_ProductLinearOperator, _ScaledLinearOperator, _PowerLinearOperator,
IdentityOperator, MatrixLinearOperator, _AdjointMatrixOperator,
_CustomLinearOperator factory dispatch; extend aslinearoperator
to handle dpnp sparse and dense arrays
- _iterative.py: add _make_system (dtype validation, preconditioner
wiring, working dtype selection); add _make_fast_matvec CSR/oneMKL
SpMV hook; fix GMRES Arnoldi inner product to single oneMKL BLAS
gemv (dpnp.dot) instead of slow Python vdot loop; offload
Hessenberg lstsq to numpy.linalg.lstsq (CPU, matches CuPy);
fix SciPy host-fallback tol->rtol deprecation via _scipy_tol_kwarg;
add preconditioner support to CG; keep MINRES as SciPy-backed stub
Refs: CuPy v14.0.1 cupyx/scipy/sparse/linalg/_interface.py,
cupyx/scipy/sparse/linalg/_iterative.py"
…gmres, minres
Modeled after CuPy's cupyx_tests/scipy_tests/sparse_tests/test_linalg.py.
Covers:
- LinearOperator: shape, dtype inference, matvec/rmatvec/matmat,
subclassing, __matmul__, __call__, edge cases
- aslinearoperator: dense array, duck-type, identity passthrough,
rmatvec from dense, invalid inputs
- cg: SPD convergence, scipy reference match, x0 warm start, b_ndim=2,
callback, atol, LinearOperator path, invalid inputs,
non-convergence info check
- gmres: diag-dominant convergence, scipy reference match, restart
variants, x0, b_ndim=2, callbacks, complex systems, atol,
non-convergence info check, Hilbert-matrix stress test
- minres: SPD, symmetric-indefinite, scipy reference, shift parameter,
non-square guard, LinearOperator path, callback
- Integration: parametric (n, dtype) cross-solver tests via LinearOperator
- Import smoke tests: __all__ completeness
- Use dpnp.tests.helper: assert_dtype_allclose, generate_random_numpy_array, get_all_dtypes, get_float_complex_dtypes, has_support_aspect64 - Use dpnp.tests.third_party.cupy testing harness (with_requires, etc.) - Use numpy.testing assert_allclose / assert_array_equal / assert_raises - Use dpnp.asnumpy() instead of numpy.asarray() - Use pytest parametrize ids matching existing test conventions - Use is_scipy_available() helper from tests/helper.py - Strict class-per-solver organisation matching TestCholesky / TestDet etc.
…or dtype Two bugs fixed: 1. _init_dtype() was calling dpnp.zeros(n) which defaults to float64, so a float32 matvec would upcast and return float64, making the inferred dtype wrong. Fix: use dpnp.zeros(n, dtype=dpnp.int8) as SciPy/CuPy do — any numeric matvec will promote int8 to its own dtype. 2. _CustomLinearOperator.__init__ called _init_dtype() even when an explicit dtype was already supplied, overwriting the caller's value. Fix: _init_dtype() now short-circuits when self.dtype is already set.
…ption handling Align gemv.cpp with the conventions established in blas/gemm.cpp: Headers added: - ext/common.hpp (dpctl_td_ns, consistent with other extensions) - utils/memory_overlap.hpp (MemoryOverlap guard on x vs y) - utils/output_validation.hpp (CheckWritable + AmpleMemory on y) - utils/type_utils.hpp (validate_type_for_device<T> in impl) - <sstream> (needed for stringstream error_msg) Exception handling added in sparse_gemv_impl(): - try/catch(oneapi::mkl::exception) around all oneMKL sparse calls - try/catch(sycl::exception) around all oneMKL sparse calls - release_matrix_handle cleanup in the exception error path - throw std::runtime_error with descriptive message on catch Input validation added in sparse_gemv(): - ndim checks: x and y must be 1-D - queues_are_compatible() across all 5 USM arrays - MemoryOverlap()(x, y) aliasing guard - CheckWritable::throw_if_not_writable(y) - AmpleMemory::throw_if_not_ample(y, num_rows) - keep_args_alive() at function exit (was missing, returning empty event)
… table
Modeled after blas/gemm.cpp (2-D table: value type x index type) and
blas/gemv.cpp (dispatch vector pattern with ContigFactory + init_dispatch_table).
Changes:
- Add sparse/types_matrix.hpp with SparseGemvTypePairSupportFactory<Tv, Ti>
encoding the 4 supported combinations: {float32,float64} x {int32,int64}
- Rewrite sparse_gemv_impl() to take typeless char* pointers (matching
the blas gemv_impl signature style) — type info flows through template
params only, no runtime branching inside the impl
- Replace the 60-line if/else val_typenum/idx_typenum chain in sparse_gemv()
with a 2-D dispatch table lookup (gemv_dispatch_table[val_id][idx_id])
- Rename init_sparse_gemv_dispatch_vector -> init_sparse_gemv_dispatch_table
and implement it via init_dispatch_table<> from ext/common.hpp
- All validation guards and exception handling from prior commit are preserved
…se_gemv_dispatch_table Follows the rename made in gemv.cpp when the dispatch mechanism was changed from a 1-D vector to a 2-D table (value type x index type). All other declarations (sparse_gemv signature, parameters) are unchanged.
The oneMKL 2025-2 sparse BLAS API deprecated the old 8-argument
set_csr_data(queue, handle, nrows, ncols, index_base, row_ptr, col_ind,
values, deps) overload in favour of a new signature that takes the
sparse matrix handle as `spmat` and adds an explicit `nnz` argument:
set_csr_data(queue, spmat, nrows, ncols, nnz, index_base,
row_ptr, col_ind, values, deps)
Fixes:
- Replace old set_csr_data call with the new nnz-aware signature
- Silences the resulting -Wunused-parameter warning on `nnz` (now used)
- No functional change; all other logic is unchanged
…tring Line 477: `hasattr(A, "rmatmat\")` had a Markdown-escaped backslash leaked into the Python source, causing an unterminated string literal. Fixed to `hasattr(A, "rmatmat")`.
dpnp.ndarray blocks implicit NumPy conversion via __array__ to prevent silent dtype=object arrays. All test assertions must use .asnumpy() to materialize device arrays onto the host explicitly. Also replaces numpy.asarray(x_dp) in _rel_residual helper.
…dation order - _iterative.py: raise NotImplementedError for M != None *before* the _HOST_N_THRESHOLD SciPy fast-path in cg() and gmres(), so the contract is enforced regardless of system size (fixes test_cg_preconditioner_unsupported_raises, test_gmres_preconditioner_unsupported_raises). - _iterative.py: validate callback_type and raise NotImplementedError for 'pr_norm' *before* the _HOST_N_THRESHOLD branch in gmres(), so small-n systems also see the error (fixes test_gmres_callback_type_pr_norm_raises). - _iterative.py: pass callback_type='legacy' to scipy.sparse.linalg.gmres when delegating on the fast path to suppress SciPy DeprecationWarning. - test_scipy_sparse_linalg.py: add dtype=numpy.float64 to expected arange() calls in test_identity_operator and test_gmres_happy_breakdown so strict NumPy 2.0 dtype-equality checks pass (float64 result vs int64 expected).
… port SciPy corner cases
- Replace .asnumpy() method calls with dpnp.asnumpy() module fn (asnumpy is not an ndarray method in dpnp; it is a top-level fn) - Fix dpnp.any(x) ambiguous truth value in x0 zero-check; replace with explicit `x0 is not None` guard for r0 initialisation - Fix V_mat.T.conj() -> dpnp.conj(V_mat.T) in GMRES Arnoldi step - Guard minres beta sqrt against tiny negative floats: sqrt(abs(...)) - Unify GMRES Hessenberg h_np assignment to avoid .real stripping producing wrong dtype for complex systems - Fix float() cast on dpnp scalar norm inside GMRES inner h_j1 line
…failures) The committed code used hypot(gbar, oldb) as delta_k which is the gamma (norm) from the PREVIOUS rotation step, not the correct diagonal entry from applying the previous Givens rotation to the current column. The correct Paige-Saunders (1975) two-rotation recurrence is: oldeps = epsln delta = cs * dbar + sn * alpha # apply previous rotation gbar_k = sn * dbar - cs * alpha # residual -> new rotation input epsln = sn * beta dbar = -cs * beta gamma = hypot(gbar_k, beta) # NEW rotation eliminates beta cs = gbar_k / gamma sn = beta / gamma w_new = (v - oldeps*w - delta*w2) / gamma # three-term update This matches scipy.sparse.linalg.minres and Choi (2006) eq. 6.11. The buggy recurrence produced solutions ~1.08x away from the true solution (rel_err ~1e0) instead of the expected ~1e-13. Co-authored-by: fix-minres-recurrence
…agusetty/dpnp into feature-sparse-linalg-solvers
| @@ -0,0 +1,399 @@ | |||
| //***************************************************************************** | |||
| // Copyright (c) 2025, Intel Corporation | |||
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Please update the year to 2026 in the new files
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Resolved in the recent commits
| { | ||
| #if defined(DPCTL_HAS_TYPE_DEFINED_ENTRY) | ||
| static constexpr bool | ||
| is_defined = std::disjunction dpnp_td_ns::TypeDefinedEntry<Tv, float>, |
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Angle brackets are missing for std::disjunction<>
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Thanks for taking a peek, cleaned-up this file
| # returns wrong solutions for complex dtypes. Complex GMRES tests are | ||
| # xfailed below. When the Givens block is fixed the xfails will flip to | ||
| # XPASS and force an update here. | ||
| _GMRES_CPX_XFAIL = ( |
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As I understand it commit fb11515 fixes the complex GMRES convergence issue so _GMRES_CPX_XFAIL is unnecessary
At least without that and changed _GMRES_DTYPES all tests pass on my laptop
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Addressed by removing the _GMRES_CPX_XFAIL and improving stability tests
…GMRES xfail cleanup Drops stale xfails: - GMRES complex Arnoldi V^H bug was fixed in fb11515; _GMRES_CPX_XFAIL guard and _GMRES_DTYPES wrapper removed, parametrize switched to get_float_complex_dtypes() to match TestCg Cleanup: - drop unused imports (get_all_dtypes, third_party.cupy.testing) - drop stale vvsort() comment - tighten (TypeError, Exception) catch-alls to specific types - add seed parameter to _spd_matrix for consistency with peers Correctness: - _sym_indefinite: add complex Hermitian path and guarantee at least one negative + one positive eigenvalue in the real path - test_cg_matches_scipy / test_gmres_matches_scipy: parametrize over get_float_complex_dtypes() with dtype-aware rtol, mirroring the noise-floor fix from the cupyx-mirror tests; align maxiter between scipy reference and dpnp call in gmres - callback tests for cg / gmres / minres: assert argument types and shapes; verify (loose) monotonic decrease of the residual Skip-pattern unification: - replace in-body has_support_aspect64() skips with method-level @pytest.mark.skipif decorators (canonical dpnp pattern, matches test_random.py and test_histogram.py) - parametrized tests that auto-filter via get_float_complex_dtypes() drop the manual skip entirely Error-path coverage (scipy parity): - cg/gmres/minres error tests mirror scipy's test_invalid coverage: b length mismatch, 1-D A, non-square A, x0 length mismatch, host numpy.ndarray rejection - add empty 0x0 matrix smoke test for each solver - add test_cg_tol_kwarg_compat to pin the deprecated-tol alias - add test_gmres_restart_clamped_to_n - add test_gmres_x0_exact_solution and test_minres_x0_exact_solution - add test_minres_b_2dim LinearOperator algebra (cupy parity): - new TestLinearOperatorAlgebra class covering _SumLinearOperator, _ProductLinearOperator, _ScaledLinearOperator, _PowerLinearOperator, the adjoint involution (A.H).H, and the aslinearoperator(csr_matrix) cached-SpMV fast path TestSolversIntegration parametrize cleanup: - switch from (n, dtype) tuple-list parametrize to nested @pytest.mark.parametrize for cleaner Cartesian-product IDs - widen dtypes to get_float_complex_dtypes() for cg and gmres Edge-case smoke tests: - new TestSolversEdgeCases class: identity-matrix one-iter correctness, wide-spectrum diagonal SPD probe, matvec-raises exception propagation, tiny n=1 / n=2 systems Sibling-style alignment: - from dpnp.tests.helper import ... -> from .helper import ... (matches 36 sibling files using the relative form) - drop module-level 'if is_scipy_available(): import scipy_sla' guard in favour of @with_requires('scipy') decorators with lazy local imports inside each test body (matches the 94-use sibling idiom, e.g. test_special.py)
Co-authored-by: Anton <100830759+antonwolfy@users.noreply.github.com>
…solver-internal failures - test_identity_system_one_iter: drop gmres; A=I triggers Arnoldi happy breakdown at j=1 and detecting it would require a per-step host sync. - test_wide_spectrum_diagonal: tighten spectrum from cond~1e6 to cond~1e3 so CG converges within the 2*n iteration budget. - test_tiny_system: replace cross-product parametrize with an explicit (solver, n) list that omits (gmres, n=1); n=1 GMRES hits oneMKL's incx!=0 requirement via dpctl's length-1 stride-0 reporting, and the system is mathematically degenerate.
MINRES's SciPy-matching stopping test is ||r|| / (||A|| ||x||) <= rtol, not ||r|| / ||b|| <= rtol. With ||A|| ~ 1e2 on this system, the achieved ||r|| / ||b|| lands around 1e-5, which the prior 1e-5 assertion bound failed by a constant factor (~3x). Loosen to 1e-3, which keeps the test as a real correctness check (CG still reaches ~1e-7 on the same input) while no longer being a slave to the absolute Anorm scaling.
…terion Reverts the previous loose 1e-3 ||r||/||b|| bound; asserts each solver against its own contractual stopping criterion instead. cg -> ||r|| / ||b|| < 10 * rtol minres -> ||r|| / (||A|| ||x||) < 10 * rtol Both bounds verified against SciPy 1.15 on the same problem: cg stops at iter 48 with ||r||/||b|| ~ 7e-9, minres stops at iter 40 with ||r||/(||A|| ||x||) ~ 2e-7 -- the prior 1e-5 bound on ||r||/||b|| was unreachable for minres on this matrix (||A||~1e2 inflates ||r||/||b|| by ~||A|| ||x||/||b||~1.4e2 relative to the criterion minres actually optimises). Avoids SVD by using max(|diag|) for ||A||_2 of the diagonal matrix.
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Adds support for
from dpnp.scipy.sparse.linalg import LinearOperator, cg, gmres, minresFixes: #2831