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Working EIG + CUDA AD #236

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0f142de
Working EIG + CUDA AD
kshyatt May 20, 2026
033ba18
Formatter
kshyatt May 20, 2026
b928170
Use different RNG seed
kshyatt May 20, 2026
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6 changes: 5 additions & 1 deletion ext/MatrixAlgebraKitCUDAExt/MatrixAlgebraKitCUDAExt.jl
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Expand Up @@ -8,7 +8,7 @@ using MatrixAlgebraKit: CUSOLVER, LQViaTransposedQR, TruncationByValue, Abstract
using MatrixAlgebraKit: default_qr_algorithm, default_lq_algorithm, default_svd_algorithm, default_eig_algorithm, default_eigh_algorithm
import MatrixAlgebraKit: geqrf!, ungqr!, unmqr!, gesvd!, gesvdp!, gesvdr!, gesvdj!
import MatrixAlgebraKit: heevj!, heevd!, geev!
import MatrixAlgebraKit: _gpu_Xgesvdr!, _sylvester, svd_rank, svd_pullback!, eigh_pullback!
import MatrixAlgebraKit: _gpu_Xgesvdr!, _sylvester, svd_rank, svd_pullback!, eigh_pullback!, eig_pullback!
using CUDA, CUDA.cuBLAS
using CUDA: i32
using LinearAlgebra
Expand Down Expand Up @@ -209,4 +209,8 @@ function eigh_pullback!(ΔA::AnyCuMatrix, A, DV, ΔDV, ind::AnyCuVector; kwargs.
return eigh_pullback!(ΔA, A, DV, ΔDV, collect(ind); kwargs...)
end

function eig_pullback!(ΔA::AnyCuMatrix, A, DV, ΔDV, ind::AnyCuVector; kwargs...)
return eig_pullback!(ΔA, A, DV, ΔDV, collect(ind); kwargs...)
end

end
2 changes: 1 addition & 1 deletion src/MatrixAlgebraKit.jl
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Expand Up @@ -5,7 +5,7 @@ using LinearAlgebra: norm # TODO: eleminate if we use VectorInterface.jl?
using LinearAlgebra: mul!, rmul!, lmul!, adjoint!, rdiv!, ldiv!
using LinearAlgebra: sylvester, lu!, diagm
using LinearAlgebra: isposdef, issymmetric
using LinearAlgebra: Diagonal, diag, diagind, isdiag
using LinearAlgebra: Diagonal, Hermitian, diag, diagind, isdiag
using LinearAlgebra: UpperTriangular, LowerTriangular
using LinearAlgebra: BlasFloat, BlasReal, BlasComplex, BlasInt

Expand Down
7 changes: 4 additions & 3 deletions src/pullbacks/eig.jl
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Expand Up @@ -30,7 +30,7 @@ function check_and_prepare_eig_cotangents(
bc = Base.broadcasted(transpose(D), D, VᴴΔV₁) do d₁, d₂, v
return abs(d₁ - d₂) < degeneracy_atol ? v : zero(v)
end
Δgauge = norm(bc, Inf)
Δgauge = maximum(abs, bc; init = abs(zero(eltype(D))))

Δgauge ≤ gauge_atol ||
@warn "`eig` cotangents sensitive to gauge choice: (|Δgauge| = $Δgauge)"
Expand All @@ -41,7 +41,8 @@ function check_and_prepare_eig_cotangents(
if !iszerotangent(ΔDmat)
ΔD = diagview(ΔDmat)
length(indD) == length(ΔD) || throw(DimensionMismatch())
view(diagview(VᴴAΔV), indD) .+= ΔD
# needed to avoid GPUCompiler errors
VᴴAΔV[diagind(VᴴAΔV)[indD]] .+= ΔD
else
ΔD = nothing
end
Expand Down Expand Up @@ -243,7 +244,7 @@ function remove_eig_gauge_dependence!(
Ddiag = diagview(D)
gaugepart = V' * ΔV
gaugepart[abs.(transpose(Ddiag) .- Ddiag) .>= degeneracy_atol] .= 0
ViG = V / LinearAlgebra.cholesky!(V' * V)
ViG = V / LinearAlgebra.cholesky!(Hermitian(V' * V))
mul!(ΔV, ViG, gaugepart, -1, 1)
return ΔV
end
7 changes: 6 additions & 1 deletion test/mooncake/eig.jl
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Expand Up @@ -12,10 +12,15 @@ is_buildkite = get(ENV, "BUILDKITE", "false") == "true"

m = 19
for T in (BLASFloats..., GenericFloats...)
TestSuite.seed_rng!(1234)
TestSuite.seed_rng!(12345)
if !is_buildkite
TestSuite.test_mooncake_eig(T, (m, m); atol = m * m * TestSuite.precision(T), rtol = m * m * TestSuite.precision(T))
AT = Diagonal{T, Vector{T}}
TestSuite.test_mooncake_eig(AT, (m, m); atol = m * m * TestSuite.precision(T), rtol = m * m * TestSuite.precision(T))
end
if T ∈ BLASFloats && CUDA.functional()
TestSuite.test_mooncake_eig(CuMatrix{T}, (m, m); atol = m * m * TestSuite.precision(T), rtol = m * m * TestSuite.precision(T))
AT = Diagonal{T, CuVector{T}}
TestSuite.test_mooncake_eig(AT, m; atol = m * m * TestSuite.precision(T), rtol = m * m * TestSuite.precision(T))
end
end
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