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Added linalg.eigh, linalg.eigvalsh #45526

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Added linalg.eigh, linalg.eigvalsh #45526

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IvanYashchuk
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@IvanYashchuk IvanYashchuk commented Sep 29, 2020 •
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This PR adds torch.linalg.eigh, and torch.linalg.eigvalsh for NumPy compatibility.
The current torch.symeig uses (on CPU) a different LAPACK routine than NumPy (syev vs syevd). Even though it shouldn't matter in practice, torch.linalg.eigh uses syevd (as NumPy does).

Ref #42666

@IvanYashchuk IvanYashchuk added module: numpy Related to numpy support, and also numpy compatibility of our operators module: linear algebra Issues related to specialized linear algebra operations in PyTorch; includes matrix multiply matmul labels Sep 29, 2020
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dr-ci bot commented Sep 29, 2020 •
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💊 CI failures summary and remediations

As of commit bd41343 (more details on the Dr. CI page):

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This comment has been revised 110 times.

@mruberry mruberry mentioned this pull request Oct 5, 2020
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@IvanYashchuk IvanYashchuk marked this pull request as ready for review October 5, 2020 08:55
nikitaved
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@VitalyFedyunin VitalyFedyunin added the triaged This issue has been looked at a team member, and triaged and prioritized into an appropriate module label Oct 5, 2020
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Looks good to me. My issues were addressed.

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@IvanYashchuk Is this ready for review?

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Hey @IvanYashchuk!

This looks really good. I made a lot of document suggestions but they should be easy to fix so we can merge this soon.

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@mruberry, thank you for the feedback! I've fixed documentation issues.

I've added a small change to the source code #45526 (comment)

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Cool, looks great, @IvanYashchuk!

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@mruberry has imported this pull request. If you are a Facebook employee, you can view this diff on Phabricator.

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Internal build errors are due to the user of toupper:

error: no member named 'toupper' in namespace 'std'; did you mean simply 'toupper'?
  char uplo_uppercase = std::toupper(uplo[0]);

I'm not entirely sure why this happens on some builds. Would you try importing its header and verifying we're calling it with unsigned chars following https://en.cppreference.com/w/cpp/string/byte/toupper?

@IvanYashchuk
Safe use of std::toupper with plain chars
2911420 
the argument should first be converted to unsigned char
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Hey @mruberry, let's see if tests pass now.
I've modified the code to use static casts, now it should be safe as suggested. Also added missing #include <cctype>.

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@mruberry has imported this pull request. If you are a Facebook employee, you can view this diff on Phabricator.

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Resolved the accumulated merge conflicts.
@mruberry, can we try importing this again?

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@mruberry has imported this pull request. If you are a Facebook employee, you can view this diff on Phabricator.

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Autograd tests got broken with the last branch update. I'll fix that.

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@mruberry has imported this pull request. If you are a Facebook employee, you can view this diff on Phabricator.

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@mruberry merged this pull request in 4ed7f36.

@IvanYashchuk IvanYashchuk mentioned this pull request Apr 20, 2021
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cla signed Merged module: linear algebra Issues related to specialized linear algebra operations in PyTorch; includes matrix multiply matmul module: numpy Related to numpy support, and also numpy compatibility of our operators open source triaged This issue has been looked at a team member, and triaged and prioritized into an appropriate module
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