Merge pull request #2364 from khalednasr/feature/linalg

Implemented a class for GPU vectors

src/shogun/lib/GPUMatrix.cpp

@@ -70,7 +70,7 @@ CGPUMatrix<T>::CGPUMatrix(VCLMemoryArray mem, index_t nrows, index_t ncols,
 }
 
 template <class T> 
-CGPUMatrix<T>::CGPUMatrix(SGMatrix< T >& cpu_mat)
+CGPUMatrix<T>::CGPUMatrix(const SGMatrix< T >& cpu_mat)
 {
 	init();
 

src/shogun/lib/GPUMatrix.h

@@ -55,7 +55,7 @@ namespace shogun
  * as backend for managing GPU memory.
  * 
  * It supports conversion to/from SGMatrix objects and Eigen3 matrices. Native 
- * ViennaCL methods can also be using on this class through vcl_matrix()
+ * ViennaCL methods can also be used on the data of the matrix through vcl_matrix()
  * 
  * Supported scalar types: char, uint8_t, int16_t, uint16_t, int32_t, 
  * uint32_t, int64_t, uint64_t, float32_t, float64_t.
@@ -87,12 +87,12 @@ template <class T> class CGPUMatrix
 	CGPUMatrix(VCLMemoryArray mem, index_t nrows, index_t ncols, index_t mem_offset=0);
 
 	/** Creates a gpu matrix using data from an SGMatrix */
-	CGPUMatrix(SGMatrix<T>& cpu_mat);
+	CGPUMatrix(const SGMatrix<T>& cpu_mat);
 
 #ifdef HAVE_EIGEN3
 	/** Creates a gpu matrix using data from an Eigen3 matrix */
 	template <class Derived>
-	CGPUMatrix(Eigen::PlainObjectBase<Derived>& cpu_mat)
+	CGPUMatrix(const Eigen::PlainObjectBase<Derived>& cpu_mat)
 	{
 		init();
 
@@ -126,6 +126,16 @@ template <class T> class CGPUMatrix
 		vcl_matrix().clear();
 	}
 
+	/** Sets all the elements of the matrix to a constant value 
+	 * 
+	 * @param value New value for all the elements in the matrix
+	 */ 
+	void set_const(T value)
+	{
+		VCLMatrixBase m = vcl_matrix();
+		viennacl::linalg::matrix_assign(m, value);
+	}
+
 	/** Displays the matrix */
 	void display_matrix(const char* name="matrix") const
 	{

src/shogun/lib/GPUVector.cpp

@@ -0,0 +1,137 @@
+/*
+ * Copyright (c) 2014, Shogun Toolbox Foundation
+ * All rights reserved.
+ * 
+ * Redistribution and use in source and binary forms, with or without 
+ * modification, are permitted provided that the following conditions are met:
+
+ * 1. Redistributions of source code must retain the above copyright notice, 
+ * this list of conditions and the following disclaimer.
+ * 
+ * 2. Redistributions in binary form must reproduce the above copyright notice, 
+ * this list of conditions and the following disclaimer in the documentation 
+ * and/or other materials provided with the distribution.
+ * 
+ * 3. Neither the name of the copyright holder nor the names of its 
+ * contributors may be used to endorse or promote products derived from this 
+ * software without specific prior written permission.
+
+ * THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS" 
+ * AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE 
+ * IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE 
+ * ARE DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT HOLDER OR CONTRIBUTORS BE 
+ * LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR 
+ * CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF 
+ * SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR PROFITS; OR BUSINESS 
+ * INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF LIABILITY, WHETHER IN 
+ * CONTRACT, STRICT LIABILITY, OR TORT (INCLUDING NEGLIGENCE OR OTHERWISE) 
+ * ARISING IN ANY WAY OUT OF THE USE OF THIS SOFTWARE, EVEN IF ADVISED OF THE 
+ * POSSIBILITY OF SUCH DAMAGE.
+ * 
+ * Written (W) 2014 Khaled Nasr
+ */
+
+#include <shogun/lib/config.h>
+
+#ifdef HAVE_VIENNACL
+
+#include <shogun/lib/GPUVector.h>
+
+namespace shogun
+{
+
+template <class T> 
+CGPUVector<T>::CGPUVector()
+{
+	init();
+}
+
+template <class T> 
+CGPUVector<T>::CGPUVector(index_t length)
+{
+	init();
+
+	vlen = length;
+
+	viennacl::backend::memory_create(vector, sizeof(T)*vlen, 
+		viennacl::context());
+}
+
+template <class T> 
+CGPUVector<T>::CGPUVector(VCLMemoryArray mem, index_t length, index_t mem_offset)
+{
+	init();
+
+	vector = mem;
+	vlen = length;
+	offset = mem_offset;
+}
+
+template <class T> 
+CGPUVector<T>::CGPUVector(const SGVector<T>& cpu_vec)
+{
+	init();
+	vlen = cpu_vec.vlen;
+
+	viennacl::backend::memory_create(vector, sizeof(T)*vlen, 
+		viennacl::context());
+
+	viennacl::backend::memory_write(vector, 0, vlen*sizeof(T), 
+		cpu_vec.vector);
+}
+
+#ifdef HAVE_EIGEN3
+template <class T> 
+CGPUVector<T>::operator Eigen::Matrix<T, Eigen::Dynamic, 1>() const
+{
+	Eigen::Matrix<T, Eigen::Dynamic, 1> cpu_vec(vlen);
+
+	viennacl::backend::memory_read(vector, offset*sizeof(T), vlen*sizeof(T), 
+		cpu_vec.data());
+
+	return cpu_vec;
+}
+
+template <class T> 
+CGPUVector<T>::operator Eigen::Matrix<T, 1, Eigen::Dynamic>() const
+{
+	Eigen::Matrix<T, 1, Eigen::Dynamic> cpu_vec(vlen);
+
+	viennacl::backend::memory_read(vector, offset*sizeof(T), vlen*sizeof(T), 
+		cpu_vec.data());
+
+	return cpu_vec;
+}
+#endif
+
+template <class T> 
+CGPUVector<T>::operator SGVector<T>() const
+{
+	SGVector<T> cpu_vec(vlen);
+
+	viennacl::backend::memory_read(vector, offset*sizeof(T), vlen*sizeof(T), 
+		cpu_vec.vector);
+
+	return cpu_vec;
+}
+
+template <class T> 
+void CGPUVector<T>::init()
+{
+	vlen = 0;
+	offset = 0;
+}
+
+template class CGPUVector<char>;
+template class CGPUVector<uint8_t>;
+template class CGPUVector<int16_t>;
+template class CGPUVector<uint16_t>;
+template class CGPUVector<int32_t>;
+template class CGPUVector<uint32_t>;
+template class CGPUVector<int64_t>;
+template class CGPUVector<uint64_t>;
+template class CGPUVector<float32_t>;
+template class CGPUVector<float64_t>;
+}
+
+#endif

src/shogun/lib/GPUVector.h

@@ -0,0 +1,184 @@
+/*
+ * Copyright (c) 2014, Shogun Toolbox Foundation
+ * All rights reserved.
+ * 
+ * Redistribution and use in source and binary forms, with or without 
+ * modification, are permitted provided that the following conditions are met:
+
+ * 1. Redistributions of source code must retain the above copyright notice, 
+ * this list of conditions and the following disclaimer.
+ * 
+ * 2. Redistributions in binary form must reproduce the above copyright notice, 
+ * this list of conditions and the following disclaimer in the documentation 
+ * and/or other materials provided with the distribution.
+ * 
+ * 3. Neither the name of the copyright holder nor the names of its 
+ * contributors may be used to endorse or promote products derived from this 
+ * software without specific prior written permission.
+
+ * THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS" 
+ * AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE 
+ * IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE 
+ * ARE DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT HOLDER OR CONTRIBUTORS BE 
+ * LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR 
+ * CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF 
+ * SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR PROFITS; OR BUSINESS 
+ * INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF LIABILITY, WHETHER IN 
+ * CONTRACT, STRICT LIABILITY, OR TORT (INCLUDING NEGLIGENCE OR OTHERWISE) 
+ * ARISING IN ANY WAY OUT OF THE USE OF THIS SOFTWARE, EVEN IF ADVISED OF THE 
+ * POSSIBILITY OF SUCH DAMAGE.
+ * 
+ * Written (W) 2014 Khaled Nasr
+ */
+
+#ifndef __GPUVECTOR_H__
+#define __GPUVECTOR_H__
+
+#include <shogun/lib/config.h>
+
+#ifdef HAVE_VIENNACL
+
+#include <shogun/lib/SGVector.h>
+
+#include <viennacl/vector.hpp>
+
+#ifdef HAVE_EIGEN3
+#include <shogun/mathematics/eigen3.h>
+#endif
+
+namespace shogun
+{
+
+/** @brief Represents a vector on the GPU 
+ * 
+ * This class handles vectors on the GPU using [ViennaCL](http://viennacl.sourceforge.net/)
+ * as backend for managing GPU memory.
+ * 
+ * It supports conversion to/from SGVector objects and Eigen3 vectors. Native 
+ * ViennaCL methods can also be used on the vector's data through vcl_vector()
+ * 
+ * Supported scalar types: char, uint8_t, int16_t, uint16_t, int32_t, 
+ * uint32_t, int64_t, uint64_t, float32_t, float64_t.
+ */
+template <class T> class CGPUVector
+{
+	typedef viennacl::vector_base<T> VCLVectorBase;
+	typedef viennacl::backend::mem_handle VCLMemoryArray;
+
+public:
+	/** Default Constructor */ 
+	CGPUVector();
+
+	/** Creates a new vector
+	 * 
+	 * @param length Number of elements
+	 */
+	CGPUVector(index_t length);
+
+	/** Wraps a vector around an existing memery segment
+	 * 
+	 * @param mem A memory segment 
+	 * @param length Number of elements
+	 * @param mem_offset Offset for the memory segment, i.e the data of the vector
+	 * starts at mem+mem_offset
+	 */
+	CGPUVector(VCLMemoryArray mem, index_t length, index_t mem_offset=0);
+
+	/** Creates a gpu vector using data from an SGVector */
+	CGPUVector(const SGVector<T>& cpu_vec);
+
+#ifdef HAVE_EIGEN3
+	/** Creates a gpu vector using data from an Eigen3 vector */
+	template <class Derived>
+	CGPUVector(const Eigen::PlainObjectBase<Derived>& cpu_vec)
+	{
+		init();
+		vlen = cpu_vec.size();
+
+		viennacl::backend::memory_create(vector, sizeof(T)*vlen, 
+			viennacl::context());
+
+		viennacl::backend::memory_write(vector, 0, vlen*sizeof(T), 
+			cpu_vec.data());
+	}
+
+	/** Converts the vector into an Eigen3 column vector */
+	operator Eigen::Matrix<T, Eigen::Dynamic, 1>() const;
+
+	/** Converts the vector into an Eigen3 row vector */
+	operator Eigen::Matrix<T, 1, Eigen::Dynamic>() const;
+#endif
+
+	/** Converts the vector into an SGVector */
+	operator SGVector<T>() const;
+
+	/** Returns a ViennaCL vector wrapped around the data of this vector. Can be 
+	 * used to call native ViennaCL methods on this vector
+	 */
+	VCLVectorBase vcl_vector()
+	{
+		return VCLVectorBase(vector,vlen, offset, 1);
+	}
+
+	/** Sets all the elements of the vector to zero */
+	void zero()
+	{
+		vcl_vector().clear();
+	}
+
+	/** Sets all the elements of the vector to a constant value 
+	 * 
+	 * @param value New value for all the elements in the vector
+	 */ 
+	void set_const(T value)
+	{
+		VCLVectorBase v = vcl_vector();
+		viennacl::linalg::vector_assign(v, value);
+	}
+
+	/** Displays the vector */
+	void display_vector(const char* name="vector") const
+	{
+		((SGVector<T>)*this).display_vector(name);
+	}
+
+	/** Read only memory access. Note that this is very slow as it copies the 
+	 * element from the GPU to the CPU
+	 * 
+	 * @param index Element index
+	 */ 
+	inline viennacl::const_entry_proxy<T> operator[](index_t index) const
+	{
+		return viennacl::const_entry_proxy<T>(offset+index, vector);
+	}
+
+	/** Read/write memory access. Note that this is very slow as it copies the 
+	 * element between the GPU and the CPU
+	 * 
+	 * @param index Element index
+	 */ 
+	inline viennacl::entry_proxy<T> operator[](index_t index)
+	{
+		return viennacl::entry_proxy<T>(offset+index, vector);
+	}
+
+private:
+	void init();
+
+public:
+	/** Memory segment holding the data for the vector */
+	VCLMemoryArray vector;
+
+	/** Offset for the memory segment, i.e the data of the vector
+	 * starts at vector+offset
+	 */
+	index_t offset;
+
+	/** Vector length */
+	index_t vlen;
+};
+
+}
+
+#endif
+#endif

src/shogun/lib/SGMatrix.h

@@ -57,10 +57,10 @@ template<class T> class SGMatrix : public SGReferencedData
 		template <class Derived>
 		SGMatrix(Eigen::PlainObjectBase<Derived>& mat) 
 			: SGReferencedData(false), matrix(mat.data()), 
-		num_rows(mat.rows()), num_cols(mat.cols()) { }
+			num_rows(mat.rows()), num_cols(mat.cols()) { }
 
 		/** Wraps an Eigen3 matrix around the data of this matrix */
-		operator Eigen::Matrix<T, Eigen::Dynamic, Eigen::Dynamic>() const
+		operator Eigen::Map<Eigen::Matrix<T, Eigen::Dynamic, Eigen::Dynamic> >() const
 		{ 
 			return Eigen::Map<Eigen::Matrix<T, Eigen::Dynamic, Eigen::Dynamic> >(
 				matrix, num_rows, num_cols);