GpuLLT.h

// This file is part of Eigen, a lightweight C++ template library
// for linear algebra.
//
// Copyright (C) 2026 Eigen Authors
//
// This Source Code Form is subject to the terms of the Mozilla
// Public License v. 2.0. If a copy of the MPL was not distributed
// with this file, You can obtain one at http://mozilla.org/MPL/2.0/.
// SPDX-License-Identifier: MPL-2.0
 
// GPU Cholesky (LLT) decomposition using cuSOLVER. Requires CUDA 11.4+ for the
// cusolverDnX generic API.
 
#ifndef EIGEN_GPU_LLT_H
#define EIGEN_GPU_LLT_H
 
// IWYU pragma: private
#include "./InternalHeaderCheck.h"
 
#include "./GpuSolverContext.h"
 
namespace Eigen {
namespace gpu {
template <typename Scalar_, int UpLo_ = Lower>
class LLT {
 public:
  using Scalar = Scalar_;
  using RealScalar = typename NumTraits<Scalar>::Real;
  using PlainMatrix = Eigen::Matrix<Scalar, Dynamic, Dynamic, ColMajor>;
 
  static constexpr int UpLo = UpLo_;

  LLT() = default;

  explicit LLT(Context& ctx) : solver_ctx_(ctx) {}

  template <typename InputType>
  explicit LLT(const DenseBase<InputType>& A) {
    compute(A);
  }

  explicit LLT(const DeviceMatrix<Scalar>& d_A) { compute(d_A); }

  explicit LLT(DeviceMatrix<Scalar>&& d_A) { compute(std::move(d_A)); }

  template <typename InputType>
  LLT(Context& ctx, const DenseBase<InputType>& A) : solver_ctx_(ctx) {
    compute(A);
  }

  LLT(Context& ctx, const DeviceMatrix<Scalar>& d_A) : solver_ctx_(ctx) { compute(d_A); }

  LLT(Context& ctx, DeviceMatrix<Scalar>&& d_A) : solver_ctx_(ctx) { compute(std::move(d_A)); }
 
  ~LLT() = default;
 
  // Non-copyable (owns device memory and library handles).
  LLT(const LLT&) = delete;
  LLT& operator=(const LLT&) = delete;
 
  // Movable.
  LLT(LLT&& o) noexcept
      : solver_ctx_(std::move(o.solver_ctx_)), d_factor_(std::move(o.d_factor_)), n_(o.n_), lda_(o.lda_) {
    o.n_ = 0;
    o.lda_ = 0;
  }
 
  LLT& operator=(LLT&& o) noexcept {
    if (this != &o) {
      solver_ctx_ = std::move(o.solver_ctx_);
      d_factor_ = std::move(o.d_factor_);
      n_ = o.n_;
      lda_ = o.lda_;
      o.n_ = 0;
      o.lda_ = 0;
    }
    return *this;
  }

  template <typename InputType>
  LLT& compute(const DenseBase<InputType>& A) {
    eigen_assert(A.rows() == A.cols());
    if (!begin_compute(A.rows())) return *this;
 
    // Ref binds column-major direct-access input in place (no host copy);
    // row-major layouts and expressions evaluate into its temporary.
    const Ref<const PlainMatrix> mat(A.derived());
    lda_ = static_cast<int64_t>(mat.rows());
    allocate_factor_storage();
    internal::upload_host_matrix(static_cast<Scalar*>(d_factor_.get()), mat.rows(), mat.data(), mat.outerStride(),
                                 mat.rows(), mat.cols(), solver_ctx_.stream());
    EIGEN_CUDA_RUNTIME_CHECK(cudaStreamSynchronize(solver_ctx_.stream()));
 
    factorize();
    return *this;
  }

  LLT& compute(const DeviceMatrix<Scalar>& d_A) {
    eigen_assert(d_A.rows() == d_A.cols());
    if (!begin_compute(d_A.rows())) return *this;
 
    lda_ = static_cast<int64_t>(d_A.rows());
    d_A.waitReady(solver_ctx_.stream());
    allocate_factor_storage();
    EIGEN_CUDA_RUNTIME_CHECK(
        cudaMemcpyAsync(d_factor_.get(), d_A.data(), factorBytes(), cudaMemcpyDeviceToDevice, solver_ctx_.stream()));
 
    factorize();
    return *this;
  }

  LLT& compute(DeviceMatrix<Scalar>&& d_A) {
    if (d_A.isView()) return compute(static_cast<const DeviceMatrix<Scalar>&>(d_A));
    eigen_assert(d_A.rows() == d_A.cols());
    if (!begin_compute(d_A.rows())) return *this;
 
    lda_ = static_cast<int64_t>(d_A.rows());
    d_A.waitReady(solver_ctx_.stream());
    d_factor_ = internal::DeviceBuffer::adopt(static_cast<void*>(d_A.release()), factorBytes());
 
    factorize();
    return *this;
  }

  template <typename Rhs>
  PlainMatrix solve(const MatrixBase<Rhs>& B) const {
    // Debug builds verify the factorization (info() synchronizes the stream on
    // the first call after compute()); release builds skip both the check and
    // the sync — use info() explicitly when failure must be detected.
    eigen_assert(solver_ctx_.info() == Success && "LLT::solve called on a failed or uninitialized factorization");
    eigen_assert(B.rows() == n_);
 
    const Ref<const PlainMatrix> rhs(B.derived());
    const int64_t nrhs = static_cast<int64_t>(rhs.cols());
    const int64_t ldb = static_cast<int64_t>(rhs.rows());
    internal::DeviceBuffer d_x(rhsBytes(nrhs, ldb));
    internal::upload_host_matrix(static_cast<Scalar*>(d_x.get()), ldb, rhs.data(), rhs.outerStride(), rhs.rows(),
                                 rhs.cols(), solver_ctx_.stream());
    DeviceMatrix<Scalar> d_X = solve_impl(nrhs, ldb, std::move(d_x));
 
    PlainMatrix X(n_, B.cols());
    int solve_info = 0;
    EIGEN_CUDA_RUNTIME_CHECK(
        cudaMemcpyAsync(X.data(), d_X.data(), rhsBytes(nrhs, ldb), cudaMemcpyDeviceToHost, solver_ctx_.stream()));
    EIGEN_CUDA_RUNTIME_CHECK(cudaMemcpyAsync(&solve_info, solver_ctx_.scratch_info(), sizeof(int),
                                             cudaMemcpyDeviceToHost, solver_ctx_.stream()));
    EIGEN_CUDA_RUNTIME_CHECK(cudaStreamSynchronize(solver_ctx_.stream()));
 
    eigen_assert(solve_info == 0 && "cusolverDnXpotrs reported an error");
    return X;
  }

  DeviceMatrix<Scalar> solve(const DeviceMatrix<Scalar>& d_B) const {
    eigen_assert(solver_ctx_.info() == Success && "LLT::solve called on a failed or uninitialized factorization");
    eigen_assert(d_B.rows() == n_);
    d_B.waitReady(solver_ctx_.stream());
    const int64_t nrhs = static_cast<int64_t>(d_B.cols());
    const int64_t ldb = static_cast<int64_t>(d_B.rows());
    internal::DeviceBuffer d_x(rhsBytes(nrhs, ldb));
    EIGEN_CUDA_RUNTIME_CHECK(
        cudaMemcpyAsync(d_x.get(), d_B.data(), rhsBytes(nrhs, ldb), cudaMemcpyDeviceToDevice, solver_ctx_.stream()));
    return solve_impl(nrhs, ldb, std::move(d_x));
  }

  DeviceMatrix<Scalar> solve(DeviceMatrix<Scalar>&& d_B) const {
    if (d_B.isView()) return solve(static_cast<const DeviceMatrix<Scalar>&>(d_B));
    eigen_assert(solver_ctx_.info() == Success && "LLT::solve called on a failed or uninitialized factorization");
    eigen_assert(d_B.rows() == n_);
    d_B.waitReady(solver_ctx_.stream());
    const int64_t nrhs = static_cast<int64_t>(d_B.cols());
    const int64_t ldb = static_cast<int64_t>(d_B.rows());
    internal::DeviceBuffer d_x = internal::DeviceBuffer::adopt(static_cast<void*>(d_B.release()), rhsBytes(nrhs, ldb));
    return solve_impl(nrhs, ldb, std::move(d_x));
  }
 
  ComputationInfo info() const { return solver_ctx_.info(); }
  Index rows() const { return n_; }
  Index cols() const { return n_; }
  cudaStream_t stream() const { return solver_ctx_.stream(); }
 
 private:
  mutable internal::GpuSolverContext solver_ctx_;
  internal::DeviceBuffer d_factor_;  // adopted from an rvalue input, else grow-only
  int64_t n_ = 0;
  int64_t lda_ = 0;
 
  bool begin_compute(Index rows) {
    n_ = rows;
    return solver_ctx_.begin_compute(n_ != 0);
  }
 
  size_t factorBytes() const { return rhsBytes(n_, lda_); }
 
  static size_t rhsBytes(int64_t cols, int64_t ld) {
    return static_cast<size_t>(ld) * static_cast<size_t>(cols) * sizeof(Scalar);
  }
 
  void allocate_factor_storage() { internal::ensure_sized(d_factor_, factorBytes()); }
 
  // Solve in place on `d_x` (which already holds B), then re-wrap as a typed
  // DeviceMatrix carrying shape and a ready event. The release/adopt hop hands
  // ownership of the raw cudaMalloc pointer from the untyped DeviceBuffer to
  // the typed DeviceMatrix without copying.
  DeviceMatrix<Scalar> solve_impl(int64_t nrhs, int64_t ldb, internal::DeviceBuffer&& d_x) const {
    constexpr cudaDataType_t dtype = internal::cusolver_data_type<Scalar>::value;
    constexpr cublasFillMode_t uplo = internal::cusolver_fill_mode<UpLo_>::value;
 
    EIGEN_CUSOLVER_CHECK(cusolverDnXpotrs(solver_ctx_.cusolverHandle(), solver_ctx_.params_.p, uplo, n_, nrhs, dtype,
                                          d_factor_.get(), lda_, dtype, d_x.get(), ldb, solver_ctx_.scratch_info()));
 
    DeviceMatrix<Scalar> result =
        DeviceMatrix<Scalar>::adopt(static_cast<Scalar*>(d_x.release()), n_, static_cast<Index>(nrhs));
    result.recordReady(solver_ctx_.stream());
    return result;
  }
 
  void factorize() {
    constexpr cudaDataType_t dtype = internal::cusolver_data_type<Scalar>::value;
    constexpr cublasFillMode_t uplo = internal::cusolver_fill_mode<UpLo_>::value;
 
    solver_ctx_.mark_pending();
 
    size_t dev_ws_bytes = 0, host_ws_bytes = 0;
    EIGEN_CUSOLVER_CHECK(cusolverDnXpotrf_bufferSize(solver_ctx_.cusolverHandle(), solver_ctx_.params_.p, uplo, n_,
                                                     dtype, d_factor_.get(), lda_, dtype, &dev_ws_bytes,
                                                     &host_ws_bytes));
 
    solver_ctx_.ensure_scratch(dev_ws_bytes);
    solver_ctx_.h_workspace_.resize(host_ws_bytes);
 
    EIGEN_CUSOLVER_CHECK(cusolverDnXpotrf(solver_ctx_.cusolverHandle(), solver_ctx_.params_.p, uplo, n_, dtype,
                                          d_factor_.get(), lda_, dtype, solver_ctx_.scratch_workspace(), dev_ws_bytes,
                                          host_ws_bytes > 0 ? solver_ctx_.h_workspace_.data() : nullptr, host_ws_bytes,
                                          solver_ctx_.scratch_info()));
 
    solver_ctx_.enqueue_info_copy();
  }
};
}  // namespace gpu
}  // namespace Eigen
 
#endif  // EIGEN_GPU_LLT_H