Add slogdet for Numba

Author: mtsokol

pytensor/link/numba/dispatch/nlinalg.py

@@ -18,6 +18,7 @@
     MatrixInverse,
     MatrixPinv,
     QRFull,
+    SLogDet,
 )
 
 
@@ -58,6 +59,25 @@ def det(x):
     return det
 
 
+@numba_funcify.register(SLogDet)
+def numba_funcify_SLogDet(op, node, **kwargs):
+
+    out_dtype_1 = node.outputs[0].type.numpy_dtype
+    out_dtype_2 = node.outputs[1].type.numpy_dtype
+
+    inputs_cast = int_to_float_fn(node.inputs, out_dtype_1)
+
+    @numba_basic.numba_njit
+    def slogdet(x):
+        sign, det = np.linalg.slogdet(inputs_cast(x))
+        return (
+            numba_basic.direct_cast(sign, out_dtype_1),
+            numba_basic.direct_cast(det, out_dtype_2),
+        )
+
+    return slogdet
+
+
 @numba_funcify.register(Eig)
 def numba_funcify_Eig(op, node, **kwargs):
 

pytensor/tensor/nlinalg.py

@@ -231,6 +231,45 @@ def __str__(self):
 det = Det()
 
 
+class SLogDet(Op):
+    """
+    Compute sign and log determinant of the matrix. Input should be a square matrix.
+    """
+
+    __props__ = ()
+
+    def make_node(self, x):
+        x = as_tensor_variable(x)
+        assert x.ndim == 2
+        s = scalar(dtype=x.dtype)
+        d = scalar(dtype=x.dtype)
+        return Apply(self, [x], [s, d])
+
+    def perform(self, node, inputs, outputs):
+        (x,) = inputs
+        (s, d) = outputs
+        try:
+            s[0], d[0] = (z.astype(x.dtype) for z in np.linalg.slogdet(x))
+        except Exception:
+            print("Failed to compute determinant", x)
+            raise
+
+    def grad(self, inputs, g_outputs):
+        (gz,) = g_outputs
+        (x,) = inputs
+        sign, det = self(x)
+        return [gz * sign * np.exp(det) * matrix_inverse(x).T]
+
+    def infer_shape(self, fgraph, node, shapes):
+        return [(), ()]
+
+    def __str__(self):
+        return "SLogDet"
+
+
+slogdet = SLogDet()
+
+
 class Eig(Op):
     """
     Compute the eigenvalues and right eigenvectors of a square array.

tests/link/numba/test_nlinalg.py

@@ -179,6 +179,41 @@ def test_Det(x, exc):
         )
 
 
+@pytest.mark.parametrize(
+    "x, exc",
+    [
+        (
+            set_test_value(
+                at.dmatrix(),
+                (lambda x: x.T.dot(x))(rng.random(size=(3, 3)).astype("float64")),
+            ),
+            None,
+        ),
+        (
+            set_test_value(
+                at.lmatrix(),
+                (lambda x: x.T.dot(x))(rng.poisson(size=(3, 3)).astype("int64")),
+            ),
+            None,
+        ),
+    ],
+)
+def test_SLogDet(x, exc):
+    g = nlinalg.SLogDet()(x)
+    g_fg = FunctionGraph(outputs=g)
+
+    cm = contextlib.suppress() if exc is None else pytest.warns(exc)
+    with cm:
+        compare_numba_and_py(
+            g_fg,
+            [
+                i.tag.test_value
+                for i in g_fg.inputs
+                if not isinstance(i, (SharedVariable, Constant))
+            ],
+        )
+
+
 # We were seeing some weird results in CI where the following two almost
 # sign-swapped results were being return from Numba and Python, respectively.
 # The issue might be related to https://github.com/numba/numba/issues/4519.

tests/tensor/test_nlinalg.py

@@ -24,6 +24,7 @@
     norm,
     pinv,
     qr,
+    slogdet,
     svd,
     tensorinv,
     tensorsolve,
@@ -266,6 +267,18 @@ def test_det():
     assert np.allclose(np.linalg.det(r), f(r))
 
 
+def test_slogdet():
+    rng = np.random.default_rng(utt.fetch_seed())
+
+    r = rng.standard_normal((5, 5)).astype(config.floatX)
+    x = matrix()
+    f = pytensor.function([x], slogdet(x))
+    f_sign, f_det = f(r)
+    sign, det = np.linalg.slogdet(r)
+    assert np.equal(sign, f_sign)
+    assert np.allclose(det, f_det)
+
+
 def test_det_grad():
     rng = np.random.default_rng(utt.fetch_seed())