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Add jax implementation of pt.linalg.pinv #294

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Merged
merged 3 commits into from
May 13, 2023
Merged

Add jax implementation of pt.linalg.pinv #294

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48ec93e
add jax implementation of `pinv`
jessegrabowski May 13, 2023
0bd9c8b
run pre-commit hooks
jessegrabowski May 13, 2023
80edaeb
revert local changes
jessegrabowski May 13, 2023
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19 changes: 18 additions & 1 deletion pytensor/link/jax/dispatch/nlinalg.py
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Original file line number Diff line number Diff line change
Expand Up @@ -3,7 +3,16 @@
from pytensor.link.jax.dispatch import jax_funcify
from pytensor.tensor.blas import BatchedDot
from pytensor.tensor.math import Dot, MaxAndArgmax
from pytensor.tensor.nlinalg import SVD, Det, Eig, Eigh, MatrixInverse, QRFull, SLogDet
from pytensor.tensor.nlinalg import (
SVD,
Det,
Eig,
Eigh,
MatrixInverse,
MatrixPinv,
QRFull,
SLogDet,
)


@jax_funcify.register(SVD)
Expand Down Expand Up @@ -77,6 +86,14 @@ def dot(x, y):
return dot


@jax_funcify.register(MatrixPinv)
def jax_funcify_Pinv(op, **kwargs):
def pinv(x):
return jnp.linalg.pinv(x)

return pinv


@jax_funcify.register(BatchedDot)
def jax_funcify_BatchedDot(op, **kwargs):
def batched_dot(a, b):
Expand Down
9 changes: 9 additions & 0 deletions tests/link/jax/test_nlinalg.py
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Expand Up @@ -134,3 +134,12 @@ def test_tensor_basics():
out = at_max(y)
fgraph = FunctionGraph([y], [out])
compare_jax_and_py(fgraph, [get_test_value(i) for i in fgraph.inputs])


def test_pinv():
x = matrix("x")
x_inv = at_nlinalg.pinv(x)

fgraph = FunctionGraph([x], [x_inv])
x_np = np.array([[1.0, 2.0], [3.0, 4.0]])
compare_jax_and_py(fgraph, [x_np])