|
| 1 | +{ |
| 2 | + "cells": [ |
| 3 | + { |
| 4 | + "cell_type": "markdown", |
| 5 | + "id": "fc532d4b-d164-4aaf-b70b-ae1f0b9d30a3", |
| 6 | + "metadata": {}, |
| 7 | + "source": [ |
| 8 | + "## Requirements" |
| 9 | + ] |
| 10 | + }, |
| 11 | + { |
| 12 | + "cell_type": "code", |
| 13 | + "execution_count": 15, |
| 14 | + "id": "c5430b2b-a033-4d85-a76a-eb9c958eb66d", |
| 15 | + "metadata": {}, |
| 16 | + "outputs": [], |
| 17 | + "source": [ |
| 18 | + "import cupy as cp\n", |
| 19 | + "import numpy as np\n", |
| 20 | + "import scipy" |
| 21 | + ] |
| 22 | + }, |
| 23 | + { |
| 24 | + "cell_type": "markdown", |
| 25 | + "id": "7f0a018f-5bb9-4c47-a7d5-07941b175cd6", |
| 26 | + "metadata": {}, |
| 27 | + "source": [ |
| 28 | + "## Create data" |
| 29 | + ] |
| 30 | + }, |
| 31 | + { |
| 32 | + "cell_type": "code", |
| 33 | + "execution_count": 2, |
| 34 | + "id": "ed36c851-e698-4c1d-9256-b57808feee78", |
| 35 | + "metadata": {}, |
| 36 | + "outputs": [], |
| 37 | + "source": [ |
| 38 | + "nr_rows, nr_cols = 2_000, 2_000" |
| 39 | + ] |
| 40 | + }, |
| 41 | + { |
| 42 | + "cell_type": "code", |
| 43 | + "execution_count": 3, |
| 44 | + "id": "074bef9c-ad2e-46ae-8aa9-373fb1f1e8db", |
| 45 | + "metadata": {}, |
| 46 | + "outputs": [], |
| 47 | + "source": [ |
| 48 | + "A = np.random.uniform(size=(nr_rows, nr_cols))\n", |
| 49 | + "B = np.random.uniform(size=A.shape)" |
| 50 | + ] |
| 51 | + }, |
| 52 | + { |
| 53 | + "cell_type": "markdown", |
| 54 | + "id": "c2627a05-de0f-476e-b055-1a82b01b9cf4", |
| 55 | + "metadata": {}, |
| 56 | + "source": [ |
| 57 | + "## Matrix-matrix multiplication" |
| 58 | + ] |
| 59 | + }, |
| 60 | + { |
| 61 | + "cell_type": "code", |
| 62 | + "execution_count": 4, |
| 63 | + "id": "ef334f46-3e67-425a-b4b2-8d269aaa8ba8", |
| 64 | + "metadata": {}, |
| 65 | + "outputs": [ |
| 66 | + { |
| 67 | + "name": "stdout", |
| 68 | + "output_type": "stream", |
| 69 | + "text": [ |
| 70 | + "CPU times: user 975 ms, sys: 1.03 s, total: 2.01 s\n", |
| 71 | + "Wall time: 127 ms\n" |
| 72 | + ] |
| 73 | + } |
| 74 | + ], |
| 75 | + "source": [ |
| 76 | + "%%time\n", |
| 77 | + "C = A@B" |
| 78 | + ] |
| 79 | + }, |
| 80 | + { |
| 81 | + "cell_type": "code", |
| 82 | + "execution_count": 5, |
| 83 | + "id": "9cd7c352-e8d6-4066-8aeb-1f9c05f137e4", |
| 84 | + "metadata": {}, |
| 85 | + "outputs": [ |
| 86 | + { |
| 87 | + "name": "stdout", |
| 88 | + "output_type": "stream", |
| 89 | + "text": [ |
| 90 | + "CPU times: user 427 ms, sys: 2.04 s, total: 2.47 s\n", |
| 91 | + "Wall time: 1.26 s\n" |
| 92 | + ] |
| 93 | + } |
| 94 | + ], |
| 95 | + "source": [ |
| 96 | + "%%time\n", |
| 97 | + "A_dev = cp.array(A, copy=True)\n", |
| 98 | + "B_dev = cp.array(B, copy=True)" |
| 99 | + ] |
| 100 | + }, |
| 101 | + { |
| 102 | + "cell_type": "markdown", |
| 103 | + "id": "daae2ec0-4532-489e-b23f-0a683153f590", |
| 104 | + "metadata": {}, |
| 105 | + "source": [ |
| 106 | + "Although copying is requested, that doesn't seem to happen." |
| 107 | + ] |
| 108 | + }, |
| 109 | + { |
| 110 | + "cell_type": "code", |
| 111 | + "execution_count": 6, |
| 112 | + "id": "63fab20c-3a22-46fe-9069-ae016d63ae28", |
| 113 | + "metadata": {}, |
| 114 | + "outputs": [ |
| 115 | + { |
| 116 | + "name": "stdout", |
| 117 | + "output_type": "stream", |
| 118 | + "text": [ |
| 119 | + "CPU times: user 964 ms, sys: 2.58 s, total: 3.55 s\n", |
| 120 | + "Wall time: 3.67 s\n" |
| 121 | + ] |
| 122 | + } |
| 123 | + ], |
| 124 | + "source": [ |
| 125 | + "%%time\n", |
| 126 | + "C_dev = A_dev@B_dev" |
| 127 | + ] |
| 128 | + }, |
| 129 | + { |
| 130 | + "cell_type": "code", |
| 131 | + "execution_count": 7, |
| 132 | + "id": "ade24d9f-da31-4d98-a029-d7504addfc37", |
| 133 | + "metadata": {}, |
| 134 | + "outputs": [ |
| 135 | + { |
| 136 | + "name": "stdout", |
| 137 | + "output_type": "stream", |
| 138 | + "text": [ |
| 139 | + "CPU times: user 2.44 ms, sys: 37 µs, total: 2.48 ms\n", |
| 140 | + "Wall time: 2.05 ms\n" |
| 141 | + ] |
| 142 | + } |
| 143 | + ], |
| 144 | + "source": [ |
| 145 | + "%%time\n", |
| 146 | + "C_dev = A_dev@B_dev" |
| 147 | + ] |
| 148 | + }, |
| 149 | + { |
| 150 | + "cell_type": "markdown", |
| 151 | + "id": "cdd42d52-58f6-4714-b804-a3aaac324df0", |
| 152 | + "metadata": {}, |
| 153 | + "source": [ |
| 154 | + "If possible, it helps to create the data on the GPU directive." |
| 155 | + ] |
| 156 | + }, |
| 157 | + { |
| 158 | + "cell_type": "code", |
| 159 | + "execution_count": 8, |
| 160 | + "id": "4ac0edcb-2a7a-4f5f-85a2-e5bbf09478d6", |
| 161 | + "metadata": {}, |
| 162 | + "outputs": [ |
| 163 | + { |
| 164 | + "name": "stdout", |
| 165 | + "output_type": "stream", |
| 166 | + "text": [ |
| 167 | + "CPU times: user 360 ms, sys: 15 ms, total: 375 ms\n", |
| 168 | + "Wall time: 378 ms\n" |
| 169 | + ] |
| 170 | + } |
| 171 | + ], |
| 172 | + "source": [ |
| 173 | + "%%time\n", |
| 174 | + "X_dev = cp.random.uniform(0.0, 1.0, size=(nr_rows, nr_cols))\n", |
| 175 | + "Y_dev = cp.random.uniform(0.0, 1.0, size=(nr_rows, nr_cols))" |
| 176 | + ] |
| 177 | + }, |
| 178 | + { |
| 179 | + "cell_type": "code", |
| 180 | + "execution_count": 9, |
| 181 | + "id": "f91ab450-6990-4117-9f5e-564600f35c9a", |
| 182 | + "metadata": {}, |
| 183 | + "outputs": [ |
| 184 | + { |
| 185 | + "name": "stdout", |
| 186 | + "output_type": "stream", |
| 187 | + "text": [ |
| 188 | + "CPU times: user 432 µs, sys: 1.49 ms, total: 1.92 ms\n", |
| 189 | + "Wall time: 1.08 ms\n" |
| 190 | + ] |
| 191 | + } |
| 192 | + ], |
| 193 | + "source": [ |
| 194 | + "%%time\n", |
| 195 | + "Z_dev = X_dev@Y_dev" |
| 196 | + ] |
| 197 | + }, |
| 198 | + { |
| 199 | + "cell_type": "markdown", |
| 200 | + "id": "fff63e52-7f55-4074-9690-5ebaf75d5a5e", |
| 201 | + "metadata": {}, |
| 202 | + "source": [ |
| 203 | + "## Matrix power" |
| 204 | + ] |
| 205 | + }, |
| 206 | + { |
| 207 | + "cell_type": "code", |
| 208 | + "execution_count": 10, |
| 209 | + "id": "d13ef081-3cad-48ba-a789-8fa951b5ac09", |
| 210 | + "metadata": {}, |
| 211 | + "outputs": [], |
| 212 | + "source": [ |
| 213 | + "D = np.random.uniform(size=(1_000, 1_000))" |
| 214 | + ] |
| 215 | + }, |
| 216 | + { |
| 217 | + "cell_type": "code", |
| 218 | + "execution_count": 11, |
| 219 | + "id": "ce65be0a-18fd-4d29-a933-08cd61266a62", |
| 220 | + "metadata": {}, |
| 221 | + "outputs": [ |
| 222 | + { |
| 223 | + "name": "stdout", |
| 224 | + "output_type": "stream", |
| 225 | + "text": [ |
| 226 | + "30.3 ms ± 5.26 ms per loop (mean ± std. dev. of 7 runs, 10 loops each)\n" |
| 227 | + ] |
| 228 | + } |
| 229 | + ], |
| 230 | + "source": [ |
| 231 | + "%timeit np.linalg.matrix_power(D, 10)" |
| 232 | + ] |
| 233 | + }, |
| 234 | + { |
| 235 | + "cell_type": "code", |
| 236 | + "execution_count": 21, |
| 237 | + "id": "2cca5817-c795-4240-8a56-6361aade49cf", |
| 238 | + "metadata": {}, |
| 239 | + "outputs": [], |
| 240 | + "source": [ |
| 241 | + "D_dev = cp.random.uniform(0.0, 1.0, size=(1_000, 1_000))" |
| 242 | + ] |
| 243 | + }, |
| 244 | + { |
| 245 | + "cell_type": "code", |
| 246 | + "execution_count": 13, |
| 247 | + "id": "e09dab4d-7a43-4cce-b0cd-0bb82c6f49c1", |
| 248 | + "metadata": {}, |
| 249 | + "outputs": [ |
| 250 | + { |
| 251 | + "name": "stdout", |
| 252 | + "output_type": "stream", |
| 253 | + "text": [ |
| 254 | + "43.7 ms ± 2.55 µs per loop (mean ± std. dev. of 7 runs, 1,000 loops each)\n" |
| 255 | + ] |
| 256 | + } |
| 257 | + ], |
| 258 | + "source": [ |
| 259 | + "%timeit cp.linalg.matrix_power(D_dev, 10)" |
| 260 | + ] |
| 261 | + }, |
| 262 | + { |
| 263 | + "cell_type": "markdown", |
| 264 | + "id": "87ee8654-ca5d-456c-a19c-d46842f15adf", |
| 265 | + "metadata": {}, |
| 266 | + "source": [ |
| 267 | + "## Singular Value Decomposition (SVD)" |
| 268 | + ] |
| 269 | + }, |
| 270 | + { |
| 271 | + "cell_type": "code", |
| 272 | + "execution_count": 16, |
| 273 | + "id": "dbae0849-7d44-4d8e-8a2a-104d08e63016", |
| 274 | + "metadata": {}, |
| 275 | + "outputs": [ |
| 276 | + { |
| 277 | + "name": "stdout", |
| 278 | + "output_type": "stream", |
| 279 | + "text": [ |
| 280 | + "261 ms ± 81.5 ms per loop (mean ± std. dev. of 7 runs, 1 loop each)\n" |
| 281 | + ] |
| 282 | + } |
| 283 | + ], |
| 284 | + "source": [ |
| 285 | + "%%timeit\n", |
| 286 | + "t = scipy.linalg.svd(D)" |
| 287 | + ] |
| 288 | + }, |
| 289 | + { |
| 290 | + "cell_type": "code", |
| 291 | + "execution_count": 22, |
| 292 | + "id": "33e09563-e5a0-47ca-b860-7b0581d7a11d", |
| 293 | + "metadata": {}, |
| 294 | + "outputs": [ |
| 295 | + { |
| 296 | + "name": "stdout", |
| 297 | + "output_type": "stream", |
| 298 | + "text": [ |
| 299 | + "728 ms ± 16.7 ms per loop (mean ± std. dev. of 7 runs, 1 loop each)\n" |
| 300 | + ] |
| 301 | + } |
| 302 | + ], |
| 303 | + "source": [ |
| 304 | + "%%timeit\n", |
| 305 | + "t_dev = cp.linalg.svd(D_dev)" |
| 306 | + ] |
| 307 | + }, |
| 308 | + { |
| 309 | + "cell_type": "code", |
| 310 | + "execution_count": 17, |
| 311 | + "id": "2552a033-b7b0-423f-a162-ad559d696821", |
| 312 | + "metadata": {}, |
| 313 | + "outputs": [ |
| 314 | + { |
| 315 | + "name": "stdout", |
| 316 | + "output_type": "stream", |
| 317 | + "text": [ |
| 318 | + "49.8 ms ± 4.96 ms per loop (mean ± std. dev. of 7 runs, 10 loops each)\n" |
| 319 | + ] |
| 320 | + } |
| 321 | + ], |
| 322 | + "source": [ |
| 323 | + "%%timeit\n", |
| 324 | + "t = scipy.linalg.qr(D)" |
| 325 | + ] |
| 326 | + }, |
| 327 | + { |
| 328 | + "cell_type": "code", |
| 329 | + "execution_count": 23, |
| 330 | + "id": "b74986ef-b699-40db-ae50-c759b5c5a9f7", |
| 331 | + "metadata": {}, |
| 332 | + "outputs": [ |
| 333 | + { |
| 334 | + "name": "stdout", |
| 335 | + "output_type": "stream", |
| 336 | + "text": [ |
| 337 | + "34 ms ± 36.5 µs per loop (mean ± std. dev. of 7 runs, 10 loops each)\n" |
| 338 | + ] |
| 339 | + } |
| 340 | + ], |
| 341 | + "source": [ |
| 342 | + "%%timeit\n", |
| 343 | + "t_dev = cp.linalg.qr(D_dev)" |
| 344 | + ] |
| 345 | + } |
| 346 | + ], |
| 347 | + "metadata": { |
| 348 | + "kernelspec": { |
| 349 | + "display_name": "Python 3 (ipykernel)", |
| 350 | + "language": "python", |
| 351 | + "name": "python3" |
| 352 | + }, |
| 353 | + "language_info": { |
| 354 | + "codemirror_mode": { |
| 355 | + "name": "ipython", |
| 356 | + "version": 3 |
| 357 | + }, |
| 358 | + "file_extension": ".py", |
| 359 | + "mimetype": "text/x-python", |
| 360 | + "name": "python", |
| 361 | + "nbconvert_exporter": "python", |
| 362 | + "pygments_lexer": "ipython3", |
| 363 | + "version": "3.11.6" |
| 364 | + } |
| 365 | + }, |
| 366 | + "nbformat": 4, |
| 367 | + "nbformat_minor": 5 |
| 368 | +} |
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