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Fix svd_p to stop returning garbage values of u/vt when compute_uv ==… #3895

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Merged
merged 7 commits into from
Aug 5, 2020
Merged

Fix svd_p to stop returning garbage values of u/vt when compute_uv ==… #3895

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d914aa7
Fix svd_p to stop returning garbage values of u/vt when compute_uv ==…
bchetioui Jul 29, 2020
b472b9e
Added documentation to svd.
bchetioui Aug 3, 2020
5ac88a0
Fix comment for return type of SVD.
bchetioui Aug 4, 2020
e4d009f
Return result of svd_p directly in svd_impl.
bchetioui Aug 4, 2020
01ae3a0
Fix svd jvp rule for compute_uv == False.
bchetioui Aug 4, 2020
d7522ef
Moved return after computation of ds.
bchetioui Aug 4, 2020
c837c21
Fix unpacking variables in svd.
bchetioui Aug 5, 2020
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Fix svd jvp rule for compute_uv == False.
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@bchetioui
bchetioui committed Aug 4, 2020
commit 01ae3a0f73ff4459c9e35925abd6ea46775cd013
3 changes: 3 additions & 0 deletions jax/lax_linalg.py
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Original file line number Diff line number Diff line change
Expand Up @@ -914,6 +914,9 @@ def svd_jvp_rule(primals, tangents, full_matrices, compute_uv):
dU = jnp.matmul(U, F * (dSS + _T(dSS)))
dV = jnp.matmul(V, F * (SdS + _T(SdS)))

if not compute_uv:
return (s,), (ds,)

m, n = A.shape[-2:]
if m > n:
dU = dU + jnp.matmul(jnp.eye(m, dtype=A.dtype) - jnp.matmul(U, Ut), jnp.matmul(dA, V)) / s_dim
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