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Add a fast path in _matrix_perturbation(epsilon=0.0) to simplify caller sides #186

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Add a fast path in _matrix_perturbation(epsilon=0.0) to simplify caller sides #186

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47 changes: 27 additions & 20 deletions matrix_functions.py
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Original file line number Diff line number Diff line change
Expand Up @@ -134,9 +134,13 @@ def _matrix_perturbation(

"""
return (
A.add(torch.eye(A.shape[0], dtype=A.dtype, device=A.device), alpha=epsilon)
if not is_eigenvalues
else A + epsilon
(
A.add(torch.eye(A.shape[0], dtype=A.dtype, device=A.device), alpha=epsilon)
if not is_eigenvalues
else A + epsilon
)
if epsilon != 0
else A # Fast path when epsilon is 0.0, return A without modification
)


Expand Down Expand Up @@ -407,17 +411,19 @@ def matrix_eigendecomposition(
raise ValueError(f"{epsilon=} should be 0.0 when using pseudo-inverse!")

# Add epsilon to the diagonal to help with numerical stability of the eigenvalue decomposition
# Only do it when perturb_before_computation is True
if (
isinstance(
# Only do it when perturb_before_computation is True.
A_ridge = _matrix_perturbation(
A=A,
# If perturb_before_computation is False, we take the fast path in _matrix_perturbation() by effectively setting epsilon to 0, avoiding the perturbation step.
# If the perturb_before_computation field doesn't exist in the config, default to 0 (equivalent to False).
epsilon=epsilon
* getattr(
eigendecomposition_config.rank_deficient_stability_config,
PerturbationConfig,
)
and eigendecomposition_config.rank_deficient_stability_config.perturb_before_computation
):
A_ridge = _matrix_perturbation(A, epsilon=epsilon, is_eigenvalues=False)
else:
A_ridge = A
"perturb_before_computation",
0,
),
is_eigenvalues=False,
)

match eigendecomposition_config:
case EighEigendecompositionConfig():
Expand Down Expand Up @@ -620,13 +626,14 @@ def _matrix_inverse_root_eigen(

# Add epsilon to the diagonal to help with numerical stability of the eigenvalue decomposition
# Only do it when perturb_before_computation is True
if (
isinstance(rank_deficient_stability_config, PerturbationConfig)
and rank_deficient_stability_config.perturb_before_computation
):
A_ridge = _matrix_perturbation(A, epsilon=epsilon, is_eigenvalues=False)
else:
A_ridge = A
A_ridge = _matrix_perturbation(
A=A,
# If perturb_before_computation is False, we take the fast path in _matrix_perturbation() by effectively setting epsilon to 0, avoiding the perturbation step.
# If the perturb_before_computation field doesn't exist in the config, default to 0 (equivalent to False).
epsilon=epsilon
* getattr(rank_deficient_stability_config, "perturb_before_computation", 0),
is_eigenvalues=False,
)

# compute eigendecomposition and compute minimum eigenvalue
L, Q = _eigh_eigenvalue_decomposition(
Expand Down