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Fix psd solve vector rhs #2417

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Fix psd solve vector rhs #2417

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9 changes: 6 additions & 3 deletions pytensor/tensor/rewriting/linalg/solvers.py
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Original file line number Diff line number Diff line change
Expand Up @@ -111,7 +111,9 @@ def batched_vector_b_solve_to_matrix_b_solve(fgraph, node):


@register_stabilize
@node_rewriter([blockwise_of(OpPattern(Solve, b_ndim=2))])
@node_rewriter(
[blockwise_of(OpPattern(Solve, b_ndim=1)), blockwise_of(OpPattern(Solve, b_ndim=2))]
)
def psd_solve_to_chol_solve(fgraph, node):
"""Rewrite solve(A, b) → triangular solves via Cholesky when A is positive-definite."""
assume_a = node.op.core_op.assume_a
Expand All @@ -121,9 +123,10 @@ def psd_solve_to_chol_solve(fgraph, node):
or getattr(A.tag, "psd", None) is True
or check_assumption(fgraph, A, POSITIVE_DEFINITE)
):
b_ndim = node.op.core_op.b_ndim
L = cholesky(A)
Li_b = solve_triangular(L, b, lower=True, b_ndim=2)
x = solve_triangular((L.mT), Li_b, lower=False, b_ndim=2)
Li_b = solve_triangular(L, b, lower=True, b_ndim=b_ndim)
x = solve_triangular((L.mT), Li_b, lower=False, b_ndim=b_ndim)
return [x]


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9 changes: 5 additions & 4 deletions tests/tensor/rewriting/linalg/test_solvers.py
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Expand Up @@ -77,17 +77,18 @@ def test_generic_solve_to_solve_triangular():
)


def test_psd_solve_with_chol():
@pytest.mark.parametrize("b_ndim", [1, 2], ids=lambda x: f"b_ndim={x}")
def test_psd_solve_with_chol(b_ndim):
"""Test that solve(A, b) with PSD A gets rewritten to cholesky + cho_solve."""
A = matrix("A")
b = matrix("b")
b = pt.vector("b") if b_ndim == 1 else matrix("b")
A_psd = assume(A, positive_definite=True)
out = pt.linalg.solve(A_psd, b)
out = pt.linalg.solve(A_psd, b, b_ndim=b_ndim)

rewritten = rewrite_graph(out, include=("canonicalize", "stabilize", "specialize"))

L = cholesky(A_psd)
expected = cho_solve((L, True), b, b_ndim=2)
expected = cho_solve((L, True), b, b_ndim=b_ndim)

assert_equal_computations([rewritten], [expected])

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