Added rewrite for slogdet; added docstrings for all 3 rewrites

Author: tanish1729

pytensor/tensor/rewriting/linalg.py

@@ -31,6 +31,7 @@
     inv,
     kron,
     pinv,
+    slogdet,
     svd,
 )
 from pytensor.tensor.rewriting.basic import (
@@ -620,39 +621,110 @@ def rewrite_inv_inv(fgraph, node):
 @register_stabilize
 @node_rewriter([ExtractDiag])
 def rewrite_diag_blockdiag(fgraph, node):
+    """
+    This rewrite simplifies extracting the diagonal of a blockdiagonal matrix by concatening the diagonal values of all of the individual sub matrices.
+
+    diag(block_diag(a,b,c,....)) = concat(diag(a), diag(b), diag(c),...)
+
+    Parameters
+    ----------
+    fgraph: FunctionGraph
+        Function graph being optimized
+    node: Apply
+        Node of the function graph to be optimized
+
+    Returns
+    -------
+    list of Variable, optional
+        List of optimized variables, or None if no optimization was performed
+    """
     # Check for inner block_diag operation
-    potential_blockdiag = node.inputs[0].owner
+    potential_block_diag = node.inputs[0].owner
     if not (
-        potential_blockdiag
-        and isinstance(potential_blockdiag.op, Blockwise)
-        and isinstance(potential_blockdiag.op.core_op, BlockDiagonal)
+        potential_block_diag
+        and isinstance(potential_block_diag.op, Blockwise)
+        and isinstance(potential_block_diag.op.core_op, BlockDiagonal)
     ):
         return None
 
     # Find the composing sub_matrices
-    submatrices = potential_blockdiag.inputs
+    submatrices = potential_block_diag.inputs
     submatrices_diag = [diag(submatrices[i]) for i in range(len(submatrices))]
-    output = [concatenate(submatrices_diag)]
 
-    return output
+    return [concatenate(submatrices_diag)]
 
 
 @register_canonicalize
 @register_stabilize
 @node_rewriter([det])
 def rewrite_det_blockdiag(fgraph, node):
+    """
+    This rewrite simplifies the determinant of a blockdiagonal matrix by extracting the individual sub matrices and returning the product of all individual determinant values.
+
+    det(block_diag(a,b,c,....)) = prod(det(a), det(b), det(c),...)
+
+    Parameters
+    ----------
+    fgraph: FunctionGraph
+        Function graph being optimized
+    node: Apply
+        Node of the function graph to be optimized
+
+    Returns
+    -------
+    list of Variable, optional
+        List of optimized variables, or None if no optimization was performed
+    """
     # Check for inner block_diag operation
-    potential_blockdiag = node.inputs[0].owner
+    potential_block_diag = node.inputs[0].owner
     if not (
-        potential_blockdiag
-        and isinstance(potential_blockdiag.op, Blockwise)
-        and isinstance(potential_blockdiag.op.core_op, BlockDiagonal)
+        potential_block_diag
+        and isinstance(potential_block_diag.op, Blockwise)
+        and isinstance(potential_block_diag.op.core_op, BlockDiagonal)
     ):
         return None
 
     # Find the composing sub_matrices
-    sub_matrices = potential_blockdiag.inputs
+    sub_matrices = potential_block_diag.inputs
     det_sub_matrices = [det(sub_matrices[i]) for i in range(len(sub_matrices))]
-    prod_det_sub_matrices = prod(det_sub_matrices)
 
-    return [prod_det_sub_matrices]
+    return [prod(det_sub_matrices)]
+
+
+@register_canonicalize
+@register_stabilize
+@node_rewriter([slogdet])
+def rewrite_slogdet_blockdiag(fgraph, node):
+    """
+    This rewrite simplifies the slogdet of a blockdiagonal matrix by extracting the individual sub matrices and returning the sign and logdet values computed using those
+
+    slogdet(block_diag(a,b,c,....)) = prod(sign(a), sign(b), sign(c),...), sum(logdet(a), logdet(b), logdet(c),....)
+
+    Parameters
+    ----------
+    fgraph: FunctionGraph
+        Function graph being optimized
+    node: Apply
+        Node of the function graph to be optimized
+
+    Returns
+    -------
+    list of Variable, optional
+        List of optimized variables, or None if no optimization was performed
+    """
+    # Check for inner block_diag operation
+    potential_block_diag = node.inputs[0].owner
+    if not (
+        potential_block_diag
+        and isinstance(potential_block_diag.op, Blockwise)
+        and isinstance(potential_block_diag.op.core_op, BlockDiagonal)
+    ):
+        return None
+
+    # Find the composing sub_matrices
+    sub_matrices = potential_block_diag.inputs
+    sign_sub_matrices, logdet_sub_matrices = zip(
+        *[slogdet(sub_matrices[i]) for i in range(len(sub_matrices))]
+    )
+
+    return [prod(sign_sub_matrices), sum(logdet_sub_matrices)]

tests/tensor/rewriting/test_linalg.py

@@ -571,7 +571,7 @@ def get_pt_function(x, op_name):
 
 
 def test_diag_blockdiag_rewrite():
-    n_matrices = 100
+    n_matrices = 10
     matrix_size = (5, 5)
     sub_matrices = pt.tensor("sub_matrices", shape=(n_matrices, *matrix_size))
     bd_output = pt.linalg.block_diag(*[sub_matrices[i] for i in range(n_matrices)])
@@ -622,3 +622,38 @@ def test_det_blockdiag_rewrite():
         atol=1e-3 if config.floatX == "float32" else 1e-8,
         rtol=1e-3 if config.floatX == "float32" else 1e-8,
     )
+
+
+def test_slogdet_blockdiag_rewrite():
+    n_matrices = 100
+    matrix_size = (5, 5)
+    sub_matrices = pt.tensor("sub_matrices", shape=(n_matrices, *matrix_size))
+    bd_output = pt.linalg.block_diag(*[sub_matrices[i] for i in range(n_matrices)])
+    sign_output, logdet_output = pt.linalg.slogdet(bd_output)
+    f_rewritten = function(
+        [sub_matrices], [sign_output, logdet_output], mode="FAST_RUN"
+    )
+
+    # Rewrite Test
+    nodes = f_rewritten.maker.fgraph.apply_nodes
+    assert not any(isinstance(node.op, BlockDiagonal) for node in nodes)
+
+    # Value Test
+    sub_matrices_test = np.random.rand(n_matrices, *matrix_size)
+    bd_output_test = scipy.linalg.block_diag(
+        *[sub_matrices_test[i] for i in range(n_matrices)]
+    )
+    sign_output_test, logdet_output_test = np.linalg.slogdet(bd_output_test)
+    rewritten_sign_val, rewritten_logdet_val = f_rewritten(sub_matrices_test)
+    assert_allclose(
+        sign_output_test,
+        rewritten_sign_val,
+        atol=1e-3 if config.floatX == "float32" else 1e-8,
+        rtol=1e-3 if config.floatX == "float32" else 1e-8,
+    )
+    assert_allclose(
+        logdet_output_test,
+        rewritten_logdet_val,
+        atol=1e-3 if config.floatX == "float32" else 1e-8,
+        rtol=1e-3 if config.floatX == "float32" else 1e-8,
+    )