Fast Walsh–Hadamard Transform (FWHT) in PyTorch
Project description
hadamard-transform
A Fast Walsh–Hadamard Transform (FWHT) implementation in PyTorch.
Installation
Install this library using pip:
pip install hadamard-transform
To run on GPU, install a CUDA build of PyTorch from the official PyTorch index instead of the default CPU wheel, e.g.:
pip install torch --index-url https://download.pytorch.org/whl/cu124
pip install hadamard-transform
Once a CUDA-enabled torch is installed, this package works on CUDA tensors
without any additional configuration.
Usage
For the Basic normalized fast Walsh–Hadamard transform, use:
import torch
from hadamard_transform import hadamard_transform
x = torch.rand(2 ** 10, dtype=torch.float64)
y = hadamard_transform(x)
assert torch.allclose(
hadamard_transform(y),
x
)
Since the transform is not numerically-stable, it is recommended to use float64 when possible.
The input is either a vector or a batch of vectors where the first dimension is the batch dimension. Each vector's length is expected to be a power of 2!
This package also includes a pad_to_power_of_2 util, which appends zeros up to the next power of 2 if needed.
In some common cases, we use the randomized Hadamard transform, which randomly flips the axes:
import torch
from hadamard_transform import randomized_hadamard_transform, inverse_randomized_hadamard_transform
prng = torch.Generator(device='cpu')
x = torch.rand(2 ** 10, dtype=torch.float64)
seed = prng.seed()
y = randomized_hadamard_transform(x, prng)
assert torch.allclose(
inverse_randomized_hadamard_transform(y, prng.manual_seed(seed)),
x)
Note on devices: the transform itself is device-agnostic and works on any tensor (CPU, CUDA, MPS, etc.). For the randomized variants, the
torch.Generatoryou pass must live on the same device as the input tensor, e.g.torch.Generator(device='cuda')for a CUDA input.
For a batch of vectors, you can pass same_rotation_batch=True to share the
same random sign-flip across all rows of the batch (instead of an independent
flip per row):
y = randomized_hadamard_transform(x_batch, prng, same_rotation_batch=True)
This package also includes hadamard_transform_, randomized_hadamard_transform_, and inverse_randomized_hadamard_transform_. These are in-place implementations of the previous methods. They can be useful when approaching memory limits. The in-place version expects a 1D tensor.
See additional usage examples in tests/test_hadamard_transform.py.
Development
To contribute to this library, first checkout the code. Then create a new virtual environment:
cd hadamard-transform
python -m venv .venv
source .venv/bin/activate # or .venv\Scripts\activate on Windows
Now install the package in editable mode with test dependencies:
pip install -e ".[test]"
To run the tests:
pytest
GPU tests are marked with @pytest.mark.gpu and are skipped automatically when
CUDA is not available. On a machine with a CUDA-enabled torch install, they
run as part of pytest. In CI on a GPU runner, pass --require-gpu to fail
loudly if CUDA isn't actually wired up:
pytest --require-gpu
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