CNTK v2 library: Clone constants to right device when user supplied value is not on the target compute device

Source/CNTKv2LibraryDll/Function.cpp

@@ -137,8 +137,15 @@ namespace CNTK
                 computationNodePtr->SetLearningRateMultiplier(0.0);
 
             NDArrayViewPtr value = variable.IsConstant() ? Constant(variable).Value() : Parameter(variable).Value();
-            auto matrix = variable.IsConstant() ? value->GetMatrix<ElementType>()->AsReference() : value->GetWritableMatrix<ElementType>()->AsReference();
-            computationNodePtr->Value() = std::move(matrix);
+            std::shared_ptr<const Matrix<ElementType>> valueMatrix = variable.IsConstant() ? value->GetMatrix<ElementType>() : value->GetWritableMatrix<ElementType>();
+            if (variable.IsParameter() || (valueMatrix->GetDeviceId() == network->GetDeviceId()))
+                computationNodePtr->Value() = valueMatrix->AsReference();
+            else
+            {
+                Matrix<ElementType> clonedMatrix(valueMatrix->GetNumRows(), valueMatrix->GetNumCols(), network->GetDeviceId(), valueMatrix->GetMatrixType(), valueMatrix->GetFormat());
+                clonedMatrix.AssignValuesOf(*valueMatrix);
+                computationNodePtr->Value() = std::move(clonedMatrix);
+            }
         }
         else if (variable.IsInput())
         {