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Overload cholesky method in order to prevent scalar indexing for Diagonal #384

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merged 10 commits into from
Dec 31, 2021
Merged

Overload cholesky method in order to prevent scalar indexing for Diagonal #384

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9d10288
Overload `cholesky` method
Dec 29, 2021
babc521
Fix test
Dec 29, 2021
7102c8d
Improve performance
Dec 29, 2021
14a0f53
Return info
Dec 29, 2021
d307cd1
Print dispatched method for debugging purposes
Dec 30, 2021
b3c3940
Add test for `cholesky`
Dec 30, 2021
0653949
Fix test
Dec 30, 2021
a4ec467
Add dispatch info for debugging purposes
Dec 30, 2021
9f7b8e2
Remove bad test, fix diagonal test
Dec 30, 2021
828a536
Rearrange tests
Dec 30, 2021
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14 changes: 14 additions & 0 deletions src/host/linalg.jl
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Original file line number Diff line number Diff line change
Expand Up @@ -101,6 +101,20 @@ end

Base.copy(D::Diagonal{T, <:AbstractGPUArray{T, N}}) where {T, N} = Diagonal(copy(D.diag))

# prevent scalar indexing
function LinearAlgebra.cholesky!(D::Diagonal{T, <:AbstractGPUArray{T, N}},
::Val{false} = Val(false); check::Bool = true
) where {T, N}
info = 0
if mapreduce(x -> isreal(x) && isposdef(x), &, D.diag)
D.diag .= sqrt.(D.diag)
else
info = findfirst(x -> !isreal(x) || !isposdef(x), collect(D.diag))
check && throw(PosDefException(info))
end
Cholesky(D, 'U', convert(LinearAlgebra.BlasInt, info))
end


## matrix multiplication

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14 changes: 14 additions & 0 deletions test/testsuite/linalg.jl
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Expand Up @@ -17,6 +17,7 @@
@test compare(x -> permutedims(x, [2,1,4,3]), AT, randn(ComplexF32,3,4,5,1))
end


@testset "symmetric" begin
@testset "Hermitian" begin
A = rand(Float32,2,2)
Expand Down Expand Up @@ -99,6 +100,19 @@
@test collect(D) == collect(C)
end

@testset "cholesky + Diagonal" begin
n = 128
d = AT(rand(Float32, n))
D = Diagonal(d)
F = collect(D)
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@simsurace simsurace Dec 30, 2021 •
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This modification avoids calling a dense cholesky method, which is not available for oneArrays

@test collect(cholesky(D).U) ≈ collect(cholesky(F).U)
@test collect(cholesky(D).L) ≈ collect(cholesky(F).L)

d = AT([1f0, 2f0, -1f0, 0f0])
D = Diagonal(d)
@test cholesky(D, check = false).info == 3
end

@testset "$f! with diagonal $d" for (f, f!) in ((triu, triu!), (tril, tril!)),
d in -2:2
A = randn(Float32, 10, 10)
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