Skip to content
New issue

Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.

By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.

Already on GitHub? Sign in to your account

Generalize storage of factorizations. #42594

Merged
merged 1 commit into from
Feb 12, 2022
Merged
Show file tree
Hide file tree
Changes from all commits
Commits
File filter

Filter by extension

Filter by extension

Conversations
Failed to load comments.
Loading
Jump to
Jump to file
Failed to load files.
Loading
Diff view
Diff view
4 changes: 2 additions & 2 deletions stdlib/LinearAlgebra/docs/src/index.md
Original file line number Diff line number Diff line change
Expand Up @@ -60,7 +60,7 @@ julia> A = [1.5 2 -4; 3 -1 -6; -10 2.3 4]
-10.0 2.3 4.0

julia> factorize(A)
LU{Float64, Matrix{Float64}}
LU{Float64, Matrix{Float64}, Vector{Int64}}
L factor:
3×3 Matrix{Float64}:
1.0 0.0 0.0
Expand All @@ -84,7 +84,7 @@ julia> B = [1.5 2 -4; 2 -1 -3; -4 -3 5]
-4.0 -3.0 5.0

julia> factorize(B)
BunchKaufman{Float64, Matrix{Float64}}
BunchKaufman{Float64, Matrix{Float64}, Vector{Int64}}
D factor:
3×3 Tridiagonal{Float64, Vector{Float64}}:
-1.64286 0.0 ⋅
Expand Down
25 changes: 14 additions & 11 deletions stdlib/LinearAlgebra/src/bunchkaufman.jl
Original file line number Diff line number Diff line change
Expand Up @@ -28,7 +28,7 @@ julia> A = [1 2; 2 3]
2 3

julia> S = bunchkaufman(A) # A gets wrapped internally by Symmetric(A)
BunchKaufman{Float64, Matrix{Float64}}
BunchKaufman{Float64, Matrix{Float64}, Vector{Int64}}
D factor:
2×2 Tridiagonal{Float64, Vector{Float64}}:
-0.333333 0.0
Expand All @@ -48,7 +48,7 @@ julia> d == S.D && u == S.U && p == S.p
true

julia> S = bunchkaufman(Symmetric(A, :L))
BunchKaufman{Float64, Matrix{Float64}}
BunchKaufman{Float64, Matrix{Float64}, Vector{Int64}}
D factor:
2×2 Tridiagonal{Float64, Vector{Float64}}:
3.0 0.0
Expand All @@ -63,22 +63,25 @@ permutation:
1
```
"""
struct BunchKaufman{T,S<:AbstractMatrix} <: Factorization{T}
struct BunchKaufman{T,S<:AbstractMatrix,P<:AbstractVector{<:Integer}} <: Factorization{T}
LD::S
ipiv::Vector{BlasInt}
ipiv::P
uplo::Char
symmetric::Bool
rook::Bool
info::BlasInt

function BunchKaufman{T,S}(LD, ipiv, uplo, symmetric, rook, info) where {T,S<:AbstractMatrix}
function BunchKaufman{T,S,P}(LD, ipiv, uplo, symmetric, rook, info) where {T,S<:AbstractMatrix,P<:AbstractVector}
require_one_based_indexing(LD)
new(LD, ipiv, uplo, symmetric, rook, info)
new{T,S,P}(LD, ipiv, uplo, symmetric, rook, info)
end
end
BunchKaufman(A::AbstractMatrix{T}, ipiv::Vector{BlasInt}, uplo::AbstractChar, symmetric::Bool,
rook::Bool, info::BlasInt) where {T} =
BunchKaufman{T,typeof(A)}(A, ipiv, uplo, symmetric, rook, info)
BunchKaufman(A::AbstractMatrix{T}, ipiv::AbstractVector{<:Integer}, uplo::AbstractChar,
symmetric::Bool, rook::Bool, info::BlasInt) where {T} =
BunchKaufman{T,typeof(A),typeof(ipiv)}(A, ipiv, uplo, symmetric, rook, info)
# backwards-compatible constructors (remove with Julia 2.0)
@deprecate(BunchKaufman(LD, ipiv, uplo, symmetric, rook, info) where {T,S},
BunchKaufman{T,S,typeof(ipiv)}(LD, ipiv, uplo, symmetric, rook, info))

# iteration for destructuring into components
Base.iterate(S::BunchKaufman) = (S.D, Val(:UL))
Expand Down Expand Up @@ -148,7 +151,7 @@ julia> A = [1 2; 2 3]
2 3

julia> S = bunchkaufman(A) # A gets wrapped internally by Symmetric(A)
BunchKaufman{Float64, Matrix{Float64}}
BunchKaufman{Float64, Matrix{Float64}, Vector{Int64}}
D factor:
2×2 Tridiagonal{Float64, Vector{Float64}}:
-0.333333 0.0
Expand All @@ -173,7 +176,7 @@ julia> S.U*S.D*S.U' - S.P*A*S.P'
0.0 0.0

julia> S = bunchkaufman(Symmetric(A, :L))
BunchKaufman{Float64, Matrix{Float64}}
BunchKaufman{Float64, Matrix{Float64}, Vector{Int64}}
D factor:
2×2 Tridiagonal{Float64, Vector{Float64}}:
3.0 0.0
Expand Down
24 changes: 13 additions & 11 deletions stdlib/LinearAlgebra/src/cholesky.jl
Original file line number Diff line number Diff line change
Expand Up @@ -127,7 +127,7 @@ julia> X = [1.0, 2.0, 3.0, 4.0];
julia> A = X * X';

julia> C = cholesky(A, RowMaximum(), check = false)
CholeskyPivoted{Float64, Matrix{Float64}}
CholeskyPivoted{Float64, Matrix{Float64}, Vector{Int64}}
U factor with rank 1:
4×4 UpperTriangular{Float64, Matrix{Float64}}:
4.0 2.0 3.0 1.0
Expand All @@ -150,23 +150,25 @@ julia> l == C.L && u == C.U
true
```
"""
struct CholeskyPivoted{T,S<:AbstractMatrix} <: Factorization{T}
struct CholeskyPivoted{T,S<:AbstractMatrix,P<:AbstractVector{<:Integer}} <: Factorization{T}
factors::S
uplo::Char
piv::Vector{BlasInt}
piv::P
rank::BlasInt
tol::Real
info::BlasInt

function CholeskyPivoted{T,S}(factors, uplo, piv, rank, tol, info) where {T,S<:AbstractMatrix}
function CholeskyPivoted{T,S,P}(factors, uplo, piv, rank, tol, info) where {T,S<:AbstractMatrix,P<:AbstractVector}
require_one_based_indexing(factors)
new(factors, uplo, piv, rank, tol, info)
new{T,S,P}(factors, uplo, piv, rank, tol, info)
end
end
function CholeskyPivoted(A::AbstractMatrix{T}, uplo::AbstractChar, piv::Vector{<:Integer},
rank::Integer, tol::Real, info::Integer) where T
CholeskyPivoted{T,typeof(A)}(A, uplo, piv, rank, tol, info)
end
CholeskyPivoted(A::AbstractMatrix{T}, uplo::AbstractChar, piv::AbstractVector{<:Integer},
rank::Integer, tol::Real, info::Integer) where T =
CholeskyPivoted{T,typeof(A),typeof(piv)}(A, uplo, piv, rank, tol, info)
# backwards-compatible constructors (remove with Julia 2.0)
@deprecate(CholeskyPivoted{T,S}(factors, uplo, piv, rank, tol, info) where {T,S<:AbstractMatrix},
CholeskyPivoted{T,S,typeof(piv)}(factors, uplo, piv, rank, tol, info))


# iteration for destructuring into components
Expand Down Expand Up @@ -306,7 +308,7 @@ end
function cholesky!(A::RealHermSymComplexHerm{<:BlasReal,<:StridedMatrix},
::RowMaximum; tol = 0.0, check::Bool = true)
AA, piv, rank, info = LAPACK.pstrf!(A.uplo, A.data, tol)
C = CholeskyPivoted{eltype(AA),typeof(AA)}(AA, A.uplo, piv, rank, tol, info)
C = CholeskyPivoted{eltype(AA),typeof(AA),typeof(piv)}(AA, A.uplo, piv, rank, tol, info)
check && chkfullrank(C)
return C
end
Expand Down Expand Up @@ -438,7 +440,7 @@ julia> X = [1.0, 2.0, 3.0, 4.0];
julia> A = X * X';

julia> C = cholesky(A, RowMaximum(), check = false)
CholeskyPivoted{Float64, Matrix{Float64}}
CholeskyPivoted{Float64, Matrix{Float64}, Vector{Int64}}
U factor with rank 1:
4×4 UpperTriangular{Float64, Matrix{Float64}}:
4.0 2.0 3.0 1.0
Expand Down
33 changes: 18 additions & 15 deletions stdlib/LinearAlgebra/src/lq.jl
Original file line number Diff line number Diff line change
Expand Up @@ -22,13 +22,13 @@ julia> A = [5. 7.; -2. -4.]
-2.0 -4.0

julia> S = lq(A)
LQ{Float64, Matrix{Float64}}
LQ{Float64, Matrix{Float64}, Vector{Float64}}
L factor:
2×2 Matrix{Float64}:
-8.60233 0.0
4.41741 -0.697486
Q factor:
2×2 LinearAlgebra.LQPackedQ{Float64, Matrix{Float64}}:
2×2 LinearAlgebra.LQPackedQ{Float64, Matrix{Float64}, Vector{Float64}}:
-0.581238 -0.813733
-0.813733 0.581238

Expand All @@ -43,28 +43,31 @@ julia> l == S.L && q == S.Q
true
```
"""
struct LQ{T,S<:AbstractMatrix{T}} <: Factorization{T}
struct LQ{T,S<:AbstractMatrix{T},C<:AbstractVector{T}} <: Factorization{T}
factors::S
τ::Vector{T}
τ::C

function LQ{T,S}(factors, τ) where {T,S<:AbstractMatrix{T}}
function LQ{T,S,C}(factors, τ) where {T,S<:AbstractMatrix{T},C<:AbstractVector{T}}
require_one_based_indexing(factors)
new{T,S}(factors, τ)
new{T,S,C}(factors, τ)
end
end
LQ(factors::AbstractMatrix{T}, τ::Vector{T}) where {T} = LQ{T,typeof(factors)}(factors, τ)
function LQ{T}(factors::AbstractMatrix, τ::AbstractVector) where {T}
LQ(convert(AbstractMatrix{T}, factors), convert(Vector{T}, τ))
end
LQ(factors::AbstractMatrix{T}, τ::AbstractVector{T}) where {T} =
LQ{T,typeof(factors),typeof(τ)}(factors, τ)
LQ{T}(factors::AbstractMatrix, τ::AbstractVector) where {T} =
LQ(convert(AbstractMatrix{T}, factors), convert(AbstractVector{T}, τ))
# backwards-compatible constructors (remove with Julia 2.0)
@deprecate(LQ{T,S}(factors::AbstractMatrix{T}, τ::AbstractVector{T}) where {T,S},
LQ{T,S,typeof(τ)}(factors, τ))

# iteration for destructuring into components
Base.iterate(S::LQ) = (S.L, Val(:Q))
Base.iterate(S::LQ, ::Val{:Q}) = (S.Q, Val(:done))
Base.iterate(S::LQ, ::Val{:done}) = nothing

struct LQPackedQ{T,S<:AbstractMatrix{T}} <: AbstractMatrix{T}
struct LQPackedQ{T,S<:AbstractMatrix{T},C<:AbstractVector{T}} <: AbstractMatrix{T}
factors::S
τ::Vector{T}
τ::C
end


Expand Down Expand Up @@ -96,13 +99,13 @@ julia> A = [5. 7.; -2. -4.]
-2.0 -4.0

julia> S = lq(A)
LQ{Float64, Matrix{Float64}}
LQ{Float64, Matrix{Float64}, Vector{Float64}}
L factor:
2×2 Matrix{Float64}:
-8.60233 0.0
4.41741 -0.697486
Q factor:
2×2 LinearAlgebra.LQPackedQ{Float64, Matrix{Float64}}:
2×2 LinearAlgebra.LQPackedQ{Float64, Matrix{Float64}, Vector{Float64}}:
-0.581238 -0.813733
-0.813733 0.581238

Expand Down Expand Up @@ -134,7 +137,7 @@ Array(A::LQ) = Matrix(A)

adjoint(A::LQ) = Adjoint(A)
Base.copy(F::Adjoint{T,<:LQ{T}}) where {T} =
QR{T,typeof(F.parent.factors)}(copy(adjoint(F.parent.factors)), copy(F.parent.τ))
QR{T,typeof(F.parent.factors),typeof(F.parent.τ)}(copy(adjoint(F.parent.factors)), copy(F.parent.τ))

function getproperty(F::LQ, d::Symbol)
m, n = size(F)
Expand Down
44 changes: 22 additions & 22 deletions stdlib/LinearAlgebra/src/lu.jl
Original file line number Diff line number Diff line change
Expand Up @@ -28,7 +28,7 @@ julia> A = [4 3; 6 3]
6 3

julia> F = lu(A)
LU{Float64, Matrix{Float64}}
LU{Float64, Matrix{Float64}, Vector{Int64}}
L factor:
2×2 Matrix{Float64}:
1.0 0.0
Expand All @@ -47,24 +47,24 @@ julia> l == F.L && u == F.U && p == F.p
true
```
"""
struct LU{T,S<:AbstractMatrix{T}} <: Factorization{T}
struct LU{T,S<:AbstractMatrix{T},P<:AbstractVector{<:Integer}} <: Factorization{T}
factors::S
ipiv::Vector{BlasInt}
ipiv::P
info::BlasInt

function LU{T,S}(factors, ipiv, info) where {T,S<:AbstractMatrix{T}}
function LU{T,S,P}(factors, ipiv, info) where {T, S<:AbstractMatrix{T}, P<:AbstractVector{<:Integer}}
require_one_based_indexing(factors)
new{T,S}(factors, ipiv, info)
new{T,S,P}(factors, ipiv, info)
end
end
function LU(factors::AbstractMatrix{T}, ipiv::Vector{BlasInt}, info::BlasInt) where {T}
LU{T,typeof(factors)}(factors, ipiv, info)
end
function LU{T}(factors::AbstractMatrix, ipiv::AbstractVector{<:Integer}, info::Integer) where {T}
LU(convert(AbstractMatrix{T}, factors),
convert(Vector{BlasInt}, ipiv),
BlasInt(info))
end
LU(factors::AbstractMatrix{T}, ipiv::AbstractVector{<:Integer}, info::BlasInt) where {T} =
LU{T,typeof(factors),typeof(ipiv)}(factors, ipiv, info)
LU{T}(factors::AbstractMatrix, ipiv::AbstractVector{<:Integer}, info::Integer) where {T} =
LU(convert(AbstractMatrix{T}, factors), ipiv, BlasInt(info))
# backwards-compatible constructors (remove with Julia 2.0)
@deprecate(LU{T,S}(factors::AbstractMatrix{T}, ipiv::AbstractVector{<:Integer},
info::BlasInt) where {T,S},
LU{T,S,typeof(ipiv)}(factors, ipiv, info))

# iteration for destructuring into components
Base.iterate(S::LU) = (S.L, Val(:U))
Expand All @@ -80,7 +80,7 @@ lu!(A::StridedMatrix{<:BlasFloat}; check::Bool = true) = lu!(A, RowMaximum(); ch
function lu!(A::StridedMatrix{T}, ::RowMaximum; check::Bool = true) where {T<:BlasFloat}
lpt = LAPACK.getrf!(A)
check && checknonsingular(lpt[3])
return LU{T,typeof(A)}(lpt[1], lpt[2], lpt[3])
return LU{T,typeof(lpt[1]),typeof(lpt[2])}(lpt[1], lpt[2], lpt[3])
end
function lu!(A::StridedMatrix{<:BlasFloat}, pivot::NoPivot; check::Bool = true)
return generic_lufact!(A, pivot; check = check)
Expand Down Expand Up @@ -111,7 +111,7 @@ julia> A = [4. 3.; 6. 3.]
6.0 3.0

julia> F = lu!(A)
LU{Float64, Matrix{Float64}}
LU{Float64, Matrix{Float64}, Vector{Int64}}
L factor:
2×2 Matrix{Float64}:
1.0 0.0
Expand Down Expand Up @@ -184,7 +184,7 @@ function generic_lufact!(A::StridedMatrix{T}, pivot::Union{RowMaximum,NoPivot} =
end
end
check && checknonsingular(info, pivot)
return LU{T,typeof(A)}(A, ipiv, convert(BlasInt, info))
return LU{T,typeof(A),typeof(ipiv)}(A, ipiv, convert(BlasInt, info))
end

function lutype(T::Type)
Expand Down Expand Up @@ -256,7 +256,7 @@ julia> A = [4 3; 6 3]
6 3

julia> F = lu(A)
LU{Float64, Matrix{Float64}}
LU{Float64, Matrix{Float64}, Vector{Int64}}
L factor:
2×2 Matrix{Float64}:
1.0 0.0
Expand Down Expand Up @@ -295,13 +295,13 @@ end

function LU{T}(F::LU) where T
M = convert(AbstractMatrix{T}, F.factors)
LU{T,typeof(M)}(M, F.ipiv, F.info)
LU{T,typeof(M),typeof(F.ipiv)}(M, F.ipiv, F.info)
end
LU{T,S}(F::LU) where {T,S} = LU{T,S}(convert(S, F.factors), F.ipiv, F.info)
LU{T,S,P}(F::LU) where {T,S,P} = LU{T,S,P}(convert(S, F.factors), convert(P, F.ipiv), F.info)
Factorization{T}(F::LU{T}) where {T} = F
Factorization{T}(F::LU) where {T} = LU{T}(F)

copy(A::LU{T,S}) where {T,S} = LU{T,S}(copy(A.factors), copy(A.ipiv), A.info)
copy(A::LU{T,S,P}) where {T,S,P} = LU{T,S,P}(copy(A.factors), copy(A.ipiv), A.info)

size(A::LU) = size(getfield(A, :factors))
size(A::LU, i) = size(getfield(A, :factors), i)
Expand Down Expand Up @@ -564,7 +564,7 @@ function lu!(A::Tridiagonal{T,V}, pivot::Union{RowMaximum,NoPivot} = RowMaximum(
end
B = Tridiagonal{T,V}(dl, d, du, du2)
check && checknonsingular(info, pivot)
return LU{T,Tridiagonal{T,V}}(B, ipiv, convert(BlasInt, info))
return LU{T,Tridiagonal{T,V},typeof(ipiv)}(B, ipiv, convert(BlasInt, info))
end

factorize(A::Tridiagonal) = lu(A)
Expand Down Expand Up @@ -664,7 +664,7 @@ function ldiv!(transA::Transpose{<:Any,<:LU{T,Tridiagonal{T,V}}}, B::AbstractVec
end

# Ac_ldiv_B!(A::LU{T,Tridiagonal{T}}, B::AbstractVecOrMat) where {T<:Real} = At_ldiv_B!(A,B)
function ldiv!(adjA::Adjoint{<:Any,LU{T,Tridiagonal{T,V}}}, B::AbstractVecOrMat) where {T,V}
function ldiv!(adjA::Adjoint{<:Any,<:LU{T,Tridiagonal{T,V}}}, B::AbstractVecOrMat) where {T,V}
require_one_based_indexing(B)
A = adjA.parent
n = size(A,1)
Expand Down
Loading