Add applyqr! for non-BLAS types (#120)

* conj and trans layouts are bandedblockbanded

* Start blockbandwidths of banded matrix

* shifts properly

* Support Slice in sublayout

* tests pass

* Drop Julia v1.5

* add tests

* increase coverage

* applyqr! for non-BLAS

* v0.11.1

* add bigfloat qr tests

Author: dlfivefifty

Project.toml

@@ -1,6 +1,6 @@
 name = "BlockBandedMatrices"
 uuid = "ffab5731-97b5-5995-9138-79e8c1846df0"
-version = "0.11"
+version = "0.11.1"
 
 [deps]
 ArrayLayouts = "4c555306-a7a7-4459-81d9-ec55ddd5c99a"
@@ -17,7 +17,7 @@ ArrayLayouts = "0.7"
 BandedMatrices = "0.16.8"
 BlockArrays = "0.16.6"
 FillArrays = "0.11, 0.12"
-MatrixFactorizations = "0.7.1, 0.8"
+MatrixFactorizations = "0.8.5"
 julia = "1.6"
 
 [extras]

src/blockskylineqr.jl

@@ -1,10 +1,8 @@
-qrf!(A,τ) = _qrf!(MemoryLayout(A),MemoryLayout(τ),A,τ)
-_qrf!(::AbstractColumnMajor,::AbstractStridedLayout,A::AbstractMatrix{T},τ::AbstractVector{T}) where T<:BlasFloat =
-    LAPACK.geqrf!(A,τ)
 _apply_qr!(::AbstractColumnMajor, ::AbstractStridedLayout, ::AbstractStridedLayout, A::AbstractMatrix{T}, τ::AbstractVector{T}, B::AbstractVecOrMat{T}) where T<:BlasReal =
     LAPACK.ormqr!('L','T',A,τ,B)
 _apply_qr!(::AbstractColumnMajor, ::AbstractStridedLayout, ::AbstractStridedLayout, A::AbstractMatrix{T}, τ::AbstractVector{T}, B::AbstractVecOrMat{T}) where T<:BlasComplex =
     LAPACK.ormqr!('L','C',A,τ,B)
+_apply_qr!(_, _, _, A::AbstractMatrix, τ::AbstractVector, B::AbstractVecOrMat) = lmul!(MatrixFactorizations.QRPackedQ(A, τ)', B)
 apply_qr!(A, τ, B) = _apply_qr!(MemoryLayout(A), MemoryLayout(τ), MemoryLayout(B), A, τ, B)
 
 qlf!(A,τ) = _qlf!(MemoryLayout(A),MemoryLayout(τ),A,τ)
@@ -30,7 +28,7 @@ function _blockbanded_qr!(A::AbstractMatrix, τ::AbstractVector, NCOLS::Block{1}
         KR = K:min(K+l,M)
         V = view(A,KR,K)
         t = view(τ,K)
-        qrf!(V,t)
+        MatrixFactorizations.qrfactUnblocked!(V,t)
         for J = K+1:min(K+u,N)
             apply_qr!(V, t, view(A,KR,J))
         end
@@ -41,7 +39,7 @@ end
 function qr!(A::BlockBandedMatrix{T}) where T 
     M,N = blocksize(A)
     ax1 = M < N ? axes(A,1) : axes(A,2)
-    _blockbanded_qr!(A, PseudoBlockVector{T}(undef, (ax1,)))
+    _blockbanded_qr!(A, PseudoBlockVector(zeros(T,length(ax1)), (ax1,)))
 end
 
 function ql!(A::BlockBandedMatrix{T}) where T

test/test_blockskylineqr.jl

@@ -177,6 +177,15 @@ import BlockBandedMatrices: blockcolsupport
         B = [Matrix(I,2,2); zeros(size(T,1)-2,2)]
         @test ((T - z*I)\b)[1] ≈ (F\b)[1] ≈ (F \ B)[1,1] ≈ ((T - z*I)\B)[1,1] ≈ -0.1309123477325813 + 0.28471699370329884im 
     end
+
+    @testset "BigFloat QR" begin
+        N = 5
+        A = BlockBandedMatrix{BigFloat}(undef, 1:N,1:N, (2,1))
+        A.data .= randn.()
+        @test qr(A).Q ≈ qr(Float64.(A)).Q
+        b = randn(size(A,1))
+        @test qr(A .+ 0im)\b ≈ qr(A)\b ≈ A\b
+    end
 end